Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.842565 | 29.6937 | 0 |
2 | 0.624548 | 22.0103 | 0 |
3 | 0.498238 | 17.5589 | 0 |
4 | 0.475415 | 16.7546 | 0 |
5 | 0.552044 | 19.4551 | 0 |
6 | 0.710002 | 25.0219 | 0 |
7 | 0.791779 | 27.9039 | 0 |
8 | 0.65936 | 23.2372 | 0 |
9 | 0.456684 | 16.0945 | 0 |
10 | 0.340424 | 11.9972 | 0 |
11 | 0.329051 | 11.5964 | 0 |
12 | 0.409628 | 14.4361 | 0 |
13 | 0.569847 | 20.0826 | 0 |
14 | 0.659471 | 23.2411 | 0 |
15 | 0.536772 | 18.9169 | 0 |
16 | 0.35135 | 12.3823 | 0 |
17 | 0.25187 | 8.8764 | 0 |
18 | 0.243822 | 8.5928 | 0 |
19 | 0.324533 | 11.4372 | 0 |
20 | 0.48405 | 17.0589 | 0 |
21 | 0.568937 | 20.0505 | 0 |
22 | 0.460539 | 16.2303 | 0 |
23 | 0.287248 | 10.1232 | 0 |
24 | 0.196475 | 6.9242 | 0 |
25 | 0.195503 | 6.8899 | 0 |
26 | 0.283148 | 9.9787 | 0 |
27 | 0.451868 | 15.9247 | 0 |
28 | 0.547273 | 19.287 | 0 |
29 | 0.445936 | 15.7157 | 0 |
30 | 0.275127 | 9.696 | 0 |
31 | 0.188177 | 6.6317 | 0 |
32 | 0.18811 | 6.6294 | 0 |
33 | 0.277497 | 9.7796 | 0 |
34 | 0.444476 | 15.6642 | 0 |
35 | 0.530651 | 18.7012 | 0 |
36 | 0.426435 | 15.0284 | 0 |
37 | 0.253132 | 8.9209 | 0 |
38 | 0.160724 | 5.6642 | 0 |
39 | 0.160468 | 5.6552 | 0 |
40 | 0.246597 | 8.6906 | 0 |
41 | 0.408491 | 14.3961 | 0 |
42 | 0.495854 | 17.4749 | 0 |
43 | 0.398848 | 14.0562 | 0 |
44 | 0.228267 | 8.0446 | 0 |
45 | 0.136721 | 4.8183 | 1e-06 |
46 | 0.13282 | 4.6808 | 2e-06 |
47 | 0.214981 | 7.5764 | 0 |
48 | 0.369779 | 13.0318 | 0 |
49 | 0.448831 | 15.8177 | 0 |
50 | 0.344054 | 12.1252 | 0 |
51 | 0.173359 | 6.1095 | 0 |
52 | 0.079422 | 2.799 | 0.002603 |
53 | 0.07237 | 2.5505 | 0.005439 |
54 | 0.151616 | 5.3433 | 0 |
55 | 0.30261 | 10.6646 | 0 |
56 | 0.381698 | 13.4518 | 0 |
57 | 0.279741 | 9.8586 | 0 |
58 | 0.111523 | 3.9303 | 4.5e-05 |
59 | 0.020449 | 0.7207 | 0.23563 |
60 | 0.014642 | 0.516 | 0.302964 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.842565 | 29.6937 | 0 |
2 | -0.294287 | -10.3713 | 0 |
3 | 0.245738 | 8.6603 | 0 |
4 | 0.161304 | 5.6847 | 0 |
5 | 0.333121 | 11.7399 | 0 |
6 | 0.454729 | 16.0256 | 0 |
7 | 0.053569 | 1.8879 | 0.029638 |
8 | -0.429451 | -15.1347 | 0 |
9 | -0.127721 | -4.5011 | 4e-06 |
10 | 0.047827 | 1.6855 | 0.046068 |
11 | 0.046797 | 1.6492 | 0.049679 |
12 | 0.039387 | 1.3881 | 0.082679 |
13 | 0.197782 | 6.9702 | 0 |
14 | 0.099383 | 3.5025 | 0.000239 |
15 | -0.23638 | -8.3305 | 0 |
16 | 0.01614 | 0.5688 | 0.284792 |
17 | 0.042627 | 1.5022 | 0.066644 |
18 | -0.045827 | -1.615 | 0.05328 |
19 | 0.015584 | 0.5492 | 0.291475 |
20 | 0.109981 | 3.8759 | 5.6e-05 |
21 | 0.023416 | 0.8252 | 0.204698 |
22 | -0.05914 | -2.0842 | 0.018672 |
23 | -0.003722 | -0.1312 | 0.44783 |
24 | 0.035364 | 1.2463 | 0.106446 |
25 | -0.006355 | -0.224 | 0.411407 |
26 | 0.055898 | 1.97 | 0.024532 |
27 | 0.132965 | 4.6859 | 2e-06 |
28 | 0.04155 | 1.4643 | 0.071681 |
29 | -0.081981 | -2.8892 | 0.001965 |
30 | -0.047922 | -1.6889 | 0.045748 |
31 | 0.035469 | 1.25 | 0.105766 |
32 | -0.006479 | -0.2283 | 0.409718 |
33 | 0.037263 | 1.3132 | 0.094675 |
34 | 0.065602 | 2.312 | 0.010471 |
35 | -0.025185 | -0.8876 | 0.187471 |
36 | -0.049054 | -1.7288 | 0.042051 |
37 | -0.035114 | -1.2375 | 0.108071 |
38 | 0.000191 | 0.0067 | 0.497311 |
39 | 0.019771 | 0.6968 | 0.24304 |
40 | -0.006738 | -0.2374 | 0.406175 |
41 | 0.047383 | 1.6699 | 0.047597 |
42 | 0.038044 | 1.3408 | 0.090122 |
43 | 0.012089 | 0.426 | 0.335075 |
44 | -0.050338 | -1.774 | 0.038152 |
45 | -0.012478 | -0.4398 | 0.330096 |
46 | -0.016851 | -0.5939 | 0.276353 |
47 | -0.015155 | -0.5341 | 0.29669 |
48 | 0.007369 | 0.2597 | 0.397568 |
49 | -0.002514 | -0.0886 | 0.464706 |
50 | -0.05937 | -2.0923 | 0.018306 |
51 | -0.007519 | -0.265 | 0.395529 |
52 | -0.004647 | -0.1638 | 0.434972 |
53 | -0.015887 | -0.5599 | 0.287828 |
54 | -0.001497 | -0.0527 | 0.478971 |
55 | 0.012283 | 0.4329 | 0.33259 |
56 | 0.00874 | 0.308 | 0.379057 |
57 | -0.047688 | -1.6806 | 0.046544 |
58 | -0.014033 | -0.4946 | 0.3105 |
59 | -0.002739 | -0.0965 | 0.461562 |
60 | -0.026858 | -0.9465 | 0.172028 |