Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.874007 | 7.4675 | 0 |
2 | 0.686534 | 5.8657 | 0 |
3 | 0.570193 | 4.8717 | 3e-06 |
4 | 0.540626 | 4.6191 | 8e-06 |
5 | 0.565104 | 4.8282 | 4e-06 |
6 | 0.56152 | 4.7976 | 4e-06 |
7 | 0.49897 | 4.2632 | 3e-05 |
8 | 0.408066 | 3.4865 | 0.000416 |
9 | 0.34306 | 2.9311 | 0.002253 |
10 | 0.348312 | 2.976 | 0.001979 |
11 | 0.415995 | 3.5543 | 0.000335 |
12 | 0.433042 | 3.6999 | 0.000208 |
13 | 0.275423 | 2.3532 | 0.010654 |
14 | 0.082236 | 0.7026 | 0.242262 |
15 | -0.041032 | -0.3506 | 0.363457 |
16 | -0.087739 | -0.7496 | 0.22794 |
17 | -0.087383 | -0.7466 | 0.228852 |
18 | -0.112907 | -0.9647 | 0.168946 |
19 | -0.183911 | -1.5713 | 0.060214 |
20 | -0.267327 | -2.284 | 0.01264 |
21 | -0.321032 | -2.7429 | 0.003828 |
22 | -0.309513 | -2.6445 | 0.005005 |
23 | -0.244107 | -2.0856 | 0.020253 |
24 | -0.212406 | -1.8148 | 0.036832 |
25 | -0.31159 | -2.6622 | 0.004771 |
26 | -0.427745 | -3.6547 | 0.000241 |
27 | -0.483344 | -4.1297 | 4.8e-05 |
28 | -0.475431 | -4.0621 | 6.1e-05 |
29 | -0.426082 | -3.6404 | 0.000253 |
30 | -0.400662 | -3.4233 | 0.000509 |
31 | -0.402303 | -3.4373 | 0.000487 |
32 | -0.407699 | -3.4834 | 0.00042 |
33 | -0.395675 | -3.3806 | 0.000582 |
34 | -0.337351 | -2.8823 | 0.002591 |
35 | -0.238848 | -2.0407 | 0.022448 |
36 | -0.182521 | -1.5595 | 0.061606 |
37 | -0.222185 | -1.8983 | 0.030802 |
38 | -0.271011 | -2.3155 | 0.011699 |
39 | -0.277642 | -2.3722 | 0.010161 |
40 | -0.238402 | -2.0369 | 0.022643 |
41 | -0.175381 | -1.4985 | 0.069163 |
42 | -0.137088 | -1.1713 | 0.122648 |
43 | -0.115711 | -0.9886 | 0.163053 |
44 | -0.1043 | -0.8911 | 0.187891 |
45 | -0.086686 | -0.7406 | 0.230643 |
46 | -0.034371 | -0.2937 | 0.384923 |
47 | 0.035789 | 0.3058 | 0.380322 |
48 | 0.078326 | 0.6692 | 0.252734 |
49 | 0.056352 | 0.4815 | 0.315811 |
50 | 0.019566 | 0.1672 | 0.43385 |
51 | 0.004926 | 0.0421 | 0.483272 |
52 | 0.017847 | 0.1525 | 0.439612 |
53 | 0.042654 | 0.3644 | 0.358294 |
54 | 0.051442 | 0.4395 | 0.330792 |
55 | 0.056324 | 0.4812 | 0.315895 |
56 | 0.054194 | 0.463 | 0.322358 |
57 | 0.050065 | 0.4278 | 0.335044 |
58 | 0.059025 | 0.5043 | 0.307782 |
59 | 0.077291 | 0.6604 | 0.255546 |
60 | 0.086323 | 0.7375 | 0.231578 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.874007 | 7.4675 | 0 |
2 | -0.327623 | -2.7992 | 0.003275 |
3 | 0.284278 | 2.4289 | 0.008804 |
4 | 0.148767 | 1.2711 | 0.103871 |
5 | 0.17025 | 1.4546 | 0.07503 |
6 | -0.089718 | -0.7665 | 0.222911 |
7 | -0.054423 | -0.465 | 0.32166 |
8 | -0.049024 | -0.4189 | 0.338275 |
9 | 0.040598 | 0.3469 | 0.364843 |
10 | 0.146216 | 1.2493 | 0.107779 |
11 | 0.179207 | 1.5311 | 0.065028 |
12 | -0.210268 | -1.7965 | 0.038273 |
13 | -0.612674 | -5.2347 | 1e-06 |
14 | 0.125739 | 1.0743 | 0.143109 |
15 | -0.080641 | -0.689 | 0.246506 |
16 | -0.15428 | -1.3182 | 0.095785 |
17 | -0.117495 | -1.0039 | 0.159377 |
18 | -0.033994 | -0.2904 | 0.386148 |
19 | -0.033647 | -0.2875 | 0.387278 |
20 | 0.002251 | 0.0192 | 0.492352 |
21 | 0.066798 | 0.5707 | 0.284971 |
22 | -0.003727 | -0.0318 | 0.487342 |
23 | 0.017337 | 0.1481 | 0.441325 |
24 | 0.117658 | 1.0053 | 0.159043 |
25 | -0.083437 | -0.7129 | 0.239094 |
26 | 0.090289 | 0.7714 | 0.221471 |
27 | -0.046162 | -0.3944 | 0.347215 |
28 | 0.011601 | 0.0991 | 0.460656 |
29 | -0.010393 | -0.0888 | 0.464744 |
30 | 0.010365 | 0.0886 | 0.464836 |
31 | 0.092927 | 0.794 | 0.214895 |
32 | -0.025943 | -0.2217 | 0.412599 |
33 | -0.006783 | -0.058 | 0.476972 |
34 | -0.013072 | -0.1117 | 0.455688 |
35 | 0.039421 | 0.3368 | 0.368611 |
36 | -0.154423 | -1.3194 | 0.095581 |
37 | 0.064469 | 0.5508 | 0.291719 |
38 | -0.054667 | -0.4671 | 0.320919 |
39 | -0.099571 | -0.8507 | 0.198849 |
40 | -0.038219 | -0.3265 | 0.372475 |
41 | -0.047401 | -0.405 | 0.343333 |
42 | -0.023222 | -0.1984 | 0.421638 |
43 | -0.02847 | -0.2432 | 0.404247 |
44 | -0.071306 | -0.6092 | 0.272129 |
45 | 0.010625 | 0.0908 | 0.463957 |
46 | -0.008505 | -0.0727 | 0.471134 |
47 | -0.067686 | -0.5783 | 0.282417 |
48 | 0.150085 | 1.2823 | 0.101893 |
49 | 0.023014 | 0.1966 | 0.422332 |
50 | -0.088734 | -0.7581 | 0.225403 |
51 | 0.019361 | 0.1654 | 0.434535 |
52 | 0.03808 | 0.3254 | 0.372923 |
53 | -0.074668 | -0.638 | 0.262747 |
54 | 0.024673 | 0.2108 | 0.416814 |
55 | 0.010341 | 0.0884 | 0.464918 |
56 | -0.033375 | -0.2852 | 0.388167 |
57 | -0.062321 | -0.5325 | 0.298007 |
58 | -0.064013 | -0.5469 | 0.293048 |
59 | -0.011346 | -0.0969 | 0.461519 |
60 | 0.005597 | 0.0478 | 0.480996 |