Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.841623 | 9.6695 | 0 |
2 | 0.715766 | 8.2235 | 0 |
3 | 0.654487 | 7.5195 | 0 |
4 | 0.662119 | 7.6072 | 0 |
5 | 0.662817 | 7.6152 | 0 |
6 | 0.679521 | 7.8071 | 0 |
7 | 0.627703 | 7.2118 | 0 |
8 | 0.564657 | 6.4874 | 0 |
9 | 0.537032 | 6.17 | 0 |
10 | 0.575754 | 6.6149 | 0 |
11 | 0.626426 | 7.1971 | 0 |
12 | 0.680727 | 7.821 | 0 |
13 | 0.574916 | 6.6053 | 0 |
14 | 0.474817 | 5.4552 | 0 |
15 | 0.392842 | 4.5134 | 7e-06 |
16 | 0.395631 | 4.5455 | 6e-06 |
17 | 0.380212 | 4.3683 | 1.3e-05 |
18 | 0.388198 | 4.4601 | 9e-06 |
19 | 0.326669 | 3.7531 | 0.00013 |
20 | 0.269882 | 3.1007 | 0.00118 |
21 | 0.23673 | 2.7198 | 0.003706 |
22 | 0.256949 | 2.9521 | 0.001868 |
23 | 0.288603 | 3.3158 | 0.00059 |
24 | 0.306331 | 3.5195 | 0.000297 |
25 | 0.215903 | 2.4805 | 0.007188 |
26 | 0.123173 | 1.4151 | 0.07969 |
27 | 0.07067 | 0.8119 | 0.209145 |
28 | 0.074039 | 0.8506 | 0.198253 |
29 | 0.055231 | 0.6346 | 0.263407 |
30 | 0.06165 | 0.7083 | 0.240001 |
31 | 0.007116 | 0.0818 | 0.46748 |
32 | -0.035992 | -0.4135 | 0.339951 |
33 | -0.070914 | -0.8147 | 0.208344 |
34 | -0.039587 | -0.4548 | 0.324994 |
35 | -0.00313 | -0.036 | 0.485685 |
36 | 0.009178 | 0.1054 | 0.458091 |
37 | -0.070745 | -0.8128 | 0.208898 |
38 | -0.148008 | -1.7005 | 0.045698 |
39 | -0.166702 | -1.9153 | 0.028811 |
40 | -0.167781 | -1.9277 | 0.028023 |
41 | -0.182491 | -2.0967 | 0.018966 |
42 | -0.162539 | -1.8674 | 0.032029 |
43 | -0.190626 | -2.1901 | 0.015136 |
44 | -0.211962 | -2.4353 | 0.008108 |
45 | -0.218098 | -2.5058 | 0.006717 |
46 | -0.17617 | -2.024 | 0.022492 |
47 | -0.153779 | -1.7668 | 0.039788 |
48 | -0.126357 | -1.4517 | 0.074475 |
49 | -0.178664 | -2.0527 | 0.021039 |
50 | -0.251289 | -2.8871 | 0.002272 |
51 | -0.266857 | -3.0659 | 0.001316 |
52 | -0.259674 | -2.9834 | 0.001698 |
53 | -0.271222 | -3.1161 | 0.001124 |
54 | -0.256805 | -2.9505 | 0.001878 |
55 | -0.274852 | -3.1578 | 0.000985 |
56 | -0.301528 | -3.4643 | 0.000359 |
57 | -0.305907 | -3.5146 | 0.000302 |
58 | -0.244189 | -2.8055 | 0.002892 |
59 | -0.204982 | -2.3551 | 0.009997 |
60 | -0.183514 | -2.1084 | 0.018443 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.841623 | 9.6695 | 0 |
2 | 0.025495 | 0.2929 | 0.385025 |
3 | 0.157755 | 1.8125 | 0.036093 |
4 | 0.244714 | 2.8115 | 0.002841 |
5 | 0.087687 | 1.0074 | 0.157782 |
6 | 0.191224 | 2.197 | 0.014883 |
7 | -0.113747 | -1.3069 | 0.096767 |
8 | -0.042519 | -0.4885 | 0.313001 |
9 | 0.058994 | 0.6778 | 0.249546 |
10 | 0.161715 | 1.858 | 0.032701 |
11 | 0.169106 | 1.9429 | 0.02708 |
12 | 0.211087 | 2.4252 | 0.008326 |
13 | -0.393679 | -4.523 | 7e-06 |
14 | -0.083929 | -0.9643 | 0.168336 |
15 | -0.234826 | -2.6979 | 0.003944 |
16 | -0.007615 | -0.0875 | 0.465207 |
17 | -0.096309 | -1.1065 | 0.135261 |
18 | 0.055081 | 0.6328 | 0.26397 |
19 | -0.069907 | -0.8032 | 0.211661 |
20 | 0.047153 | 0.5417 | 0.294454 |
21 | -0.031532 | -0.3623 | 0.358864 |
22 | -0.030157 | -0.3465 | 0.364769 |
23 | 0.041749 | 0.4797 | 0.316131 |
24 | -0.038405 | -0.4412 | 0.32988 |
25 | -0.097128 | -1.1159 | 0.133242 |
26 | -0.070047 | -0.8048 | 0.211196 |
27 | 0.069176 | 0.7948 | 0.214085 |
28 | -0.053657 | -0.6165 | 0.269322 |
29 | 0.006337 | 0.0728 | 0.471034 |
30 | -0.001132 | -0.013 | 0.494819 |
31 | -0.022568 | -0.2593 | 0.397909 |
32 | 0.010569 | 0.1214 | 0.451766 |
33 | -0.062624 | -0.7195 | 0.236552 |
34 | 0.042731 | 0.4909 | 0.312141 |
35 | 0.076146 | 0.8749 | 0.191622 |
36 | 0.004076 | 0.0468 | 0.48136 |
37 | -0.087883 | -1.0097 | 0.157243 |
38 | -0.02066 | -0.2374 | 0.406372 |
39 | 0.062195 | 0.7146 | 0.238069 |
40 | -0.11753 | -1.3503 | 0.089612 |
41 | -0.026407 | -0.3034 | 0.381032 |
42 | 0.077336 | 0.8885 | 0.187939 |
43 | 0.024973 | 0.2869 | 0.387314 |
44 | 0.081633 | 0.9379 | 0.175008 |
45 | 0.040881 | 0.4697 | 0.319676 |
46 | -0.024585 | -0.2825 | 0.389014 |
47 | -0.011906 | -0.1368 | 0.445705 |
48 | 0.040076 | 0.4604 | 0.322978 |
49 | -0.076548 | -0.8795 | 0.190372 |
50 | -0.099145 | -1.1391 | 0.128364 |
51 | 0.011321 | 0.1301 | 0.448357 |
52 | -0.063023 | -0.7241 | 0.235149 |
53 | -0.041476 | -0.4765 | 0.317243 |
54 | 0.023289 | 0.2676 | 0.394725 |
55 | -0.093313 | -1.0721 | 0.142818 |
56 | -0.046174 | -0.5305 | 0.298329 |
57 | -0.025649 | -0.2947 | 0.38435 |
58 | 0.075315 | 0.8653 | 0.194222 |
59 | 0.069432 | 0.7977 | 0.213234 |
60 | 0.008269 | 0.095 | 0.462227 |