Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.896446 | 7.0015 | 0 |
2 | 0.758859 | 5.9269 | 0 |
3 | 0.665792 | 5.2 | 1e-06 |
4 | 0.619199 | 4.8361 | 5e-06 |
5 | 0.612406 | 4.783 | 6e-06 |
6 | 0.590726 | 4.6137 | 1e-05 |
7 | 0.53047 | 4.1431 | 5.4e-05 |
8 | 0.458606 | 3.5818 | 0.000339 |
9 | 0.434671 | 3.3949 | 0.000606 |
10 | 0.462778 | 3.6144 | 0.000305 |
11 | 0.529042 | 4.132 | 5.6e-05 |
12 | 0.536497 | 4.1902 | 4.6e-05 |
13 | 0.390896 | 3.053 | 0.001677 |
14 | 0.237673 | 1.8563 | 0.034122 |
15 | 0.129268 | 1.0096 | 0.158334 |
16 | 0.06458 | 0.5044 | 0.307905 |
17 | 0.038082 | 0.2974 | 0.383574 |
18 | -0.001368 | -0.0107 | 0.495754 |
19 | -0.067394 | -0.5264 | 0.300272 |
20 | -0.136125 | -1.0632 | 0.145948 |
21 | -0.156616 | -1.2232 | 0.112978 |
22 | -0.134608 | -1.0513 | 0.148629 |
23 | -0.085103 | -0.6647 | 0.254382 |
24 | -0.086095 | -0.6724 | 0.251927 |
25 | -0.193648 | -1.5124 | 0.067793 |
26 | -0.291727 | -2.2785 | 0.013107 |
27 | -0.353625 | -2.7619 | 0.003792 |
28 | -0.376749 | -2.9425 | 0.002299 |
29 | -0.371782 | -2.9037 | 0.002564 |
30 | -0.376682 | -2.942 | 0.002302 |
31 | -0.399825 | -3.1227 | 0.00137 |
32 | -0.4185 | -3.2686 | 0.000889 |
33 | -0.397724 | -3.1063 | 0.001437 |
34 | -0.347191 | -2.7116 | 0.004343 |
35 | -0.287339 | -2.2442 | 0.01423 |
36 | -0.256805 | -2.0057 | 0.024664 |
37 | -0.297625 | -2.3245 | 0.011721 |
38 | -0.32845 | -2.5653 | 0.006392 |
39 | -0.33429 | -2.6109 | 0.005675 |
40 | -0.316701 | -2.4735 | 0.008089 |
41 | -0.289723 | -2.2628 | 0.01361 |
42 | -0.273254 | -2.1342 | 0.018428 |
43 | -0.266879 | -2.0844 | 0.02066 |
44 | -0.259153 | -2.024 | 0.023675 |
45 | -0.228459 | -1.7843 | 0.039672 |
46 | -0.186558 | -1.4571 | 0.075113 |
47 | -0.139776 | -1.0917 | 0.139632 |
48 | -0.114276 | -0.8925 | 0.18781 |
49 | -0.128858 | -1.0064 | 0.159096 |
50 | -0.128088 | -1.0004 | 0.160535 |
51 | -0.114332 | -0.893 | 0.187693 |
52 | -0.091303 | -0.7131 | 0.239253 |
53 | -0.069741 | -0.5447 | 0.293975 |
54 | -0.054645 | -0.4268 | 0.335516 |
55 | -0.044689 | -0.349 | 0.364133 |
56 | -0.036705 | -0.2867 | 0.387666 |
57 | -0.021261 | -0.1661 | 0.434332 |
58 | -0.007909 | -0.0618 | 0.475472 |
59 | 0.006438 | 0.0503 | 0.480032 |
60 | 0.009151 | 0.0715 | 0.471629 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.896446 | 7.0015 | 0 |
2 | -0.227901 | -1.78 | 0.040031 |
3 | 0.186807 | 1.459 | 0.074846 |
4 | 0.108578 | 0.848 | 0.19987 |
5 | 0.165747 | 1.2945 | 0.100181 |
6 | -0.08325 | -0.6502 | 0.259 |
7 | -0.092114 | -0.7194 | 0.237311 |
8 | -0.018355 | -0.1434 | 0.443241 |
9 | 0.205473 | 1.6048 | 0.056852 |
10 | 0.135795 | 1.0606 | 0.146527 |
11 | 0.223042 | 1.742 | 0.043273 |
12 | -0.244329 | -1.9083 | 0.030533 |
13 | -0.676797 | -5.286 | 1e-06 |
14 | 0.017132 | 0.1338 | 0.447 |
15 | -0.069275 | -0.5411 | 0.295219 |
16 | -0.054599 | -0.4264 | 0.335646 |
17 | 0.01369 | 0.1069 | 0.4576 |
18 | 0.017725 | 0.1384 | 0.445177 |
19 | 0.112226 | 0.8765 | 0.192095 |
20 | -0.013631 | -0.1065 | 0.457784 |
21 | -0.064455 | -0.5034 | 0.308244 |
22 | -0.158865 | -1.2408 | 0.10972 |
23 | -0.012898 | -0.1007 | 0.460045 |
24 | 0.167968 | 1.3119 | 0.097239 |
25 | 0.029489 | 0.2303 | 0.40931 |
26 | 0.041463 | 0.3238 | 0.373585 |
27 | -0.031301 | -0.2445 | 0.403845 |
28 | 0.010346 | 0.0808 | 0.467931 |
29 | -0.071247 | -0.5565 | 0.289966 |
30 | -0.043809 | -0.3422 | 0.366704 |
31 | -0.027555 | -0.2152 | 0.415161 |
32 | 0.058573 | 0.4575 | 0.324479 |
33 | 0.048675 | 0.3802 | 0.352572 |
34 | 0.021528 | 0.1681 | 0.433515 |
35 | -0.149484 | -1.1675 | 0.123774 |
36 | 0.174952 | 1.3664 | 0.088412 |
37 | 0.011581 | 0.0904 | 0.464114 |
38 | -0.027618 | -0.2157 | 0.41497 |
39 | -0.023751 | -0.1855 | 0.426726 |
40 | -0.038744 | -0.3026 | 0.381613 |
41 | -0.072024 | -0.5625 | 0.287911 |
42 | -0.029245 | -0.2284 | 0.410046 |
43 | -0.040637 | -0.3174 | 0.376018 |
44 | -0.046975 | -0.3669 | 0.357486 |
45 | -0.052003 | -0.4062 | 0.343025 |
46 | 0.019492 | 0.1522 | 0.43975 |
47 | -0.032445 | -0.2534 | 0.400405 |
48 | -0.121995 | -0.9528 | 0.172224 |
49 | 0.088719 | 0.6929 | 0.245495 |
50 | 0.091853 | 0.7174 | 0.237936 |
51 | -0.003492 | -0.0273 | 0.489165 |
52 | 0.045048 | 0.3518 | 0.363087 |
53 | -0.010728 | -0.0838 | 0.466751 |
54 | 0.023662 | 0.1848 | 0.426996 |
55 | -0.034262 | -0.2676 | 0.394958 |
56 | -0.024885 | -0.1944 | 0.423271 |
57 | -0.0912 | -0.7123 | 0.239499 |
58 | -0.005552 | -0.0434 | 0.482777 |
59 | 0.034096 | 0.2663 | 0.395454 |
60 | -0.072663 | -0.5675 | 0.286223 |