Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.928148 | 7.8756 | 0 |
2 | 0.797829 | 6.7698 | 0 |
3 | 0.630472 | 5.3497 | 0 |
4 | 0.455949 | 3.8689 | 0.000119 |
5 | 0.287383 | 2.4385 | 0.008608 |
6 | 0.142963 | 1.2131 | 0.114531 |
7 | 0.039012 | 0.331 | 0.370792 |
8 | -0.043231 | -0.3668 | 0.357412 |
9 | -0.120353 | -1.0212 | 0.155282 |
10 | -0.174029 | -1.4767 | 0.07206 |
11 | -0.205655 | -1.745 | 0.042623 |
12 | -0.229204 | -1.9449 | 0.027849 |
13 | -0.250577 | -2.1262 | 0.018457 |
14 | -0.255876 | -2.1712 | 0.016607 |
15 | -0.251409 | -2.1333 | 0.018155 |
16 | -0.243646 | -2.0674 | 0.021146 |
17 | -0.229418 | -1.9467 | 0.027738 |
18 | -0.209158 | -1.7748 | 0.040082 |
19 | -0.184151 | -1.5626 | 0.061269 |
20 | -0.169694 | -1.4399 | 0.077114 |
21 | -0.158181 | -1.3422 | 0.091872 |
22 | -0.150415 | -1.2763 | 0.102974 |
23 | -0.14485 | -1.2291 | 0.11152 |
24 | -0.158012 | -1.3408 | 0.092104 |
25 | -0.165218 | -1.4019 | 0.082617 |
26 | -0.182374 | -1.5475 | 0.063064 |
27 | -0.183405 | -1.5562 | 0.062017 |
28 | -0.163427 | -1.3867 | 0.084902 |
29 | -0.115396 | -0.9792 | 0.165389 |
30 | -0.040596 | -0.3445 | 0.365748 |
31 | 0.038893 | 0.33 | 0.371171 |
32 | 0.12302 | 1.0439 | 0.15002 |
33 | 0.201191 | 1.7072 | 0.046051 |
34 | 0.251667 | 2.1355 | 0.018063 |
35 | 0.279702 | 2.3733 | 0.010149 |
36 | 0.291943 | 2.4772 | 0.007795 |
37 | 0.301408 | 2.5575 | 0.006324 |
38 | 0.29965 | 2.5426 | 0.006577 |
39 | 0.288389 | 2.4471 | 0.008422 |
40 | 0.26254 | 2.2277 | 0.014512 |
41 | 0.222464 | 1.8877 | 0.03155 |
42 | 0.16918 | 1.4355 | 0.077732 |
43 | 0.111111 | 0.9428 | 0.174467 |
44 | 0.063275 | 0.5369 | 0.296495 |
45 | 0.019131 | 0.1623 | 0.43575 |
46 | -0.019202 | -0.1629 | 0.435515 |
47 | -0.048145 | -0.4085 | 0.342051 |
48 | -0.074958 | -0.636 | 0.263385 |
49 | -0.104959 | -0.8906 | 0.188052 |
50 | -0.133489 | -1.1327 | 0.130551 |
51 | -0.147799 | -1.2541 | 0.106928 |
52 | -0.151654 | -1.2868 | 0.101138 |
53 | -0.156737 | -1.33 | 0.093866 |
54 | -0.162791 | -1.3813 | 0.085724 |
55 | -0.159614 | -1.3544 | 0.089926 |
56 | -0.155989 | -1.3236 | 0.09491 |
57 | -0.156608 | -1.3289 | 0.094045 |
58 | -0.153813 | -1.3051 | 0.097999 |
59 | -0.145749 | -1.2367 | 0.110104 |
60 | -0.136733 | -1.1602 | 0.124896 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.928148 | 7.8756 | 0 |
2 | -0.459275 | -3.8971 | 0.000108 |
3 | -0.218182 | -1.8513 | 0.034111 |
4 | -0.015731 | -0.1335 | 0.447093 |
5 | -0.049066 | -0.4163 | 0.339202 |
6 | 0.032791 | 0.2782 | 0.390812 |
7 | 0.108196 | 0.9181 | 0.180822 |
8 | -0.156819 | -1.3307 | 0.093751 |
9 | -0.204564 | -1.7358 | 0.04344 |
10 | 0.143746 | 1.2197 | 0.113274 |
11 | 0.036854 | 0.3127 | 0.3777 |
12 | -0.146957 | -1.247 | 0.108225 |
13 | -0.058093 | -0.4929 | 0.311779 |
14 | 0.084089 | 0.7135 | 0.238916 |
15 | -0.095428 | -0.8097 | 0.21038 |
16 | -0.019667 | -0.1669 | 0.433968 |
17 | 0.088337 | 0.7496 | 0.227981 |
18 | -0.111606 | -0.947 | 0.173401 |
19 | -0.055271 | -0.469 | 0.320248 |
20 | -0.019585 | -0.1662 | 0.434239 |
21 | 0.000278 | 0.0024 | 0.499063 |
22 | -0.10578 | -0.8976 | 0.186203 |
23 | 0.032194 | 0.2732 | 0.39275 |
24 | -0.184322 | -1.564 | 0.061098 |
25 | 0.07245 | 0.6148 | 0.270327 |
26 | -0.164242 | -1.3936 | 0.083857 |
27 | 0.187302 | 1.5893 | 0.058186 |
28 | 0.126269 | 1.0714 | 0.143778 |
29 | 0.017645 | 0.1497 | 0.4407 |
30 | 0.040014 | 0.3395 | 0.3676 |
31 | -0.041413 | -0.3514 | 0.363155 |
32 | 0.093907 | 0.7968 | 0.214085 |
33 | -0.002783 | -0.0236 | 0.490612 |
34 | -0.066045 | -0.5604 | 0.28847 |
35 | 0.00817 | 0.0693 | 0.472462 |
36 | 0.078208 | 0.6636 | 0.254527 |
37 | 0.081749 | 0.6937 | 0.245063 |
38 | 0.008489 | 0.072 | 0.471388 |
39 | -0.018614 | -0.1579 | 0.437473 |
40 | -0.170943 | -1.4505 | 0.075631 |
41 | 0.003779 | 0.0321 | 0.487254 |
42 | 0.05998 | 0.509 | 0.306172 |
43 | 0.111569 | 0.9467 | 0.173481 |
44 | -0.027027 | -0.2293 | 0.40963 |
45 | -0.028123 | -0.2386 | 0.406034 |
46 | -0.038261 | -0.3247 | 0.373193 |
47 | 0.057881 | 0.4911 | 0.312412 |
48 | -0.106813 | -0.9063 | 0.183891 |
49 | 0.006964 | 0.0591 | 0.476523 |
50 | -0.031724 | -0.2692 | 0.394277 |
51 | 0.108297 | 0.9189 | 0.180601 |
52 | -0.066783 | -0.5667 | 0.286349 |
53 | -0.107072 | -0.9085 | 0.183313 |
54 | 0.010903 | 0.0925 | 0.463273 |
55 | 0.026809 | 0.2275 | 0.410346 |
56 | 0.009244 | 0.0784 | 0.468849 |
57 | 0.013816 | 0.1172 | 0.4535 |
58 | 0.003954 | 0.0335 | 0.486665 |
59 | 0.005958 | 0.0506 | 0.479911 |
60 | -0.036771 | -0.312 | 0.377966 |