Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.881355 | 8.0777 | 0 |
2 | 0.781633 | 7.1638 | 0 |
3 | 0.697433 | 6.3921 | 0 |
4 | 0.70222 | 6.436 | 0 |
5 | 0.715853 | 6.5609 | 0 |
6 | 0.700034 | 6.4159 | 0 |
7 | 0.653334 | 5.9879 | 0 |
8 | 0.576146 | 5.2805 | 0 |
9 | 0.540921 | 4.9576 | 2e-06 |
10 | 0.559812 | 5.1308 | 1e-06 |
11 | 0.590008 | 5.4075 | 0 |
12 | 0.62465 | 5.725 | 0 |
13 | 0.536668 | 4.9186 | 2e-06 |
14 | 0.438095 | 4.0152 | 6.4e-05 |
15 | 0.356865 | 3.2707 | 0.000778 |
16 | 0.351225 | 3.219 | 0.000914 |
17 | 0.372598 | 3.4149 | 0.000492 |
18 | 0.368858 | 3.3806 | 0.00055 |
19 | 0.34009 | 3.117 | 0.001251 |
20 | 0.278851 | 2.5557 | 0.006199 |
21 | 0.239804 | 2.1978 | 0.015356 |
22 | 0.245553 | 2.2505 | 0.013514 |
23 | 0.266108 | 2.4389 | 0.008419 |
24 | 0.282116 | 2.5856 | 0.005723 |
25 | 0.223693 | 2.0502 | 0.021733 |
26 | 0.124415 | 1.1403 | 0.128704 |
27 | 0.034355 | 0.3149 | 0.376822 |
28 | -0.007713 | -0.0707 | 0.471907 |
29 | 0.003271 | 0.03 | 0.488076 |
30 | -0.006475 | -0.0593 | 0.476408 |
31 | -0.040359 | -0.3699 | 0.356195 |
32 | -0.102023 | -0.9351 | 0.17622 |
33 | -0.149125 | -1.3667 | 0.087676 |
34 | -0.152295 | -1.3958 | 0.083226 |
35 | -0.143141 | -1.3119 | 0.096563 |
36 | -0.137562 | -1.2608 | 0.10544 |
37 | -0.174042 | -1.5951 | 0.05722 |
38 | -0.243563 | -2.2323 | 0.014129 |
39 | -0.303201 | -2.7789 | 0.003364 |
40 | -0.339436 | -3.111 | 0.001274 |
41 | -0.309866 | -2.84 | 0.002829 |
42 | -0.303574 | -2.7823 | 0.003332 |
43 | -0.310453 | -2.8453 | 0.002786 |
44 | -0.355753 | -3.2605 | 0.000804 |
45 | -0.375105 | -3.4379 | 0.000457 |
46 | -0.371602 | -3.4058 | 0.000507 |
47 | -0.357789 | -3.2792 | 0.000758 |
48 | -0.343048 | -3.1441 | 0.001152 |
49 | -0.350365 | -3.2111 | 0.000937 |
50 | -0.388317 | -3.559 | 0.000308 |
51 | -0.418509 | -3.8357 | 0.000121 |
52 | -0.427581 | -3.9188 | 9e-05 |
53 | -0.388457 | -3.5603 | 0.000306 |
54 | -0.36448 | -3.3405 | 0.000625 |
55 | -0.342476 | -3.1388 | 0.00117 |
56 | -0.353444 | -3.2394 | 0.000858 |
57 | -0.340578 | -3.1214 | 0.001234 |
58 | -0.312288 | -2.8622 | 0.002655 |
59 | -0.284456 | -2.6071 | 0.005402 |
60 | -0.267966 | -2.456 | 0.008056 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.881355 | 8.0777 | 0 |
2 | 0.021714 | 0.199 | 0.421366 |
3 | 0.01953 | 0.179 | 0.429186 |
4 | 0.3594 | 3.294 | 0.000724 |
5 | 0.121024 | 1.1092 | 0.135254 |
6 | -0.060853 | -0.5577 | 0.289258 |
7 | -0.007809 | -0.0716 | 0.471558 |
8 | -0.142311 | -1.3043 | 0.097846 |
9 | 0.059026 | 0.541 | 0.294976 |
10 | 0.204981 | 1.8787 | 0.031878 |
11 | 0.035898 | 0.329 | 0.371485 |
12 | 0.192314 | 1.7626 | 0.040804 |
13 | -0.404349 | -3.7059 | 0.000188 |
14 | -0.197415 | -1.8093 | 0.036988 |
15 | -0.001409 | -0.0129 | 0.494864 |
16 | -0.051549 | -0.4725 | 0.318914 |
17 | 0.112361 | 1.0298 | 0.153028 |
18 | 0.08295 | 0.7602 | 0.224617 |
19 | 0.049035 | 0.4494 | 0.327146 |
20 | 0.032242 | 0.2955 | 0.38417 |
21 | -0.126325 | -1.1578 | 0.125116 |
22 | -0.030867 | -0.2829 | 0.388975 |
23 | -0.005138 | -0.0471 | 0.481276 |
24 | -0.047085 | -0.4315 | 0.333591 |
25 | 0.017369 | 0.1592 | 0.436952 |
26 | -0.183521 | -1.682 | 0.048142 |
27 | -0.117418 | -1.0762 | 0.14247 |
28 | -0.133599 | -1.2245 | 0.112102 |
29 | -0.039509 | -0.3621 | 0.359091 |
30 | 0.000201 | 0.0018 | 0.499267 |
31 | -0.020896 | -0.1915 | 0.424292 |
32 | 0.056475 | 0.5176 | 0.303049 |
33 | 0.017718 | 0.1624 | 0.435694 |
34 | -0.023522 | -0.2156 | 0.414918 |
35 | -0.053943 | -0.4944 | 0.311159 |
36 | -0.085117 | -0.7801 | 0.218759 |
37 | 0.038924 | 0.3567 | 0.361088 |
38 | 0.026542 | 0.2433 | 0.4042 |
39 | 0.018197 | 0.1668 | 0.433971 |
40 | -0.027366 | -0.2508 | 0.401285 |
41 | 0.039821 | 0.365 | 0.358026 |
42 | -0.112297 | -1.0292 | 0.153165 |
43 | -0.03434 | -0.3147 | 0.376875 |
44 | -0.068099 | -0.6241 | 0.267114 |
45 | 0.106323 | 0.9745 | 0.166312 |
46 | 0.008921 | 0.0818 | 0.467515 |
47 | -0.039849 | -0.3652 | 0.357932 |
48 | 0.048486 | 0.4444 | 0.328956 |
49 | 0.022976 | 0.2106 | 0.416862 |
50 | -0.049895 | -0.4573 | 0.32432 |
51 | 0.068993 | 0.6323 | 0.264444 |
52 | 0.098275 | 0.9007 | 0.18516 |
53 | 0.05068 | 0.4645 | 0.321749 |
54 | -0.004916 | -0.0451 | 0.482086 |
55 | 0.032889 | 0.3014 | 0.381916 |
56 | 0.00793 | 0.0727 | 0.471116 |
57 | 0.060109 | 0.5509 | 0.29158 |
58 | 0.045607 | 0.418 | 0.33851 |
59 | -0.0405 | -0.3712 | 0.355716 |
60 | -0.045474 | -0.4168 | 0.338951 |