Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.854304 | 6.7268 | 0 |
2 | 0.634494 | 4.996 | 3e-06 |
3 | 0.509475 | 4.0116 | 8.2e-05 |
4 | 0.531651 | 4.1862 | 4.6e-05 |
5 | 0.626606 | 4.9339 | 3e-06 |
6 | 0.674671 | 5.3124 | 1e-06 |
7 | 0.59722 | 4.7025 | 7e-06 |
8 | 0.447405 | 3.5229 | 0.000404 |
9 | 0.327787 | 2.581 | 0.006116 |
10 | 0.296698 | 2.3362 | 0.011364 |
11 | 0.34814 | 2.7413 | 0.003993 |
12 | 0.364387 | 2.8692 | 0.00281 |
13 | 0.287927 | 2.2671 | 0.01344 |
14 | 0.187107 | 1.4733 | 0.072867 |
15 | 0.111648 | 0.8791 | 0.191365 |
16 | 0.073629 | 0.5798 | 0.282089 |
17 | 0.054548 | 0.4295 | 0.33452 |
18 | 0.021375 | 0.1683 | 0.433444 |
19 | -0.038828 | -0.3057 | 0.380415 |
20 | -0.104869 | -0.8257 | 0.206059 |
21 | -0.158305 | -1.2465 | 0.108637 |
22 | -0.188462 | -1.484 | 0.071444 |
23 | -0.189838 | -1.4948 | 0.070021 |
24 | -0.211074 | -1.662 | 0.050781 |
25 | -0.26361 | -2.0757 | 0.02104 |
26 | -0.297692 | -2.344 | 0.011148 |
27 | -0.299473 | -2.3581 | 0.01077 |
28 | -0.276893 | -2.1803 | 0.016522 |
29 | -0.258389 | -2.0346 | 0.023089 |
30 | -0.26725 | -2.1043 | 0.019705 |
31 | -0.303072 | -2.3864 | 0.01004 |
32 | -0.344236 | -2.7105 | 0.004339 |
33 | -0.364448 | -2.8697 | 0.002806 |
34 | -0.332591 | -2.6188 | 0.005538 |
35 | -0.277961 | -2.1887 | 0.016198 |
36 | -0.276069 | -2.1738 | 0.016775 |
37 | -0.316829 | -2.4947 | 0.007642 |
38 | -0.337983 | -2.6613 | 0.00495 |
39 | -0.321827 | -2.5341 | 0.006908 |
40 | -0.260774 | -2.0533 | 0.022132 |
41 | -0.205133 | -1.6152 | 0.055671 |
42 | -0.192132 | -1.5128 | 0.0677 |
43 | -0.22846 | -1.7989 | 0.038451 |
44 | -0.266964 | -2.1021 | 0.019808 |
45 | -0.244384 | -1.9243 | 0.029456 |
46 | -0.147286 | -1.1597 | 0.125302 |
47 | -0.053435 | -0.4207 | 0.337697 |
48 | -0.047101 | -0.3709 | 0.355999 |
49 | -0.098177 | -0.773 | 0.221215 |
50 | -0.140585 | -1.107 | 0.136292 |
51 | -0.130347 | -1.0264 | 0.154357 |
52 | -0.063548 | -0.5004 | 0.30929 |
53 | -0.000158 | -0.0012 | 0.499506 |
54 | 0.01777 | 0.1399 | 0.444589 |
55 | -0.001177 | -0.0093 | 0.496317 |
56 | -0.031555 | -0.2485 | 0.402297 |
57 | -0.033233 | -0.2617 | 0.397218 |
58 | 0.0043 | 0.0339 | 0.48655 |
59 | 0.0425 | 0.3346 | 0.36951 |
60 | 0.040338 | 0.3176 | 0.37592 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.854304 | 6.7268 | 0 |
2 | -0.352902 | -2.7788 | 0.003606 |
3 | 0.328174 | 2.584 | 0.006067 |
4 | 0.322292 | 2.5377 | 0.006843 |
5 | 0.190737 | 1.5019 | 0.069104 |
6 | 0.028742 | 0.2263 | 0.410851 |
7 | -0.171783 | -1.3526 | 0.090544 |
8 | -0.089088 | -0.7015 | 0.242815 |
9 | -0.074104 | -0.5835 | 0.280838 |
10 | -0.048661 | -0.3832 | 0.351456 |
11 | 0.083712 | 0.6592 | 0.25612 |
12 | -0.186286 | -1.4668 | 0.07374 |
13 | -0.084157 | -0.6626 | 0.255006 |
14 | 0.131272 | 1.0336 | 0.152661 |
15 | -0.083896 | -0.6606 | 0.255657 |
16 | -0.106659 | -0.8398 | 0.202115 |
17 | -0.105043 | -0.8271 | 0.205673 |
18 | -0.065518 | -0.5159 | 0.303882 |
19 | -0.032692 | -0.2574 | 0.398854 |
20 | -0.057598 | -0.4535 | 0.325877 |
21 | -0.042627 | -0.3356 | 0.369137 |
22 | -0.037527 | -0.2955 | 0.384306 |
23 | 0.077486 | 0.6101 | 0.272003 |
24 | -0.040158 | -0.3162 | 0.376456 |
25 | -0.072423 | -0.5703 | 0.285282 |
26 | 0.092744 | 0.7303 | 0.233988 |
27 | 0.031712 | 0.2497 | 0.401821 |
28 | 0.068389 | 0.5385 | 0.296081 |
29 | 0.007601 | 0.0598 | 0.476235 |
30 | -0.013933 | -0.1097 | 0.456498 |
31 | -0.02829 | -0.2228 | 0.41223 |
32 | -0.101291 | -0.7976 | 0.214083 |
33 | -0.034763 | -0.2737 | 0.392602 |
34 | 0.050077 | 0.3943 | 0.347355 |
35 | -0.045247 | -0.3563 | 0.361423 |
36 | -0.117013 | -0.9214 | 0.180217 |
37 | 0.005343 | 0.0421 | 0.483289 |
38 | 0.087053 | 0.6855 | 0.247807 |
39 | -0.037473 | -0.2951 | 0.384465 |
40 | 0.07499 | 0.5905 | 0.27851 |
41 | -0.056669 | -0.4462 | 0.328498 |
42 | -0.031611 | -0.2489 | 0.40213 |
43 | -0.093302 | -0.7347 | 0.232657 |
44 | -0.032976 | -0.2597 | 0.397996 |
45 | 0.118244 | 0.9311 | 0.177718 |
46 | 0.071243 | 0.561 | 0.28842 |
47 | 0.021648 | 0.1705 | 0.432603 |
48 | -0.030617 | -0.2411 | 0.405145 |
49 | 0.013993 | 0.1102 | 0.456311 |
50 | -0.003532 | -0.0278 | 0.48895 |
51 | -0.08828 | -0.6951 | 0.244788 |
52 | -0.019635 | -0.1546 | 0.438817 |
53 | -0.071821 | -0.5655 | 0.286882 |
54 | -0.000762 | -0.006 | 0.497616 |
55 | 0.076729 | 0.6042 | 0.273969 |
56 | -0.059001 | -0.4646 | 0.321932 |
57 | -0.014353 | -0.113 | 0.455191 |
58 | -0.06668 | -0.525 | 0.300714 |
59 | -0.00325 | -0.0256 | 0.489834 |
60 | -0.040296 | -0.3173 | 0.376044 |