Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.868666 | 7.1103 | 0 |
2 | 0.733232 | 6.0018 | 0 |
3 | 0.638352 | 5.2251 | 1e-06 |
4 | 0.574797 | 4.7049 | 7e-06 |
5 | 0.551628 | 4.5153 | 1.3e-05 |
6 | 0.509798 | 4.1729 | 4.4e-05 |
7 | 0.423689 | 3.468 | 0.00046 |
8 | 0.323634 | 2.6491 | 0.005029 |
9 | 0.276201 | 2.2608 | 0.013512 |
10 | 0.274101 | 2.2436 | 0.014084 |
11 | 0.313757 | 2.5682 | 0.006229 |
12 | 0.317418 | 2.5982 | 0.005757 |
13 | 0.166072 | 1.3594 | 0.089295 |
14 | 0.04412 | 0.3611 | 0.359566 |
15 | -0.039548 | -0.3237 | 0.37358 |
16 | -0.093645 | -0.7665 | 0.223031 |
17 | -0.102129 | -0.836 | 0.203073 |
18 | -0.138466 | -1.1334 | 0.130545 |
19 | -0.206783 | -1.6926 | 0.04759 |
20 | -0.281659 | -2.3055 | 0.012122 |
21 | -0.302251 | -2.474 | 0.00795 |
22 | -0.288172 | -2.3588 | 0.010629 |
23 | -0.241911 | -1.9801 | 0.025899 |
24 | -0.22831 | -1.8688 | 0.033012 |
25 | -0.318648 | -2.6082 | 0.005606 |
26 | -0.36185 | -2.9619 | 0.002114 |
27 | -0.385883 | -3.1586 | 0.001189 |
28 | -0.370492 | -3.0326 | 0.001723 |
29 | -0.323996 | -2.652 | 0.004989 |
30 | -0.302018 | -2.4721 | 0.007989 |
31 | -0.313438 | -2.5656 | 0.006272 |
32 | -0.322647 | -2.641 | 0.005139 |
33 | -0.293843 | -2.4052 | 0.009466 |
34 | -0.2417 | -1.9784 | 0.025999 |
35 | -0.184884 | -1.5133 | 0.067448 |
36 | -0.143517 | -1.1747 | 0.122128 |
37 | -0.181342 | -1.4843 | 0.071204 |
38 | -0.191569 | -1.5681 | 0.060789 |
39 | -0.184163 | -1.5074 | 0.068199 |
40 | -0.151714 | -1.2418 | 0.109315 |
41 | -0.111745 | -0.9147 | 0.181821 |
42 | -0.095301 | -0.7801 | 0.219048 |
43 | -0.096985 | -0.7939 | 0.21504 |
44 | -0.10421 | -0.853 | 0.198351 |
45 | -0.08407 | -0.6881 | 0.246868 |
46 | -0.055061 | -0.4507 | 0.326832 |
47 | -0.014075 | -0.1152 | 0.454313 |
48 | 0.0056 | 0.0458 | 0.481788 |
49 | -0.022073 | -0.1807 | 0.428584 |
50 | -0.016671 | -0.1365 | 0.445935 |
51 | 0.00028 | 0.0023 | 0.499089 |
52 | 0.029375 | 0.2404 | 0.405361 |
53 | 0.053478 | 0.4377 | 0.331493 |
54 | 0.060559 | 0.4957 | 0.310865 |
55 | 0.051835 | 0.4243 | 0.336359 |
56 | 0.036223 | 0.2965 | 0.383885 |
57 | 0.029657 | 0.2428 | 0.40447 |
58 | 0.024361 | 0.1994 | 0.421274 |
59 | 0.021785 | 0.1783 | 0.429505 |
60 | 0.008256 | 0.0676 | 0.473161 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.868666 | 7.1103 | 0 |
2 | -0.086991 | -0.712 | 0.239454 |
3 | 0.088587 | 0.7251 | 0.235453 |
4 | 0.063271 | 0.5179 | 0.303118 |
5 | 0.141097 | 1.1549 | 0.126111 |
6 | -0.070702 | -0.5787 | 0.282358 |
7 | -0.152919 | -1.2517 | 0.107517 |
8 | -0.094459 | -0.7732 | 0.221068 |
9 | 0.135149 | 1.1062 | 0.13629 |
10 | 0.096988 | 0.7939 | 0.215034 |
11 | 0.169941 | 1.391 | 0.08441 |
12 | -0.07965 | -0.652 | 0.258328 |
13 | -0.572364 | -4.685 | 7e-06 |
14 | 0.053865 | 0.4409 | 0.33035 |
15 | -0.025543 | -0.2091 | 0.417511 |
16 | -0.037456 | -0.3066 | 0.380054 |
17 | 0.057772 | 0.4729 | 0.318918 |
18 | -0.053358 | -0.4368 | 0.331848 |
19 | 0.035662 | 0.2919 | 0.385629 |
20 | -0.058537 | -0.4791 | 0.316698 |
21 | -0.021594 | -0.1768 | 0.430117 |
22 | -0.084534 | -0.6919 | 0.245682 |
23 | 0.004924 | 0.0403 | 0.483985 |
24 | 0.061827 | 0.5061 | 0.307232 |
25 | -0.102694 | -0.8406 | 0.201784 |
26 | 0.065366 | 0.535 | 0.297196 |
27 | -0.076479 | -0.626 | 0.266717 |
28 | 0.071784 | 0.5876 | 0.279397 |
29 | -0.027499 | -0.2251 | 0.411299 |
30 | 0.051546 | 0.4219 | 0.337216 |
31 | -0.042111 | -0.3447 | 0.365704 |
32 | 0.028956 | 0.237 | 0.406684 |
33 | -0.029221 | -0.2392 | 0.405847 |
34 | -0.007173 | -0.0587 | 0.476677 |
35 | -0.114528 | -0.9375 | 0.175947 |
36 | 0.144253 | 1.1808 | 0.120935 |
37 | -0.076511 | -0.6263 | 0.266633 |
38 | -0.065614 | -0.5371 | 0.296497 |
39 | 0.043226 | 0.3538 | 0.362291 |
40 | -0.072292 | -0.5917 | 0.27801 |
41 | -0.076792 | -0.6286 | 0.265885 |
42 | 0.014093 | 0.1154 | 0.454255 |
43 | 0.012918 | 0.1057 | 0.458052 |
44 | -0.031825 | -0.2605 | 0.39764 |
45 | -0.034552 | -0.2828 | 0.389092 |
46 | -0.007367 | -0.0603 | 0.476046 |
47 | 0.017994 | 0.1473 | 0.441675 |
48 | -0.055548 | -0.4547 | 0.325406 |
49 | 0.062404 | 0.5108 | 0.305585 |
50 | 0.061621 | 0.5044 | 0.307822 |
51 | -0.010947 | -0.0896 | 0.464435 |
52 | 0.023018 | 0.1884 | 0.425561 |
53 | -0.064735 | -0.5299 | 0.298975 |
54 | -0.013113 | -0.1073 | 0.457423 |
55 | -0.017723 | -0.1451 | 0.442545 |
56 | -0.016094 | -0.1317 | 0.447794 |
57 | -0.093862 | -0.7683 | 0.222506 |
58 | -0.031635 | -0.2589 | 0.398236 |
59 | -0.037492 | -0.3069 | 0.379943 |
60 | -0.030749 | -0.2517 | 0.401024 |