Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.84266 | 6.5814 | 0 |
2 | 0.636226 | 4.9691 | 3e-06 |
3 | 0.529187 | 4.1331 | 5.5e-05 |
4 | 0.548333 | 4.2826 | 3.3e-05 |
5 | 0.638853 | 4.9896 | 3e-06 |
6 | 0.683904 | 5.3415 | 1e-06 |
7 | 0.604917 | 4.7245 | 7e-06 |
8 | 0.459583 | 3.5895 | 0.000331 |
9 | 0.338687 | 2.6452 | 0.005184 |
10 | 0.317357 | 2.4786 | 0.007985 |
11 | 0.336308 | 2.6267 | 0.005444 |
12 | 0.346642 | 2.7074 | 0.004393 |
13 | 0.262432 | 2.0497 | 0.022352 |
14 | 0.164205 | 1.2825 | 0.102262 |
15 | 0.092037 | 0.7188 | 0.237494 |
16 | 0.048062 | 0.3754 | 0.354343 |
17 | 0.017024 | 0.133 | 0.447331 |
18 | -0.019578 | -0.1529 | 0.439486 |
19 | -0.080082 | -0.6255 | 0.267002 |
20 | -0.146691 | -1.1457 | 0.128198 |
21 | -0.193526 | -1.5115 | 0.067914 |
22 | -0.209451 | -1.6359 | 0.053509 |
23 | -0.220702 | -1.7237 | 0.044911 |
24 | -0.237888 | -1.858 | 0.034001 |
25 | -0.294984 | -2.3039 | 0.012325 |
26 | -0.326906 | -2.5532 | 0.006595 |
27 | -0.322331 | -2.5175 | 0.007231 |
28 | -0.299247 | -2.3372 | 0.011364 |
29 | -0.285495 | -2.2298 | 0.014727 |
30 | -0.294924 | -2.3034 | 0.012339 |
31 | -0.328809 | -2.5681 | 0.006346 |
32 | -0.378508 | -2.9562 | 0.002212 |
33 | -0.38453 | -3.0033 | 0.001935 |
34 | -0.324054 | -2.5309 | 0.006985 |
35 | -0.280647 | -2.1919 | 0.016106 |
36 | -0.268344 | -2.0958 | 0.020127 |
37 | -0.296317 | -2.3143 | 0.012017 |
38 | -0.318896 | -2.4907 | 0.007744 |
39 | -0.300304 | -2.3455 | 0.011136 |
40 | -0.245398 | -1.9166 | 0.029987 |
41 | -0.191198 | -1.4933 | 0.070256 |
42 | -0.167201 | -1.3059 | 0.098248 |
43 | -0.19103 | -1.492 | 0.070427 |
44 | -0.211452 | -1.6515 | 0.051888 |
45 | -0.170221 | -1.3295 | 0.094323 |
46 | -0.085117 | -0.6648 | 0.254346 |
47 | -0.046184 | -0.3607 | 0.359781 |
48 | -0.050928 | -0.3978 | 0.346098 |
49 | -0.085879 | -0.6707 | 0.252459 |
50 | -0.100354 | -0.7838 | 0.218098 |
51 | -0.070976 | -0.5543 | 0.290687 |
52 | -0.014283 | -0.1116 | 0.455771 |
53 | 0.012596 | 0.0984 | 0.460977 |
54 | 0.015038 | 0.1175 | 0.453445 |
55 | -0.006422 | -0.0502 | 0.480081 |
56 | -0.023932 | -0.1869 | 0.426173 |
57 | -0.004603 | -0.036 | 0.485719 |
58 | 0.031082 | 0.2428 | 0.404503 |
59 | 0.034066 | 0.2661 | 0.395543 |
60 | 0.018194 | 0.1421 | 0.443734 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.84266 | 6.5814 | 0 |
2 | -0.254719 | -1.9894 | 0.025572 |
3 | 0.262423 | 2.0496 | 0.022356 |
4 | 0.280867 | 2.1936 | 0.016041 |
5 | 0.269342 | 2.1036 | 0.019771 |
6 | 0.051683 | 0.4037 | 0.343939 |
7 | -0.161316 | -1.2599 | 0.106249 |
8 | -0.116504 | -0.9099 | 0.183222 |
9 | -0.127042 | -0.9922 | 0.162503 |
10 | 0.018476 | 0.1443 | 0.44287 |
11 | -0.146335 | -1.1429 | 0.12877 |
12 | 0.015751 | 0.123 | 0.451247 |
13 | -0.232271 | -1.8141 | 0.037291 |
14 | 0.135396 | 1.0575 | 0.147232 |
15 | -0.069247 | -0.5408 | 0.295294 |
16 | -0.084446 | -0.6595 | 0.256015 |
17 | -0.10991 | -0.8584 | 0.197009 |
18 | -0.054208 | -0.4234 | 0.336754 |
19 | -0.028882 | -0.2256 | 0.411142 |
20 | -0.088359 | -0.6901 | 0.246371 |
21 | 0.027134 | 0.2119 | 0.416438 |
22 | -0.032114 | -0.2508 | 0.401399 |
23 | 0.086306 | 0.6741 | 0.251407 |
24 | -0.010248 | -0.08 | 0.468235 |
25 | -0.067692 | -0.5287 | 0.299468 |
26 | 0.092004 | 0.7186 | 0.237574 |
27 | 0.031145 | 0.2433 | 0.404313 |
28 | 0.067524 | 0.5274 | 0.299923 |
29 | -0.03224 | -0.2518 | 0.401019 |
30 | 0.019739 | 0.1542 | 0.438994 |
31 | -0.054176 | -0.4231 | 0.336846 |
32 | -0.152247 | -1.1891 | 0.119506 |
33 | 0.014817 | 0.1157 | 0.454126 |
34 | 0.039455 | 0.3082 | 0.379507 |
35 | -0.081312 | -0.6351 | 0.263879 |
36 | -0.009829 | -0.0768 | 0.469529 |
37 | -0.006445 | -0.0503 | 0.48001 |
38 | 0.006844 | 0.0535 | 0.478772 |
39 | 0.019578 | 0.1529 | 0.439489 |
40 | 0.007227 | 0.0564 | 0.477587 |
41 | -0.023844 | -0.1862 | 0.426441 |
42 | -0.000647 | -0.0051 | 0.497993 |
43 | -0.094823 | -0.7406 | 0.230891 |
44 | 0.046742 | 0.3651 | 0.358163 |
45 | 0.116963 | 0.9135 | 0.182285 |
46 | 0.03407 | 0.2661 | 0.395533 |
47 | -0.06712 | -0.5242 | 0.30101 |
48 | 0.006091 | 0.0476 | 0.481106 |
49 | -0.039081 | -0.3052 | 0.380614 |
50 | -0.038195 | -0.2983 | 0.383239 |
51 | -0.063053 | -0.4925 | 0.31208 |
52 | -0.051551 | -0.4026 | 0.344315 |
53 | -0.074723 | -0.5836 | 0.280818 |
54 | 0.064463 | 0.5035 | 0.308222 |
55 | -0.027433 | -0.2143 | 0.415531 |
56 | -0.021294 | -0.1663 | 0.434231 |
57 | -0.002518 | -0.0197 | 0.492186 |
58 | -0.051387 | -0.4013 | 0.344785 |
59 | 0.006943 | 0.0542 | 0.478467 |
60 | -0.062739 | -0.49 | 0.312943 |