Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.884986 | 8.1592 | 0 |
2 | 0.708728 | 6.5342 | 0 |
3 | 0.582027 | 5.366 | 0 |
4 | 0.524011 | 4.8311 | 3e-06 |
5 | 0.520415 | 4.798 | 3e-06 |
6 | 0.498155 | 4.5928 | 8e-06 |
7 | 0.427267 | 3.9392 | 8.3e-05 |
8 | 0.335945 | 3.0973 | 0.001323 |
9 | 0.29756 | 2.7434 | 0.003708 |
10 | 0.340134 | 3.1359 | 0.001177 |
11 | 0.431613 | 3.9793 | 7.2e-05 |
12 | 0.469565 | 4.3292 | 2e-05 |
13 | 0.333716 | 3.0767 | 0.001408 |
14 | 0.153472 | 1.4149 | 0.08037 |
15 | 0.019352 | 0.1784 | 0.429409 |
16 | -0.051352 | -0.4734 | 0.318556 |
17 | -0.07057 | -0.6506 | 0.258521 |
18 | -0.099843 | -0.9205 | 0.179957 |
19 | -0.164 | -1.512 | 0.067121 |
20 | -0.242017 | -2.2313 | 0.014147 |
21 | -0.269298 | -2.4828 | 0.0075 |
22 | -0.227905 | -2.1012 | 0.019293 |
23 | -0.149892 | -1.3819 | 0.085307 |
24 | -0.117933 | -1.0873 | 0.139992 |
25 | -0.220545 | -2.0333 | 0.02257 |
26 | -0.350506 | -3.2315 | 0.000876 |
27 | -0.433358 | -3.9954 | 6.8e-05 |
28 | -0.455683 | -4.2012 | 3.3e-05 |
29 | -0.435828 | -4.0181 | 6.3e-05 |
30 | -0.425366 | -3.9217 | 8.9e-05 |
31 | -0.4437 | -4.0907 | 4.9e-05 |
32 | -0.470423 | -4.3371 | 2e-05 |
33 | -0.449214 | -4.1415 | 4.1e-05 |
34 | -0.372158 | -3.4311 | 0.000465 |
35 | -0.274308 | -2.529 | 0.006643 |
36 | -0.215052 | -1.9827 | 0.025317 |
37 | -0.26616 | -2.4539 | 0.008087 |
38 | -0.343786 | -3.1695 | 0.001061 |
39 | -0.381561 | -3.5178 | 0.000351 |
40 | -0.368402 | -3.3965 | 0.00052 |
41 | -0.326636 | -3.0114 | 0.001712 |
42 | -0.293323 | -2.7043 | 0.004133 |
43 | -0.284582 | -2.6237 | 0.005154 |
44 | -0.281395 | -2.5943 | 0.00558 |
45 | -0.241098 | -2.2228 | 0.014441 |
46 | -0.159626 | -1.4717 | 0.0724 |
47 | -0.059737 | -0.5507 | 0.291625 |
48 | 0.011726 | 0.1081 | 0.457083 |
49 | -0.008282 | -0.0764 | 0.469658 |
50 | -0.049258 | -0.4541 | 0.325444 |
51 | -0.053182 | -0.4903 | 0.312589 |
52 | -0.023374 | -0.2155 | 0.414948 |
53 | 0.019962 | 0.184 | 0.427211 |
54 | 0.048304 | 0.4453 | 0.328603 |
55 | 0.051349 | 0.4734 | 0.318565 |
56 | 0.044763 | 0.4127 | 0.340436 |
57 | 0.060395 | 0.5568 | 0.289559 |
58 | 0.107946 | 0.9952 | 0.161228 |
59 | 0.167843 | 1.5474 | 0.062737 |
60 | 0.196749 | 1.8139 | 0.036608 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.884986 | 8.1592 | 0 |
2 | -0.343508 | -3.167 | 0.00107 |
3 | 0.226753 | 2.0906 | 0.019777 |
4 | 0.113084 | 1.0426 | 0.150048 |
5 | 0.15212 | 1.4025 | 0.082208 |
6 | -0.142553 | -1.3143 | 0.096145 |
7 | -0.073853 | -0.6809 | 0.248894 |
8 | -0.027718 | -0.2555 | 0.399458 |
9 | 0.220635 | 2.0342 | 0.022527 |
10 | 0.175916 | 1.6219 | 0.054268 |
11 | 0.180425 | 1.6634 | 0.049954 |
12 | -0.193959 | -1.7882 | 0.038652 |
13 | -0.665845 | -6.1388 | 0 |
14 | 0.114182 | 1.0527 | 0.14773 |
15 | -0.104612 | -0.9645 | 0.168773 |
16 | -0.009586 | -0.0884 | 0.464892 |
17 | -0.090324 | -0.8327 | 0.20366 |
18 | 0.061362 | 0.5657 | 0.286533 |
19 | 0.073926 | 0.6816 | 0.248684 |
20 | 0.019412 | 0.179 | 0.429195 |
21 | -0.01942 | -0.179 | 0.429163 |
22 | -0.178281 | -1.6437 | 0.05197 |
23 | -0.040343 | -0.3719 | 0.355428 |
24 | -0.047244 | -0.4356 | 0.332126 |
25 | -0.069926 | -0.6447 | 0.260432 |
26 | 0.01864 | 0.1719 | 0.431981 |
27 | 0.03339 | 0.3078 | 0.379478 |
28 | 0.082044 | 0.7564 | 0.225747 |
29 | -0.047443 | -0.4374 | 0.331465 |
30 | 0.002155 | 0.0199 | 0.492096 |
31 | -0.066082 | -0.6092 | 0.271993 |
32 | 0.008325 | 0.0768 | 0.469501 |
33 | -0.019452 | -0.1793 | 0.42905 |
34 | -0.03452 | -0.3183 | 0.375535 |
35 | -0.031865 | -0.2938 | 0.384821 |
36 | 0.103775 | 0.9568 | 0.1707 |
37 | -0.033487 | -0.3087 | 0.379139 |
38 | -0.074444 | -0.6863 | 0.247184 |
39 | -0.054587 | -0.5033 | 0.308039 |
40 | -0.031736 | -0.2926 | 0.385275 |
41 | -0.059706 | -0.5505 | 0.291722 |
42 | 0.019563 | 0.1804 | 0.428648 |
43 | -0.024846 | -0.2291 | 0.409683 |
44 | 0.042388 | 0.3908 | 0.348462 |
45 | -0.039681 | -0.3658 | 0.357698 |
46 | 0.009012 | 0.0831 | 0.46699 |
47 | 0.048428 | 0.4465 | 0.328191 |
48 | 0.024936 | 0.2299 | 0.409362 |
49 | -0.029267 | -0.2698 | 0.393974 |
50 | 0.045389 | 0.4185 | 0.338332 |
51 | 0.072174 | 0.6654 | 0.253794 |
52 | -0.057526 | -0.5304 | 0.298622 |
53 | -0.005415 | -0.0499 | 0.48015 |
54 | -0.095304 | -0.8787 | 0.191031 |
55 | -0.022471 | -0.2072 | 0.418186 |
56 | -0.072168 | -0.6654 | 0.253811 |
57 | -0.066059 | -0.609 | 0.272062 |
58 | 0.023261 | 0.2145 | 0.415351 |
59 | -0.042362 | -0.3906 | 0.348549 |
60 | -0.062509 | -0.5763 | 0.282968 |