Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.881143 | 6.8819 | 0 |
2 | 0.782232 | 6.1094 | 0 |
3 | 0.693304 | 5.4149 | 1e-06 |
4 | 0.590281 | 4.6102 | 1.1e-05 |
5 | 0.50275 | 3.9266 | 0.000111 |
6 | 0.393224 | 3.0712 | 0.001591 |
7 | 0.312782 | 2.4429 | 0.00874 |
8 | 0.218495 | 1.7065 | 0.046501 |
9 | 0.085938 | 0.6712 | 0.252314 |
10 | -0.018832 | -0.1471 | 0.441775 |
11 | -0.095666 | -0.7472 | 0.228913 |
12 | -0.180556 | -1.4102 | 0.081782 |
13 | -0.201042 | -1.5702 | 0.060772 |
14 | -0.210038 | -1.6405 | 0.053029 |
15 | -0.257472 | -2.0109 | 0.02438 |
16 | -0.277901 | -2.1705 | 0.016937 |
17 | -0.292851 | -2.2872 | 0.012832 |
18 | -0.257569 | -2.0117 | 0.024339 |
19 | -0.249844 | -1.9513 | 0.027806 |
20 | -0.238015 | -1.859 | 0.033929 |
21 | -0.205981 | -1.6088 | 0.056416 |
22 | -0.176716 | -1.3802 | 0.086281 |
23 | -0.180268 | -1.4079 | 0.082113 |
24 | -0.195438 | -1.5264 | 0.066037 |
25 | -0.201098 | -1.5706 | 0.060721 |
26 | -0.206973 | -1.6165 | 0.055573 |
27 | -0.178066 | -1.3907 | 0.084679 |
28 | -0.175097 | -1.3676 | 0.088235 |
29 | -0.171421 | -1.3388 | 0.092796 |
30 | -0.185668 | -1.4501 | 0.076075 |
31 | -0.193664 | -1.5126 | 0.067777 |
32 | -0.178668 | -1.3954 | 0.083971 |
33 | -0.168478 | -1.3159 | 0.096573 |
34 | -0.150849 | -1.1782 | 0.121652 |
35 | -0.124532 | -0.9726 | 0.16729 |
36 | -0.094776 | -0.7402 | 0.231003 |
37 | -0.080457 | -0.6284 | 0.266048 |
38 | -0.072978 | -0.57 | 0.285393 |
39 | -0.074064 | -0.5785 | 0.282541 |
40 | -0.037329 | -0.2916 | 0.385809 |
41 | 0.006395 | 0.0499 | 0.480165 |
42 | 0.019244 | 0.1503 | 0.440513 |
43 | 0.036968 | 0.2887 | 0.386884 |
44 | 0.02326 | 0.1817 | 0.428225 |
45 | 0.023793 | 0.1858 | 0.426598 |
46 | 0.016771 | 0.131 | 0.448107 |
47 | 0.003538 | 0.0276 | 0.489023 |
48 | 0.012833 | 0.1002 | 0.460246 |
49 | 0.022271 | 0.1739 | 0.431244 |
50 | 0.02731 | 0.2133 | 0.415904 |
51 | 0.032185 | 0.2514 | 0.401186 |
52 | 0.00934 | 0.073 | 0.471042 |
53 | -0.013727 | -0.1072 | 0.457488 |
54 | -0.002335 | -0.0182 | 0.492756 |
55 | 0.008706 | 0.068 | 0.473006 |
56 | 0.027041 | 0.2112 | 0.416719 |
57 | 0.032043 | 0.2503 | 0.401611 |
58 | 0.031341 | 0.2448 | 0.403723 |
59 | 0.037771 | 0.295 | 0.384498 |
60 | 0.01741 | 0.136 | 0.446144 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.881143 | 6.8819 | 0 |
2 | 0.026026 | 0.2033 | 0.4198 |
3 | -0.004245 | -0.0332 | 0.48683 |
4 | -0.108595 | -0.8482 | 0.199833 |
5 | -0.001515 | -0.0118 | 0.495298 |
6 | -0.153652 | -1.2001 | 0.117378 |
7 | 0.051171 | 0.3997 | 0.345403 |
8 | -0.126356 | -0.9869 | 0.163803 |
9 | -0.238271 | -1.861 | 0.033786 |
10 | -0.039071 | -0.3052 | 0.380643 |
11 | 0.056102 | 0.4382 | 0.331406 |
12 | -0.11471 | -0.8959 | 0.186911 |
13 | 0.222984 | 1.7416 | 0.043313 |
14 | 0.053461 | 0.4175 | 0.338874 |
15 | -0.253426 | -1.9793 | 0.026149 |
16 | 0.042303 | 0.3304 | 0.371117 |
17 | 0.057557 | 0.4495 | 0.32732 |
18 | 0.108509 | 0.8475 | 0.200019 |
19 | -0.140071 | -1.094 | 0.139131 |
20 | 0.035999 | 0.2812 | 0.389768 |
21 | -0.134231 | -1.0484 | 0.1493 |
22 | 0.051583 | 0.4029 | 0.344225 |
23 | -0.095042 | -0.7423 | 0.230377 |
24 | -0.120319 | -0.9397 | 0.175532 |
25 | -0.079934 | -0.6243 | 0.267377 |
26 | 0.013024 | 0.1017 | 0.459656 |
27 | 0.114219 | 0.8921 | 0.187929 |
28 | -0.089444 | -0.6986 | 0.243734 |
29 | 0.002923 | 0.0228 | 0.490931 |
30 | -0.100017 | -0.7812 | 0.218865 |
31 | 0.037575 | 0.2935 | 0.38508 |
32 | 0.008368 | 0.0654 | 0.474053 |
33 | 0.10958 | 0.8558 | 0.197716 |
34 | -0.086671 | -0.6769 | 0.250507 |
35 | -0.019121 | -0.1493 | 0.44089 |
36 | -0.070356 | -0.5495 | 0.292334 |
37 | 0.034275 | 0.2677 | 0.394919 |
38 | -0.050251 | -0.3925 | 0.348037 |
39 | -0.040133 | -0.3134 | 0.377504 |
40 | 0.061858 | 0.4831 | 0.315368 |
41 | -0.011732 | -0.0916 | 0.463646 |
42 | -0.066348 | -0.5182 | 0.303098 |
43 | -0.008485 | -0.0663 | 0.473691 |
44 | -0.062394 | -0.4873 | 0.313891 |
45 | -0.055713 | -0.4351 | 0.332501 |
46 | 0.050485 | 0.3943 | 0.347367 |
47 | -0.051055 | -0.3988 | 0.345734 |
48 | 0.057067 | 0.4457 | 0.328695 |
49 | -0.011339 | -0.0886 | 0.464862 |
50 | 0.015415 | 0.1204 | 0.452284 |
51 | -0.04076 | -0.3183 | 0.375655 |
52 | -0.032944 | -0.2573 | 0.398907 |
53 | -0.019964 | -0.1559 | 0.438303 |
54 | 0.026533 | 0.2072 | 0.41826 |
55 | 0.015124 | 0.1181 | 0.45318 |
56 | -0.028343 | -0.2214 | 0.412774 |
57 | 0.000562 | 0.0044 | 0.498258 |
58 | -0.049606 | -0.3874 | 0.349893 |
59 | -0.035976 | -0.281 | 0.389838 |
60 | -0.051194 | -0.3998 | 0.345336 |