Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.8889 | 6.9425 | 0 |
2 | 0.709946 | 5.5449 | 0 |
3 | 0.590474 | 4.6117 | 1e-05 |
4 | 0.556337 | 4.3451 | 2.7e-05 |
5 | 0.573054 | 4.4757 | 1.7e-05 |
6 | 0.576368 | 4.5016 | 1.5e-05 |
7 | 0.516025 | 4.0303 | 7.9e-05 |
8 | 0.435579 | 3.402 | 0.000593 |
9 | 0.394294 | 3.0795 | 0.001553 |
10 | 0.427192 | 3.3365 | 0.000724 |
11 | 0.510906 | 3.9903 | 9e-05 |
12 | 0.532144 | 4.1562 | 5.1e-05 |
13 | 0.396682 | 3.0982 | 0.001471 |
14 | 0.215166 | 1.6805 | 0.048987 |
15 | 0.092378 | 0.7215 | 0.23668 |
16 | 0.041718 | 0.3258 | 0.372835 |
17 | 0.03481 | 0.2719 | 0.393319 |
18 | 0.019782 | 0.1545 | 0.438863 |
19 | -0.048334 | -0.3775 | 0.353557 |
20 | -0.135231 | -1.0562 | 0.147524 |
21 | -0.184272 | -1.4392 | 0.077601 |
22 | -0.165456 | -1.2923 | 0.100572 |
23 | -0.105778 | -0.8262 | 0.205968 |
24 | -0.090266 | -0.705 | 0.241747 |
25 | -0.185637 | -1.4499 | 0.076109 |
26 | -0.304645 | -2.3793 | 0.010243 |
27 | -0.368911 | -2.8813 | 0.00273 |
28 | -0.376922 | -2.9439 | 0.00229 |
29 | -0.348851 | -2.7246 | 0.004194 |
30 | -0.326407 | -2.5493 | 0.006662 |
31 | -0.349548 | -2.7301 | 0.004133 |
32 | -0.389623 | -3.0431 | 0.001726 |
33 | -0.391339 | -3.0565 | 0.001661 |
34 | -0.34925 | -2.7277 | 0.004159 |
35 | -0.284877 | -2.225 | 0.014896 |
36 | -0.255016 | -1.9917 | 0.025441 |
37 | -0.290631 | -2.2699 | 0.01338 |
38 | -0.338812 | -2.6462 | 0.00517 |
39 | -0.349887 | -2.7327 | 0.004103 |
40 | -0.322077 | -2.5155 | 0.007268 |
41 | -0.265615 | -2.0745 | 0.021129 |
42 | -0.220013 | -1.7184 | 0.045402 |
43 | -0.209095 | -1.6331 | 0.053802 |
44 | -0.214583 | -1.6759 | 0.049434 |
45 | -0.201204 | -1.5715 | 0.060625 |
46 | -0.165964 | -1.2962 | 0.099892 |
47 | -0.120273 | -0.9394 | 0.175625 |
48 | -0.092245 | -0.7205 | 0.236999 |
49 | -0.097434 | -0.761 | 0.224799 |
50 | -0.110562 | -0.8635 | 0.195618 |
51 | -0.106289 | -0.8301 | 0.204846 |
52 | -0.08122 | -0.6344 | 0.264112 |
53 | -0.041738 | -0.326 | 0.372776 |
54 | -0.01378 | -0.1076 | 0.457322 |
55 | -0.012882 | -0.1006 | 0.460094 |
56 | -0.025509 | -0.1992 | 0.421371 |
57 | -0.029161 | -0.2278 | 0.4103 |
58 | -0.023647 | -0.1847 | 0.427042 |
59 | -0.012907 | -0.1008 | 0.460017 |
60 | -0.005866 | -0.0458 | 0.481804 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.8889 | 6.9425 | 0 |
2 | -0.38215 | -2.9847 | 0.00204 |
3 | 0.323269 | 2.5248 | 0.007096 |
4 | 0.148666 | 1.1611 | 0.125058 |
5 | 0.129755 | 1.0134 | 0.157432 |
6 | -0.03709 | -0.2897 | 0.38652 |
7 | -0.153874 | -1.2018 | 0.117045 |
8 | 0.104625 | 0.8171 | 0.208512 |
9 | 0.078151 | 0.6104 | 0.271939 |
10 | 0.221622 | 1.7309 | 0.04426 |
11 | 0.155715 | 1.2162 | 0.114302 |
12 | -0.281126 | -2.1957 | 0.015965 |
13 | -0.537125 | -4.1951 | 4.5e-05 |
14 | 0.076203 | 0.5952 | 0.276966 |
15 | -0.059172 | -0.4621 | 0.322809 |
16 | -0.164737 | -1.2866 | 0.101542 |
17 | -0.079567 | -0.6214 | 0.268313 |
18 | -0.001644 | -0.0128 | 0.494898 |
19 | -0.044542 | -0.3479 | 0.364563 |
20 | -0.039225 | -0.3064 | 0.380189 |
21 | 0.005498 | 0.0429 | 0.482944 |
22 | -0.007031 | -0.0549 | 0.478193 |
23 | -0.033427 | -0.2611 | 0.397459 |
24 | 0.087351 | 0.6822 | 0.248838 |
25 | -0.029305 | -0.2289 | 0.409864 |
26 | 0.082511 | 0.6444 | 0.260856 |
27 | 0.018104 | 0.1414 | 0.44401 |
28 | -0.012333 | -0.0963 | 0.46179 |
29 | 0.050669 | 0.3957 | 0.346841 |
30 | 0.01427 | 0.1115 | 0.455812 |
31 | 0.011668 | 0.0911 | 0.463843 |
32 | 0.00633 | 0.0494 | 0.480365 |
33 | 0.063403 | 0.4952 | 0.311122 |
34 | -0.155257 | -1.2126 | 0.114979 |
35 | -0.032688 | -0.2553 | 0.399675 |
36 | 0.006584 | 0.0514 | 0.479577 |
37 | 0.089209 | 0.6967 | 0.244306 |
38 | -0.107218 | -0.8374 | 0.202819 |
39 | -0.065519 | -0.5117 | 0.305348 |
40 | 0.049257 | 0.3847 | 0.350897 |
41 | 0.021081 | 0.1646 | 0.434884 |
42 | -0.08046 | -0.6284 | 0.266039 |
43 | 0.081638 | 0.6376 | 0.263055 |
44 | -0.059272 | -0.4629 | 0.322532 |
45 | -0.105686 | -0.8254 | 0.20617 |
46 | -0.006805 | -0.0531 | 0.478895 |
47 | 0.032591 | 0.2545 | 0.399967 |
48 | 0.002063 | 0.0161 | 0.493598 |
49 | -0.005707 | -0.0446 | 0.482297 |
50 | 0.015679 | 0.1225 | 0.451471 |
51 | -0.022743 | -0.1776 | 0.429803 |
52 | -0.014897 | -0.1164 | 0.453878 |
53 | -0.040368 | -0.3153 | 0.376812 |
54 | -0.007398 | -0.0578 | 0.477055 |
55 | -0.069953 | -0.5463 | 0.293409 |
56 | -0.027838 | -0.2174 | 0.414304 |
57 | -0.041345 | -0.3229 | 0.373931 |
58 | 0.023964 | 0.1872 | 0.426075 |
59 | -0.039583 | -0.3092 | 0.379129 |
60 | -0.027302 | -0.2132 | 0.415928 |