Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.872505 | 7.3519 | 0 |
2 | 0.670209 | 5.6473 | 0 |
3 | 0.54541 | 4.5957 | 9e-06 |
4 | 0.525312 | 4.4264 | 1.7e-05 |
5 | 0.558869 | 4.7091 | 6e-06 |
6 | 0.561066 | 4.7276 | 6e-06 |
7 | 0.490739 | 4.135 | 4.8e-05 |
8 | 0.402435 | 3.391 | 0.000571 |
9 | 0.361179 | 3.0433 | 0.00164 |
10 | 0.409828 | 3.4533 | 0.000469 |
11 | 0.524278 | 4.4176 | 1.8e-05 |
12 | 0.566613 | 4.7744 | 5e-06 |
13 | 0.424275 | 3.575 | 0.000317 |
14 | 0.228829 | 1.9281 | 0.028918 |
15 | 0.109142 | 0.9196 | 0.180437 |
16 | 0.077789 | 0.6555 | 0.257144 |
17 | 0.088523 | 0.7459 | 0.229093 |
18 | 0.071104 | 0.5991 | 0.275494 |
19 | -0.008368 | -0.0705 | 0.471994 |
20 | -0.10005 | -0.843 | 0.20102 |
21 | -0.145205 | -1.2235 | 0.11259 |
22 | -0.109588 | -0.9234 | 0.179462 |
23 | -0.019739 | -0.1663 | 0.434186 |
24 | 0.013655 | 0.1151 | 0.454363 |
25 | -0.097323 | -0.8201 | 0.207464 |
26 | -0.242 | -2.0391 | 0.02258 |
27 | -0.316496 | -2.6668 | 0.004738 |
28 | -0.318168 | -2.6809 | 0.004561 |
29 | -0.280646 | -2.3648 | 0.010389 |
30 | -0.266439 | -2.2451 | 0.01394 |
31 | -0.307402 | -2.5902 | 0.005816 |
32 | -0.35675 | -3.006 | 0.001829 |
33 | -0.360038 | -3.0337 | 0.001686 |
34 | -0.30409 | -2.5623 | 0.00626 |
35 | -0.210892 | -1.777 | 0.039925 |
36 | -0.170644 | -1.4379 | 0.077431 |
37 | -0.234873 | -1.9791 | 0.025843 |
38 | -0.315602 | -2.6593 | 0.004835 |
39 | -0.342677 | -2.8875 | 0.002572 |
40 | -0.314156 | -2.6471 | 0.004996 |
41 | -0.257927 | -2.1733 | 0.016546 |
42 | -0.231971 | -1.9546 | 0.027283 |
43 | -0.2464 | -2.0762 | 0.020748 |
44 | -0.267639 | -2.2552 | 0.013604 |
45 | -0.254432 | -2.1439 | 0.017734 |
46 | -0.197329 | -1.6627 | 0.050388 |
47 | -0.122043 | -1.0284 | 0.153638 |
48 | -0.085594 | -0.7212 | 0.236568 |
49 | -0.115581 | -0.9739 | 0.166706 |
50 | -0.159832 | -1.3468 | 0.091169 |
51 | -0.170135 | -1.4336 | 0.07804 |
52 | -0.145366 | -1.2249 | 0.112335 |
53 | -0.101523 | -0.8555 | 0.19759 |
54 | -0.081656 | -0.688 | 0.246834 |
55 | -0.093957 | -0.7917 | 0.215587 |
56 | -0.114377 | -0.9638 | 0.169219 |
57 | -0.111884 | -0.9428 | 0.174503 |
58 | -0.083134 | -0.7005 | 0.242951 |
59 | -0.045957 | -0.3872 | 0.349868 |
60 | -0.029246 | -0.2464 | 0.403029 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.872505 | 7.3519 | 0 |
2 | -0.381414 | -3.2138 | 0.000985 |
3 | 0.345083 | 2.9077 | 0.002428 |
4 | 0.163843 | 1.3806 | 0.085872 |
5 | 0.128502 | 1.0828 | 0.141286 |
6 | -0.064654 | -0.5448 | 0.293806 |
7 | -0.09948 | -0.8382 | 0.202355 |
8 | 0.067528 | 0.569 | 0.285576 |
9 | 0.066029 | 0.5564 | 0.289854 |
10 | 0.253399 | 2.1352 | 0.018099 |
11 | 0.232774 | 1.9614 | 0.026878 |
12 | -0.234077 | -1.9724 | 0.026232 |
13 | -0.55004 | -4.6347 | 8e-06 |
14 | 0.069628 | 0.5867 | 0.279634 |
15 | -0.05072 | -0.4274 | 0.3352 |
16 | -0.192912 | -1.6255 | 0.054243 |
17 | -0.048345 | -0.4074 | 0.342484 |
18 | 0.05261 | 0.4433 | 0.329449 |
19 | -0.079828 | -0.6726 | 0.251678 |
20 | -0.064515 | -0.5436 | 0.294204 |
21 | 0.042248 | 0.356 | 0.361454 |
22 | 0.001237 | 0.0104 | 0.495856 |
23 | -0.042638 | -0.3593 | 0.360227 |
24 | 0.080854 | 0.6813 | 0.248954 |
25 | -0.085088 | -0.717 | 0.237874 |
26 | 0.040262 | 0.3393 | 0.36771 |
27 | -0.001497 | -0.0126 | 0.494985 |
28 | -0.021266 | -0.1792 | 0.429149 |
29 | 0.059862 | 0.5044 | 0.30777 |
30 | 0.020933 | 0.1764 | 0.430247 |
31 | 0.001163 | 0.0098 | 0.496105 |
32 | 0.024896 | 0.2098 | 0.417222 |
33 | 0.076661 | 0.646 | 0.260195 |
34 | -0.109019 | -0.9186 | 0.180705 |
35 | -0.025722 | -0.2167 | 0.414519 |
36 | 0.002378 | 0.02 | 0.492034 |
37 | 0.050678 | 0.427 | 0.33533 |
38 | -0.03144 | -0.2649 | 0.39592 |
39 | -0.056824 | -0.4788 | 0.316772 |
40 | 0.047389 | 0.3993 | 0.345432 |
41 | -0.053837 | -0.4536 | 0.325736 |
42 | -0.115126 | -0.9701 | 0.167653 |
43 | 0.11888 | 1.0017 | 0.159945 |
44 | -0.084318 | -0.7105 | 0.239869 |
45 | -0.073725 | -0.6212 | 0.268224 |
46 | 0.013178 | 0.111 | 0.45595 |
47 | -0.020461 | -0.1724 | 0.431803 |
48 | 0.022172 | 0.1868 | 0.426165 |
49 | 0.048836 | 0.4115 | 0.340973 |
50 | -0.04647 | -0.3916 | 0.348278 |
51 | -0.033577 | -0.2829 | 0.389027 |
52 | -0.002445 | -0.0206 | 0.491812 |
53 | 0.007373 | 0.0621 | 0.47532 |
54 | -0.043509 | -0.3666 | 0.357498 |
55 | 0.000396 | 0.0033 | 0.498675 |
56 | -0.030621 | -0.258 | 0.398569 |
57 | -0.070797 | -0.5965 | 0.276353 |
58 | -0.02848 | -0.24 | 0.405519 |
59 | -0.023837 | -0.2009 | 0.420692 |
60 | 0.007896 | 0.0665 | 0.473571 |