Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.770708 | 27.0847 | 0 |
2 | 0.597167 | 20.986 | 0 |
3 | 0.445563 | 15.6582 | 0 |
4 | 0.302197 | 10.62 | 0 |
5 | 0.156159 | 5.4878 | 0 |
6 | 0.001718 | 0.0604 | 0.475938 |
7 | -0.185176 | -6.5076 | 0 |
8 | -0.162872 | -5.7237 | 0 |
9 | -0.171667 | -6.0328 | 0 |
10 | -0.187066 | -6.574 | 0 |
11 | -0.175192 | -6.1567 | 0 |
12 | -0.154351 | -5.4243 | 0 |
13 | -0.144536 | -5.0794 | 0 |
14 | -0.117796 | -4.1397 | 1.9e-05 |
15 | -0.105502 | -3.7076 | 0.000109 |
16 | -0.09028 | -3.1727 | 0.000774 |
17 | -0.070405 | -2.4742 | 0.006743 |
18 | -0.073899 | -2.597 | 0.004758 |
19 | -0.094454 | -3.3194 | 0.000464 |
20 | -0.111709 | -3.9257 | 4.6e-05 |
21 | -0.145841 | -5.1252 | 0 |
22 | -0.138895 | -4.8811 | 1e-06 |
23 | -0.117869 | -4.1422 | 1.8e-05 |
24 | -0.107479 | -3.7771 | 8.3e-05 |
25 | -0.092102 | -3.2367 | 0.000621 |
26 | -0.080607 | -2.8327 | 0.002345 |
27 | -0.058954 | -2.0718 | 0.019246 |
28 | -0.013244 | -0.4654 | 0.320854 |
29 | 0.015093 | 0.5304 | 0.297963 |
30 | 0.027275 | 0.9585 | 0.168993 |
31 | 0.045356 | 1.5939 | 0.055605 |
32 | 0.046344 | 1.6286 | 0.051822 |
33 | 0.058563 | 2.0581 | 0.019897 |
34 | 0.071279 | 2.5049 | 0.006188 |
35 | 0.050324 | 1.7685 | 0.03861 |
36 | 0.023445 | 0.8239 | 0.20507 |
37 | 0.012915 | 0.4539 | 0.325005 |
38 | -0.003073 | -0.108 | 0.457016 |
39 | 0.006256 | 0.2199 | 0.41301 |
40 | 0.009753 | 0.3428 | 0.365922 |
41 | 0.015232 | 0.5353 | 0.296275 |
42 | 0.040874 | 1.4364 | 0.075567 |
43 | 0.077513 | 2.724 | 0.00327 |
44 | 0.077127 | 2.7104 | 0.003406 |
45 | 0.088926 | 3.1251 | 0.000909 |
46 | 0.086093 | 3.0255 | 0.001267 |
47 | 0.083707 | 2.9417 | 0.001663 |
48 | 0.07583 | 2.6649 | 0.003901 |
49 | 0.052573 | 1.8475 | 0.032453 |
50 | 0.023431 | 0.8234 | 0.205215 |
51 | 0.019853 | 0.6977 | 0.242748 |
52 | 0.00355 | 0.1247 | 0.450371 |
53 | -0.006929 | -0.2435 | 0.403823 |
54 | -0.014842 | -0.5216 | 0.301026 |
55 | -0.011888 | -0.4178 | 0.338092 |
56 | -0.009806 | -0.3446 | 0.365229 |
57 | -0.010933 | -0.3842 | 0.350442 |
58 | -0.020059 | -0.7049 | 0.240494 |
59 | -0.019656 | -0.6908 | 0.244922 |
60 | -0.008632 | -0.3033 | 0.38084 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.770708 | 27.0847 | 0 |
2 | 0.007823 | 0.2749 | 0.391705 |
3 | -0.042138 | -1.4808 | 0.069453 |
4 | -0.074273 | -2.6102 | 0.00458 |
5 | -0.111085 | -3.9038 | 5e-05 |
6 | -0.14748 | -5.1828 | 0 |
7 | -0.24223 | -8.5126 | 0 |
8 | 0.325124 | 11.4257 | 0 |
9 | -0.054863 | -1.928 | 0.02704 |
10 | -0.056825 | -1.997 | 0.023023 |
11 | 0.0152 | 0.5342 | 0.296663 |
12 | -0.032749 | -1.1509 | 0.125004 |
13 | -0.102981 | -3.619 | 0.000154 |
14 | -0.091375 | -3.2112 | 0.000678 |
15 | 0.151968 | 5.3406 | 0 |
16 | -0.053189 | -1.8692 | 0.030917 |
17 | -0.035502 | -1.2476 | 0.1062 |
18 | -0.021865 | -0.7684 | 0.221204 |
19 | -0.076986 | -2.7055 | 0.003457 |
20 | -0.104229 | -3.6629 | 0.00013 |
21 | -0.114164 | -4.012 | 3.2e-05 |
22 | 0.155428 | 5.4621 | 0 |
23 | 0.007467 | 0.2624 | 0.396523 |
24 | -0.034583 | -1.2153 | 0.112234 |
25 | -0.00383 | -0.1346 | 0.446477 |
26 | -0.074936 | -2.6335 | 0.004279 |
27 | -0.046742 | -1.6426 | 0.050356 |
28 | -0.018505 | -0.6503 | 0.257805 |
29 | 0.116805 | 4.1048 | 2.2e-05 |
30 | -0.011858 | -0.4167 | 0.338482 |
31 | -0.013256 | -0.4659 | 0.320702 |
32 | -0.029782 | -1.0466 | 0.14774 |
33 | -0.02463 | -0.8656 | 0.193446 |
34 | -0.009146 | -0.3214 | 0.373977 |
35 | -0.074671 | -2.6241 | 0.004397 |
36 | 0.040306 | 1.4164 | 0.078448 |
37 | 0.018789 | 0.6603 | 0.254599 |
38 | -0.011126 | -0.391 | 0.347932 |
39 | 0.027797 | 0.9769 | 0.164413 |
40 | -0.013224 | -0.4647 | 0.32111 |
41 | 0.022796 | 0.8011 | 0.211612 |
42 | -0.015895 | -0.5586 | 0.288276 |
43 | 0.091011 | 3.1984 | 0.000709 |
44 | -0.0382 | -1.3424 | 0.089851 |
45 | 0.005336 | 0.1875 | 0.425642 |
46 | 0.005161 | 0.1814 | 0.428058 |
47 | -0.014795 | -0.5199 | 0.301603 |
48 | 0.012627 | 0.4437 | 0.328651 |
49 | -0.029861 | -1.0494 | 0.147105 |
50 | 0.06322 | 2.2217 | 0.013242 |
51 | -0.011407 | -0.4009 | 0.344296 |
52 | -0.004385 | -0.1541 | 0.438772 |
53 | 0.016379 | 0.5756 | 0.282497 |
54 | -0.003958 | -0.1391 | 0.444701 |
55 | 0.05363 | 1.8847 | 0.029852 |
56 | -0.043467 | -1.5275 | 0.06344 |
57 | 0.014137 | 0.4968 | 0.309707 |
58 | -0.024367 | -0.8563 | 0.195993 |
59 | -0.005733 | -0.2015 | 0.420187 |
60 | 0.055987 | 1.9675 | 0.024673 |