Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.901682 | 9.3706 | 0 |
2 | 0.791674 | 8.2273 | 0 |
3 | 0.674054 | 7.005 | 0 |
4 | 0.549069 | 5.7061 | 0 |
5 | 0.418523 | 4.3494 | 1.6e-05 |
6 | 0.304702 | 3.1666 | 0.001003 |
7 | 0.210181 | 2.1843 | 0.015553 |
8 | 0.123317 | 1.2815 | 0.101374 |
9 | 0.047492 | 0.4935 | 0.311314 |
10 | -0.022137 | -0.2301 | 0.409243 |
11 | -0.081677 | -0.8488 | 0.198932 |
12 | -0.177342 | -1.843 | 0.034036 |
13 | -0.196848 | -2.0457 | 0.021608 |
14 | -0.196074 | -2.0377 | 0.022014 |
15 | -0.199667 | -2.075 | 0.020181 |
16 | -0.202813 | -2.1077 | 0.018686 |
17 | -0.205063 | -2.1311 | 0.017676 |
18 | -0.202956 | -2.1092 | 0.01862 |
19 | -0.209974 | -2.1821 | 0.015634 |
20 | -0.236408 | -2.4568 | 0.007805 |
21 | -0.254949 | -2.6495 | 0.004635 |
22 | -0.260707 | -2.7093 | 0.003921 |
23 | -0.27185 | -2.8252 | 0.002815 |
24 | -0.243152 | -2.5269 | 0.006478 |
25 | -0.198928 | -2.0673 | 0.020547 |
26 | -0.163109 | -1.6951 | 0.046471 |
27 | -0.113319 | -1.1776 | 0.120763 |
28 | -0.068037 | -0.7071 | 0.240525 |
29 | -0.028508 | -0.2963 | 0.383799 |
30 | 0.002606 | 0.0271 | 0.48922 |
31 | 0.025895 | 0.2691 | 0.394181 |
32 | 0.053586 | 0.5569 | 0.28938 |
33 | 0.074905 | 0.7784 | 0.219009 |
34 | 0.08208 | 0.853 | 0.197773 |
35 | 0.105832 | 1.0998 | 0.136924 |
36 | 0.12769 | 1.327 | 0.093655 |
37 | 0.116982 | 1.2157 | 0.113373 |
38 | 0.11734 | 1.2194 | 0.112668 |
39 | 0.10948 | 1.1378 | 0.128871 |
40 | 0.110831 | 1.1518 | 0.125976 |
41 | 0.119251 | 1.2393 | 0.108962 |
42 | 0.110084 | 1.144 | 0.127571 |
43 | 0.102934 | 1.0697 | 0.143565 |
44 | 0.096317 | 1.001 | 0.159543 |
45 | 0.094487 | 0.9819 | 0.164162 |
46 | 0.10316 | 1.0721 | 0.143039 |
47 | 0.091107 | 0.9468 | 0.172923 |
48 | 0.06077 | 0.6315 | 0.264512 |
49 | 0.053108 | 0.5519 | 0.291073 |
50 | 0.035703 | 0.371 | 0.355667 |
51 | 0.00807 | 0.0839 | 0.466659 |
52 | -0.019431 | -0.2019 | 0.420174 |
53 | -0.056715 | -0.5894 | 0.278411 |
54 | -0.075404 | -0.7836 | 0.217488 |
55 | -0.087154 | -0.9057 | 0.183546 |
56 | -0.089494 | -0.93 | 0.17721 |
57 | -0.085976 | -0.8935 | 0.186792 |
58 | -0.099293 | -1.0319 | 0.152216 |
59 | -0.098583 | -1.0245 | 0.153944 |
60 | -0.101586 | -1.0557 | 0.146728 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.901682 | 9.3706 | 0 |
2 | -0.114229 | -1.1871 | 0.118895 |
3 | -0.099318 | -1.0321 | 0.152155 |
4 | -0.106737 | -1.1092 | 0.134894 |
5 | -0.107164 | -1.1137 | 0.133943 |
6 | 0.005399 | 0.0561 | 0.47768 |
7 | 0.015319 | 0.1592 | 0.436903 |
8 | -0.049345 | -0.5128 | 0.304566 |
9 | -0.033699 | -0.3502 | 0.363433 |
10 | -0.063896 | -0.664 | 0.254044 |
11 | -0.031896 | -0.3315 | 0.370463 |
12 | -0.279608 | -2.9058 | 0.002223 |
13 | 0.363457 | 3.7772 | 0.00013 |
14 | 0.012251 | 0.1273 | 0.449464 |
15 | -0.099942 | -1.0386 | 0.150649 |
16 | -0.059239 | -0.6156 | 0.269718 |
17 | -0.112859 | -1.1729 | 0.121715 |
18 | 0.010378 | 0.1078 | 0.457158 |
19 | -0.024861 | -0.2584 | 0.398309 |
20 | -0.157987 | -1.6418 | 0.051765 |
21 | 0.04951 | 0.5145 | 0.30397 |
22 | -0.001611 | -0.0167 | 0.493336 |
23 | -0.01666 | -0.1731 | 0.431436 |
24 | 0.010302 | 0.1071 | 0.45747 |
25 | 0.168768 | 1.7539 | 0.041143 |
26 | -0.029965 | -0.3114 | 0.378045 |
27 | 0.047946 | 0.4983 | 0.309655 |
28 | -0.067321 | -0.6996 | 0.242836 |
29 | -0.065357 | -0.6792 | 0.24923 |
30 | 0.046695 | 0.4853 | 0.314236 |
31 | 0.030976 | 0.3219 | 0.37407 |
32 | -0.077322 | -0.8036 | 0.211709 |
33 | 0.007751 | 0.0806 | 0.467974 |
34 | -0.023634 | -0.2456 | 0.403225 |
35 | 0.079391 | 0.8251 | 0.205581 |
36 | 0.045125 | 0.4689 | 0.320025 |
37 | -0.086628 | -0.9003 | 0.184991 |
38 | 0.053997 | 0.5612 | 0.287928 |
39 | 0.026608 | 0.2765 | 0.39134 |
40 | 0.041307 | 0.4293 | 0.334288 |
41 | 0.032793 | 0.3408 | 0.366958 |
42 | -0.141665 | -1.4722 | 0.071934 |
43 | 0.003149 | 0.0327 | 0.486978 |
44 | 0.017731 | 0.1843 | 0.427074 |
45 | 0.078719 | 0.8181 | 0.207558 |
46 | 0.019015 | 0.1976 | 0.421861 |
47 | -0.086485 | -0.8988 | 0.185384 |
48 | 0.032418 | 0.3369 | 0.368426 |
49 | 0.022427 | 0.2331 | 0.408073 |
50 | -0.027133 | -0.282 | 0.38925 |
51 | -0.07784 | -0.8089 | 0.210165 |
52 | 0.017386 | 0.1807 | 0.428479 |
53 | 0.028725 | 0.2985 | 0.38294 |
54 | -0.034248 | -0.3559 | 0.361299 |
55 | -0.01399 | -0.1454 | 0.442336 |
56 | 0.053956 | 0.5607 | 0.288071 |
57 | 0.025721 | 0.2673 | 0.394872 |
58 | -0.04863 | -0.5054 | 0.307163 |
59 | 0.014934 | 0.1552 | 0.438477 |
60 | -0.198368 | -2.0615 | 0.020828 |