Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.913266 | 7.1328 | 0 |
2 | 0.801727 | 6.2617 | 0 |
3 | 0.674909 | 5.2712 | 1e-06 |
4 | 0.507052 | 3.9602 | 9.9e-05 |
5 | 0.319153 | 2.4927 | 0.007705 |
6 | 0.14948 | 1.1675 | 0.123781 |
7 | -0.00714 | -0.0558 | 0.477855 |
8 | -0.177056 | -1.3829 | 0.085876 |
9 | -0.316896 | -2.475 | 0.008058 |
10 | -0.43016 | -3.3597 | 0.000675 |
11 | -0.514347 | -4.0172 | 8.2e-05 |
12 | -0.591847 | -4.6225 | 1e-05 |
13 | -0.589474 | -4.6039 | 1.1e-05 |
14 | -0.542751 | -4.239 | 3.9e-05 |
15 | -0.483714 | -3.7779 | 0.000181 |
16 | -0.415143 | -3.2424 | 0.000962 |
17 | -0.325663 | -2.5435 | 0.006763 |
18 | -0.243056 | -1.8983 | 0.031193 |
19 | -0.179551 | -1.4023 | 0.082942 |
20 | -0.106513 | -0.8319 | 0.204358 |
21 | -0.037343 | -0.2917 | 0.385769 |
22 | 0.029687 | 0.2319 | 0.408711 |
23 | 0.073504 | 0.5741 | 0.284009 |
24 | 0.11555 | 0.9025 | 0.185177 |
25 | 0.149825 | 1.1702 | 0.123242 |
26 | 0.155443 | 1.214 | 0.114704 |
27 | 0.14784 | 1.1547 | 0.126365 |
28 | 0.147584 | 1.1527 | 0.126772 |
29 | 0.142223 | 1.1108 | 0.135507 |
30 | 0.127168 | 0.9932 | 0.162264 |
31 | 0.117131 | 0.9148 | 0.181943 |
32 | 0.113895 | 0.8895 | 0.188601 |
33 | 0.10289 | 0.8036 | 0.212374 |
34 | 0.077336 | 0.604 | 0.274037 |
35 | 0.060172 | 0.47 | 0.320032 |
36 | 0.05065 | 0.3956 | 0.346893 |
37 | 0.023239 | 0.1815 | 0.428287 |
38 | -0.000584 | -0.0046 | 0.498188 |
39 | -0.013339 | -0.1042 | 0.458683 |
40 | -0.026521 | -0.2071 | 0.418297 |
41 | -0.042609 | -0.3328 | 0.370217 |
42 | -0.045865 | -0.3582 | 0.360709 |
43 | -0.045639 | -0.3565 | 0.361365 |
44 | -0.054797 | -0.428 | 0.335087 |
45 | -0.055223 | -0.4313 | 0.333882 |
46 | -0.051592 | -0.4029 | 0.344199 |
47 | -0.039167 | -0.3059 | 0.380359 |
48 | -0.043971 | -0.3434 | 0.366231 |
49 | -0.04837 | -0.3778 | 0.353451 |
50 | -0.032844 | -0.2565 | 0.399205 |
51 | -0.022012 | -0.1719 | 0.432035 |
52 | -0.013897 | -0.1085 | 0.456962 |
53 | -0.001747 | -0.0136 | 0.49458 |
54 | 0.000978 | 0.0076 | 0.496965 |
55 | 0.000797 | 0.0062 | 0.497528 |
56 | 0.007084 | 0.0553 | 0.478029 |
57 | 0.00557 | 0.0435 | 0.482721 |
58 | 0.001258 | 0.0098 | 0.496097 |
59 | -0.008298 | -0.0648 | 0.474268 |
60 | -0.008285 | -0.0647 | 0.474309 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.913266 | 7.1328 | 0 |
2 | -0.194813 | -1.5215 | 0.066646 |
3 | -0.137843 | -1.0766 | 0.142953 |
4 | -0.317901 | -2.4829 | 0.007899 |
5 | -0.207619 | -1.6216 | 0.055028 |
6 | 0.006663 | 0.052 | 0.479335 |
7 | -0.020683 | -0.1615 | 0.436102 |
8 | -0.238288 | -1.8611 | 0.033776 |
9 | -0.038732 | -0.3025 | 0.381647 |
10 | -0.095764 | -0.7479 | 0.228686 |
11 | 0.024136 | 0.1885 | 0.425553 |
12 | -0.20952 | -1.6364 | 0.053452 |
13 | 0.303274 | 2.3686 | 0.010518 |
14 | 0.058974 | 0.4606 | 0.323362 |
15 | -0.004894 | -0.0382 | 0.484817 |
16 | -0.250413 | -1.9558 | 0.027537 |
17 | -0.04437 | -0.3465 | 0.365064 |
18 | -0.130044 | -1.0157 | 0.156898 |
19 | -0.000952 | -0.0074 | 0.497045 |
20 | -0.096939 | -0.7571 | 0.225948 |
21 | 0.052454 | 0.4097 | 0.341738 |
22 | 0.021741 | 0.1698 | 0.432863 |
23 | -0.053809 | -0.4203 | 0.337886 |
24 | -0.152523 | -1.1912 | 0.119086 |
25 | 0.149752 | 1.1696 | 0.123356 |
26 | -0.058217 | -0.4547 | 0.325472 |
27 | 0.041736 | 0.326 | 0.372782 |
28 | -0.090083 | -0.7036 | 0.242187 |
29 | 0.050485 | 0.3943 | 0.347367 |
30 | -0.086937 | -0.679 | 0.249854 |
31 | -0.037749 | -0.2948 | 0.384562 |
32 | -0.024264 | -0.1895 | 0.425163 |
33 | 0.072022 | 0.5625 | 0.287915 |
34 | -0.076214 | -0.5953 | 0.276938 |
35 | 0.012479 | 0.0975 | 0.46134 |
36 | -0.032902 | -0.257 | 0.399031 |
37 | -0.029957 | -0.234 | 0.407895 |
38 | -0.050308 | -0.3929 | 0.347876 |
39 | -0.037718 | -0.2946 | 0.384654 |
40 | 0.043818 | 0.3422 | 0.366678 |
41 | 0.065215 | 0.5093 | 0.306174 |
42 | 0.020944 | 0.1636 | 0.435304 |
43 | -0.089713 | -0.7007 | 0.243082 |
44 | -0.02029 | -0.1585 | 0.437304 |
45 | 0.023855 | 0.1863 | 0.426409 |
46 | -0.038828 | -0.3033 | 0.381362 |
47 | 0.029191 | 0.228 | 0.410208 |
48 | -0.086316 | -0.6741 | 0.251382 |
49 | -0.071689 | -0.5599 | 0.288796 |
50 | 0.090064 | 0.7034 | 0.242235 |
51 | -0.025391 | -0.1983 | 0.421732 |
52 | 0.081553 | 0.6369 | 0.263271 |
53 | -0.051116 | -0.3992 | 0.345561 |
54 | -0.074 | -0.578 | 0.282709 |
55 | 0.031401 | 0.2453 | 0.403543 |
56 | 0.029773 | 0.2325 | 0.408452 |
57 | -0.078271 | -0.6113 | 0.271631 |
58 | -0.059699 | -0.4663 | 0.321344 |
59 | -0.016028 | -0.1252 | 0.450397 |
60 | 0.073562 | 0.5745 | 0.283858 |