Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.692902 | 5.4117 | 1e-06 |
2 | 0.608029 | 4.7489 | 6e-06 |
3 | 0.605806 | 4.7315 | 7e-06 |
4 | 0.608448 | 4.7521 | 6e-06 |
5 | 0.535481 | 4.1822 | 4.7e-05 |
6 | 0.513193 | 4.0082 | 8.5e-05 |
7 | 0.404158 | 3.1566 | 0.00124 |
8 | 0.349415 | 2.729 | 0.004144 |
9 | 0.311621 | 2.4338 | 0.008942 |
10 | 0.194278 | 1.5174 | 0.067171 |
11 | 0.142459 | 1.1126 | 0.135115 |
12 | 0.125337 | 0.9789 | 0.165745 |
13 | 0.093982 | 0.734 | 0.232873 |
14 | 0.001522 | 0.0119 | 0.495277 |
15 | -0.104 | -0.8123 | 0.209899 |
16 | -0.152052 | -1.1876 | 0.119804 |
17 | -0.186249 | -1.4546 | 0.075447 |
18 | -0.193097 | -1.5081 | 0.068341 |
19 | -0.228137 | -1.7818 | 0.039879 |
20 | -0.270162 | -2.11 | 0.019482 |
21 | -0.284335 | -2.2207 | 0.015047 |
22 | -0.310638 | -2.4262 | 0.009116 |
23 | -0.313427 | -2.4479 | 0.00863 |
24 | -0.351609 | -2.7462 | 0.003957 |
25 | -0.358037 | -2.7964 | 0.003451 |
26 | -0.337932 | -2.6393 | 0.005265 |
27 | -0.344941 | -2.6941 | 0.004552 |
28 | -0.414717 | -3.239 | 0.000971 |
29 | -0.397669 | -3.1059 | 0.001439 |
30 | -0.39402 | -3.0774 | 0.001563 |
31 | -0.350074 | -2.7342 | 0.004087 |
32 | -0.310264 | -2.4232 | 0.009183 |
33 | -0.308535 | -2.4097 | 0.009498 |
34 | -0.313649 | -2.4497 | 0.008592 |
35 | -0.257599 | -2.0119 | 0.024326 |
36 | -0.270449 | -2.1123 | 0.019383 |
37 | -0.211859 | -1.6547 | 0.051564 |
38 | -0.183597 | -1.4339 | 0.078348 |
39 | -0.175699 | -1.3723 | 0.087505 |
40 | -0.129858 | -1.0142 | 0.157241 |
41 | -0.056033 | -0.4376 | 0.331599 |
42 | -0.064747 | -0.5057 | 0.307447 |
43 | 0.005311 | 0.0415 | 0.483526 |
44 | -0.008663 | -0.0677 | 0.473138 |
45 | 0.071145 | 0.5557 | 0.290237 |
46 | 0.131932 | 1.0304 | 0.153441 |
47 | 0.120107 | 0.9381 | 0.175955 |
48 | 0.062561 | 0.4886 | 0.313432 |
49 | 0.106734 | 0.8336 | 0.203873 |
50 | 0.137352 | 1.0728 | 0.143803 |
51 | 0.106909 | 0.835 | 0.203493 |
52 | 0.125302 | 0.9786 | 0.165811 |
53 | 0.139345 | 1.0883 | 0.140368 |
54 | 0.117022 | 0.914 | 0.182165 |
55 | 0.080665 | 0.63 | 0.265519 |
56 | 0.096676 | 0.7551 | 0.226558 |
57 | 0.06361 | 0.4968 | 0.310554 |
58 | 0.082641 | 0.6454 | 0.26053 |
59 | 0.095737 | 0.7477 | 0.228748 |
60 | 0.052369 | 0.409 | 0.341982 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.692902 | 5.4117 | 1e-06 |
2 | 0.246045 | 1.9217 | 0.029661 |
3 | 0.240936 | 1.8818 | 0.03232 |
4 | 0.190979 | 1.4916 | 0.070479 |
5 | -0.005104 | -0.0399 | 0.484168 |
6 | 0.052166 | 0.4074 | 0.34256 |
7 | -0.179893 | -1.405 | 0.082545 |
8 | -0.089357 | -0.6979 | 0.243945 |
9 | -0.054567 | -0.4262 | 0.335737 |
10 | -0.221377 | -1.729 | 0.044433 |
11 | -0.038229 | -0.2986 | 0.383138 |
12 | 0.009677 | 0.0756 | 0.470001 |
13 | 0.058815 | 0.4594 | 0.323804 |
14 | -0.050992 | -0.3983 | 0.345916 |
15 | -0.182136 | -1.4225 | 0.079983 |
16 | -0.065783 | -0.5138 | 0.304629 |
17 | -0.094917 | -0.7413 | 0.230671 |
18 | 0.034072 | 0.2661 | 0.395525 |
19 | 0.04192 | 0.3274 | 0.372241 |
20 | 0.001285 | 0.01 | 0.496012 |
21 | 0.06236 | 0.487 | 0.313985 |
22 | -0.052862 | -0.4129 | 0.340578 |
23 | 0.032097 | 0.2507 | 0.401449 |
24 | -0.11151 | -0.8709 | 0.193606 |
25 | -0.110486 | -0.8629 | 0.19578 |
26 | -0.000723 | -0.0056 | 0.497757 |
27 | -0.071411 | -0.5577 | 0.289532 |
28 | -0.119201 | -0.931 | 0.177765 |
29 | -0.013407 | -0.1047 | 0.458474 |
30 | -0.07296 | -0.5698 | 0.285441 |
31 | 0.07644 | 0.597 | 0.276354 |
32 | 0.061783 | 0.4825 | 0.315575 |
33 | 0.030071 | 0.2349 | 0.407551 |
34 | -0.004399 | -0.0344 | 0.486352 |
35 | 0.003267 | 0.0255 | 0.489864 |
36 | -0.106495 | -0.8318 | 0.204396 |
37 | 0.055123 | 0.4305 | 0.334166 |
38 | -0.039456 | -0.3082 | 0.379505 |
39 | -0.073258 | -0.5722 | 0.284657 |
40 | 0.049505 | 0.3866 | 0.350181 |
41 | 0.113197 | 0.8841 | 0.190057 |
42 | 0.007095 | 0.0554 | 0.477996 |
43 | 0.101056 | 0.7893 | 0.216506 |
44 | -0.211687 | -1.6533 | 0.051701 |
45 | 0.060162 | 0.4699 | 0.320058 |
46 | 0.033419 | 0.261 | 0.397482 |
47 | -0.100591 | -0.7856 | 0.21756 |
48 | -0.128656 | -1.0048 | 0.159472 |
49 | -0.079996 | -0.6248 | 0.267221 |
50 | 0.009812 | 0.0766 | 0.469583 |
51 | -0.06223 | -0.486 | 0.314344 |
52 | 0.041504 | 0.3242 | 0.373465 |
53 | 0.074977 | 0.5856 | 0.280156 |
54 | -0.087765 | -0.6855 | 0.247824 |
55 | -0.081419 | -0.6359 | 0.263609 |
56 | -0.015107 | -0.118 | 0.45323 |
57 | -0.037924 | -0.2962 | 0.384044 |
58 | -0.009825 | -0.0767 | 0.469541 |
59 | 0.002901 | 0.0227 | 0.490998 |
60 | 0.059429 | 0.4642 | 0.322094 |