Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.778554 | 7.1356 | 0 |
2 | 0.68277 | 6.2577 | 0 |
3 | 0.651739 | 5.9733 | 0 |
4 | 0.611601 | 5.6054 | 0 |
5 | 0.567552 | 5.2017 | 1e-06 |
6 | 0.489667 | 4.4879 | 1.1e-05 |
7 | 0.467854 | 4.288 | 2.4e-05 |
8 | 0.439554 | 4.0286 | 6.1e-05 |
9 | 0.397376 | 3.642 | 0.000233 |
10 | 0.323766 | 2.9674 | 0.001956 |
11 | 0.379539 | 3.4785 | 0.000401 |
12 | 0.464997 | 4.2618 | 2.6e-05 |
13 | 0.327301 | 2.9998 | 0.001778 |
14 | 0.259687 | 2.3801 | 0.009787 |
15 | 0.228912 | 2.098 | 0.019454 |
16 | 0.207403 | 1.9009 | 0.030373 |
17 | 0.183848 | 1.685 | 0.047851 |
18 | 0.107273 | 0.9832 | 0.164172 |
19 | 0.086504 | 0.7928 | 0.215056 |
20 | 0.076643 | 0.7024 | 0.242171 |
21 | 0.013226 | 0.1212 | 0.451903 |
22 | -0.039601 | -0.3629 | 0.358778 |
23 | 0.047698 | 0.4372 | 0.331558 |
24 | 0.105624 | 0.9681 | 0.167897 |
25 | 0.039558 | 0.3626 | 0.358924 |
26 | -0.013671 | -0.1253 | 0.450295 |
27 | -0.042013 | -0.3851 | 0.350583 |
28 | -0.032773 | -0.3004 | 0.382319 |
29 | -0.060213 | -0.5519 | 0.291255 |
30 | -0.132292 | -1.2125 | 0.114364 |
31 | -0.155356 | -1.4239 | 0.079095 |
32 | -0.15752 | -1.4437 | 0.076272 |
33 | -0.223178 | -2.0455 | 0.021969 |
34 | -0.24453 | -2.2412 | 0.013827 |
35 | -0.213878 | -1.9602 | 0.026642 |
36 | -0.155819 | -1.4281 | 0.078485 |
37 | -0.178894 | -1.6396 | 0.052415 |
38 | -0.237495 | -2.1767 | 0.016156 |
39 | -0.228934 | -2.0982 | 0.019445 |
40 | -0.216005 | -1.9797 | 0.025505 |
41 | -0.222235 | -2.0368 | 0.022409 |
42 | -0.28039 | -2.5698 | 0.00597 |
43 | -0.272825 | -2.5005 | 0.007173 |
44 | -0.272198 | -2.4947 | 0.007282 |
45 | -0.299833 | -2.748 | 0.003668 |
46 | -0.294218 | -2.6966 | 0.004232 |
47 | -0.283205 | -2.5956 | 0.005571 |
48 | -0.215664 | -1.9766 | 0.025684 |
49 | -0.215351 | -1.9737 | 0.02585 |
50 | -0.277561 | -2.5439 | 0.006397 |
51 | -0.257857 | -2.3633 | 0.010211 |
52 | -0.242305 | -2.2208 | 0.01453 |
53 | -0.239991 | -2.1996 | 0.015293 |
54 | -0.242616 | -2.2236 | 0.014429 |
55 | -0.224489 | -2.0575 | 0.021371 |
56 | -0.230595 | -2.1134 | 0.018765 |
57 | -0.247496 | -2.2683 | 0.012937 |
58 | -0.244085 | -2.2371 | 0.013965 |
59 | -0.224091 | -2.0538 | 0.021551 |
60 | -0.148599 | -1.3619 | 0.08843 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.778554 | 7.1356 | 0 |
2 | 0.194549 | 1.7831 | 0.039094 |
3 | 0.190307 | 1.7442 | 0.042392 |
4 | 0.075348 | 0.6906 | 0.245869 |
5 | 0.032694 | 0.2996 | 0.382593 |
6 | -0.090762 | -0.8318 | 0.203928 |
7 | 0.06222 | 0.5703 | 0.285014 |
8 | 0.006729 | 0.0617 | 0.475485 |
9 | -0.010659 | -0.0977 | 0.461206 |
10 | -0.113273 | -1.0382 | 0.151087 |
11 | 0.260677 | 2.3891 | 0.009564 |
12 | 0.271348 | 2.4869 | 0.007432 |
13 | -0.382283 | -3.5037 | 0.000369 |
14 | -0.131106 | -1.2016 | 0.116447 |
15 | -0.022587 | -0.207 | 0.41825 |
16 | -0.026276 | -0.2408 | 0.405139 |
17 | 0.021962 | 0.2013 | 0.42048 |
18 | -0.060904 | -0.5582 | 0.289099 |
19 | -0.013199 | -0.121 | 0.452 |
20 | 0.003804 | 0.0349 | 0.486134 |
21 | -0.075084 | -0.6882 | 0.246625 |
22 | 0.04635 | 0.4248 | 0.336033 |
23 | 0.17898 | 1.6404 | 0.052333 |
24 | 0.012585 | 0.1153 | 0.454223 |
25 | -0.053943 | -0.4944 | 0.311159 |
26 | -0.113954 | -1.0444 | 0.149646 |
27 | -0.071458 | -0.6549 | 0.257154 |
28 | -0.005238 | -0.048 | 0.480911 |
29 | -0.069619 | -0.6381 | 0.262583 |
30 | -0.054243 | -0.4971 | 0.310191 |
31 | -0.058382 | -0.5351 | 0.297004 |
32 | 0.002346 | 0.0215 | 0.49145 |
33 | 0.023643 | 0.2167 | 0.414488 |
34 | 0.081189 | 0.7441 | 0.229444 |
35 | -0.155836 | -1.4283 | 0.078462 |
36 | 0.069737 | 0.6392 | 0.262231 |
37 | 0.006072 | 0.0556 | 0.477877 |
38 | -0.093702 | -0.8588 | 0.196448 |
39 | 0.06071 | 0.5564 | 0.289702 |
40 | -0.088803 | -0.8139 | 0.209005 |
41 | -0.013924 | -0.1276 | 0.449381 |
42 | -0.054405 | -0.4986 | 0.309673 |
43 | 0.027452 | 0.2516 | 0.400981 |
44 | 0.027832 | 0.2551 | 0.399642 |
45 | 0.062468 | 0.5725 | 0.284246 |
46 | 0.02763 | 0.2532 | 0.400355 |
47 | -0.059311 | -0.5436 | 0.294079 |
48 | -0.051481 | -0.4718 | 0.319135 |
49 | 0.011819 | 0.1083 | 0.456999 |
50 | -0.113937 | -1.0442 | 0.149683 |
51 | -0.0555 | -0.5087 | 0.306158 |
52 | -0.022743 | -0.2084 | 0.417693 |
53 | -0.008672 | -0.0795 | 0.46842 |
54 | 0.167251 | 1.5329 | 0.064531 |
55 | 0.068926 | 0.6317 | 0.264645 |
56 | -0.092342 | -0.8463 | 0.199886 |
57 | -0.096161 | -0.8813 | 0.190326 |
58 | 0.030149 | 0.2763 | 0.391489 |
59 | 0.061825 | 0.5666 | 0.286238 |
60 | -0.00487 | -0.0446 | 0.482253 |