Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.902878 | 8.4215 | 0 |
2 | 0.769544 | 7.1778 | 0 |
3 | 0.636006 | 5.9323 | 0 |
4 | 0.49861 | 4.6507 | 6e-06 |
5 | 0.350354 | 3.2679 | 0.000776 |
6 | 0.189636 | 1.7688 | 0.040216 |
7 | 0.049006 | 0.4571 | 0.324372 |
8 | -0.091879 | -0.857 | 0.196903 |
9 | -0.217783 | -2.0313 | 0.022636 |
10 | -0.308899 | -2.8812 | 0.002494 |
11 | -0.359068 | -3.3492 | 6e-04 |
12 | -0.411102 | -3.8345 | 0.000119 |
13 | -0.396748 | -3.7006 | 0.000188 |
14 | -0.347099 | -3.2375 | 0.000854 |
15 | -0.290454 | -2.7092 | 0.004061 |
16 | -0.247724 | -2.3106 | 0.01161 |
17 | -0.213641 | -1.9927 | 0.024714 |
18 | -0.148044 | -1.3809 | 0.085429 |
19 | -0.092714 | -0.8648 | 0.194769 |
20 | -0.046504 | -0.4338 | 0.332769 |
21 | 0.000558 | 0.0052 | 0.497928 |
22 | 0.037158 | 0.3466 | 0.364868 |
23 | 0.056777 | 0.5296 | 0.298875 |
24 | 0.076448 | 0.7131 | 0.238857 |
25 | 0.085561 | 0.7981 | 0.213504 |
26 | 0.085172 | 0.7944 | 0.214553 |
27 | 0.078392 | 0.7312 | 0.233313 |
28 | 0.074335 | 0.6933 | 0.244969 |
29 | 0.090686 | 0.8459 | 0.199976 |
30 | 0.090869 | 0.8476 | 0.199501 |
31 | 0.07757 | 0.7235 | 0.235649 |
32 | 0.070916 | 0.6615 | 0.255033 |
33 | 0.068123 | 0.6354 | 0.263415 |
34 | 0.058677 | 0.5473 | 0.292787 |
35 | 0.03651 | 0.3405 | 0.367136 |
36 | 0.023687 | 0.2209 | 0.412831 |
37 | 0.012122 | 0.1131 | 0.455119 |
38 | 0.004129 | 0.0385 | 0.484683 |
39 | 0.001953 | 0.0182 | 0.492755 |
40 | 0.005406 | 0.0504 | 0.479951 |
41 | -0.008806 | -0.0821 | 0.467364 |
42 | -0.031854 | -0.2971 | 0.383543 |
43 | -0.032323 | -0.3015 | 0.38188 |
44 | -0.036148 | -0.3372 | 0.3684 |
45 | -0.046551 | -0.4342 | 0.332609 |
46 | -0.065438 | -0.6104 | 0.271605 |
47 | -0.075287 | -0.7022 | 0.242205 |
48 | -0.071029 | -0.6625 | 0.254698 |
49 | -0.068976 | -0.6434 | 0.260838 |
50 | -0.07019 | -0.6547 | 0.257197 |
51 | -0.079003 | -0.7369 | 0.231586 |
52 | -0.09243 | -0.8621 | 0.195493 |
53 | -0.103657 | -0.9668 | 0.168151 |
54 | -0.09686 | -0.9035 | 0.184391 |
55 | -0.097707 | -0.9113 | 0.182316 |
56 | -0.102683 | -0.9578 | 0.170419 |
57 | -0.101685 | -0.9485 | 0.172762 |
58 | -0.095797 | -0.8935 | 0.187019 |
59 | -0.084211 | -0.7855 | 0.217156 |
60 | -0.095115 | -0.8872 | 0.188716 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.902878 | 8.4215 | 0 |
2 | -0.246985 | -2.3037 | 0.011811 |
3 | -0.042687 | -0.3982 | 0.345746 |
4 | -0.110411 | -1.0298 | 0.152969 |
5 | -0.14701 | -1.3712 | 0.086916 |
6 | -0.167331 | -1.5608 | 0.061105 |
7 | 0.001646 | 0.0154 | 0.493892 |
8 | -0.18045 | -1.6831 | 0.047968 |
9 | -0.044252 | -0.4128 | 0.340401 |
10 | 0.02793 | 0.2605 | 0.397543 |
11 | 0.053827 | 0.5021 | 0.308446 |
12 | -0.201678 | -1.8811 | 0.03165 |
13 | 0.348829 | 3.2537 | 0.000812 |
14 | -0.060301 | -0.5625 | 0.287627 |
15 | -0.030481 | -0.2843 | 0.388426 |
16 | -0.141575 | -1.3205 | 0.095061 |
17 | -0.025788 | -0.2405 | 0.405242 |
18 | 0.018824 | 0.1756 | 0.430517 |
19 | -0.023213 | -0.2165 | 0.414547 |
20 | -0.044622 | -0.4162 | 0.339142 |
21 | 0.062536 | 0.5833 | 0.280601 |
22 | -0.067746 | -0.6319 | 0.264556 |
23 | 0.078219 | 0.7296 | 0.233804 |
24 | -0.023882 | -0.2228 | 0.412125 |
25 | 0.010743 | 0.1002 | 0.460206 |
26 | -0.035776 | -0.3337 | 0.369704 |
27 | 0.062019 | 0.5785 | 0.28222 |
28 | -0.034541 | -0.3222 | 0.374047 |
29 | 0.063777 | 0.5949 | 0.276737 |
30 | -0.026176 | -0.2441 | 0.403845 |
31 | -0.019102 | -0.1782 | 0.429501 |
32 | 0.017116 | 0.1596 | 0.436766 |
33 | 0.046324 | 0.4321 | 0.333377 |
34 | -0.102588 | -0.9569 | 0.170641 |
35 | -0.01636 | -0.1526 | 0.439536 |
36 | 0.062375 | 0.5818 | 0.281105 |
37 | -0.040969 | -0.3821 | 0.351648 |
38 | 0.068616 | 0.64 | 0.261924 |
39 | 0.04051 | 0.3779 | 0.35323 |
40 | -0.006821 | -0.0636 | 0.474709 |
41 | -0.071076 | -0.663 | 0.254555 |
42 | -5e-05 | -5e-04 | 0.499815 |
43 | 0.053638 | 0.5003 | 0.309063 |
44 | -0.11488 | -1.0715 | 0.143447 |
45 | 0.001634 | 0.0152 | 0.493937 |
46 | -0.006365 | -0.0594 | 0.476397 |
47 | -0.060516 | -0.5645 | 0.286947 |
48 | 0.110065 | 1.0266 | 0.153723 |
49 | -0.000404 | -0.0038 | 0.498502 |
50 | -0.032414 | -0.3023 | 0.381557 |
51 | -0.097184 | -0.9065 | 0.183595 |
52 | 0.019823 | 0.1849 | 0.426872 |
53 | -0.065503 | -0.611 | 0.271406 |
54 | -0.000237 | -0.0022 | 0.499122 |
55 | -0.03744 | -0.3492 | 0.363887 |
56 | 0.001347 | 0.0126 | 0.495004 |
57 | -0.006693 | -0.0624 | 0.475182 |
58 | -0.007797 | -0.0727 | 0.471095 |
59 | -0.028744 | -0.2681 | 0.394626 |
60 | -0.098122 | -0.9152 | 0.181302 |