Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.91654 | 10.0402 | 0 |
2 | 0.822888 | 9.0143 | 0 |
3 | 0.772194 | 8.459 | 0 |
4 | 0.746794 | 8.1807 | 0 |
5 | 0.732074 | 8.0195 | 0 |
6 | 0.715378 | 7.8366 | 0 |
7 | 0.674046 | 7.3838 | 0 |
8 | 0.616613 | 6.7547 | 0 |
9 | 0.55621 | 6.093 | 0 |
10 | 0.526976 | 5.7727 | 0 |
11 | 0.540354 | 5.9193 | 0 |
12 | 0.552162 | 6.0486 | 0 |
13 | 0.493346 | 5.4043 | 0 |
14 | 0.417725 | 4.5759 | 6e-06 |
15 | 0.37833 | 4.1444 | 3.2e-05 |
16 | 0.360521 | 3.9493 | 6.6e-05 |
17 | 0.350372 | 3.8381 | 1e-04 |
18 | 0.343725 | 3.7653 | 0.00013 |
19 | 0.319369 | 3.4985 | 0.000329 |
20 | 0.277215 | 3.0367 | 0.001467 |
21 | 0.227935 | 2.4969 | 0.006942 |
22 | 0.203675 | 2.2311 | 0.013765 |
23 | 0.216477 | 2.3714 | 0.009657 |
24 | 0.23201 | 2.5415 | 0.006155 |
25 | 0.187105 | 2.0496 | 0.02129 |
26 | 0.1248 | 1.3671 | 0.087072 |
27 | 0.097492 | 1.068 | 0.143839 |
28 | 0.088485 | 0.9693 | 0.167172 |
29 | 0.088484 | 0.9693 | 0.167174 |
30 | 0.09026 | 0.9888 | 0.162387 |
31 | 0.080703 | 0.8841 | 0.189218 |
32 | 0.052619 | 0.5764 | 0.282708 |
33 | 0.018398 | 0.2015 | 0.42031 |
34 | 0.005194 | 0.0569 | 0.477359 |
35 | 0.022663 | 0.2483 | 0.402177 |
36 | 0.04104 | 0.4496 | 0.326914 |
37 | 0.016637 | 0.1822 | 0.427849 |
38 | -0.026407 | -0.2893 | 0.386435 |
39 | -0.038787 | -0.4249 | 0.335839 |
40 | -0.037273 | -0.4083 | 0.34189 |
41 | -0.033811 | -0.3704 | 0.355878 |
42 | -0.025078 | -0.2747 | 0.392005 |
43 | -0.024522 | -0.2686 | 0.394338 |
44 | -0.036924 | -0.4045 | 0.343288 |
45 | -0.060575 | -0.6636 | 0.254121 |
46 | -0.071746 | -0.7859 | 0.216725 |
47 | -0.054834 | -0.6007 | 0.274594 |
48 | -0.035402 | -0.3878 | 0.34942 |
49 | -0.048365 | -0.5298 | 0.298609 |
50 | -0.085761 | -0.9395 | 0.174689 |
51 | -0.098075 | -1.0744 | 0.14241 |
52 | -0.101391 | -1.1107 | 0.134463 |
53 | -0.104044 | -1.1397 | 0.128332 |
54 | -0.099373 | -1.0886 | 0.139261 |
55 | -0.098608 | -1.0802 | 0.141111 |
56 | -0.107964 | -1.1827 | 0.119637 |
57 | -0.126013 | -1.3804 | 0.085014 |
58 | -0.139432 | -1.5274 | 0.064647 |
59 | -0.131166 | -1.4369 | 0.076681 |
60 | -0.119051 | -1.3041 | 0.097341 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.91654 | 10.0402 | 0 |
2 | -0.107271 | -1.1751 | 0.121142 |
3 | 0.223878 | 2.4525 | 0.007813 |
4 | 0.097367 | 1.0666 | 0.144146 |
5 | 0.103718 | 1.1362 | 0.129075 |
6 | 0.03968 | 0.4347 | 0.332292 |
7 | -0.108577 | -1.1894 | 0.118314 |
8 | -0.081816 | -0.8962 | 0.185957 |
9 | -0.099768 | -1.0929 | 0.138314 |
10 | 0.107364 | 1.1761 | 0.120939 |
11 | 0.196186 | 2.1491 | 0.016817 |
12 | 0.035135 | 0.3849 | 0.3505 |
13 | -0.335311 | -3.6732 | 0.00018 |
14 | -0.043097 | -0.4721 | 0.318856 |
15 | 0.110151 | 1.2066 | 0.114971 |
16 | 0.018082 | 0.1981 | 0.421661 |
17 | -0.018097 | -0.1982 | 0.421597 |
18 | -0.007363 | -0.0807 | 0.467926 |
19 | -0.021262 | -0.2329 | 0.408113 |
20 | 0.009514 | 0.1042 | 0.458584 |
21 | -0.029326 | -0.3212 | 0.374291 |
22 | 0.012386 | 0.1357 | 0.44615 |
23 | 0.032241 | 0.3532 | 0.362287 |
24 | 0.025719 | 0.2817 | 0.389317 |
25 | -0.185032 | -2.0269 | 0.022443 |
26 | -0.019021 | -0.2084 | 0.417649 |
27 | 0.087749 | 0.9612 | 0.169181 |
28 | 0.003871 | 0.0424 | 0.483124 |
29 | 0.018044 | 0.1977 | 0.42182 |
30 | -0.049593 | -0.5433 | 0.293977 |
31 | 0.024835 | 0.2721 | 0.393022 |
32 | 0.007595 | 0.0832 | 0.466916 |
33 | 0.018562 | 0.2033 | 0.419607 |
34 | -0.008285 | -0.0908 | 0.463917 |
35 | -0.023887 | -0.2617 | 0.397013 |
36 | -0.003902 | -0.0427 | 0.482988 |
37 | -0.030272 | -0.3316 | 0.370381 |
38 | -0.011654 | -0.1277 | 0.449316 |
39 | 0.056705 | 0.6212 | 0.267833 |
40 | -0.021078 | -0.2309 | 0.408893 |
41 | -0.018157 | -0.1989 | 0.421339 |
42 | 0.000455 | 0.005 | 0.498015 |
43 | 0.01153 | 0.1263 | 0.449853 |
44 | 0.0485 | 0.5313 | 0.298098 |
45 | -0.039502 | -0.4327 | 0.332995 |
46 | -0.0371 | -0.4064 | 0.342584 |
47 | -0.004457 | -0.0488 | 0.480573 |
48 | 0.011435 | 0.1253 | 0.450262 |
49 | 0.001107 | 0.0121 | 0.495172 |
50 | -0.087429 | -0.9577 | 0.170061 |
51 | 0.023053 | 0.2525 | 0.400532 |
52 | -0.049399 | -0.5411 | 0.294707 |
53 | 0.006938 | 0.076 | 0.469773 |
54 | 0.00354 | 0.0388 | 0.484567 |
55 | -0.012513 | -0.1371 | 0.445599 |
56 | 0.036822 | 0.4034 | 0.343698 |
57 | -0.004806 | -0.0526 | 0.479052 |
58 | -0.039914 | -0.4372 | 0.331365 |
59 | -0.029189 | -0.3197 | 0.374858 |
60 | -0.007757 | -0.085 | 0.466213 |