Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.762181 | 7.4678 | 0 |
2 | 0.688631 | 6.7472 | 0 |
3 | 0.697603 | 6.8351 | 0 |
4 | 0.592363 | 5.8039 | 0 |
5 | 0.538463 | 5.2758 | 0 |
6 | 0.545297 | 5.3428 | 0 |
7 | 0.392917 | 3.8498 | 0.000107 |
8 | 0.342351 | 3.3543 | 0.00057 |
9 | 0.296089 | 2.9011 | 0.002306 |
10 | 0.172075 | 1.686 | 0.047523 |
11 | 0.174605 | 1.7108 | 0.045176 |
12 | 0.232208 | 2.2752 | 0.01256 |
13 | 0.063805 | 0.6252 | 0.266675 |
14 | 0.022161 | 0.2171 | 0.414282 |
15 | 0.015632 | 0.1532 | 0.439296 |
16 | -0.037081 | -0.3633 | 0.358584 |
17 | -0.031937 | -0.3129 | 0.377512 |
18 | -0.043657 | -0.4278 | 0.334895 |
19 | -0.114643 | -1.1233 | 0.132062 |
20 | -0.143631 | -1.4073 | 0.081285 |
21 | -0.199679 | -1.9564 | 0.026659 |
22 | -0.247169 | -2.4217 | 0.008662 |
23 | -0.201211 | -1.9715 | 0.025775 |
24 | -0.178334 | -1.7473 | 0.041891 |
25 | -0.24012 | -2.3527 | 0.01034 |
26 | -0.265715 | -2.6035 | 0.005347 |
27 | -0.240334 | -2.3548 | 0.010285 |
28 | -0.196987 | -1.9301 | 0.028275 |
29 | -0.164427 | -1.6111 | 0.055226 |
30 | -0.141049 | -1.382 | 0.08509 |
31 | -0.131927 | -1.2926 | 0.099624 |
32 | -0.156297 | -1.5314 | 0.064481 |
33 | -0.178936 | -1.7532 | 0.041379 |
34 | -0.160174 | -1.5694 | 0.059925 |
35 | -0.130214 | -1.2758 | 0.102547 |
36 | -0.083906 | -0.8221 | 0.206527 |
37 | -0.095504 | -0.9357 | 0.175876 |
38 | -0.117252 | -1.1488 | 0.12674 |
39 | -0.06821 | -0.6683 | 0.252767 |
40 | 0.008733 | 0.0856 | 0.465995 |
41 | 0.036178 | 0.3545 | 0.361881 |
42 | 0.098933 | 0.9693 | 0.167406 |
43 | 0.134203 | 1.3149 | 0.095835 |
44 | 0.138007 | 1.3522 | 0.089746 |
45 | 0.179831 | 1.762 | 0.040628 |
46 | 0.220535 | 2.1608 | 0.0166 |
47 | 0.237087 | 2.323 | 0.011146 |
48 | 0.306508 | 3.0032 | 0.001703 |
49 | 0.26027 | 2.5501 | 0.006175 |
50 | 0.214435 | 2.101 | 0.019129 |
51 | 0.205001 | 2.0086 | 0.023695 |
52 | 0.18766 | 1.8387 | 0.034526 |
53 | 0.132452 | 1.2978 | 0.098739 |
54 | 0.134373 | 1.3166 | 0.095557 |
55 | 0.08289 | 0.8122 | 0.209357 |
56 | 0.023948 | 0.2346 | 0.407495 |
57 | 0.017145 | 0.168 | 0.433473 |
58 | -0.005525 | -0.0541 | 0.47847 |
59 | -0.030275 | -0.2966 | 0.383694 |
60 | 0.019809 | 0.1941 | 0.423258 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.762181 | 7.4678 | 0 |
2 | 0.257016 | 2.5182 | 0.006724 |
3 | 0.285507 | 2.7974 | 0.003113 |
4 | -0.09667 | -0.9472 | 0.172967 |
5 | 0.004084 | 0.04 | 0.484083 |
6 | 0.102465 | 1.0039 | 0.158965 |
7 | -0.274348 | -2.688 | 0.004237 |
8 | -0.009526 | -0.0933 | 0.462917 |
9 | -0.099236 | -0.9723 | 0.166669 |
10 | -0.125294 | -1.2276 | 0.111295 |
11 | 0.141539 | 1.3868 | 0.084358 |
12 | 0.252551 | 2.4745 | 0.007549 |
13 | -0.276115 | -2.7054 | 0.004037 |
14 | -0.093339 | -0.9145 | 0.181365 |
15 | -0.032846 | -0.3218 | 0.374141 |
16 | 0.107005 | 1.0484 | 0.148535 |
17 | 0.023898 | 0.2341 | 0.407685 |
18 | -0.126211 | -1.2366 | 0.109625 |
19 | 0.011868 | 0.1163 | 0.453834 |
20 | -0.151228 | -1.4817 | 0.070845 |
21 | -0.115846 | -1.1351 | 0.129589 |
22 | 0.048082 | 0.4711 | 0.319315 |
23 | 0.091368 | 0.8952 | 0.186454 |
24 | 0.030544 | 0.2993 | 0.382689 |
25 | -0.002271 | -0.0223 | 0.491147 |
26 | -0.100796 | -0.9876 | 0.162916 |
27 | 0.106744 | 1.0459 | 0.149123 |
28 | 0.142391 | 1.3951 | 0.083096 |
29 | -0.022351 | -0.219 | 0.413561 |
30 | -0.01229 | -0.1204 | 0.452204 |
31 | -0.101189 | -0.9914 | 0.161981 |
32 | -0.131072 | -1.2842 | 0.101075 |
33 | -0.062593 | -0.6133 | 0.270569 |
34 | 0.013192 | 0.1293 | 0.448715 |
35 | -0.002375 | -0.0233 | 0.490741 |
36 | 0.100918 | 0.9888 | 0.162626 |
37 | 0.032377 | 0.3172 | 0.375881 |
38 | 0.10589 | 1.0375 | 0.151052 |
39 | 0.098669 | 0.9668 | 0.168047 |
40 | 0.121127 | 1.1868 | 0.119118 |
41 | 0.055724 | 0.546 | 0.293172 |
42 | -0.004896 | -0.048 | 0.480919 |
43 | -0.053562 | -0.5248 | 0.300467 |
44 | 0.00753 | 0.0738 | 0.470671 |
45 | 0.043387 | 0.4251 | 0.335857 |
46 | -0.052496 | -0.5144 | 0.304092 |
47 | -0.10911 | -1.0691 | 0.143863 |
48 | 0.032489 | 0.3183 | 0.375464 |
49 | -0.03967 | -0.3887 | 0.349184 |
50 | 0.05671 | 0.5556 | 0.289874 |
51 | -0.107213 | -1.0505 | 0.14807 |
52 | -0.073658 | -0.7217 | 0.236116 |
53 | -0.10659 | -1.0444 | 0.14947 |
54 | -0.002534 | -0.0248 | 0.490123 |
55 | 0.057588 | 0.5642 | 0.286951 |
56 | -0.018004 | -0.1764 | 0.430175 |
57 | 0.005423 | 0.0531 | 0.478867 |
58 | -0.031028 | -0.304 | 0.380888 |
59 | -0.063889 | -0.626 | 0.266407 |
60 | 0.11579 | 1.1345 | 0.129704 |