Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.873998 | 8.5634 | 0 |
2 | 0.76622 | 7.5074 | 0 |
3 | 0.732705 | 7.179 | 0 |
4 | 0.682584 | 6.6879 | 0 |
5 | 0.620573 | 6.0803 | 0 |
6 | 0.572084 | 5.6053 | 0 |
7 | 0.492695 | 4.8274 | 3e-06 |
8 | 0.410562 | 4.0227 | 5.7e-05 |
9 | 0.306197 | 3.0001 | 0.001719 |
10 | 0.214573 | 2.1024 | 0.019068 |
11 | 0.197225 | 1.9324 | 0.028129 |
12 | 0.18525 | 1.8151 | 0.036318 |
13 | 0.05884 | 0.5765 | 0.282811 |
14 | -0.031532 | -0.3089 | 0.379015 |
15 | -0.052225 | -0.5117 | 0.305019 |
16 | -0.068826 | -0.6744 | 0.250853 |
17 | -0.112765 | -1.1049 | 0.135989 |
18 | -0.154861 | -1.5173 | 0.066236 |
19 | -0.201074 | -1.9701 | 0.025853 |
20 | -0.222236 | -2.1775 | 0.015948 |
21 | -0.25521 | -2.5005 | 0.007047 |
22 | -0.243166 | -2.3825 | 0.009582 |
23 | -0.169328 | -1.6591 | 0.050182 |
24 | -0.118303 | -1.1591 | 0.12464 |
25 | -0.168761 | -1.6535 | 0.050747 |
26 | -0.18534 | -1.816 | 0.036249 |
27 | -0.157375 | -1.542 | 0.063188 |
28 | -0.127949 | -1.2536 | 0.106508 |
29 | -0.121331 | -1.1888 | 0.118725 |
30 | -0.111683 | -1.0943 | 0.138288 |
31 | -0.128843 | -1.2624 | 0.104932 |
32 | -0.138609 | -1.3581 | 0.08881 |
33 | -0.167847 | -1.6446 | 0.051666 |
34 | -0.180991 | -1.7733 | 0.039672 |
35 | -0.152437 | -1.4936 | 0.069283 |
36 | -0.137801 | -1.3502 | 0.090069 |
37 | -0.183895 | -1.8018 | 0.037359 |
38 | -0.216211 | -2.1184 | 0.018361 |
39 | -0.194638 | -1.9071 | 0.029752 |
40 | -0.173808 | -1.703 | 0.045906 |
41 | -0.181338 | -1.7767 | 0.039389 |
42 | -0.170434 | -1.6699 | 0.049098 |
43 | -0.185415 | -1.8167 | 0.036192 |
44 | -0.189996 | -1.8616 | 0.032861 |
45 | -0.201699 | -1.9762 | 0.025499 |
46 | -0.199577 | -1.9554 | 0.026719 |
47 | -0.171259 | -1.678 | 0.048301 |
48 | -0.147479 | -1.445 | 0.075858 |
49 | -0.184773 | -1.8104 | 0.036682 |
50 | -0.210113 | -2.0587 | 0.021117 |
51 | -0.188678 | -1.8487 | 0.033793 |
52 | -0.177872 | -1.7428 | 0.042286 |
53 | -0.19596 | -1.92 | 0.028913 |
54 | -0.19279 | -1.8889 | 0.030959 |
55 | -0.200636 | -1.9658 | 0.026104 |
56 | -0.203398 | -1.9929 | 0.024557 |
57 | -0.202408 | -1.9832 | 0.025102 |
58 | -0.194715 | -1.9078 | 0.029702 |
59 | -0.166847 | -1.6348 | 0.052687 |
60 | -0.159718 | -1.5649 | 0.060448 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.873998 | 8.5634 | 0 |
2 | 0.009944 | 0.0974 | 0.461295 |
3 | 0.258355 | 2.5313 | 0.006493 |
4 | -0.052987 | -0.5192 | 0.30242 |
5 | 0.00215 | 0.0211 | 0.491619 |
6 | -0.003986 | -0.0391 | 0.484465 |
7 | -0.169877 | -1.6645 | 0.049642 |
8 | -0.057181 | -0.5603 | 0.288303 |
9 | -0.248599 | -2.4358 | 0.008353 |
10 | -0.041098 | -0.4027 | 0.344041 |
11 | 0.209169 | 2.0494 | 0.021574 |
12 | 0.077617 | 0.7605 | 0.224415 |
13 | -0.375978 | -3.6838 | 0.00019 |
14 | 0.029134 | 0.2855 | 0.387955 |
15 | 0.103477 | 1.0139 | 0.156598 |
16 | 0.142719 | 1.3984 | 0.082614 |
17 | -0.140651 | -1.3781 | 0.085689 |
18 | -0.161266 | -1.5801 | 0.058689 |
19 | -0.070221 | -0.688 | 0.24655 |
20 | 0.158271 | 1.5507 | 0.062128 |
21 | 0.041458 | 0.4062 | 0.34275 |
22 | 0.142903 | 1.4002 | 0.082346 |
23 | 0.08083 | 0.792 | 0.215167 |
24 | 0.058059 | 0.5689 | 0.285391 |
25 | -0.163141 | -1.5985 | 0.056614 |
26 | -0.030786 | -0.3016 | 0.38179 |
27 | -0.11616 | -1.1381 | 0.128949 |
28 | -0.03946 | -0.3866 | 0.349943 |
29 | -0.069568 | -0.6816 | 0.248558 |
30 | 0.018926 | 0.1854 | 0.426639 |
31 | -0.146392 | -1.4343 | 0.077362 |
32 | 0.015848 | 0.1553 | 0.438465 |
33 | -0.004381 | -0.0429 | 0.482924 |
34 | -0.033967 | -0.3328 | 0.370004 |
35 | -0.024585 | -0.2409 | 0.405079 |
36 | 0.036041 | 0.3531 | 0.362383 |
37 | 0.077684 | 0.7611 | 0.224218 |
38 | -0.147052 | -1.4408 | 0.076446 |
39 | 0.048953 | 0.4796 | 0.316286 |
40 | -0.039334 | -0.3854 | 0.350398 |
41 | 0.077059 | 0.755 | 0.226043 |
42 | 0.099393 | 0.9738 | 0.166291 |
43 | -0.071954 | -0.705 | 0.241258 |
44 | 0.007626 | 0.0747 | 0.470297 |
45 | -0.061435 | -0.6019 | 0.274316 |
46 | -0.065178 | -0.6386 | 0.262297 |
47 | -0.064751 | -0.6344 | 0.263656 |
48 | -0.032647 | -0.3199 | 0.374881 |
49 | -0.090725 | -0.8889 | 0.188135 |
50 | -0.070476 | -0.6905 | 0.245765 |
51 | 0.007883 | 0.0772 | 0.469297 |
52 | -0.114822 | -1.125 | 0.131692 |
53 | -0.112636 | -1.1036 | 0.136261 |
54 | 0.000812 | 0.008 | 0.496836 |
55 | 0.070542 | 0.6912 | 0.245564 |
56 | 0.024464 | 0.2397 | 0.40554 |
57 | 0.066688 | 0.6534 | 0.257528 |
58 | 0.015446 | 0.1513 | 0.440011 |
59 | 0.025066 | 0.2456 | 0.403258 |
60 | -0.131963 | -1.293 | 0.099563 |