Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.891574 | 11.5561 | 0 |
2 | 0.778179 | 10.0864 | 0 |
3 | 0.620271 | 8.0396 | 0 |
4 | 0.486664 | 6.3079 | 0 |
5 | 0.428148 | 5.5494 | 0 |
6 | 0.376064 | 4.8743 | 1e-06 |
7 | 0.414773 | 5.3761 | 0 |
8 | 0.454252 | 5.8878 | 0 |
9 | 0.561815 | 7.282 | 0 |
10 | 0.686559 | 8.8988 | 0 |
11 | 0.768553 | 9.9616 | 0 |
12 | 0.844914 | 10.9513 | 0 |
13 | 0.744987 | 9.6561 | 0 |
14 | 0.637667 | 8.2651 | 0 |
15 | 0.489679 | 6.347 | 0 |
16 | 0.363555 | 4.7122 | 3e-06 |
17 | 0.305949 | 3.9656 | 5.4e-05 |
18 | 0.254908 | 3.304 | 0.000583 |
19 | 0.287421 | 3.7254 | 0.000133 |
20 | 0.320569 | 4.1551 | 2.6e-05 |
21 | 0.416516 | 5.3987 | 0 |
22 | 0.528713 | 6.8529 | 0 |
23 | 0.603359 | 7.8204 | 0 |
24 | 0.672801 | 8.7205 | 0 |
25 | 0.582701 | 7.5527 | 0 |
26 | 0.487961 | 6.3247 | 0 |
27 | 0.354538 | 4.5953 | 4e-06 |
28 | 0.239923 | 3.1098 | 0.0011 |
29 | 0.187716 | 2.4331 | 0.00801 |
30 | 0.140974 | 1.8272 | 0.034719 |
31 | 0.169254 | 2.1938 | 0.014812 |
32 | 0.196357 | 2.5451 | 0.005913 |
33 | 0.281189 | 3.6446 | 0.000178 |
34 | 0.382751 | 4.961 | 1e-06 |
35 | 0.451094 | 5.8468 | 0 |
36 | 0.516355 | 6.6927 | 0 |
37 | 0.434817 | 5.6359 | 0 |
38 | 0.346826 | 4.4954 | 6e-06 |
39 | 0.223711 | 2.8996 | 0.002118 |
40 | 0.115726 | 1.5 | 0.067748 |
41 | 0.062925 | 0.8156 | 0.207941 |
42 | 0.016022 | 0.2077 | 0.417867 |
43 | 0.037224 | 0.4825 | 0.315047 |
44 | 0.05647 | 0.7319 | 0.232614 |
45 | 0.129652 | 1.6805 | 0.047361 |
46 | 0.219274 | 2.8421 | 0.002519 |
47 | 0.278829 | 3.614 | 0.000199 |
48 | 0.336726 | 4.3645 | 1.1e-05 |
49 | 0.262464 | 3.4019 | 0.000418 |
50 | 0.182192 | 2.3615 | 0.009674 |
51 | 0.071285 | 0.924 | 0.178415 |
52 | -0.024318 | -0.3152 | 0.376499 |
53 | -0.071651 | -0.9287 | 0.177187 |
54 | -0.112416 | -1.4571 | 0.07348 |
55 | -0.093422 | -1.2109 | 0.113819 |
56 | -0.077271 | -1.0016 | 0.159 |
57 | -0.010521 | -0.1364 | 0.445845 |
58 | 0.070809 | 0.9178 | 0.180021 |
59 | 0.127662 | 1.6547 | 0.049927 |
60 | 0.182033 | 2.3594 | 0.009726 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.891574 | 11.5561 | 0 |
2 | -0.081546 | -1.057 | 0.146024 |
3 | -0.281767 | -3.6521 | 0.000174 |
4 | 0.032216 | 0.4176 | 0.338399 |
5 | 0.35026 | 4.5399 | 5e-06 |
6 | -0.082228 | -1.0658 | 0.144023 |
7 | 0.283482 | 3.6743 | 0.00016 |
8 | 0.091876 | 1.1908 | 0.117697 |
9 | 0.399091 | 5.1728 | 0 |
10 | 0.304474 | 3.9464 | 5.8e-05 |
11 | 0.062732 | 0.8131 | 0.208656 |
12 | 0.222365 | 2.8822 | 0.002233 |
13 | -0.631849 | -8.1897 | 0 |
14 | -0.016037 | -0.2079 | 0.417795 |
15 | 0.072912 | 0.945 | 0.172996 |
16 | -0.040095 | -0.5197 | 0.301981 |
17 | -0.086777 | -1.1248 | 0.131149 |
18 | -0.037424 | -0.4851 | 0.314129 |
19 | -0.046171 | -0.5984 | 0.275175 |
20 | 0.029033 | 0.3763 | 0.353583 |
21 | 0.035833 | 0.4644 | 0.321464 |
22 | 0.051951 | 0.6734 | 0.250823 |
23 | 0.046563 | 0.6035 | 0.273484 |
24 | 0.045899 | 0.5949 | 0.27635 |
25 | -0.182006 | -2.3591 | 0.009735 |
26 | 0.081966 | 1.0624 | 0.144789 |
27 | 0.056123 | 0.7274 | 0.233985 |
28 | -0.03423 | -0.4437 | 0.328927 |
29 | -0.036461 | -0.4726 | 0.318561 |
30 | 0.001647 | 0.0214 | 0.491495 |
31 | -0.055693 | -0.7219 | 0.23569 |
32 | -0.008491 | -0.1101 | 0.456249 |
33 | -0.013836 | -0.1793 | 0.428943 |
34 | 0.029164 | 0.378 | 0.35295 |
35 | 0.002533 | 0.0328 | 0.486922 |
36 | 0.007252 | 0.094 | 0.462612 |
37 | -0.105765 | -1.3709 | 0.086121 |
38 | -0.017088 | -0.2215 | 0.412491 |
39 | 0.039184 | 0.5079 | 0.306099 |
40 | -0.03226 | -0.4181 | 0.338192 |
41 | -0.081586 | -1.0575 | 0.145908 |
42 | 0.006218 | 0.0806 | 0.467929 |
43 | -0.031591 | -0.4095 | 0.341361 |
44 | -0.032538 | -0.4217 | 0.336875 |
45 | -0.017695 | -0.2294 | 0.409437 |
46 | -0.013028 | -0.1689 | 0.433056 |
47 | -0.033005 | -0.4278 | 0.334672 |
48 | -0.009453 | -0.1225 | 0.451313 |
49 | -0.028985 | -0.3757 | 0.353811 |
50 | 0.00365 | 0.0473 | 0.481159 |
51 | 0.037393 | 0.4847 | 0.314269 |
52 | 0.025724 | 0.3334 | 0.369615 |
53 | -0.046758 | -0.606 | 0.27265 |
54 | 0.029343 | 0.3803 | 0.352092 |
55 | -0.015944 | -0.2067 | 0.418264 |
56 | -0.010164 | -0.1317 | 0.447676 |
57 | 0.014613 | 0.1894 | 0.425 |
58 | -0.018843 | -0.2442 | 0.403672 |
59 | 0.007077 | 0.0917 | 0.463513 |
60 | -0.01856 | -0.2406 | 0.405094 |