Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.918371 | 7.7926 | 0 |
2 | 0.818574 | 6.9458 | 0 |
3 | 0.703273 | 5.9675 | 0 |
4 | 0.593931 | 5.0397 | 2e-06 |
5 | 0.498702 | 4.2316 | 3.4e-05 |
6 | 0.420209 | 3.5656 | 0.000325 |
7 | 0.35964 | 3.0516 | 0.001593 |
8 | 0.305821 | 2.595 | 0.005728 |
9 | 0.263721 | 2.2377 | 0.014166 |
10 | 0.226365 | 1.9208 | 0.02936 |
11 | 0.187319 | 1.5895 | 0.05817 |
12 | 0.146708 | 1.2449 | 0.108611 |
13 | 0.099154 | 0.8413 | 0.20147 |
14 | 0.063883 | 0.5421 | 0.294724 |
15 | 0.046128 | 0.3914 | 0.348324 |
16 | 0.050932 | 0.4322 | 0.333453 |
17 | 0.058101 | 0.493 | 0.311755 |
18 | 0.065515 | 0.5559 | 0.289996 |
19 | 0.093893 | 0.7967 | 0.21412 |
20 | 0.141173 | 1.1979 | 0.117444 |
21 | 0.192786 | 1.6358 | 0.053118 |
22 | 0.24798 | 2.1042 | 0.019428 |
23 | 0.27898 | 2.3672 | 0.010306 |
24 | 0.285587 | 2.4233 | 0.008948 |
25 | 0.259903 | 2.2053 | 0.015312 |
26 | 0.218795 | 1.8565 | 0.033734 |
27 | 0.170064 | 1.443 | 0.076673 |
28 | 0.103424 | 0.8776 | 0.191545 |
29 | 0.036169 | 0.3069 | 0.379901 |
30 | -0.032112 | -0.2725 | 0.393018 |
31 | -0.089615 | -0.7604 | 0.224747 |
32 | -0.13822 | -1.1728 | 0.122364 |
33 | -0.180727 | -1.5335 | 0.064765 |
34 | -0.223906 | -1.8999 | 0.030725 |
35 | -0.277274 | -2.3528 | 0.010685 |
36 | -0.309552 | -2.6266 | 0.005265 |
37 | -0.35344 | -2.999 | 0.001858 |
38 | -0.368213 | -3.1244 | 0.001284 |
39 | -0.368521 | -3.127 | 0.001274 |
40 | -0.372005 | -3.1566 | 0.001166 |
41 | -0.366617 | -3.1108 | 0.001337 |
42 | -0.360425 | -3.0583 | 0.001562 |
43 | -0.340449 | -2.8888 | 0.002553 |
44 | -0.306395 | -2.5998 | 0.005654 |
45 | -0.264461 | -2.244 | 0.013953 |
46 | -0.222202 | -1.8854 | 0.031702 |
47 | -0.180441 | -1.5311 | 0.065065 |
48 | -0.142096 | -1.2057 | 0.115936 |
49 | -0.123649 | -1.0492 | 0.148799 |
50 | -0.117878 | -1.0002 | 0.160276 |
51 | -0.135577 | -1.1504 | 0.126892 |
52 | -0.163828 | -1.3901 | 0.084387 |
53 | -0.196465 | -1.6671 | 0.049923 |
54 | -0.218793 | -1.8565 | 0.033736 |
55 | -0.218336 | -1.8526 | 0.034016 |
56 | -0.200136 | -1.6982 | 0.046893 |
57 | -0.18736 | -1.5898 | 0.05813 |
58 | -0.171847 | -1.4582 | 0.074571 |
59 | -0.159172 | -1.3506 | 0.090524 |
60 | -0.15596 | -1.3234 | 0.094951 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.918371 | 7.7926 | 0 |
2 | -0.158576 | -1.3456 | 0.091332 |
3 | -0.144511 | -1.2262 | 0.112057 |
4 | -0.010575 | -0.0897 | 0.464373 |
5 | 0.024695 | 0.2095 | 0.417309 |
6 | 0.02261 | 0.1919 | 0.4242 |
7 | 0.029925 | 0.2539 | 0.400141 |
8 | -0.034084 | -0.2892 | 0.386626 |
9 | 0.019226 | 0.1631 | 0.435433 |
10 | -0.008847 | -0.0751 | 0.470184 |
11 | -0.04798 | -0.4071 | 0.342561 |
12 | -0.034131 | -0.2896 | 0.386472 |
13 | -0.065253 | -0.5537 | 0.290753 |
14 | 0.058595 | 0.4972 | 0.310283 |
15 | 0.082608 | 0.701 | 0.242795 |
16 | 0.088272 | 0.749 | 0.228144 |
17 | -0.04324 | -0.3669 | 0.357384 |
18 | -0.024733 | -0.2099 | 0.417183 |
19 | 0.159478 | 1.3532 | 0.09011 |
20 | 0.157318 | 1.3349 | 0.093059 |
21 | 0.03102 | 0.2632 | 0.39657 |
22 | 0.054228 | 0.4601 | 0.323402 |
23 | -0.101073 | -0.8576 | 0.19697 |
24 | -0.071362 | -0.6055 | 0.273366 |
25 | -0.1139 | -0.9665 | 0.16852 |
26 | -0.055607 | -0.4718 | 0.319234 |
27 | -0.031093 | -0.2638 | 0.396332 |
28 | -0.150124 | -1.2738 | 0.103408 |
29 | -0.053117 | -0.4507 | 0.326777 |
30 | -0.060954 | -0.5172 | 0.303297 |
31 | -0.040173 | -0.3409 | 0.367095 |
32 | -0.046182 | -0.3919 | 0.348156 |
33 | -0.026895 | -0.2282 | 0.410066 |
34 | -0.028898 | -0.2452 | 0.403496 |
35 | -0.080541 | -0.6834 | 0.24827 |
36 | 0.098632 | 0.8369 | 0.202704 |
37 | -0.137996 | -1.1709 | 0.122743 |
38 | 0.112364 | 0.9534 | 0.171779 |
39 | 0.031642 | 0.2685 | 0.394544 |
40 | -0.103215 | -0.8758 | 0.192025 |
41 | -0.001856 | -0.0158 | 0.493738 |
42 | -0.07995 | -0.6784 | 0.249847 |
43 | -0.028463 | -0.2415 | 0.404922 |
44 | 0.046692 | 0.3962 | 0.346568 |
45 | 0.010657 | 0.0904 | 0.464101 |
46 | -0.028951 | -0.2457 | 0.403322 |
47 | 0.031051 | 0.2635 | 0.396469 |
48 | 0.001153 | 0.0098 | 0.496112 |
49 | -0.08323 | -0.7062 | 0.241162 |
50 | -0.009309 | -0.079 | 0.468631 |
51 | -0.074595 | -0.633 | 0.264383 |
52 | 0.002722 | 0.0231 | 0.49082 |
53 | 0.00731 | 0.062 | 0.475356 |
54 | 0.060483 | 0.5132 | 0.304687 |
55 | 0.097175 | 0.8246 | 0.206172 |
56 | 0.094363 | 0.8007 | 0.212972 |
57 | 0.00106 | 0.009 | 0.496425 |
58 | 0.038708 | 0.3284 | 0.371763 |
59 | 0.076929 | 0.6528 | 0.257995 |
60 | -0.075153 | -0.6377 | 0.262849 |