Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.803941 | 7.6269 | 0 |
2 | 0.673983 | 6.394 | 0 |
3 | 0.596062 | 5.6547 | 0 |
4 | 0.507816 | 4.8176 | 3e-06 |
5 | 0.419102 | 3.976 | 7.1e-05 |
6 | 0.305589 | 2.8991 | 0.002351 |
7 | 0.159552 | 1.5136 | 0.06681 |
8 | 0.079312 | 0.7524 | 0.22688 |
9 | 0.061104 | 0.5797 | 0.281787 |
10 | -0.009155 | -0.0868 | 0.465492 |
11 | -0.080281 | -0.7616 | 0.224141 |
12 | -0.146893 | -1.3936 | 0.083442 |
13 | -0.187019 | -1.7742 | 0.039705 |
14 | -0.209324 | -1.9858 | 0.025048 |
15 | -0.195477 | -1.8545 | 0.033474 |
16 | -0.211873 | -2.01 | 0.023713 |
17 | -0.242827 | -2.3037 | 0.011772 |
18 | -0.198215 | -1.8804 | 0.031641 |
19 | -0.185892 | -1.7635 | 0.040603 |
20 | -0.15534 | -1.4737 | 0.072028 |
21 | -0.12655 | -1.2006 | 0.116536 |
22 | -0.123806 | -1.1745 | 0.121642 |
23 | -0.115599 | -1.0967 | 0.137856 |
24 | -0.115221 | -1.0931 | 0.138637 |
25 | -0.110949 | -1.0526 | 0.147681 |
26 | -0.106459 | -1.01 | 0.157612 |
27 | -0.093563 | -0.8876 | 0.188556 |
28 | -0.09721 | -0.9222 | 0.179441 |
29 | -0.115193 | -1.0928 | 0.138696 |
30 | -0.120702 | -1.1451 | 0.127606 |
31 | -0.095556 | -0.9065 | 0.183539 |
32 | -0.101542 | -0.9633 | 0.168987 |
33 | -0.103835 | -0.9851 | 0.163616 |
34 | -0.110362 | -1.047 | 0.148955 |
35 | -0.142992 | -1.3565 | 0.08916 |
36 | -0.145837 | -1.3835 | 0.084961 |
37 | -0.130544 | -1.2384 | 0.109385 |
38 | -0.123906 | -1.1755 | 0.121453 |
39 | -0.123657 | -1.1731 | 0.121923 |
40 | -0.132446 | -1.2565 | 0.106095 |
41 | -0.122048 | -1.1578 | 0.124995 |
42 | -0.089107 | -0.8453 | 0.200081 |
43 | -0.057344 | -0.544 | 0.29389 |
44 | -0.053957 | -0.5119 | 0.304996 |
45 | -0.044603 | -0.4231 | 0.336601 |
46 | -0.000866 | -0.0082 | 0.496732 |
47 | 0.059733 | 0.5667 | 0.286172 |
48 | 0.100403 | 0.9525 | 0.171697 |
49 | 0.134407 | 1.2751 | 0.102778 |
50 | 0.166956 | 1.5839 | 0.058364 |
51 | 0.207127 | 1.965 | 0.02625 |
52 | 0.236543 | 2.244 | 0.013641 |
53 | 0.263688 | 2.5016 | 0.007086 |
54 | 0.281595 | 2.6714 | 0.004482 |
55 | 0.287608 | 2.7285 | 0.003826 |
56 | 0.280774 | 2.6637 | 0.004579 |
57 | 0.247698 | 2.3499 | 0.010483 |
58 | 0.232775 | 2.2083 | 0.014882 |
59 | 0.204927 | 1.9441 | 0.027503 |
60 | 0.141404 | 1.3415 | 0.09157 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.803941 | 7.6269 | 0 |
2 | 0.078212 | 0.742 | 0.230015 |
3 | 0.095926 | 0.91 | 0.182619 |
4 | -0.032596 | -0.3092 | 0.378931 |
5 | -0.040089 | -0.3803 | 0.352303 |
6 | -0.132718 | -1.2591 | 0.105631 |
7 | -0.201543 | -1.912 | 0.029528 |
8 | 0.019804 | 0.1879 | 0.425699 |
9 | 0.126713 | 1.2021 | 0.116238 |
10 | -0.088991 | -0.8442 | 0.200387 |
11 | -0.056046 | -0.5317 | 0.298121 |
12 | -0.083936 | -0.7963 | 0.21398 |
13 | -0.020984 | -0.1991 | 0.421327 |
14 | -0.048119 | -0.4565 | 0.324568 |
15 | 0.080978 | 0.7682 | 0.222183 |
16 | -0.009021 | -0.0856 | 0.465994 |
17 | -0.075853 | -0.7196 | 0.236817 |
18 | 0.102996 | 0.9771 | 0.165569 |
19 | -0.079762 | -0.7567 | 0.225605 |
20 | 0.037968 | 0.3602 | 0.359774 |
21 | -0.004422 | -0.042 | 0.483315 |
22 | -0.037518 | -0.3559 | 0.361364 |
23 | -0.021715 | -0.206 | 0.418627 |
24 | -0.126913 | -1.204 | 0.115873 |
25 | 0.008575 | 0.0813 | 0.467673 |
26 | 0.003169 | 0.0301 | 0.488043 |
27 | 0.01078 | 0.1023 | 0.459384 |
28 | -0.009935 | -0.0943 | 0.462559 |
29 | -0.094537 | -0.8969 | 0.186093 |
30 | -0.020186 | -0.1915 | 0.424282 |
31 | 0.03686 | 0.3497 | 0.363695 |
32 | -0.041275 | -0.3916 | 0.34815 |
33 | 0.004358 | 0.0413 | 0.483557 |
34 | -0.03904 | -0.3704 | 0.35599 |
35 | -0.088442 | -0.839 | 0.201836 |
36 | -0.067487 | -0.6402 | 0.261822 |
37 | 0.03519 | 0.3338 | 0.369638 |
38 | 0.02943 | 0.2792 | 0.390368 |
39 | -0.013164 | -0.1249 | 0.450448 |
40 | -0.065331 | -0.6198 | 0.268483 |
41 | -0.021474 | -0.2037 | 0.419518 |
42 | 0.018053 | 0.1713 | 0.432198 |
43 | 0.006994 | 0.0664 | 0.473621 |
44 | -0.014743 | -0.1399 | 0.444541 |
45 | 0.026372 | 0.2502 | 0.401506 |
46 | 0.045344 | 0.4302 | 0.334051 |
47 | 0.06645 | 0.6304 | 0.265016 |
48 | 0.006877 | 0.0652 | 0.474064 |
49 | 0.019915 | 0.1889 | 0.425286 |
50 | 0.067576 | 0.6411 | 0.26155 |
51 | 0.032367 | 0.3071 | 0.379752 |
52 | -0.050002 | -0.4744 | 0.318195 |
53 | 0.045598 | 0.4326 | 0.333176 |
54 | 0.049092 | 0.4657 | 0.321267 |
55 | 0.039404 | 0.3738 | 0.35471 |
56 | -0.016706 | -0.1585 | 0.437215 |
57 | -0.090508 | -0.8586 | 0.196411 |
58 | 0.042299 | 0.4013 | 0.344582 |
59 | -0.028309 | -0.2686 | 0.394442 |
60 | -0.090463 | -0.8582 | 0.19653 |