Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.705659 | 9.6497 | 0 |
2 | 0.53662 | 7.3382 | 0 |
3 | 0.506422 | 6.9252 | 0 |
4 | 0.451951 | 6.1803 | 0 |
5 | 0.31378 | 4.2909 | 1.4e-05 |
6 | 0.190546 | 2.6057 | 0.004954 |
7 | 0.350658 | 4.7952 | 2e-06 |
8 | 0.463151 | 6.3335 | 0 |
9 | 0.482753 | 6.6015 | 0 |
10 | 0.501499 | 6.8579 | 0 |
11 | 0.62247 | 8.5122 | 0 |
12 | 0.781462 | 10.6863 | 0 |
13 | 0.558073 | 7.6315 | 0 |
14 | 0.421712 | 5.7668 | 0 |
15 | 0.405315 | 5.5426 | 0 |
16 | 0.351214 | 4.8028 | 2e-06 |
17 | 0.211285 | 2.8893 | 0.002159 |
18 | 0.109626 | 1.4991 | 0.067765 |
19 | 0.26843 | 3.6707 | 0.000158 |
20 | 0.347596 | 4.7533 | 2e-06 |
21 | 0.376271 | 5.1454 | 0 |
22 | 0.401018 | 5.4838 | 0 |
23 | 0.526829 | 7.2043 | 0 |
24 | 0.642443 | 8.7853 | 0 |
25 | 0.446593 | 6.1071 | 0 |
26 | 0.321237 | 4.3928 | 9e-06 |
27 | 0.291247 | 3.9827 | 4.9e-05 |
28 | 0.235109 | 3.2151 | 0.000768 |
29 | 0.116761 | 1.5967 | 0.056012 |
30 | 0.04995 | 0.6831 | 0.24771 |
31 | 0.175779 | 2.4037 | 0.008602 |
32 | 0.237945 | 3.2538 | 0.000676 |
33 | 0.271133 | 3.7077 | 0.000138 |
34 | 0.287794 | 3.9355 | 5.8e-05 |
35 | 0.38531 | 5.269 | 0 |
36 | 0.51103 | 6.9882 | 0 |
37 | 0.337303 | 4.6125 | 4e-06 |
38 | 0.22915 | 3.1336 | 0.001003 |
39 | 0.190966 | 2.6114 | 0.004874 |
40 | 0.146886 | 2.0086 | 0.023007 |
41 | 0.038363 | 0.5246 | 0.30024 |
42 | -0.03071 | -0.42 | 0.337501 |
43 | 0.087334 | 1.1943 | 0.116943 |
44 | 0.140877 | 1.9265 | 0.027781 |
45 | 0.183859 | 2.5142 | 0.006386 |
46 | 0.212217 | 2.902 | 0.002076 |
47 | 0.286252 | 3.9144 | 6.3e-05 |
48 | 0.384607 | 5.2594 | 0 |
49 | 0.234953 | 3.2129 | 0.000774 |
50 | 0.128167 | 1.7527 | 0.040649 |
51 | 0.103439 | 1.4145 | 0.079437 |
52 | 0.068404 | 0.9354 | 0.17539 |
53 | -0.030379 | -0.4154 | 0.339155 |
54 | -0.100996 | -1.3811 | 0.084447 |
55 | 0.015143 | 0.2071 | 0.418088 |
56 | 0.049609 | 0.6784 | 0.249179 |
57 | 0.088369 | 1.2084 | 0.114204 |
58 | 0.119672 | 1.6365 | 0.051709 |
59 | 0.196999 | 2.6939 | 0.003852 |
60 | 0.29103 | 3.9798 | 4.9e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.705659 | 9.6497 | 0 |
2 | 0.077016 | 1.0532 | 0.14681 |
3 | 0.205518 | 2.8104 | 0.002737 |
4 | 0.032645 | 0.4464 | 0.327906 |
5 | -0.135586 | -1.8541 | 0.032649 |
6 | -0.110941 | -1.5171 | 0.065466 |
7 | 0.441646 | 6.0394 | 0 |
8 | 0.247495 | 3.3844 | 0.000434 |
9 | 0.186284 | 2.5474 | 0.005829 |
10 | 0.060765 | 0.831 | 0.203531 |
11 | 0.203169 | 2.7783 | 0.003011 |
12 | 0.435068 | 5.9495 | 0 |
13 | -0.286508 | -3.9179 | 6.3e-05 |
14 | -0.090693 | -1.2402 | 0.108227 |
15 | -0.06691 | -0.915 | 0.180691 |
16 | -0.056206 | -0.7686 | 0.221549 |
17 | -0.10045 | -1.3736 | 0.085601 |
18 | -0.121854 | -1.6663 | 0.048661 |
19 | -0.026966 | -0.3688 | 0.356362 |
20 | -0.077685 | -1.0623 | 0.144728 |
21 | 0.09795 | 1.3395 | 0.091025 |
22 | -0.015645 | -0.2139 | 0.415413 |
23 | 0.120909 | 1.6534 | 0.049963 |
24 | 0.136063 | 1.8606 | 0.032183 |
25 | -0.02025 | -0.2769 | 0.391075 |
26 | -0.050592 | -0.6918 | 0.24495 |
27 | -0.060807 | -0.8315 | 0.20337 |
28 | -0.019669 | -0.269 | 0.394125 |
29 | 0.0442 | 0.6044 | 0.273146 |
30 | 0.006838 | 0.0935 | 0.462801 |
31 | -0.167463 | -2.29 | 0.011568 |
32 | -0.086188 | -1.1786 | 0.120028 |
33 | -0.004047 | -0.0553 | 0.477964 |
34 | -0.051106 | -0.6989 | 0.242753 |
35 | -0.029146 | -0.3986 | 0.345335 |
36 | 0.223741 | 3.0596 | 0.001271 |
37 | -0.05089 | -0.6959 | 0.243675 |
38 | 0.023602 | 0.3228 | 0.37362 |
39 | -0.023409 | -0.3201 | 0.374619 |
40 | 0.036732 | 0.5023 | 0.308022 |
41 | 0.059543 | 0.8142 | 0.208271 |
42 | -0.011219 | -0.1534 | 0.439119 |
43 | -0.037958 | -0.5191 | 0.302166 |
44 | -0.104164 | -1.4244 | 0.077996 |
45 | 0.012769 | 0.1746 | 0.430786 |
46 | 0.009519 | 0.1302 | 0.448287 |
47 | -0.048617 | -0.6648 | 0.253492 |
48 | -0.040084 | -0.5481 | 0.292126 |
49 | -0.037475 | -0.5125 | 0.304466 |
50 | -0.022157 | -0.303 | 0.381115 |
51 | 0.085943 | 1.1752 | 0.120694 |
52 | 0.023232 | 0.3177 | 0.375536 |
53 | 0.007169 | 0.098 | 0.461003 |
54 | -0.018045 | -0.2468 | 0.40268 |
55 | 0.005743 | 0.0785 | 0.468741 |
56 | -0.067729 | -0.9262 | 0.177774 |
57 | 0.019752 | 0.2701 | 0.393689 |
58 | 0.042842 | 0.5859 | 0.27934 |
59 | -0.018594 | -0.2543 | 0.399782 |
60 | 0.019436 | 0.2658 | 0.395352 |