Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.469686 | 5.9781 | 0 |
2 | 0.44758 | 5.6968 | 0 |
3 | 0.188679 | 2.4015 | 0.00873 |
4 | 0.154653 | 1.9684 | 0.025364 |
5 | 0.069534 | 0.885 | 0.188728 |
6 | 0.075097 | 0.9558 | 0.17029 |
7 | 0.083196 | 1.0589 | 0.145608 |
8 | 0.010719 | 0.1364 | 0.445827 |
9 | -0.084608 | -1.0769 | 0.141566 |
10 | -0.269639 | -3.4319 | 0.00038 |
11 | -0.273711 | -3.4838 | 0.000318 |
12 | -0.598896 | -7.6227 | 0 |
13 | -0.226915 | -2.8882 | 0.002203 |
14 | -0.220484 | -2.8063 | 0.002813 |
15 | 0.033359 | 0.4246 | 0.335851 |
16 | -0.042841 | -0.5453 | 0.293157 |
17 | -0.045377 | -0.5776 | 0.282183 |
18 | -0.045047 | -0.5733 | 0.283602 |
19 | -0.068869 | -0.8766 | 0.19101 |
20 | -0.07541 | -0.9598 | 0.169291 |
21 | 0.003855 | 0.0491 | 0.480465 |
22 | 0.094425 | 1.2018 | 0.115591 |
23 | 0.073661 | 0.9376 | 0.174934 |
24 | 0.169296 | 2.1548 | 0.016328 |
25 | -0.009364 | -0.1192 | 0.452638 |
26 | 0.024755 | 0.3151 | 0.376553 |
27 | -0.151799 | -1.9321 | 0.027547 |
28 | -0.086033 | -1.095 | 0.137566 |
29 | -0.001914 | -0.0244 | 0.490298 |
30 | -0.023993 | -0.3054 | 0.380236 |
31 | 0.030546 | 0.3888 | 0.348973 |
32 | 0.026585 | 0.3384 | 0.36776 |
33 | -0.003278 | -0.0417 | 0.483385 |
34 | -0.039325 | -0.5005 | 0.308691 |
35 | -0.046566 | -0.5927 | 0.277109 |
36 | -0.056838 | -0.7234 | 0.235228 |
37 | 0.022324 | 0.2841 | 0.388333 |
38 | -0.022053 | -0.2807 | 0.389655 |
39 | 0.071157 | 0.9057 | 0.183225 |
40 | 0.082652 | 1.052 | 0.147185 |
41 | -0.016763 | -0.2134 | 0.41566 |
42 | 0.00389 | 0.0495 | 0.480288 |
43 | -0.060494 | -0.77 | 0.221222 |
44 | -0.000921 | -0.0117 | 0.495332 |
45 | -0.014342 | -0.1825 | 0.427694 |
46 | 0.016039 | 0.2041 | 0.419251 |
47 | 0.04958 | 0.6311 | 0.264448 |
48 | 0.020384 | 0.2594 | 0.397811 |
49 | -0.002364 | -0.0301 | 0.488018 |
50 | 0.009463 | 0.1204 | 0.45214 |
51 | -0.043672 | -0.5559 | 0.28954 |
52 | -0.064479 | -0.8207 | 0.206515 |
53 | 0.0192 | 0.2444 | 0.403626 |
54 | -0.034578 | -0.4401 | 0.330224 |
55 | 0.088101 | 1.1213 | 0.1319 |
56 | -0.022906 | -0.2915 | 0.385506 |
57 | -0.021502 | -0.2737 | 0.392342 |
58 | -0.052823 | -0.6723 | 0.251167 |
59 | -0.084515 | -1.0757 | 0.141831 |
60 | -0.074564 | -0.949 | 0.172005 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.469686 | 5.9781 | 0 |
2 | 0.291219 | 3.7066 | 0.000144 |
3 | -0.136135 | -1.7327 | 0.042525 |
4 | -0.003324 | -0.0423 | 0.483154 |
5 | 0.014595 | 0.1858 | 0.426432 |
6 | 0.028777 | 0.3663 | 0.35732 |
7 | 0.058469 | 0.7442 | 0.22892 |
8 | -0.089199 | -1.1353 | 0.128959 |
9 | -0.155735 | -1.9822 | 0.024575 |
10 | -0.254355 | -3.2374 | 0.000732 |
11 | -0.053987 | -0.6871 | 0.246489 |
12 | -0.482373 | -6.1396 | 0 |
13 | 0.363635 | 4.6283 | 4e-06 |
14 | 0.191078 | 2.432 | 0.008052 |
15 | 0.144774 | 1.8427 | 0.033602 |
16 | -0.061075 | -0.7774 | 0.219041 |
17 | -0.172247 | -2.1923 | 0.014891 |
18 | 0.070108 | 0.8923 | 0.186771 |
19 | 0.021226 | 0.2702 | 0.393688 |
20 | -0.151943 | -1.9339 | 0.027433 |
21 | -0.075517 | -0.9612 | 0.168948 |
22 | -0.096559 | -1.229 | 0.110428 |
23 | -0.036915 | -0.4699 | 0.319545 |
24 | -0.187156 | -2.3821 | 0.009187 |
25 | 0.152159 | 1.9367 | 0.027263 |
26 | 0.155205 | 1.9754 | 0.024958 |
27 | 0.071623 | 0.9116 | 0.181662 |
28 | -0.150184 | -1.9115 | 0.028851 |
29 | 0.017771 | 0.2262 | 0.41067 |
30 | -0.035932 | -0.4573 | 0.324021 |
31 | 0.082486 | 1.0499 | 0.147668 |
32 | -0.07648 | -0.9734 | 0.165895 |
33 | -0.092399 | -1.176 | 0.120651 |
34 | -0.032572 | -0.4146 | 0.339499 |
35 | -0.034851 | -0.4436 | 0.328969 |
36 | -0.105815 | -1.3468 | 0.089962 |
37 | 0.03363 | 0.428 | 0.334595 |
38 | 0.069975 | 0.8906 | 0.187222 |
39 | 0.062625 | 0.7971 | 0.213284 |
40 | 0.03839 | 0.4886 | 0.312882 |
41 | -0.061624 | -0.7843 | 0.216991 |
42 | -0.055739 | -0.7094 | 0.239536 |
43 | 0.067585 | 0.8602 | 0.19547 |
44 | -0.011087 | -0.1411 | 0.443978 |
45 | -0.050661 | -0.6448 | 0.25998 |
46 | -0.03006 | -0.3826 | 0.35126 |
47 | -0.000513 | -0.0065 | 0.497401 |
48 | -0.12765 | -1.6247 | 0.053084 |
49 | 0.025313 | 0.3222 | 0.373866 |
50 | 0.022245 | 0.2831 | 0.388719 |
51 | 0.006712 | 0.0854 | 0.466013 |
52 | 0.052832 | 0.6724 | 0.251131 |
53 | 0.031742 | 0.404 | 0.343368 |
54 | -0.146532 | -1.865 | 0.031992 |
55 | 0.133045 | 1.6934 | 0.046152 |
56 | -0.002661 | -0.0339 | 0.486514 |
57 | -0.138739 | -1.7659 | 0.039652 |
58 | -0.061301 | -0.7802 | 0.218197 |
59 | -0.032455 | -0.4131 | 0.340046 |
60 | -0.139647 | -1.7774 | 0.038688 |