Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.891593 | 6.9636 | 0 |
2 | 0.811617 | 6.3389 | 0 |
3 | 0.749489 | 5.8537 | 0 |
4 | 0.677192 | 5.289 | 1e-06 |
5 | 0.585023 | 4.5692 | 1.2e-05 |
6 | 0.50287 | 3.9275 | 0.000111 |
7 | 0.421532 | 3.2923 | 0.000828 |
8 | 0.340851 | 2.6621 | 0.004957 |
9 | 0.253709 | 1.9815 | 0.026022 |
10 | 0.193053 | 1.5078 | 0.068385 |
11 | 0.137895 | 1.077 | 0.142863 |
12 | 0.058103 | 0.4538 | 0.325791 |
13 | -0.012414 | -0.097 | 0.461539 |
14 | -0.07236 | -0.5652 | 0.287022 |
15 | -0.086272 | -0.6738 | 0.25149 |
16 | -0.129747 | -1.0134 | 0.157447 |
17 | -0.18768 | -1.4658 | 0.073915 |
18 | -0.22211 | -1.7347 | 0.04392 |
19 | -0.259531 | -2.027 | 0.023519 |
20 | -0.299378 | -2.3382 | 0.011335 |
21 | -0.348923 | -2.7252 | 0.004188 |
22 | -0.34443 | -2.6901 | 0.004601 |
23 | -0.325563 | -2.5427 | 0.006776 |
24 | -0.327367 | -2.5568 | 0.006534 |
25 | -0.327975 | -2.5616 | 0.006454 |
26 | -0.290942 | -2.2723 | 0.013302 |
27 | -0.2879 | -2.2486 | 0.014082 |
28 | -0.290684 | -2.2703 | 0.013366 |
29 | -0.288305 | -2.2517 | 0.013976 |
30 | -0.257574 | -2.0117 | 0.024336 |
31 | -0.226606 | -1.7698 | 0.040875 |
32 | -0.229475 | -1.7923 | 0.039026 |
33 | -0.212234 | -1.6576 | 0.051267 |
34 | -0.183034 | -1.4295 | 0.078975 |
35 | -0.159962 | -1.2493 | 0.108156 |
36 | -0.126806 | -0.9904 | 0.162948 |
37 | -0.093814 | -0.7327 | 0.23327 |
38 | -0.068158 | -0.5323 | 0.298216 |
39 | -0.04283 | -0.3345 | 0.369571 |
40 | -0.021214 | -0.1657 | 0.434475 |
41 | 0.017762 | 0.1387 | 0.445061 |
42 | 0.032514 | 0.2539 | 0.400197 |
43 | 0.030307 | 0.2367 | 0.406839 |
44 | 0.004924 | 0.0385 | 0.484724 |
45 | -0.006811 | -0.0532 | 0.478875 |
46 | -0.011518 | -0.09 | 0.464309 |
47 | -0.031567 | -0.2465 | 0.403043 |
48 | -0.051776 | -0.4044 | 0.343672 |
49 | -0.055095 | -0.4303 | 0.334244 |
50 | -0.063488 | -0.4959 | 0.310888 |
51 | -0.061463 | -0.48 | 0.316457 |
52 | -0.055567 | -0.434 | 0.332913 |
53 | -0.043527 | -0.34 | 0.367529 |
54 | -0.036656 | -0.2863 | 0.387812 |
55 | -0.028827 | -0.2251 | 0.41131 |
56 | -0.018259 | -0.1426 | 0.443535 |
57 | -0.010276 | -0.0803 | 0.468147 |
58 | -0.005036 | -0.0393 | 0.484376 |
59 | -0.002874 | -0.0224 | 0.491083 |
60 | -0.002406 | -0.0188 | 0.492534 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.891593 | 6.9636 | 0 |
2 | 0.081332 | 0.6352 | 0.263829 |
3 | 0.059869 | 0.4676 | 0.32087 |
4 | -0.062267 | -0.4863 | 0.314242 |
5 | -0.142492 | -1.1129 | 0.13506 |
6 | -0.039865 | -0.3114 | 0.378296 |
7 | -0.058075 | -0.4536 | 0.32587 |
8 | -0.04177 | -0.3262 | 0.372683 |
9 | -0.083626 | -0.6531 | 0.25806 |
10 | 0.05488 | 0.4286 | 0.334853 |
11 | 0.002686 | 0.021 | 0.491667 |
12 | -0.146163 | -1.1416 | 0.129047 |
13 | -0.051471 | -0.402 | 0.344545 |
14 | -0.052842 | -0.4127 | 0.340634 |
15 | 0.193985 | 1.5151 | 0.06746 |
16 | -0.107173 | -0.837 | 0.202916 |
17 | -0.139568 | -1.0901 | 0.139986 |
18 | -0.013038 | -0.1018 | 0.459612 |
19 | -0.087238 | -0.6814 | 0.249113 |
20 | -0.016661 | -0.1301 | 0.448446 |
21 | -0.16239 | -1.2683 | 0.104755 |
22 | 0.203338 | 1.5881 | 0.058715 |
23 | 0.124511 | 0.9725 | 0.167331 |
24 | -0.03487 | -0.2723 | 0.39314 |
25 | -0.077812 | -0.6077 | 0.272812 |
26 | 0.012836 | 0.1003 | 0.460236 |
27 | -0.099463 | -0.7768 | 0.220129 |
28 | -0.086325 | -0.6742 | 0.25136 |
29 | -0.026596 | -0.2077 | 0.418071 |
30 | 0.076758 | 0.5995 | 0.275531 |
31 | 0.097737 | 0.7633 | 0.224099 |
32 | -0.122724 | -0.9585 | 0.170795 |
33 | -0.070678 | -0.552 | 0.291479 |
34 | 0.002998 | 0.0234 | 0.490699 |
35 | 0.036825 | 0.2876 | 0.38731 |
36 | 0.180655 | 1.411 | 0.081668 |
37 | -0.031254 | -0.2441 | 0.403984 |
38 | -0.086581 | -0.6762 | 0.250728 |
39 | -0.005351 | -0.0418 | 0.4834 |
40 | -0.008274 | -0.0646 | 0.474342 |
41 | -0.040419 | -0.3157 | 0.376662 |
42 | -0.179637 | -1.403 | 0.082842 |
43 | 0.061001 | 0.4764 | 0.317735 |
44 | -0.058506 | -0.4569 | 0.324666 |
45 | 0.018652 | 0.1457 | 0.442328 |
46 | -0.123533 | -0.9648 | 0.169222 |
47 | -0.017316 | -0.1352 | 0.446431 |
48 | 0.039323 | 0.3071 | 0.379897 |
49 | -0.016775 | -0.131 | 0.448096 |
50 | 0.025953 | 0.2027 | 0.420023 |
51 | 0.052634 | 0.4111 | 0.341226 |
52 | 0.058756 | 0.4589 | 0.32397 |
53 | -0.017392 | -0.1358 | 0.4462 |
54 | -0.108638 | -0.8485 | 0.19974 |
55 | 0.056806 | 0.4437 | 0.329426 |
56 | -0.046978 | -0.3669 | 0.357477 |
57 | 0.020683 | 0.1615 | 0.4361 |
58 | -0.003016 | -0.0236 | 0.490642 |
59 | -0.017902 | -0.1398 | 0.444632 |
60 | 0.018776 | 0.1466 | 0.441949 |