Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.573724 | 6.1792 | 0 |
2 | 0.610249 | 6.5726 | 0 |
3 | 0.555742 | 5.9855 | 0 |
4 | 0.523644 | 5.6398 | 0 |
5 | 0.414862 | 4.4682 | 9e-06 |
6 | 0.359779 | 3.8749 | 8.9e-05 |
7 | 0.324992 | 3.5003 | 0.00033 |
8 | 0.253007 | 2.725 | 0.003713 |
9 | 0.166035 | 1.7882 | 0.038173 |
10 | 0.23623 | 2.5443 | 0.006132 |
11 | 0.115961 | 1.2489 | 0.107101 |
12 | 0.049147 | 0.5293 | 0.298794 |
13 | 0.087583 | 0.9433 | 0.173743 |
14 | 0.045937 | 0.4948 | 0.310855 |
15 | -0.002038 | -0.022 | 0.491262 |
16 | -0.010422 | -0.1122 | 0.45541 |
17 | -0.060942 | -0.6564 | 0.256445 |
18 | -0.061844 | -0.6661 | 0.25334 |
19 | -0.124842 | -1.3446 | 0.09069 |
20 | -0.096689 | -1.0414 | 0.149933 |
21 | -0.11911 | -1.2829 | 0.10105 |
22 | -0.166 | -1.7879 | 0.038204 |
23 | -0.19131 | -2.0605 | 0.020795 |
24 | -0.175307 | -1.8881 | 0.030755 |
25 | -0.201247 | -2.1675 | 0.01612 |
26 | -0.172694 | -1.86 | 0.032711 |
27 | -0.157116 | -1.6922 | 0.046647 |
28 | -0.191515 | -2.0627 | 0.020688 |
29 | -0.169868 | -1.8295 | 0.034944 |
30 | -0.161019 | -1.7342 | 0.042767 |
31 | -0.118488 | -1.2762 | 0.102225 |
32 | -0.140676 | -1.5151 | 0.066231 |
33 | -0.142128 | -1.5308 | 0.064275 |
34 | -0.117291 | -1.2633 | 0.104514 |
35 | -0.100981 | -1.0876 | 0.139513 |
36 | -0.095308 | -1.0265 | 0.153397 |
37 | -0.089168 | -0.9604 | 0.169433 |
38 | -0.074734 | -0.8049 | 0.21126 |
39 | -0.033881 | -0.3649 | 0.35792 |
40 | -0.014921 | -0.1607 | 0.436302 |
41 | 0.004256 | 0.0458 | 0.481758 |
42 | 0.028028 | 0.3019 | 0.381646 |
43 | -0.00103 | -0.0111 | 0.495583 |
44 | 0.025375 | 0.2733 | 0.392557 |
45 | 0.030258 | 0.3259 | 0.372548 |
46 | 0.123246 | 1.3274 | 0.093492 |
47 | 0.074916 | 0.8069 | 0.210698 |
48 | 0.119331 | 1.2852 | 0.100635 |
49 | 0.120533 | 1.2982 | 0.0984 |
50 | 0.122177 | 1.3159 | 0.095403 |
51 | 0.120234 | 1.295 | 0.098953 |
52 | 0.162691 | 1.7522 | 0.041188 |
53 | 0.135653 | 1.461 | 0.073356 |
54 | 0.13707 | 1.4763 | 0.071288 |
55 | 0.149666 | 1.612 | 0.054844 |
56 | 0.153031 | 1.6482 | 0.051009 |
57 | 0.110161 | 1.1865 | 0.118931 |
58 | 0.065022 | 0.7003 | 0.242567 |
59 | 0.090776 | 0.9777 | 0.165133 |
60 | 0.097641 | 1.0516 | 0.147578 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.573724 | 6.1792 | 0 |
2 | 0.419011 | 4.5129 | 8e-06 |
3 | 0.202387 | 2.1798 | 0.015647 |
4 | 0.10347 | 1.1144 | 0.133705 |
5 | -0.088891 | -0.9574 | 0.170182 |
6 | -0.095967 | -1.0336 | 0.151738 |
7 | -0.015019 | -0.1618 | 0.43589 |
8 | -0.042397 | -0.4566 | 0.324396 |
9 | -0.101734 | -1.0957 | 0.137739 |
10 | 0.163927 | 1.7655 | 0.040051 |
11 | -0.052671 | -0.5673 | 0.285809 |
12 | -0.148102 | -1.5951 | 0.056705 |
13 | 0.072603 | 0.782 | 0.217917 |
14 | 0.002527 | 0.0272 | 0.489165 |
15 | -0.044852 | -0.4831 | 0.314978 |
16 | 0.020334 | 0.219 | 0.413517 |
17 | -0.112335 | -1.2099 | 0.114391 |
18 | -0.024849 | -0.2676 | 0.394728 |
19 | -0.027021 | -0.291 | 0.385778 |
20 | -0.017814 | -0.1919 | 0.424093 |
21 | 0.024284 | 0.2615 | 0.397068 |
22 | -0.01769 | -0.1905 | 0.424616 |
23 | -0.12983 | -1.3983 | 0.082343 |
24 | -0.011541 | -0.1243 | 0.450645 |
25 | 0.0139 | 0.1497 | 0.440627 |
26 | 0.042048 | 0.4529 | 0.325745 |
27 | 0.102258 | 1.1014 | 0.136511 |
28 | -0.090193 | -0.9714 | 0.166684 |
29 | -0.045049 | -0.4852 | 0.314226 |
30 | 0.005144 | 0.0554 | 0.477958 |
31 | 0.026733 | 0.2879 | 0.38696 |
32 | 0.005832 | 0.0628 | 0.475013 |
33 | -0.014346 | -0.1545 | 0.438736 |
34 | -0.054554 | -0.5876 | 0.278982 |
35 | 0.017559 | 0.1891 | 0.425165 |
36 | 0.017042 | 0.1836 | 0.427343 |
37 | -0.038809 | -0.418 | 0.338366 |
38 | 0.050957 | 0.5488 | 0.292089 |
39 | 0.080562 | 0.8677 | 0.193681 |
40 | 0.004795 | 0.0516 | 0.479451 |
41 | 0.001719 | 0.0185 | 0.492629 |
42 | -0.001806 | -0.0195 | 0.492257 |
43 | -0.080165 | -0.8634 | 0.194849 |
44 | 0.003575 | 0.0385 | 0.484675 |
45 | -0.017974 | -0.1936 | 0.42342 |
46 | 0.186769 | 2.0116 | 0.023292 |
47 | 0.017506 | 0.1885 | 0.425391 |
48 | 0.001804 | 0.0194 | 0.492264 |
49 | -0.022038 | -0.2374 | 0.4064 |
50 | -0.043767 | -0.4714 | 0.319125 |
51 | -0.019614 | -0.2113 | 0.41653 |
52 | 0.089226 | 0.961 | 0.169276 |
53 | -0.003625 | -0.039 | 0.484461 |
54 | -0.003335 | -0.0359 | 0.485702 |
55 | 0.054854 | 0.5908 | 0.277903 |
56 | -0.071626 | -0.7714 | 0.221008 |
57 | -0.051911 | -0.5591 | 0.288585 |
58 | -0.072854 | -0.7847 | 0.217126 |
59 | -0.003225 | -0.0347 | 0.486178 |
60 | 0.125388 | 1.3505 | 0.089747 |