Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.77571 | 7.1095 | 0 |
2 | 0.397826 | 3.6461 | 0.00023 |
3 | 0.124826 | 1.144 | 0.127927 |
4 | 0.076301 | 0.6993 | 0.243145 |
5 | 0.193696 | 1.7753 | 0.039739 |
6 | 0.296658 | 2.7189 | 0.003978 |
7 | 0.252114 | 2.3107 | 0.011652 |
8 | 0.1366 | 1.252 | 0.10703 |
9 | 0.06425 | 0.5889 | 0.278769 |
10 | 0.082671 | 0.7577 | 0.225378 |
11 | 0.17407 | 1.5954 | 0.057192 |
12 | 0.213013 | 1.9523 | 0.027117 |
13 | 0.037145 | 0.3404 | 0.367187 |
14 | -0.172222 | -1.5784 | 0.059111 |
15 | -0.283972 | -2.6026 | 0.005467 |
16 | -0.275087 | -2.5212 | 0.006792 |
17 | -0.201369 | -1.8456 | 0.034238 |
18 | -0.180185 | -1.6514 | 0.051193 |
19 | -0.276749 | -2.5364 | 0.006524 |
20 | -0.397568 | -3.6438 | 0.000232 |
21 | -0.432535 | -3.9642 | 7.7e-05 |
22 | -0.350814 | -3.2153 | 0.000925 |
23 | -0.185584 | -1.7009 | 0.04633 |
24 | -0.073288 | -0.6717 | 0.251812 |
25 | -0.161997 | -1.4847 | 0.07068 |
26 | -0.29637 | -2.7163 | 0.004007 |
27 | -0.351033 | -3.2173 | 0.000919 |
28 | -0.303501 | -2.7816 | 0.003338 |
29 | -0.207077 | -1.8979 | 0.030573 |
30 | -0.165576 | -1.5175 | 0.066443 |
31 | -0.221772 | -2.0326 | 0.022627 |
32 | -0.279211 | -2.559 | 0.006145 |
33 | -0.230636 | -2.1138 | 0.018749 |
34 | -0.066565 | -0.6101 | 0.271727 |
35 | 0.14397 | 1.3195 | 0.095292 |
36 | 0.258164 | 2.3661 | 0.010139 |
37 | 0.149791 | 1.3729 | 0.086725 |
38 | -0.015804 | -0.1448 | 0.442589 |
39 | -0.091119 | -0.8351 | 0.203011 |
40 | -0.044822 | -0.4108 | 0.341131 |
41 | 0.075361 | 0.6907 | 0.245831 |
42 | 0.156797 | 1.4371 | 0.077206 |
43 | 0.130264 | 1.1939 | 0.117941 |
44 | 0.063542 | 0.5824 | 0.280938 |
45 | 0.028789 | 0.2639 | 0.396269 |
46 | 0.052771 | 0.4837 | 0.314944 |
47 | 0.132181 | 1.2115 | 0.114559 |
48 | 0.202519 | 1.8561 | 0.033472 |
49 | 0.181551 | 1.6639 | 0.049925 |
50 | 0.139159 | 1.2754 | 0.10284 |
51 | 0.110923 | 1.0166 | 0.156126 |
52 | 0.09598 | 0.8797 | 0.190772 |
53 | 0.082601 | 0.7571 | 0.225568 |
54 | 0.054944 | 0.5036 | 0.30794 |
55 | 0.009841 | 0.0902 | 0.464174 |
56 | -0.007003 | -0.0642 | 0.47449 |
57 | 0.016864 | 0.1546 | 0.43877 |
58 | 0.065024 | 0.596 | 0.276403 |
59 | 0.115802 | 1.0613 | 0.145788 |
60 | 0.131075 | 1.2013 | 0.116501 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.77571 | 7.1095 | 0 |
2 | -0.511958 | -4.6922 | 5e-06 |
3 | 0.188408 | 1.7268 | 0.043941 |
4 | 0.223277 | 2.0464 | 0.021924 |
5 | 0.132602 | 1.2153 | 0.113825 |
6 | -0.065582 | -0.6011 | 0.274707 |
7 | -0.126142 | -1.1561 | 0.125456 |
8 | 0.147261 | 1.3497 | 0.090375 |
9 | 0.06499 | 0.5956 | 0.276507 |
10 | 0.005101 | 0.0468 | 0.481411 |
11 | 0.087004 | 0.7974 | 0.213732 |
12 | -0.107147 | -0.982 | 0.164456 |
13 | -0.463284 | -4.2461 | 2.8e-05 |
14 | 0.279696 | 2.5635 | 0.006072 |
15 | -0.113437 | -1.0397 | 0.150739 |
16 | -0.256362 | -2.3496 | 0.01057 |
17 | -0.083773 | -0.7678 | 0.222381 |
18 | -0.078171 | -0.7165 | 0.23785 |
19 | -0.164167 | -1.5046 | 0.068087 |
20 | -0.137914 | -1.264 | 0.104862 |
21 | 0.072554 | 0.665 | 0.253945 |
22 | 0.070798 | 0.6489 | 0.259094 |
23 | -0.029678 | -0.272 | 0.393144 |
24 | -0.025008 | -0.2292 | 0.409635 |
25 | -0.06473 | -0.5933 | 0.277301 |
26 | 0.115321 | 1.0569 | 0.146785 |
27 | -0.016536 | -0.1516 | 0.43995 |
28 | -0.079202 | -0.7259 | 0.23496 |
29 | -0.070934 | -0.6501 | 0.258693 |
30 | -0.079012 | -0.7242 | 0.23549 |
31 | -0.072864 | -0.6678 | 0.253042 |
32 | -0.047274 | -0.4333 | 0.332963 |
33 | 0.102739 | 0.9416 | 0.174543 |
34 | 0.083135 | 0.7619 | 0.224113 |
35 | -0.057219 | -0.5244 | 0.300685 |
36 | 0.000618 | 0.0057 | 0.497746 |
37 | -0.074074 | -0.6789 | 0.249533 |
38 | -0.005047 | -0.0463 | 0.481606 |
39 | -0.045802 | -0.4198 | 0.337857 |
40 | -0.076153 | -0.698 | 0.243567 |
41 | 0.016871 | 0.1546 | 0.438745 |
42 | -0.036093 | -0.3308 | 0.37081 |
43 | -0.089472 | -0.82 | 0.207262 |
44 | -0.025355 | -0.2324 | 0.408405 |
45 | -0.166205 | -1.5233 | 0.065721 |
46 | -0.110586 | -1.0135 | 0.156857 |
47 | -0.020706 | -0.1898 | 0.424974 |
48 | 0.063778 | 0.5845 | 0.280213 |
49 | 0.132656 | 1.2158 | 0.113731 |
50 | -0.093181 | -0.854 | 0.197761 |
51 | -0.0973 | -0.8918 | 0.187531 |
52 | 0.063765 | 0.5844 | 0.280252 |
53 | -0.080891 | -0.7414 | 0.230266 |
54 | 0.0304 | 0.2786 | 0.390609 |
55 | 0.097645 | 0.8949 | 0.186691 |
56 | -0.015338 | -0.1406 | 0.444271 |
57 | -0.081095 | -0.7432 | 0.229702 |
58 | -0.030209 | -0.2769 | 0.391282 |
59 | -0.022824 | -0.2092 | 0.417407 |
60 | -0.026314 | -0.2412 | 0.405005 |