Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.826981 | 6.9683 | 0 |
2 | 0.651051 | 5.4859 | 0 |
3 | 0.392454 | 3.3069 | 0.000741 |
4 | 0.223796 | 1.8857 | 0.031711 |
5 | 0.13451 | 1.1334 | 0.130428 |
6 | 0.112268 | 0.946 | 0.173681 |
7 | 0.090158 | 0.7597 | 0.224979 |
8 | 0.120594 | 1.0161 | 0.156506 |
9 | 0.197512 | 1.6643 | 0.050234 |
10 | 0.341824 | 2.8803 | 0.002625 |
11 | 0.426732 | 3.5957 | 0.000297 |
12 | 0.510422 | 4.3009 | 2.7e-05 |
13 | 0.339635 | 2.8618 | 0.002765 |
14 | 0.180537 | 1.5212 | 0.066321 |
15 | -0.048457 | -0.4083 | 0.342139 |
16 | -0.188598 | -1.5892 | 0.058235 |
17 | -0.260311 | -2.1934 | 0.015777 |
18 | -0.268606 | -2.2633 | 0.013337 |
19 | -0.286831 | -2.4169 | 0.009113 |
20 | -0.262044 | -2.208 | 0.015237 |
21 | -0.196794 | -1.6582 | 0.050843 |
22 | -0.076722 | -0.6465 | 0.26003 |
23 | 0.016131 | 0.1359 | 0.446133 |
24 | 0.103347 | 0.8708 | 0.193395 |
25 | -0.003652 | -0.0308 | 0.48777 |
26 | -0.096752 | -0.8152 | 0.208828 |
27 | -0.260994 | -2.1992 | 0.015562 |
28 | -0.357281 | -3.0105 | 0.001805 |
29 | -0.399907 | -3.3697 | 0.00061 |
30 | -0.393522 | -3.3159 | 0.000721 |
31 | -0.396995 | -3.3451 | 0.000658 |
32 | -0.365033 | -3.0758 | 0.00149 |
33 | -0.300466 | -2.5318 | 0.006782 |
34 | -0.188435 | -1.5878 | 0.05839 |
35 | -0.087865 | -0.7404 | 0.23076 |
36 | 0.012335 | 0.1039 | 0.458757 |
37 | -0.037843 | -0.3189 | 0.375379 |
38 | -0.08305 | -0.6998 | 0.243172 |
39 | -0.191706 | -1.6153 | 0.055336 |
40 | -0.243106 | -2.0484 | 0.022107 |
41 | -0.254072 | -2.1408 | 0.017861 |
42 | -0.22854 | -1.9257 | 0.029072 |
43 | -0.20995 | -1.7691 | 0.040588 |
44 | -0.169619 | -1.4292 | 0.078661 |
45 | -0.111812 | -0.9421 | 0.174656 |
46 | -0.031484 | -0.2653 | 0.395777 |
47 | 0.043904 | 0.3699 | 0.356264 |
48 | 0.110888 | 0.9344 | 0.176644 |
49 | 0.080298 | 0.6766 | 0.250429 |
50 | 0.051311 | 0.4324 | 0.333396 |
51 | -0.028917 | -0.2437 | 0.404098 |
52 | -0.059029 | -0.4974 | 0.310228 |
53 | -0.060083 | -0.5063 | 0.307119 |
54 | -0.034756 | -0.2929 | 0.385241 |
55 | -0.009823 | -0.0828 | 0.467132 |
56 | 0.020289 | 0.171 | 0.432371 |
57 | 0.049522 | 0.4173 | 0.338866 |
58 | 0.083052 | 0.6998 | 0.243168 |
59 | 0.107466 | 0.9055 | 0.184126 |
60 | 0.124113 | 1.0458 | 0.149602 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.826981 | 6.9683 | 0 |
2 | -0.103911 | -0.8756 | 0.192109 |
3 | -0.370871 | -3.125 | 0.001288 |
4 | 0.128188 | 1.0801 | 0.141869 |
5 | 0.21233 | 1.7891 | 0.03893 |
6 | -0.007236 | -0.061 | 0.475776 |
7 | -0.17323 | -1.4597 | 0.074396 |
8 | 0.201137 | 1.6948 | 0.047247 |
9 | 0.374771 | 3.1579 | 0.001167 |
10 | 0.253732 | 2.138 | 0.017981 |
11 | -0.329418 | -2.7757 | 0.003518 |
12 | 0.105424 | 0.8883 | 0.188685 |
13 | -0.535374 | -4.5111 | 1.2e-05 |
14 | 0.05187 | 0.4371 | 0.331695 |
15 | 0.0468 | 0.3943 | 0.347254 |
16 | -0.094462 | -0.7959 | 0.214358 |
17 | -0.132834 | -1.1193 | 0.133397 |
18 | -0.01836 | -0.1547 | 0.438747 |
19 | -0.079268 | -0.6679 | 0.253175 |
20 | -0.044108 | -0.3717 | 0.355625 |
21 | 0.126461 | 1.0656 | 0.145113 |
22 | -0.016976 | -0.143 | 0.44333 |
23 | -0.009524 | -0.0802 | 0.468133 |
24 | -0.025024 | -0.2109 | 0.416803 |
25 | 0.012388 | 0.1044 | 0.45858 |
26 | 0.043926 | 0.3701 | 0.356195 |
27 | -0.064125 | -0.5403 | 0.295333 |
28 | -0.148562 | -1.2518 | 0.107375 |
29 | 0.024832 | 0.2092 | 0.417431 |
30 | 0.008319 | 0.0701 | 0.472157 |
31 | -0.076957 | -0.6484 | 0.259393 |
32 | -0.082586 | -0.6959 | 0.244388 |
33 | 0.007871 | 0.0663 | 0.473655 |
34 | 0.036173 | 0.3048 | 0.380705 |
35 | -0.075105 | -0.6328 | 0.264433 |
36 | 0.02029 | 0.171 | 0.432368 |
37 | 0.038329 | 0.323 | 0.373837 |
38 | -0.041506 | -0.3497 | 0.363787 |
39 | 0.005859 | 0.0494 | 0.480383 |
40 | 0.084695 | 0.7136 | 0.238892 |
41 | 0.000406 | 0.0034 | 0.498641 |
42 | -0.0371 | -0.3126 | 0.377745 |
43 | 0.05848 | 0.4928 | 0.31185 |
44 | -0.026577 | -0.2239 | 0.411724 |
45 | -0.060368 | -0.5087 | 0.306282 |
46 | -0.103493 | -0.872 | 0.193062 |
47 | -0.005332 | -0.0449 | 0.482147 |
48 | -0.069077 | -0.5821 | 0.281187 |
49 | 0.081308 | 0.6851 | 0.247752 |
50 | -0.040221 | -0.3389 | 0.36784 |
51 | -0.077436 | -0.6525 | 0.258097 |
52 | 0.038549 | 0.3248 | 0.373137 |
53 | 0.071029 | 0.5985 | 0.275706 |
54 | -0.010612 | -0.0894 | 0.464502 |
55 | 0.03028 | 0.2551 | 0.399673 |
56 | 0.009109 | 0.0767 | 0.469519 |
57 | -0.106304 | -0.8957 | 0.186712 |
58 | -0.002204 | -0.0186 | 0.492619 |
59 | -0.058928 | -0.4965 | 0.310524 |
60 | -0.040222 | -0.3389 | 0.367837 |