Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.508807 | 9.5461 | 0 |
2 | 0.412072 | 7.7312 | 0 |
3 | 0.405474 | 7.6074 | 0 |
4 | 0.336241 | 6.3084 | 0 |
5 | 0.35884 | 6.7324 | 0 |
6 | 0.327088 | 6.1367 | 0 |
7 | 0.287409 | 5.3923 | 0 |
8 | 0.251502 | 4.7186 | 2e-06 |
9 | 0.223538 | 4.1939 | 1.7e-05 |
10 | 0.243978 | 4.5774 | 3e-06 |
11 | 0.209398 | 3.9287 | 5.1e-05 |
12 | 0.176693 | 3.3151 | 0.000506 |
13 | 0.223993 | 4.2025 | 1.7e-05 |
14 | 0.211979 | 3.9771 | 4.2e-05 |
15 | 0.083986 | 1.5757 | 0.057994 |
16 | 0.075178 | 1.4105 | 0.079642 |
17 | 0.094775 | 1.7781 | 0.038123 |
18 | 0.059991 | 1.1255 | 0.130566 |
19 | 0.079409 | 1.4898 | 0.068581 |
20 | 0.060523 | 1.1355 | 0.128467 |
21 | 0.074288 | 1.3938 | 0.082133 |
22 | 0.050717 | 0.9515 | 0.170991 |
23 | 0.06729 | 1.2625 | 0.103807 |
24 | 0.084587 | 1.587 | 0.056706 |
25 | 0.084675 | 1.5886 | 0.056519 |
26 | 0.128968 | 2.4197 | 0.008021 |
27 | 0.072937 | 1.3684 | 0.086026 |
28 | 0.087007 | 1.6324 | 0.051744 |
29 | 0.128806 | 2.4166 | 0.008087 |
30 | 0.144375 | 2.7087 | 0.003542 |
31 | 0.141676 | 2.6581 | 0.004109 |
32 | 0.105573 | 1.9807 | 0.0242 |
33 | 0.091536 | 1.7174 | 0.043396 |
34 | 0.136354 | 2.5582 | 0.005469 |
35 | 0.17579 | 3.2981 | 0.000536 |
36 | 0.138382 | 2.5963 | 0.004909 |
37 | 0.123893 | 2.3244 | 0.010335 |
38 | 0.054709 | 1.0264 | 0.152695 |
39 | 0.053227 | 0.9986 | 0.159332 |
40 | 0.062911 | 1.1803 | 0.119334 |
41 | 0.043697 | 0.8198 | 0.206433 |
42 | 0.073918 | 1.3868 | 0.083185 |
43 | 0.05014 | 0.9407 | 0.17375 |
44 | 0.024059 | 0.4514 | 0.325991 |
45 | 0.042106 | 0.79 | 0.215036 |
46 | 0.005436 | 0.102 | 0.45941 |
47 | -0.017508 | -0.3285 | 0.371369 |
48 | -0.00715 | -0.1341 | 0.446683 |
49 | 0.023746 | 0.4455 | 0.328109 |
50 | -0.073498 | -1.3789 | 0.084393 |
51 | -0.047276 | -0.887 | 0.187847 |
52 | -0.035659 | -0.669 | 0.251958 |
53 | -0.065701 | -1.2327 | 0.109261 |
54 | -0.041997 | -0.7879 | 0.215631 |
55 | -0.035916 | -0.6738 | 0.250428 |
56 | -0.015016 | -0.2817 | 0.389163 |
57 | -0.065611 | -1.231 | 0.109578 |
58 | -0.060625 | -1.1374 | 0.128068 |
59 | -0.028126 | -0.5277 | 0.299023 |
60 | -0.073142 | -1.3723 | 0.085428 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.508807 | 9.5461 | 0 |
2 | 0.206698 | 3.878 | 6.3e-05 |
3 | 0.188846 | 3.5431 | 0.000224 |
4 | 0.056353 | 1.0573 | 0.145557 |
5 | 0.134721 | 2.5276 | 0.005961 |
6 | 0.05285 | 0.9915 | 0.16105 |
7 | 0.023999 | 0.4503 | 0.326402 |
8 | -0.008686 | -0.163 | 0.435319 |
9 | -0.001102 | -0.0207 | 0.491762 |
10 | 0.057749 | 1.0835 | 0.139671 |
11 | -0.005606 | -0.1052 | 0.458147 |
12 | -0.017667 | -0.3315 | 0.370249 |
13 | 0.084371 | 1.5829 | 0.057166 |
14 | 0.038345 | 0.7194 | 0.236182 |
15 | -0.156246 | -2.9314 | 0.001797 |
16 | -0.053822 | -1.0098 | 0.156645 |
17 | 0.021948 | 0.4118 | 0.340372 |
18 | -0.027514 | -0.5162 | 0.303015 |
19 | 0.014605 | 0.274 | 0.392118 |
20 | -0.003812 | -0.0715 | 0.471512 |
21 | 0.058115 | 1.0903 | 0.138154 |
22 | -0.009373 | -0.1759 | 0.430252 |
23 | 0.027454 | 0.5151 | 0.30341 |
24 | 0.023755 | 0.4457 | 0.328053 |
25 | 0.049025 | 0.9198 | 0.179158 |
26 | 0.08075 | 1.515 | 0.065335 |
27 | -0.074023 | -1.3888 | 0.082886 |
28 | 0.039167 | 0.7348 | 0.231462 |
29 | 0.096691 | 1.8141 | 0.035258 |
30 | 0.054204 | 1.017 | 0.154935 |
31 | -0.011667 | -0.2189 | 0.413434 |
32 | -0.033624 | -0.6308 | 0.264277 |
33 | -0.026327 | -0.4939 | 0.310827 |
34 | 0.050842 | 0.9539 | 0.170398 |
35 | 0.070376 | 1.3204 | 0.093786 |
36 | -0.035529 | -0.6666 | 0.252736 |
37 | -0.01419 | -0.2662 | 0.395112 |
38 | -0.10948 | -2.054 | 0.020355 |
39 | -0.050388 | -0.9454 | 0.172561 |
40 | -0.021769 | -0.4084 | 0.341607 |
41 | 0.014203 | 0.2665 | 0.395017 |
42 | 0.029512 | 0.5537 | 0.290069 |
43 | -0.030652 | -0.5751 | 0.2828 |
44 | -0.017684 | -0.3318 | 0.370127 |
45 | 0.030469 | 0.5716 | 0.283965 |
46 | -0.004453 | -0.0835 | 0.466732 |
47 | -0.057679 | -1.0822 | 0.139962 |
48 | -0.022804 | -0.4278 | 0.334515 |
49 | 0.05935 | 1.1135 | 0.133126 |
50 | -0.111892 | -2.0993 | 0.018252 |
51 | 0.033117 | 0.6213 | 0.267395 |
52 | 0.037655 | 0.7065 | 0.24018 |
53 | -0.010064 | -0.1888 | 0.425176 |
54 | -0.018008 | -0.3379 | 0.367838 |
55 | -0.010353 | -0.1942 | 0.423054 |
56 | 0.029777 | 0.5587 | 0.288374 |
57 | -0.042228 | -0.7923 | 0.214367 |
58 | -0.012983 | -0.2436 | 0.403846 |
59 | -0.000424 | -0.008 | 0.496828 |
60 | -0.049338 | -0.9257 | 0.177629 |