Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.94877 | 8.6956 | 0 |
2 | 0.834567 | 7.6489 | 0 |
3 | 0.691078 | 6.3338 | 0 |
4 | 0.539585 | 4.9454 | 2e-06 |
5 | 0.395431 | 3.6242 | 0.000248 |
6 | 0.262532 | 2.4061 | 0.009158 |
7 | 0.14107 | 1.2929 | 0.099791 |
8 | 0.039599 | 0.3629 | 0.358783 |
9 | -0.044211 | -0.4052 | 0.343182 |
10 | -0.115207 | -1.0559 | 0.147023 |
11 | -0.175015 | -1.604 | 0.056229 |
12 | -0.228082 | -2.0904 | 0.019802 |
13 | -0.274247 | -2.5135 | 0.006931 |
14 | -0.31021 | -2.8431 | 0.002804 |
15 | -0.335058 | -3.0709 | 0.001438 |
16 | -0.347561 | -3.1854 | 0.001014 |
17 | -0.346581 | -3.1765 | 0.001043 |
18 | -0.327825 | -3.0046 | 0.001752 |
19 | -0.286592 | -2.6267 | 0.005123 |
20 | -0.227992 | -2.0896 | 0.01984 |
21 | -0.157858 | -1.4468 | 0.075839 |
22 | -0.082983 | -0.7606 | 0.224527 |
23 | -0.008792 | -0.0806 | 0.467986 |
24 | 0.057149 | 0.5238 | 0.300905 |
25 | 0.111203 | 1.0192 | 0.155519 |
26 | 0.144525 | 1.3246 | 0.09445 |
27 | 0.157803 | 1.4463 | 0.075909 |
28 | 0.163233 | 1.4961 | 0.069194 |
29 | 0.167365 | 1.5339 | 0.064403 |
30 | 0.168981 | 1.5487 | 0.062602 |
31 | 0.166089 | 1.5222 | 0.065853 |
32 | 0.150149 | 1.3761 | 0.086218 |
33 | 0.117516 | 1.0771 | 0.14227 |
34 | 0.074534 | 0.6831 | 0.248206 |
35 | 0.030417 | 0.2788 | 0.39055 |
36 | -0.013922 | -0.1276 | 0.449385 |
37 | -0.055115 | -0.5051 | 0.307393 |
38 | -0.095162 | -0.8722 | 0.192801 |
39 | -0.130102 | -1.1924 | 0.11823 |
40 | -0.157469 | -1.4432 | 0.076338 |
41 | -0.178662 | -1.6375 | 0.052637 |
42 | -0.193373 | -1.7723 | 0.039986 |
43 | -0.200667 | -1.8391 | 0.034714 |
44 | -0.197139 | -1.8068 | 0.037187 |
45 | -0.181075 | -1.6596 | 0.050364 |
46 | -0.159713 | -1.4638 | 0.073491 |
47 | -0.13871 | -1.2713 | 0.103565 |
48 | -0.115918 | -1.0624 | 0.145548 |
49 | -0.095503 | -0.8753 | 0.191952 |
50 | -0.079026 | -0.7243 | 0.235451 |
51 | -0.067731 | -0.6208 | 0.268217 |
52 | -0.062419 | -0.5721 | 0.284399 |
53 | -0.059382 | -0.5442 | 0.293856 |
54 | -0.05204 | -0.477 | 0.317316 |
55 | -0.040261 | -0.369 | 0.356528 |
56 | -0.021728 | -0.1991 | 0.421318 |
57 | -0.000186 | -0.0017 | 0.499323 |
58 | 0.014269 | 0.1308 | 0.44813 |
59 | 0.018051 | 0.1654 | 0.434496 |
60 | 0.017632 | 0.1616 | 0.436005 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.94877 | 8.6956 | 0 |
2 | -0.65705 | -6.022 | 0 |
3 | 0.042216 | 0.3869 | 0.3499 |
4 | -0.042028 | -0.3852 | 0.350535 |
5 | 0.011883 | 0.1089 | 0.456768 |
6 | -0.101036 | -0.926 | 0.178547 |
7 | -0.060913 | -0.5583 | 0.289072 |
8 | 0.098995 | 0.9073 | 0.18342 |
9 | -0.123792 | -1.1346 | 0.12989 |
10 | -0.064863 | -0.5945 | 0.276894 |
11 | -0.031272 | -0.2866 | 0.387559 |
12 | -0.083703 | -0.7671 | 0.222572 |
13 | -0.017628 | -0.1616 | 0.436017 |
14 | -0.024939 | -0.2286 | 0.40988 |
15 | -0.013786 | -0.1264 | 0.449877 |
16 | -0.012727 | -0.1166 | 0.45371 |
17 | -0.006406 | -0.0587 | 0.47666 |
18 | 0.10022 | 0.9185 | 0.180486 |
19 | 0.079623 | 0.7298 | 0.233786 |
20 | -0.037658 | -0.3451 | 0.365427 |
21 | 0.050395 | 0.4619 | 0.32268 |
22 | 0.007747 | 0.071 | 0.471783 |
23 | 0.038948 | 0.357 | 0.361006 |
24 | -0.071606 | -0.6563 | 0.25672 |
25 | 0.017562 | 0.161 | 0.436255 |
26 | -0.114742 | -1.0516 | 0.147993 |
27 | 0.018313 | 0.1678 | 0.433556 |
28 | 0.139827 | 1.2815 | 0.101766 |
29 | -0.005596 | -0.0513 | 0.479608 |
30 | -0.062224 | -0.5703 | 0.285001 |
31 | -0.021613 | -0.1981 | 0.421727 |
32 | -0.100503 | -0.9211 | 0.179812 |
33 | -0.06859 | -0.6286 | 0.265646 |
34 | 0.011609 | 0.1064 | 0.457761 |
35 | 0.094687 | 0.8678 | 0.193983 |
36 | -0.083645 | -0.7666 | 0.222729 |
37 | 0.028994 | 0.2657 | 0.395547 |
38 | -0.050435 | -0.4622 | 0.322549 |
39 | 0.054995 | 0.504 | 0.307776 |
40 | -0.062369 | -0.5716 | 0.284552 |
41 | -0.035686 | -0.3271 | 0.372215 |
42 | 0.033235 | 0.3046 | 0.380712 |
43 | -0.017877 | -0.1638 | 0.435124 |
44 | 0.038349 | 0.3515 | 0.363056 |
45 | 0.013717 | 0.1257 | 0.450129 |
46 | -0.096171 | -0.8814 | 0.190301 |
47 | -0.010164 | -0.0932 | 0.463001 |
48 | 0.054957 | 0.5037 | 0.3079 |
49 | -0.082254 | -0.7539 | 0.226518 |
50 | -0.061476 | -0.5634 | 0.287318 |
51 | -0.063577 | -0.5827 | 0.28083 |
52 | 0.029155 | 0.2672 | 0.394982 |
53 | -0.019004 | -0.1742 | 0.431072 |
54 | 0.006378 | 0.0585 | 0.476764 |
55 | 0.025232 | 0.2313 | 0.408839 |
56 | 0.042687 | 0.3912 | 0.348309 |
57 | -0.013296 | -0.1219 | 0.451652 |
58 | -0.109434 | -1.003 | 0.159375 |
59 | -0.007359 | -0.0675 | 0.473192 |
60 | 0.033115 | 0.3035 | 0.381127 |