Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.613744 | 5.5237 | 0 |
2 | 0.469 | 4.221 | 3.2e-05 |
3 | 0.457093 | 4.1138 | 4.6e-05 |
4 | 0.246531 | 2.2188 | 0.01465 |
5 | 0.147209 | 1.3249 | 0.094469 |
6 | 0.156189 | 1.4057 | 0.081819 |
7 | 0.179413 | 1.6147 | 0.05513 |
8 | 0.203536 | 1.8318 | 0.035327 |
9 | 0.255986 | 2.3039 | 0.011896 |
10 | 0.239898 | 2.1591 | 0.016901 |
11 | 0.121408 | 1.0927 | 0.138888 |
12 | 0.151777 | 1.366 | 0.087861 |
13 | 0.046252 | 0.4163 | 0.339156 |
14 | 0.039937 | 0.3594 | 0.360103 |
15 | 0.086701 | 0.7803 | 0.218741 |
16 | 0.092759 | 0.8348 | 0.203135 |
17 | 0.13439 | 1.2095 | 0.114992 |
18 | 0.184578 | 1.6612 | 0.05027 |
19 | 0.164789 | 1.4831 | 0.070964 |
20 | 0.116046 | 1.0444 | 0.1497 |
21 | 0.130942 | 1.1785 | 0.121029 |
22 | 0.103891 | 0.935 | 0.176279 |
23 | 0.046834 | 0.4215 | 0.337249 |
24 | 0.114776 | 1.033 | 0.152343 |
25 | 0.104675 | 0.9421 | 0.174478 |
26 | 0.087739 | 0.7896 | 0.21602 |
27 | 0.058245 | 0.5242 | 0.300785 |
28 | 0.023857 | 0.2147 | 0.415267 |
29 | 0.067582 | 0.6082 | 0.272365 |
30 | -0.01359 | -0.1223 | 0.451477 |
31 | -0.085031 | -0.7653 | 0.223165 |
32 | -0.019537 | -0.1758 | 0.430431 |
33 | -0.033476 | -0.3013 | 0.381984 |
34 | -0.118418 | -1.0658 | 0.144849 |
35 | -0.078209 | -0.7039 | 0.241764 |
36 | -0.06894 | -0.6205 | 0.268349 |
37 | -0.148472 | -1.3362 | 0.092606 |
38 | -0.155906 | -1.4032 | 0.082197 |
39 | -0.103439 | -0.931 | 0.177322 |
40 | -0.138948 | -1.2505 | 0.107353 |
41 | -0.158624 | -1.4276 | 0.078623 |
42 | -0.10371 | -0.9334 | 0.176697 |
43 | -0.105381 | -0.9484 | 0.172866 |
44 | -0.149069 | -1.3416 | 0.091734 |
45 | -0.105626 | -0.9506 | 0.172308 |
46 | -0.126088 | -1.1348 | 0.129904 |
47 | -0.12203 | -1.0983 | 0.13767 |
48 | -0.047432 | -0.4269 | 0.335296 |
49 | -0.071195 | -0.6408 | 0.261745 |
50 | -0.049029 | -0.4413 | 0.330099 |
51 | -0.038513 | -0.3466 | 0.364889 |
52 | -0.09725 | -0.8752 | 0.192013 |
53 | -0.119787 | -1.0781 | 0.142099 |
54 | -0.149357 | -1.3442 | 0.091316 |
55 | -0.208589 | -1.8773 | 0.032038 |
56 | -0.24081 | -2.1673 | 0.016575 |
57 | -0.184358 | -1.6592 | 0.050469 |
58 | -0.170102 | -1.5309 | 0.064842 |
59 | -0.157397 | -1.4166 | 0.080221 |
60 | -0.096297 | -0.8667 | 0.19434 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.613744 | 5.5237 | 0 |
2 | 0.148109 | 1.333 | 0.093138 |
3 | 0.198442 | 1.786 | 0.038923 |
4 | -0.207666 | -1.869 | 0.032619 |
5 | -0.040619 | -0.3656 | 0.357818 |
6 | 0.064534 | 0.5808 | 0.281493 |
7 | 0.175488 | 1.5794 | 0.059072 |
8 | 0.101634 | 0.9147 | 0.18153 |
9 | 0.084432 | 0.7599 | 0.224763 |
10 | -0.058265 | -0.5244 | 0.30072 |
11 | -0.193107 | -1.738 | 0.043009 |
12 | 0.094969 | 0.8547 | 0.197613 |
13 | -0.10125 | -0.9112 | 0.182434 |
14 | 0.173985 | 1.5659 | 0.06064 |
15 | 0.016902 | 0.1521 | 0.439734 |
16 | 0.052848 | 0.4756 | 0.317809 |
17 | -0.02086 | -0.1877 | 0.425776 |
18 | 0.049707 | 0.4474 | 0.327905 |
19 | -0.029135 | -0.2622 | 0.39691 |
20 | -0.018595 | -0.1674 | 0.433755 |
21 | 0.081844 | 0.7366 | 0.231748 |
22 | -0.008633 | -0.0777 | 0.469129 |
23 | 0.014512 | 0.1306 | 0.448204 |
24 | 0.022402 | 0.2016 | 0.42036 |
25 | -0.000509 | -0.0046 | 0.498177 |
26 | -0.042334 | -0.381 | 0.352097 |
27 | -0.109772 | -0.9879 | 0.163061 |
28 | -0.034664 | -0.312 | 0.377931 |
29 | 0.168396 | 1.5156 | 0.066761 |
30 | -0.097637 | -0.8787 | 0.191072 |
31 | -0.120107 | -1.081 | 0.14146 |
32 | 0.036798 | 0.3312 | 0.370681 |
33 | -0.035562 | -0.3201 | 0.374875 |
34 | -0.130184 | -1.1717 | 0.122385 |
35 | 0.056748 | 0.5107 | 0.305463 |
36 | -0.031489 | -0.2834 | 0.388796 |
37 | -0.058389 | -0.5255 | 0.300334 |
38 | -0.088372 | -0.7953 | 0.214369 |
39 | 0.056081 | 0.5047 | 0.30756 |
40 | 0.006269 | 0.0564 | 0.477574 |
41 | -0.103456 | -0.9311 | 0.177282 |
42 | 0.016374 | 0.1474 | 0.441605 |
43 | 0.013835 | 0.1245 | 0.450608 |
44 | -0.075453 | -0.6791 | 0.249513 |
45 | 0.022412 | 0.2017 | 0.420324 |
46 | 0.013816 | 0.1243 | 0.450677 |
47 | 0.004369 | 0.0393 | 0.484364 |
48 | 0.099827 | 0.8984 | 0.185806 |
49 | -0.042638 | -0.3837 | 0.351087 |
50 | 0.026149 | 0.2353 | 0.407269 |
51 | -0.088235 | -0.7941 | 0.214724 |
52 | -0.0089 | -0.0801 | 0.468176 |
53 | -0.038497 | -0.3465 | 0.364944 |
54 | -0.052919 | -0.4763 | 0.317583 |
55 | -0.051245 | -0.4612 | 0.322944 |
56 | -0.013881 | -0.1249 | 0.450443 |
57 | 0.009396 | 0.0846 | 0.466408 |
58 | -0.023568 | -0.2121 | 0.416277 |
59 | 0.078996 | 0.711 | 0.239575 |
60 | 0.011997 | 0.108 | 0.457141 |