Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.863417 | 7.9133 | 0 |
2 | 0.763679 | 6.9992 | 0 |
3 | 0.704532 | 6.4571 | 0 |
4 | 0.621981 | 5.7006 | 0 |
5 | 0.550552 | 5.0459 | 1e-06 |
6 | 0.465639 | 4.2676 | 2.6e-05 |
7 | 0.404003 | 3.7028 | 0.00019 |
8 | 0.337413 | 3.0924 | 0.001347 |
9 | 0.259899 | 2.382 | 0.009738 |
10 | 0.211126 | 1.935 | 0.028178 |
11 | 0.135395 | 1.2409 | 0.109045 |
12 | 0.05563 | 0.5099 | 0.305745 |
13 | -0.013406 | -0.1229 | 0.451253 |
14 | -0.10679 | -0.9787 | 0.165259 |
15 | -0.158431 | -1.452 | 0.075107 |
16 | -0.238656 | -2.1873 | 0.015749 |
17 | -0.311554 | -2.8554 | 0.002707 |
18 | -0.355067 | -3.2542 | 0.00082 |
19 | -0.401239 | -3.6774 | 0.000207 |
20 | -0.431459 | -3.9544 | 8e-05 |
21 | -0.476911 | -4.371 | 1.8e-05 |
22 | -0.49392 | -4.5269 | 1e-05 |
23 | -0.465116 | -4.2629 | 2.6e-05 |
24 | -0.481561 | -4.4136 | 1.5e-05 |
25 | -0.456926 | -4.1878 | 3.5e-05 |
26 | -0.426962 | -3.9132 | 9.2e-05 |
27 | -0.408137 | -3.7406 | 0.000167 |
28 | -0.366918 | -3.3629 | 0.000582 |
29 | -0.310764 | -2.8482 | 0.002763 |
30 | -0.232143 | -2.1276 | 0.01815 |
31 | -0.167179 | -1.5322 | 0.064613 |
32 | -0.128004 | -1.1732 | 0.122021 |
33 | -0.066977 | -0.6139 | 0.270486 |
34 | -0.023292 | -0.2135 | 0.415735 |
35 | 0.013838 | 0.1268 | 0.449691 |
36 | 0.050529 | 0.4631 | 0.322241 |
37 | 0.075311 | 0.6902 | 0.245973 |
38 | 0.121068 | 1.1096 | 0.135167 |
39 | 0.136079 | 1.2472 | 0.107898 |
40 | 0.171352 | 1.5705 | 0.060033 |
41 | 0.212451 | 1.9471 | 0.027429 |
42 | 0.232923 | 2.1348 | 0.017846 |
43 | 0.265677 | 2.435 | 0.008505 |
44 | 0.277041 | 2.5391 | 0.006478 |
45 | 0.277623 | 2.5445 | 0.006387 |
46 | 0.248894 | 2.2811 | 0.012535 |
47 | 0.2076 | 1.9027 | 0.030254 |
48 | 0.224194 | 2.0548 | 0.021504 |
49 | 0.182885 | 1.6762 | 0.048712 |
50 | 0.132318 | 1.2127 | 0.114319 |
51 | 0.108776 | 0.9969 | 0.160827 |
52 | 0.085122 | 0.7802 | 0.218745 |
53 | 0.067844 | 0.6218 | 0.26788 |
54 | 0.043388 | 0.3977 | 0.345947 |
55 | 0.015135 | 0.1387 | 0.445003 |
56 | -0.009513 | -0.0872 | 0.465364 |
57 | -0.037891 | -0.3473 | 0.364625 |
58 | -0.048801 | -0.4473 | 0.327917 |
59 | -0.043617 | -0.3998 | 0.345176 |
60 | -0.064877 | -0.5946 | 0.276853 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.863417 | 7.9133 | 0 |
2 | 0.071473 | 0.6551 | 0.25711 |
3 | 0.12075 | 1.1067 | 0.135793 |
4 | -0.086877 | -0.7962 | 0.214068 |
5 | 0.001322 | 0.0121 | 0.495182 |
6 | -0.109727 | -1.0057 | 0.158732 |
7 | 0.040394 | 0.3702 | 0.356075 |
8 | -0.067372 | -0.6175 | 0.269295 |
9 | -0.062182 | -0.5699 | 0.285132 |
10 | 0.028127 | 0.2578 | 0.398599 |
11 | -0.129046 | -1.1827 | 0.120127 |
12 | -0.08043 | -0.7372 | 0.231541 |
13 | -0.067947 | -0.6227 | 0.26757 |
14 | -0.15635 | -1.433 | 0.077789 |
15 | 0.048351 | 0.4431 | 0.329402 |
16 | -0.170723 | -1.5647 | 0.060706 |
17 | -0.044875 | -0.4113 | 0.340956 |
18 | -0.033701 | -0.3089 | 0.379089 |
19 | -0.023516 | -0.2155 | 0.414941 |
20 | -0.037093 | -0.34 | 0.367367 |
21 | -0.105015 | -0.9625 | 0.169286 |
22 | 0.027168 | 0.249 | 0.401985 |
23 | 0.108284 | 0.9924 | 0.161916 |
24 | -0.110655 | -1.0142 | 0.156707 |
25 | 0.100067 | 0.9171 | 0.180851 |
26 | -0.026696 | -0.2447 | 0.403655 |
27 | 0.010901 | 0.0999 | 0.460327 |
28 | 0.007604 | 0.0697 | 0.472302 |
29 | 0.130249 | 1.1938 | 0.117967 |
30 | 0.071907 | 0.659 | 0.255838 |
31 | 0.049533 | 0.454 | 0.325509 |
32 | -0.061917 | -0.5675 | 0.285953 |
33 | 0.008217 | 0.0753 | 0.470075 |
34 | -0.042189 | -0.3867 | 0.349989 |
35 | -0.03559 | -0.3262 | 0.372547 |
36 | -0.048673 | -0.4461 | 0.328339 |
37 | -0.005077 | -0.0465 | 0.4815 |
38 | -0.026889 | -0.2464 | 0.402971 |
39 | -0.059846 | -0.5485 | 0.292403 |
40 | 0.040085 | 0.3674 | 0.357126 |
41 | -0.000157 | -0.0014 | 0.499426 |
42 | -0.007503 | -0.0688 | 0.472671 |
43 | 0.047036 | 0.4311 | 0.333752 |
44 | -0.013953 | -0.1279 | 0.449273 |
45 | -0.014052 | -0.1288 | 0.448915 |
46 | -0.166356 | -1.5247 | 0.065548 |
47 | 0.01827 | 0.1675 | 0.433709 |
48 | 0.15214 | 1.3944 | 0.083439 |
49 | -0.162633 | -1.4906 | 0.069912 |
50 | 0.003593 | 0.0329 | 0.486904 |
51 | 0.026923 | 0.2468 | 0.402849 |
52 | 0.073734 | 0.6758 | 0.250517 |
53 | -0.02105 | -0.1929 | 0.42374 |
54 | 0.035911 | 0.3291 | 0.371438 |
55 | -0.010318 | -0.0946 | 0.462442 |
56 | -0.030436 | -0.279 | 0.390483 |
57 | 0.050534 | 0.4631 | 0.322228 |
58 | 0.041378 | 0.3792 | 0.352735 |
59 | 0.13292 | 1.2182 | 0.113273 |
60 | -0.098521 | -0.903 | 0.184565 |