Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.845929 | 9.2667 | 0 |
2 | 0.820418 | 8.9872 | 0 |
3 | 0.824154 | 9.0282 | 0 |
4 | 0.776976 | 8.5113 | 0 |
5 | 0.768294 | 8.4162 | 0 |
6 | 0.729656 | 7.993 | 0 |
7 | 0.708749 | 7.764 | 0 |
8 | 0.69593 | 7.6235 | 0 |
9 | 0.673242 | 7.375 | 0 |
10 | 0.613252 | 6.7178 | 0 |
11 | 0.588708 | 6.449 | 0 |
12 | 0.636683 | 6.9745 | 0 |
13 | 0.527491 | 5.7784 | 0 |
14 | 0.49839 | 5.4596 | 0 |
15 | 0.499709 | 5.474 | 0 |
16 | 0.473365 | 5.1854 | 0 |
17 | 0.464043 | 5.0833 | 1e-06 |
18 | 0.43614 | 4.7777 | 3e-06 |
19 | 0.400824 | 4.3908 | 1.2e-05 |
20 | 0.379122 | 4.1531 | 3.1e-05 |
21 | 0.351862 | 3.8545 | 9.4e-05 |
22 | 0.291892 | 3.1975 | 0.000886 |
23 | 0.271292 | 2.9719 | 0.001789 |
24 | 0.296289 | 3.2457 | 0.000759 |
25 | 0.213393 | 2.3376 | 0.010532 |
26 | 0.184164 | 2.0174 | 0.022942 |
27 | 0.178104 | 1.951 | 0.026692 |
28 | 0.136638 | 1.4968 | 0.068536 |
29 | 0.119673 | 1.311 | 0.096188 |
30 | 0.114942 | 1.2591 | 0.105213 |
31 | 0.084728 | 0.9282 | 0.177596 |
32 | 0.074704 | 0.8183 | 0.207392 |
33 | 0.068276 | 0.7479 | 0.227983 |
34 | 0.025384 | 0.2781 | 0.390721 |
35 | 0.041163 | 0.4509 | 0.326429 |
36 | 0.068152 | 0.7466 | 0.228391 |
37 | 0.004176 | 0.0457 | 0.481795 |
38 | 0.007525 | 0.0824 | 0.467219 |
39 | 0.01593 | 0.1745 | 0.430882 |
40 | 0.001805 | 0.0198 | 0.492127 |
41 | -0.002262 | -0.0248 | 0.490137 |
42 | -0.026049 | -0.2853 | 0.387934 |
43 | -0.027542 | -0.3017 | 0.3817 |
44 | -0.051605 | -0.5653 | 0.28646 |
45 | -0.055356 | -0.6064 | 0.2727 |
46 | -0.083382 | -0.9134 | 0.181431 |
47 | -0.098087 | -1.0745 | 0.14238 |
48 | -0.055813 | -0.6114 | 0.271045 |
49 | -0.119851 | -1.3129 | 0.09586 |
50 | -0.128888 | -1.4119 | 0.080284 |
51 | -0.116634 | -1.2777 | 0.101917 |
52 | -0.136265 | -1.4927 | 0.06907 |
53 | -0.132777 | -1.4545 | 0.07421 |
54 | -0.155918 | -1.708 | 0.045111 |
55 | -0.159989 | -1.7526 | 0.041113 |
56 | -0.166259 | -1.8213 | 0.035528 |
57 | -0.156792 | -1.7176 | 0.044227 |
58 | -0.190133 | -2.0828 | 0.019696 |
59 | -0.196064 | -2.1478 | 0.016871 |
60 | -0.164739 | -1.8046 | 0.036821 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.845929 | 9.2667 | 0 |
2 | 0.368568 | 4.0375 | 4.8e-05 |
3 | 0.301698 | 3.3049 | 0.000626 |
4 | 0.013502 | 0.1479 | 0.441331 |
5 | 0.0893 | 0.9782 | 0.164964 |
6 | -0.065413 | -0.7166 | 0.237518 |
7 | 0.017641 | 0.1932 | 0.423546 |
8 | 0.022602 | 0.2476 | 0.402435 |
9 | 0.030131 | 0.3301 | 0.370963 |
10 | -0.185927 | -2.0367 | 0.021939 |
11 | -0.051185 | -0.5607 | 0.288021 |
12 | 0.309703 | 3.3926 | 0.000469 |
13 | -0.329736 | -3.6121 | 0.000222 |
14 | -0.09131 | -1.0002 | 0.159601 |
15 | 0.064896 | 0.7109 | 0.239263 |
16 | 0.141843 | 1.5538 | 0.061431 |
17 | -0.029971 | -0.3283 | 0.371623 |
18 | 0.046139 | 0.5054 | 0.307091 |
19 | -0.080973 | -0.887 | 0.188423 |
20 | -0.125128 | -1.3707 | 0.086512 |
21 | -0.0529 | -0.5795 | 0.281671 |
22 | -0.027936 | -0.306 | 0.380057 |
23 | -0.015577 | -0.1706 | 0.4324 |
24 | 0.035174 | 0.3853 | 0.350345 |
25 | -0.07445 | -0.8156 | 0.208183 |
26 | -0.056474 | -0.6186 | 0.268661 |
27 | 0.013629 | 0.1493 | 0.440784 |
28 | -0.04828 | -0.5289 | 0.298931 |
29 | -0.012258 | -0.1343 | 0.446704 |
30 | 0.165693 | 1.8151 | 0.036005 |
31 | 0.0543 | 0.5948 | 0.276541 |
32 | -0.045525 | -0.4987 | 0.309453 |
33 | 0.014045 | 0.1539 | 0.438991 |
34 | -0.014367 | -0.1574 | 0.437603 |
35 | 0.078853 | 0.8638 | 0.194712 |
36 | 0.04672 | 0.5118 | 0.304867 |
37 | -0.081273 | -0.8903 | 0.187544 |
38 | 0.004382 | 0.048 | 0.480896 |
39 | 0.020092 | 0.2201 | 0.413087 |
40 | 0.058383 | 0.6396 | 0.261841 |
41 | -0.039331 | -0.4308 | 0.333676 |
42 | -0.194684 | -2.1327 | 0.017495 |
43 | 0.067866 | 0.7434 | 0.229336 |
44 | -0.095841 | -1.0499 | 0.14794 |
45 | 0.052213 | 0.572 | 0.284208 |
46 | 0.034298 | 0.3757 | 0.353896 |
47 | -0.164291 | -1.7997 | 0.037209 |
48 | 0.076357 | 0.8364 | 0.202283 |
49 | -0.028042 | -0.3072 | 0.379618 |
50 | -0.043438 | -0.4758 | 0.317528 |
51 | -0.024689 | -0.2705 | 0.393638 |
52 | 0.023378 | 0.2561 | 0.399159 |
53 | 0.017108 | 0.1874 | 0.425828 |
54 | -0.038366 | -0.4203 | 0.337518 |
55 | -0.048808 | -0.5347 | 0.296936 |
56 | 0.000954 | 0.0105 | 0.495838 |
57 | 0.025894 | 0.2837 | 0.388582 |
58 | -0.054665 | -0.5988 | 0.275207 |
59 | 0.047238 | 0.5175 | 0.302891 |
60 | -0.064675 | -0.7085 | 0.240012 |