Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.922162 | 10.5546 | 0 |
2 | 0.800062 | 9.1571 | 0 |
3 | 0.709757 | 8.1235 | 0 |
4 | 0.668156 | 7.6474 | 0 |
5 | 0.666147 | 7.6244 | 0 |
6 | 0.655834 | 7.5064 | 0 |
7 | 0.617828 | 7.0714 | 0 |
8 | 0.571032 | 6.5358 | 0 |
9 | 0.556313 | 6.3673 | 0 |
10 | 0.581978 | 6.661 | 0 |
11 | 0.63772 | 7.299 | 0 |
12 | 0.653837 | 7.4835 | 0 |
13 | 0.54993 | 6.2942 | 0 |
14 | 0.415098 | 4.751 | 3e-06 |
15 | 0.308516 | 3.5311 | 0.000286 |
16 | 0.246786 | 2.8246 | 0.002738 |
17 | 0.223243 | 2.5551 | 0.005879 |
18 | 0.192595 | 2.2044 | 0.014623 |
19 | 0.142547 | 1.6315 | 0.052591 |
20 | 0.089419 | 1.0235 | 0.15399 |
21 | 0.073499 | 0.8412 | 0.200874 |
22 | 0.09769 | 1.1181 | 0.132782 |
23 | 0.145118 | 1.6609 | 0.049558 |
24 | 0.153549 | 1.7575 | 0.040588 |
25 | 0.059381 | 0.6796 | 0.248965 |
26 | -0.053482 | -0.6121 | 0.270758 |
27 | -0.134181 | -1.5358 | 0.063503 |
28 | -0.174537 | -1.9977 | 0.023912 |
29 | -0.181503 | -2.0774 | 0.019859 |
30 | -0.194628 | -2.2276 | 0.013806 |
31 | -0.220921 | -2.5286 | 0.00632 |
32 | -0.24969 | -2.8578 | 0.002482 |
33 | -0.243137 | -2.7828 | 0.003093 |
34 | -0.200859 | -2.2989 | 0.011546 |
35 | -0.138911 | -1.5899 | 0.057132 |
36 | -0.114148 | -1.3065 | 0.09684 |
37 | -0.181328 | -2.0754 | 0.019953 |
38 | -0.26551 | -3.0389 | 0.001434 |
39 | -0.322462 | -3.6907 | 0.000163 |
40 | -0.340252 | -3.8944 | 7.8e-05 |
41 | -0.330122 | -3.7784 | 0.000119 |
42 | -0.325101 | -3.7209 | 0.000147 |
43 | -0.332202 | -3.8022 | 0.000109 |
44 | -0.341207 | -3.9053 | 7.5e-05 |
45 | -0.317932 | -3.6389 | 0.000196 |
46 | -0.265213 | -3.0355 | 0.001449 |
47 | -0.200535 | -2.2952 | 0.011655 |
48 | -0.166118 | -1.9013 | 0.029729 |
49 | -0.210091 | -2.4046 | 0.008794 |
50 | -0.269988 | -3.0901 | 0.001222 |
51 | -0.307196 | -3.516 | 0.000301 |
52 | -0.311647 | -3.567 | 0.000253 |
53 | -0.294145 | -3.3666 | 5e-04 |
54 | -0.27922 | -3.1958 | 0.000874 |
55 | -0.273794 | -3.1337 | 0.001065 |
56 | -0.267344 | -3.0599 | 0.001343 |
57 | -0.232777 | -2.6643 | 0.004343 |
58 | -0.176619 | -2.0215 | 0.022633 |
59 | -0.11125 | -1.2733 | 0.10258 |
60 | -0.07628 | -0.8731 | 0.192113 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.922162 | 10.5546 | 0 |
2 | -0.336328 | -3.8495 | 9.2e-05 |
3 | 0.25608 | 2.931 | 0.001994 |
4 | 0.143543 | 1.6429 | 0.051398 |
5 | 0.166523 | 1.9059 | 0.029425 |
6 | -0.106846 | -1.2229 | 0.11178 |
7 | -0.017419 | -0.1994 | 0.42114 |
8 | 0.045722 | 0.5233 | 0.300821 |
9 | 0.219582 | 2.5132 | 0.006588 |
10 | 0.115953 | 1.3271 | 0.093386 |
11 | 0.219283 | 2.5098 | 0.006649 |
12 | -0.25806 | -2.9536 | 0.001862 |
13 | -0.666153 | -7.6245 | 0 |
14 | 0.165045 | 1.889 | 0.03055 |
15 | -0.138389 | -1.5839 | 0.057811 |
16 | -0.114885 | -1.3149 | 0.095417 |
17 | -0.05004 | -0.5727 | 0.283902 |
18 | -0.03303 | -0.378 | 0.353003 |
19 | 0.059863 | 0.6852 | 0.247227 |
20 | -0.002828 | -0.0324 | 0.487113 |
21 | 0.18928 | 2.1664 | 0.016045 |
22 | 0.03779 | 0.4325 | 0.333034 |
23 | -0.0314 | -0.3594 | 0.359943 |
24 | 0.030854 | 0.3531 | 0.362275 |
25 | -0.145799 | -1.6687 | 0.048778 |
26 | 0.1113 | 1.2739 | 0.102479 |
27 | 0.01074 | 0.1229 | 0.451179 |
28 | -0.111287 | -1.2737 | 0.102506 |
29 | 0.013134 | 0.1503 | 0.44037 |
30 | 0.010903 | 0.1248 | 0.450441 |
31 | 0.062697 | 0.7176 | 0.237142 |
32 | -0.091062 | -1.0423 | 0.149606 |
33 | 0.025622 | 0.2933 | 0.384893 |
34 | 0.011845 | 0.1356 | 0.446185 |
35 | 0.002449 | 0.028 | 0.48884 |
36 | 0.019183 | 0.2196 | 0.413279 |
37 | -0.084049 | -0.962 | 0.168914 |
38 | -0.063658 | -0.7286 | 0.233775 |
39 | -0.042323 | -0.4844 | 0.314453 |
40 | 0.045399 | 0.5196 | 0.302106 |
41 | -0.09074 | -1.0386 | 0.15046 |
42 | 0.038431 | 0.4399 | 0.330379 |
43 | -0.047078 | -0.5388 | 0.295459 |
44 | 0.016719 | 0.1914 | 0.424272 |
45 | 0.000752 | 0.0086 | 0.496575 |
46 | -0.003384 | -0.0387 | 0.484581 |
47 | -0.025539 | -0.2923 | 0.385255 |
48 | 0.109605 | 1.2545 | 0.105949 |
49 | -0.015909 | -0.1821 | 0.427897 |
50 | -0.020991 | -0.2403 | 0.405254 |
51 | 0.025506 | 0.2919 | 0.385401 |
52 | -0.005221 | -0.0598 | 0.476221 |
53 | -0.048734 | -0.5578 | 0.288973 |
54 | 0.029019 | 0.3321 | 0.370157 |
55 | 0.00139 | 0.0159 | 0.493667 |
56 | 0.047983 | 0.5492 | 0.291907 |
57 | -0.089803 | -1.0278 | 0.152959 |
58 | 0.022571 | 0.2583 | 0.398276 |
59 | 0.053444 | 0.6117 | 0.2709 |
60 | -0.105129 | -1.2033 | 0.115523 |