Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.940628 | 7.9815 | 0 |
2 | 0.866462 | 7.3522 | 0 |
3 | 0.783385 | 6.6472 | 0 |
4 | 0.68574 | 5.8187 | 0 |
5 | 0.592309 | 5.0259 | 2e-06 |
6 | 0.496746 | 4.215 | 3.6e-05 |
7 | 0.401727 | 3.4088 | 0.000536 |
8 | 0.310073 | 2.6311 | 0.005202 |
9 | 0.234723 | 1.9917 | 0.025099 |
10 | 0.170783 | 1.4491 | 0.07582 |
11 | 0.111048 | 0.9423 | 0.174601 |
12 | 0.072414 | 0.6145 | 0.270427 |
13 | 0.048797 | 0.4141 | 0.340031 |
14 | 0.023877 | 0.2026 | 0.420008 |
15 | -0.003274 | -0.0278 | 0.488957 |
16 | -0.038 | -0.3224 | 0.374027 |
17 | -0.08226 | -0.698 | 0.243713 |
18 | -0.131536 | -1.1161 | 0.134041 |
19 | -0.184997 | -1.5698 | 0.060428 |
20 | -0.234871 | -1.9929 | 0.025029 |
21 | -0.270949 | -2.2991 | 0.012202 |
22 | -0.308872 | -2.6209 | 0.005346 |
23 | -0.335181 | -2.8441 | 0.002897 |
24 | -0.361063 | -3.0637 | 0.001537 |
25 | -0.380325 | -3.2272 | 0.000941 |
26 | -0.386201 | -3.277 | 0.000808 |
27 | -0.386212 | -3.2771 | 0.000808 |
28 | -0.383685 | -3.2557 | 0.000863 |
29 | -0.382019 | -3.2415 | 0.000901 |
30 | -0.383132 | -3.251 | 0.000875 |
31 | -0.3815 | -3.2371 | 0.000913 |
32 | -0.372664 | -3.1622 | 0.001146 |
33 | -0.364961 | -3.0968 | 0.001394 |
34 | -0.356901 | -3.0284 | 0.001706 |
35 | -0.340278 | -2.8874 | 0.002563 |
36 | -0.320202 | -2.717 | 0.004123 |
37 | -0.29746 | -2.524 | 0.006904 |
38 | -0.27005 | -2.2914 | 0.012433 |
39 | -0.236524 | -2.007 | 0.024254 |
40 | -0.201372 | -1.7087 | 0.045907 |
41 | -0.161556 | -1.3708 | 0.08734 |
42 | -0.124062 | -1.0527 | 0.147999 |
43 | -0.097309 | -0.8257 | 0.205852 |
44 | -0.070012 | -0.5941 | 0.277162 |
45 | -0.04301 | -0.3649 | 0.358109 |
46 | -0.016693 | -0.1416 | 0.443878 |
47 | 0.00708 | 0.0601 | 0.47613 |
48 | 0.018961 | 0.1609 | 0.436315 |
49 | 0.024886 | 0.2112 | 0.416679 |
50 | 0.03056 | 0.2593 | 0.398068 |
51 | 0.027515 | 0.2335 | 0.408027 |
52 | 0.032102 | 0.2724 | 0.393048 |
53 | 0.037739 | 0.3202 | 0.374861 |
54 | 0.048958 | 0.4154 | 0.339535 |
55 | 0.06131 | 0.5202 | 0.30225 |
56 | 0.071738 | 0.6087 | 0.272314 |
57 | 0.08458 | 0.7177 | 0.237636 |
58 | 0.098409 | 0.835 | 0.203232 |
59 | 0.106645 | 0.9049 | 0.184265 |
60 | 0.118492 | 1.0054 | 0.159027 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.940628 | 7.9815 | 0 |
2 | -0.158988 | -1.3491 | 0.090773 |
3 | -0.103847 | -0.8812 | 0.190578 |
4 | -0.162107 | -1.3755 | 0.086617 |
5 | 0.008569 | 0.0727 | 0.471119 |
6 | -0.076379 | -0.6481 | 0.259492 |
7 | -0.047592 | -0.4038 | 0.343767 |
8 | -0.05027 | -0.4266 | 0.335489 |
9 | 0.082824 | 0.7028 | 0.242228 |
10 | 0.008454 | 0.0717 | 0.471506 |
11 | -0.052484 | -0.4453 | 0.328704 |
12 | 0.095798 | 0.8129 | 0.209486 |
13 | 0.05553 | 0.4712 | 0.319466 |
14 | -0.092261 | -0.7829 | 0.218139 |
15 | -0.109872 | -0.9323 | 0.177149 |
16 | -0.11215 | -0.9516 | 0.172236 |
17 | -0.099247 | -0.8421 | 0.20125 |
18 | -0.079804 | -0.6772 | 0.250237 |
19 | -0.082224 | -0.6977 | 0.243808 |
20 | 0.021346 | 0.1811 | 0.428389 |
21 | 0.116684 | 0.9901 | 0.162722 |
22 | -0.090353 | -0.7667 | 0.222891 |
23 | 0.040775 | 0.346 | 0.365182 |
24 | -0.07722 | -0.6552 | 0.257203 |
25 | -0.006897 | -0.0585 | 0.476749 |
26 | -0.019588 | -0.1662 | 0.434229 |
27 | -0.052757 | -0.4477 | 0.327873 |
28 | -0.090821 | -0.7706 | 0.221721 |
29 | -0.062186 | -0.5277 | 0.299676 |
30 | -0.091171 | -0.7736 | 0.220848 |
31 | 0.007456 | 0.0633 | 0.474864 |
32 | 0.094865 | 0.805 | 0.211747 |
33 | -0.027045 | -0.2295 | 0.409571 |
34 | -0.011245 | -0.0954 | 0.462125 |
35 | 0.050816 | 0.4312 | 0.33381 |
36 | -0.027198 | -0.2308 | 0.40907 |
37 | -0.031874 | -0.2705 | 0.393789 |
38 | -0.032074 | -0.2722 | 0.393142 |
39 | 0.007205 | 0.0611 | 0.475711 |
40 | -0.01317 | -0.1118 | 0.455665 |
41 | -0.002549 | -0.0216 | 0.491403 |
42 | -0.072471 | -0.6149 | 0.270266 |
43 | -0.03199 | -0.2714 | 0.393412 |
44 | 0.018695 | 0.1586 | 0.4372 |
45 | 0.034676 | 0.2942 | 0.384714 |
46 | 0.044576 | 0.3782 | 0.353183 |
47 | -0.005381 | -0.0457 | 0.481855 |
48 | -0.125488 | -1.0648 | 0.145261 |
49 | -0.073062 | -0.62 | 0.268623 |
50 | -0.018768 | -0.1593 | 0.436958 |
51 | -0.09387 | -0.7965 | 0.214176 |
52 | 0.080964 | 0.687 | 0.247145 |
53 | -0.022103 | -0.1876 | 0.425877 |
54 | 0.05656 | 0.4799 | 0.316368 |
55 | -0.023963 | -0.2033 | 0.419724 |
56 | -0.022846 | -0.1939 | 0.423418 |
57 | 0.036986 | 0.3138 | 0.377278 |
58 | 0.044242 | 0.3754 | 0.35423 |
59 | -0.111334 | -0.9447 | 0.173986 |
60 | 0.0055 | 0.0467 | 0.481454 |