Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.790824 | 10.7854 | 0 |
2 | 0.734747 | 10.0206 | 0 |
3 | 0.630802 | 8.603 | 0 |
4 | 0.660364 | 9.0062 | 0 |
5 | 0.70893 | 9.6685 | 0 |
6 | 0.770407 | 10.5069 | 0 |
7 | 0.667777 | 9.1073 | 0 |
8 | 0.588332 | 8.0238 | 0 |
9 | 0.517054 | 7.0517 | 0 |
10 | 0.589295 | 8.0369 | 0 |
11 | 0.621529 | 8.4765 | 0 |
12 | 0.781232 | 10.6546 | 0 |
13 | 0.599594 | 8.1774 | 0 |
14 | 0.555437 | 7.5752 | 0 |
15 | 0.46065 | 6.2824 | 0 |
16 | 0.487249 | 6.6452 | 0 |
17 | 0.539832 | 7.3623 | 0 |
18 | 0.594738 | 8.1112 | 0 |
19 | 0.503804 | 6.871 | 0 |
20 | 0.436467 | 5.9526 | 0 |
21 | 0.372236 | 5.0766 | 0 |
22 | 0.446357 | 6.0875 | 0 |
23 | 0.474272 | 6.4682 | 0 |
24 | 0.627313 | 8.5554 | 0 |
25 | 0.460955 | 6.2866 | 0 |
26 | 0.420334 | 5.7326 | 0 |
27 | 0.328687 | 4.4827 | 6e-06 |
28 | 0.352179 | 4.8031 | 2e-06 |
29 | 0.407197 | 5.5534 | 0 |
30 | 0.45322 | 6.1811 | 0 |
31 | 0.375134 | 5.1161 | 0 |
32 | 0.314507 | 4.2893 | 1.4e-05 |
33 | 0.245535 | 3.3486 | 0.000491 |
34 | 0.31191 | 4.2539 | 1.7e-05 |
35 | 0.343212 | 4.6808 | 3e-06 |
36 | 0.481808 | 6.571 | 0 |
37 | 0.335283 | 4.5726 | 4e-06 |
38 | 0.298932 | 4.0769 | 3.4e-05 |
39 | 0.216144 | 2.9478 | 0.001805 |
40 | 0.23725 | 3.2357 | 0.000718 |
41 | 0.287992 | 3.9277 | 6e-05 |
42 | 0.330729 | 4.5105 | 6e-06 |
43 | 0.255736 | 3.4878 | 0.000304 |
44 | 0.202486 | 2.7615 | 0.003165 |
45 | 0.135292 | 1.8451 | 0.033304 |
46 | 0.19785 | 2.6983 | 0.003805 |
47 | 0.226521 | 3.0893 | 0.001157 |
48 | 0.349903 | 4.772 | 2e-06 |
49 | 0.217962 | 2.9726 | 0.001672 |
50 | 0.189772 | 2.5882 | 0.005206 |
51 | 0.113244 | 1.5444 | 0.06209 |
52 | 0.126334 | 1.723 | 0.043279 |
53 | 0.182188 | 2.4847 | 0.006924 |
54 | 0.21869 | 2.9825 | 0.001621 |
55 | 0.15034 | 2.0504 | 0.020866 |
56 | 0.102401 | 1.3966 | 0.082104 |
57 | 0.040049 | 0.5462 | 0.292794 |
58 | 0.095428 | 1.3015 | 0.097354 |
59 | 0.126225 | 1.7215 | 0.043413 |
60 | 0.236811 | 3.2297 | 0.000733 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.790824 | 10.7854 | 0 |
2 | 0.291899 | 3.981 | 4.9e-05 |
3 | -0.033516 | -0.4571 | 0.324067 |
4 | 0.289802 | 3.9524 | 5.5e-05 |
5 | 0.33121 | 4.5171 | 6e-06 |
6 | 0.272449 | 3.7157 | 0.000134 |
7 | -0.245094 | -3.3426 | 0.000502 |
8 | -0.182078 | -2.4832 | 0.006953 |
9 | 0.004895 | 0.0668 | 0.473425 |
10 | 0.29366 | 4.005 | 4.5e-05 |
11 | 0.024925 | 0.3399 | 0.367147 |
12 | 0.499698 | 6.815 | 0 |
13 | -0.548126 | -7.4754 | 0 |
14 | -0.084651 | -1.1545 | 0.12489 |
15 | -0.005796 | -0.0791 | 0.468539 |
16 | -0.040258 | -0.549 | 0.291816 |
17 | 0.014693 | 0.2004 | 0.420701 |
18 | -0.002759 | -0.0376 | 0.485012 |
19 | 0.098004 | 1.3366 | 0.091494 |
20 | 0.033932 | 0.4628 | 0.322036 |
21 | 0.086372 | 1.178 | 0.120158 |
22 | 0.045667 | 0.6228 | 0.267083 |
23 | -0.06068 | -0.8276 | 0.20449 |
24 | 0.150667 | 2.0548 | 0.020647 |
25 | -0.219883 | -2.9988 | 0.001541 |
26 | -0.119558 | -1.6306 | 0.052339 |
27 | -0.05466 | -0.7455 | 0.228465 |
28 | 0.013698 | 0.1868 | 0.426002 |
29 | 0.05668 | 0.773 | 0.220249 |
30 | -0.031038 | -0.4233 | 0.336284 |
31 | 0.152137 | 2.0749 | 0.019687 |
32 | 0.027061 | 0.3691 | 0.356252 |
33 | -0.028913 | -0.3943 | 0.346896 |
34 | -0.06094 | -0.8311 | 0.203488 |
35 | 0.025456 | 0.3472 | 0.364426 |
36 | -0.029974 | -0.4088 | 0.34158 |
37 | -0.069795 | -0.9519 | 0.171197 |
38 | -0.034814 | -0.4748 | 0.317742 |
39 | 0.029625 | 0.404 | 0.343328 |
40 | 0.043336 | 0.591 | 0.27761 |
41 | -0.051903 | -0.7079 | 0.239958 |
42 | 0.037989 | 0.5181 | 0.302504 |
43 | -0.036677 | -0.5002 | 0.308759 |
44 | 0.048792 | 0.6654 | 0.253299 |
45 | 0.002253 | 0.0307 | 0.487762 |
46 | -0.065798 | -0.8974 | 0.185341 |
47 | 0.010244 | 0.1397 | 0.444522 |
48 | -0.042695 | -0.5823 | 0.280539 |
49 | 0.010221 | 0.1394 | 0.444646 |
50 | 0.010448 | 0.1425 | 0.44342 |
51 | 0.004238 | 0.0578 | 0.476983 |
52 | -0.051428 | -0.7014 | 0.241969 |
53 | 0.044852 | 0.6117 | 0.270743 |
54 | 0.014926 | 0.2036 | 0.419457 |
55 | -0.036777 | -0.5016 | 0.308281 |
56 | -0.023131 | -0.3155 | 0.376382 |
57 | 0.03487 | 0.4756 | 0.317471 |
58 | -0.013919 | -0.1898 | 0.424826 |
59 | -0.001684 | -0.023 | 0.490851 |
60 | -0.022367 | -0.305 | 0.380337 |