Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.699894 | 7.6988 | 0 |
2 | 0.583521 | 6.4187 | 0 |
3 | 0.675624 | 7.4319 | 0 |
4 | 0.647942 | 7.1274 | 0 |
5 | 0.567895 | 6.2468 | 0 |
6 | 0.597655 | 6.5742 | 0 |
7 | 0.474244 | 5.2167 | 0 |
8 | 0.487119 | 5.3583 | 0 |
9 | 0.408742 | 4.4962 | 8e-06 |
10 | 0.273489 | 3.0084 | 0.001598 |
11 | 0.363745 | 4.0012 | 5.4e-05 |
12 | 0.5255 | 5.7805 | 0 |
13 | 0.28857 | 3.1743 | 0.000953 |
14 | 0.2065 | 2.2715 | 0.012442 |
15 | 0.26167 | 2.8784 | 0.002364 |
16 | 0.276533 | 3.0419 | 0.001442 |
17 | 0.261133 | 2.8725 | 0.002406 |
18 | 0.294441 | 3.2388 | 0.000775 |
19 | 0.236748 | 2.6042 | 0.005181 |
20 | 0.302375 | 3.3261 | 0.000583 |
21 | 0.239101 | 2.6301 | 0.004822 |
22 | 0.153935 | 1.6933 | 0.046487 |
23 | 0.286599 | 3.1526 | 0.00102 |
24 | 0.409712 | 4.5068 | 8e-06 |
25 | 0.245425 | 2.6997 | 0.003967 |
26 | 0.162433 | 1.7868 | 0.03824 |
27 | 0.187587 | 2.0635 | 0.020604 |
28 | 0.221553 | 2.4371 | 0.008131 |
29 | 0.175236 | 1.9276 | 0.028125 |
30 | 0.162182 | 1.784 | 0.038465 |
31 | 0.109018 | 1.1992 | 0.116397 |
32 | 0.121455 | 1.336 | 0.092027 |
33 | 0.028083 | 0.3089 | 0.378958 |
34 | -0.039016 | -0.4292 | 0.334278 |
35 | 0.019609 | 0.2157 | 0.414793 |
36 | 0.118588 | 1.3045 | 0.097276 |
37 | -0.021282 | -0.2341 | 0.407649 |
38 | -0.122127 | -1.3434 | 0.090828 |
39 | -0.075867 | -0.8345 | 0.202813 |
40 | -0.039758 | -0.4373 | 0.331323 |
41 | -0.103154 | -1.1347 | 0.129373 |
42 | -0.078875 | -0.8676 | 0.193659 |
43 | -0.111565 | -1.2272 | 0.111062 |
44 | -0.122794 | -1.3507 | 0.08965 |
45 | -0.177375 | -1.9511 | 0.026677 |
46 | -0.215411 | -2.3695 | 0.009697 |
47 | -0.184633 | -2.031 | 0.022225 |
48 | -0.070907 | -0.78 | 0.218465 |
49 | -0.187686 | -2.0645 | 0.020551 |
50 | -0.282771 | -3.1105 | 0.001165 |
51 | -0.212766 | -2.3404 | 0.010449 |
52 | -0.18143 | -1.9957 | 0.024104 |
53 | -0.244312 | -2.6874 | 0.004107 |
54 | -0.197255 | -2.1698 | 0.015988 |
55 | -0.224228 | -2.4665 | 0.007522 |
56 | -0.241032 | -2.6513 | 0.004545 |
57 | -0.259484 | -2.8543 | 0.002538 |
58 | -0.305861 | -3.3645 | 0.000514 |
59 | -0.272878 | -3.0017 | 0.001631 |
60 | -0.148648 | -1.6351 | 0.05231 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.699894 | 7.6988 | 0 |
2 | 0.183612 | 2.0197 | 0.02281 |
3 | 0.433513 | 4.7686 | 3e-06 |
4 | 0.124063 | 1.3647 | 0.087441 |
5 | 0.045237 | 0.4976 | 0.309832 |
6 | 0.136058 | 1.4966 | 0.068546 |
7 | -0.272941 | -3.0024 | 0.001628 |
8 | 0.161516 | 1.7767 | 0.039068 |
9 | -0.337754 | -3.7153 | 0.000154 |
10 | -0.178747 | -1.9662 | 0.025782 |
11 | 0.274496 | 3.0195 | 0.001545 |
12 | 0.439234 | 4.8316 | 2e-06 |
13 | -0.205038 | -2.2554 | 0.012952 |
14 | -0.169785 | -1.8676 | 0.032116 |
15 | -0.165055 | -1.8156 | 0.035953 |
16 | 0.137208 | 1.5093 | 0.066916 |
17 | 0.139457 | 1.534 | 0.063816 |
18 | 0.116805 | 1.2849 | 0.100648 |
19 | 0.046955 | 0.5165 | 0.303224 |
20 | 0.068294 | 0.7512 | 0.226985 |
21 | -0.02397 | -0.2637 | 0.396241 |
22 | -0.101574 | -1.1173 | 0.133036 |
23 | 0.016591 | 0.1825 | 0.427749 |
24 | -0.022857 | -0.2514 | 0.400956 |
25 | 0.048431 | 0.5327 | 0.297595 |
26 | -0.204874 | -2.2536 | 0.01301 |
27 | -0.061863 | -0.6805 | 0.248745 |
28 | 0.039711 | 0.4368 | 0.331511 |
29 | -0.123785 | -1.3616 | 0.087922 |
30 | 0.055788 | 0.6137 | 0.270295 |
31 | -0.110678 | -1.2175 | 0.1129 |
32 | 0.007295 | 0.0802 | 0.468087 |
33 | 0.031227 | 0.3435 | 0.36591 |
34 | 0.076229 | 0.8385 | 0.201695 |
35 | -0.11844 | -1.3028 | 0.097552 |
36 | 0.044133 | 0.4855 | 0.314113 |
37 | -0.081853 | -0.9004 | 0.184852 |
38 | -0.010571 | -0.1163 | 0.453812 |
39 | 0.113541 | 1.249 | 0.107047 |
40 | -0.112063 | -1.2327 | 0.110041 |
41 | -0.09118 | -1.003 | 0.158935 |
42 | -0.007987 | -0.0879 | 0.465068 |
43 | -0.079559 | -0.8751 | 0.191614 |
44 | -0.073122 | -0.8043 | 0.211389 |
45 | -0.047315 | -0.5205 | 0.301844 |
46 | 0.002643 | 0.0291 | 0.488428 |
47 | 0.003748 | 0.0412 | 0.48359 |
48 | -0.004445 | -0.0489 | 0.480544 |
49 | 0.023716 | 0.2609 | 0.397317 |
50 | -0.009002 | -0.099 | 0.460644 |
51 | 0.044573 | 0.4903 | 0.312405 |
52 | -0.002494 | -0.0274 | 0.489078 |
53 | -0.048206 | -0.5303 | 0.298449 |
54 | 0.00976 | 0.1074 | 0.457342 |
55 | 0.005039 | 0.0554 | 0.477945 |
56 | 0.009555 | 0.1051 | 0.458234 |
57 | -0.040543 | -0.446 | 0.328207 |
58 | -0.04545 | -0.4999 | 0.309011 |
59 | -0.037213 | -0.4093 | 0.341506 |
60 | 0.042529 | 0.4678 | 0.320378 |