Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.870557 | 8.5297 | 0 |
2 | 0.732917 | 7.1811 | 0 |
3 | 0.562664 | 5.513 | 0 |
4 | 0.407995 | 3.9975 | 6.3e-05 |
5 | 0.219637 | 2.152 | 0.016953 |
6 | 0.013626 | 0.1335 | 0.447037 |
7 | -0.168941 | -1.6553 | 0.050567 |
8 | -0.313798 | -3.0746 | 0.001373 |
9 | -0.419432 | -4.1096 | 4.2e-05 |
10 | -0.553577 | -5.4239 | 0 |
11 | -0.620885 | -6.0834 | 0 |
12 | -0.667783 | -6.5429 | 0 |
13 | -0.562451 | -5.5109 | 0 |
14 | -0.466772 | -4.5734 | 7e-06 |
15 | -0.33319 | -3.2646 | 0.00076 |
16 | -0.182381 | -1.787 | 0.03855 |
17 | -0.022642 | -0.2218 | 0.412453 |
18 | 0.110306 | 1.0808 | 0.141254 |
19 | 0.196031 | 1.9207 | 0.028868 |
20 | 0.271713 | 2.6622 | 0.004551 |
21 | 0.330668 | 3.2399 | 0.000822 |
22 | 0.395838 | 3.8784 | 9.6e-05 |
23 | 0.373119 | 3.6558 | 0.000209 |
24 | 0.355393 | 3.4821 | 0.000375 |
25 | 0.296017 | 2.9004 | 0.00231 |
26 | 0.261158 | 2.5588 | 0.006033 |
27 | 0.172526 | 1.6904 | 0.047098 |
28 | 0.056077 | 0.5494 | 0.29199 |
29 | -0.057607 | -0.5644 | 0.286888 |
30 | -0.132181 | -1.2951 | 0.099195 |
31 | -0.171347 | -1.6788 | 0.048217 |
32 | -0.212642 | -2.0835 | 0.019933 |
33 | -0.231167 | -2.265 | 0.012882 |
34 | -0.238566 | -2.3375 | 0.010746 |
35 | -0.181071 | -1.7741 | 0.039607 |
36 | -0.147561 | -1.4458 | 0.075746 |
37 | -0.100769 | -0.9873 | 0.162981 |
38 | -0.088179 | -0.864 | 0.194879 |
39 | -0.035597 | -0.3488 | 0.364009 |
40 | 0.024282 | 0.2379 | 0.406228 |
41 | 0.080802 | 0.7917 | 0.215245 |
42 | 0.132502 | 1.2983 | 0.098656 |
43 | 0.157795 | 1.5461 | 0.062689 |
44 | 0.169504 | 1.6608 | 0.050009 |
45 | 0.143822 | 1.4092 | 0.081009 |
46 | 0.105638 | 1.035 | 0.151626 |
47 | 0.037932 | 0.3717 | 0.355484 |
48 | -0.000938 | -0.0092 | 0.496342 |
49 | -0.061566 | -0.6032 | 0.273893 |
50 | -0.095413 | -0.9349 | 0.176104 |
51 | -0.136929 | -1.3416 | 0.091442 |
52 | -0.160671 | -1.5743 | 0.05936 |
53 | -0.169918 | -1.6649 | 0.049601 |
54 | -0.194 | -1.9008 | 0.030164 |
55 | -0.194795 | -1.9086 | 0.029651 |
56 | -0.173398 | -1.6989 | 0.046284 |
57 | -0.121952 | -1.1949 | 0.117539 |
58 | -0.07481 | -0.733 | 0.232677 |
59 | -0.005297 | -0.0519 | 0.47936 |
60 | 0.031966 | 0.3132 | 0.377404 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.870557 | 8.5297 | 0 |
2 | -0.103056 | -1.0097 | 0.157579 |
3 | -0.214643 | -2.1031 | 0.019038 |
4 | -0.037393 | -0.3664 | 0.357447 |
5 | -0.244738 | -2.3979 | 0.009211 |
6 | -0.253614 | -2.4849 | 0.007345 |
7 | -0.068118 | -0.6674 | 0.253053 |
8 | -0.042232 | -0.4138 | 0.339978 |
9 | -0.042163 | -0.4131 | 0.340222 |
10 | -0.332122 | -3.2541 | 0.000786 |
11 | 0.024799 | 0.243 | 0.404272 |
12 | -0.139994 | -1.3717 | 0.086683 |
13 | 0.442316 | 4.3338 | 1.8e-05 |
14 | -0.092938 | -0.9106 | 0.182393 |
15 | 0.102254 | 1.0019 | 0.15946 |
16 | 0.104055 | 1.0195 | 0.155259 |
17 | -0.09414 | -0.9224 | 0.179321 |
18 | -0.188715 | -1.849 | 0.033766 |
19 | -0.090458 | -0.8863 | 0.188835 |
20 | 0.019384 | 0.1899 | 0.424887 |
21 | 0.092684 | 0.9081 | 0.183047 |
22 | -0.081511 | -0.7986 | 0.213236 |
23 | -0.106273 | -1.0413 | 0.150186 |
24 | 0.047312 | 0.4636 | 0.322006 |
25 | 0.203333 | 1.9923 | 0.024592 |
26 | 0.104632 | 1.0252 | 0.153927 |
27 | -0.055248 | -0.5413 | 0.294771 |
28 | -0.019789 | -0.1939 | 0.423333 |
29 | -0.121527 | -1.1907 | 0.118349 |
30 | -0.062195 | -0.6094 | 0.271854 |
31 | -0.017801 | -0.1744 | 0.430953 |
32 | 0.096143 | 0.942 | 0.174276 |
33 | 0.061695 | 0.6045 | 0.273473 |
34 | 0.018009 | 0.1765 | 0.430154 |
35 | -0.010421 | -0.1021 | 0.459444 |
36 | 0.05008 | 0.4907 | 0.312385 |
37 | 0.073171 | 0.7169 | 0.237579 |
38 | -0.126937 | -1.2437 | 0.108316 |
39 | -0.017634 | -0.1728 | 0.431595 |
40 | 0.013436 | 0.1316 | 0.447771 |
41 | -0.002276 | -0.0223 | 0.491128 |
42 | 0.074864 | 0.7335 | 0.232515 |
43 | -0.079505 | -0.779 | 0.218952 |
44 | -0.048536 | -0.4755 | 0.317738 |
45 | 0.013374 | 0.131 | 0.448008 |
46 | -0.091658 | -0.8981 | 0.1857 |
47 | -0.00139 | -0.0136 | 0.49458 |
48 | -0.011755 | -0.1152 | 0.454272 |
49 | -0.022802 | -0.2234 | 0.411844 |
50 | -0.063591 | -0.6231 | 0.26736 |
51 | -0.043147 | -0.4228 | 0.336709 |
52 | 0.000316 | 0.0031 | 0.498769 |
53 | 0.063504 | 0.6222 | 0.267638 |
54 | -0.001236 | -0.0121 | 0.495182 |
55 | 0.052288 | 0.5123 | 0.304803 |
56 | 0.029188 | 0.286 | 0.387753 |
57 | -0.073531 | -0.7205 | 0.236498 |
58 | -0.162004 | -1.5873 | 0.057866 |
59 | 0.040592 | 0.3977 | 0.34586 |
60 | -0.039421 | -0.3863 | 0.350083 |