Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.852946 | 6.6617 | 0 |
2 | 0.634231 | 4.9535 | 3e-06 |
3 | 0.518338 | 4.0483 | 7.4e-05 |
4 | 0.542175 | 4.2345 | 3.9e-05 |
5 | 0.631933 | 4.9356 | 3e-06 |
6 | 0.67582 | 5.2783 | 1e-06 |
7 | 0.597725 | 4.6684 | 9e-06 |
8 | 0.45116 | 3.5237 | 0.000407 |
9 | 0.34236 | 2.6739 | 0.004804 |
10 | 0.315562 | 2.4646 | 0.008274 |
11 | 0.363267 | 2.8372 | 0.003085 |
12 | 0.371012 | 2.8977 | 0.002608 |
13 | 0.288164 | 2.2506 | 0.014012 |
14 | 0.189428 | 1.4795 | 0.072079 |
15 | 0.130799 | 1.0216 | 0.155509 |
16 | 0.098566 | 0.7698 | 0.222187 |
17 | 0.075219 | 0.5875 | 0.279525 |
18 | 0.036182 | 0.2826 | 0.389224 |
19 | -0.028644 | -0.2237 | 0.411862 |
20 | -0.097921 | -0.7648 | 0.223674 |
21 | -0.150268 | -1.1736 | 0.122553 |
22 | -0.17767 | -1.3876 | 0.085146 |
23 | -0.178878 | -1.3971 | 0.083725 |
24 | -0.200126 | -1.563 | 0.061609 |
25 | -0.257191 | -2.0087 | 0.024499 |
26 | -0.294251 | -2.2982 | 0.012497 |
27 | -0.291624 | -2.2777 | 0.013132 |
28 | -0.27601 | -2.1557 | 0.01753 |
29 | -0.261738 | -2.0442 | 0.022627 |
30 | -0.269252 | -2.1029 | 0.019803 |
31 | -0.30674 | -2.3957 | 0.009836 |
32 | -0.348201 | -2.7195 | 0.004252 |
33 | -0.367141 | -2.8675 | 0.002837 |
34 | -0.335081 | -2.6171 | 0.005583 |
35 | -0.281411 | -2.1979 | 0.015881 |
36 | -0.280922 | -2.1941 | 0.016025 |
37 | -0.32183 | -2.5136 | 0.007304 |
38 | -0.344398 | -2.6898 | 0.004604 |
39 | -0.325135 | -2.5394 | 0.006835 |
40 | -0.267903 | -2.0924 | 0.020286 |
41 | -0.214783 | -1.6775 | 0.049281 |
42 | -0.203105 | -1.5863 | 0.058921 |
43 | -0.241068 | -1.8828 | 0.032249 |
44 | -0.279769 | -2.1851 | 0.016367 |
45 | -0.254019 | -1.984 | 0.025883 |
46 | -0.154597 | -1.2074 | 0.115961 |
47 | -0.061401 | -0.4796 | 0.316629 |
48 | -0.058055 | -0.4534 | 0.325927 |
49 | -0.109655 | -0.8564 | 0.197555 |
50 | -0.150994 | -1.1793 | 0.121428 |
51 | -0.130488 | -1.0191 | 0.15608 |
52 | -0.065899 | -0.5147 | 0.304316 |
53 | -0.003388 | -0.0265 | 0.489488 |
54 | 0.010256 | 0.0801 | 0.468209 |
55 | -0.010415 | -0.0813 | 0.467719 |
56 | -0.039737 | -0.3104 | 0.378675 |
57 | -0.038651 | -0.3019 | 0.381889 |
58 | 0.000626 | 0.0049 | 0.498058 |
59 | 0.031855 | 0.2488 | 0.402179 |
60 | 0.020733 | 0.1619 | 0.435949 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.852946 | 6.6617 | 0 |
2 | -0.342352 | -2.6739 | 0.004805 |
3 | 0.349952 | 2.7332 | 0.004098 |
4 | 0.281235 | 2.1965 | 0.015933 |
5 | 0.206603 | 1.6136 | 0.055886 |
6 | 0.045275 | 0.3536 | 0.362426 |
7 | -0.17432 | -1.3615 | 0.089184 |
8 | -0.090474 | -0.7066 | 0.241244 |
9 | -0.05115 | -0.3995 | 0.345463 |
10 | -0.072101 | -0.5631 | 0.287705 |
11 | 0.092914 | 0.7257 | 0.235404 |
12 | -0.200204 | -1.5636 | 0.061538 |
13 | -0.076853 | -0.6002 | 0.275284 |
14 | 0.115081 | 0.8988 | 0.186144 |
15 | -0.0414 | -0.3233 | 0.373772 |
16 | -0.138483 | -1.0816 | 0.141847 |
17 | -0.081391 | -0.6357 | 0.263681 |
18 | -0.064053 | -0.5003 | 0.309342 |
19 | -0.031944 | -0.2495 | 0.401911 |
20 | -0.089881 | -0.702 | 0.242677 |
21 | -0.060155 | -0.4698 | 0.320077 |
22 | -0.022029 | -0.1721 | 0.431983 |
23 | 0.070435 | 0.5501 | 0.292125 |
24 | -0.036513 | -0.2852 | 0.388238 |
25 | -0.063604 | -0.4968 | 0.310571 |
26 | 0.082106 | 0.6413 | 0.261875 |
27 | 0.067254 | 0.5253 | 0.300651 |
28 | 0.019872 | 0.1552 | 0.438585 |
29 | 0.043879 | 0.3427 | 0.366498 |
30 | -0.036088 | -0.2819 | 0.389504 |
31 | -0.041872 | -0.327 | 0.372382 |
32 | -0.0612 | -0.478 | 0.317183 |
33 | -0.061846 | -0.483 | 0.315401 |
34 | 0.073714 | 0.5757 | 0.283459 |
35 | -0.035143 | -0.2745 | 0.392322 |
36 | -0.121036 | -0.9453 | 0.174113 |
37 | 0.050238 | 0.3924 | 0.348075 |
38 | 0.005156 | 0.0403 | 0.484006 |
39 | 0.018111 | 0.1415 | 0.44399 |
40 | 0.060865 | 0.4754 | 0.318111 |
41 | -0.081147 | -0.6338 | 0.264298 |
42 | -0.006434 | -0.0503 | 0.480043 |
43 | -0.116289 | -0.9082 | 0.183662 |
44 | -0.040272 | -0.3145 | 0.377094 |
45 | 0.123781 | 0.9668 | 0.168741 |
46 | 0.066056 | 0.5159 | 0.30389 |
47 | 0.040174 | 0.3138 | 0.377385 |
48 | -0.03791 | -0.2961 | 0.384084 |
49 | 0.03854 | 0.301 | 0.382218 |
50 | -0.03918 | -0.306 | 0.38032 |
51 | -0.015803 | -0.1234 | 0.451088 |
52 | -0.080935 | -0.6321 | 0.264834 |
53 | -0.041549 | -0.3245 | 0.373331 |
54 | -0.026139 | -0.2042 | 0.419456 |
55 | 0.076467 | 0.5972 | 0.276283 |
56 | -0.075836 | -0.5923 | 0.27792 |
57 | -0.023329 | -0.1822 | 0.428012 |
58 | -0.045423 | -0.3548 | 0.361994 |
59 | -0.025432 | -0.1986 | 0.421607 |
60 | -0.04155 | -0.3245 | 0.373329 |