Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.882019 | 12.9028 | 0 |
2 | 0.663256 | 9.7026 | 0 |
3 | 0.469648 | 6.8704 | 0 |
4 | 0.353622 | 5.173 | 0 |
5 | 0.310928 | 4.5485 | 5e-06 |
6 | 0.286793 | 4.1954 | 2e-05 |
7 | 0.254254 | 3.7194 | 0.000128 |
8 | 0.228836 | 3.3476 | 0.000481 |
9 | 0.249863 | 3.6552 | 0.000162 |
10 | 0.328446 | 4.8048 | 1e-06 |
11 | 0.440868 | 6.4493 | 0 |
12 | 0.49202 | 7.1976 | 0 |
13 | 0.38546 | 5.6388 | 0 |
14 | 0.220345 | 3.2234 | 0.000732 |
15 | 0.078416 | 1.1471 | 0.126304 |
16 | -0.012922 | -0.189 | 0.425122 |
17 | -0.054968 | -0.8041 | 0.211112 |
18 | -0.079796 | -1.1673 | 0.122192 |
19 | -0.09277 | -1.3571 | 0.088089 |
20 | -0.083079 | -1.2153 | 0.112787 |
21 | -0.031536 | -0.4613 | 0.322513 |
22 | 0.057891 | 0.8469 | 0.199004 |
23 | 0.157639 | 2.3061 | 0.011032 |
24 | 0.186375 | 2.7264 | 0.003467 |
25 | 0.074002 | 1.0826 | 0.140111 |
26 | -0.077471 | -1.1333 | 0.129178 |
27 | -0.193818 | -2.8353 | 0.002509 |
28 | -0.25132 | -3.6765 | 0.00015 |
29 | -0.258918 | -3.7877 | 9.9e-05 |
30 | -0.251123 | -3.6736 | 0.000151 |
31 | -0.236307 | -3.4569 | 0.00033 |
32 | -0.207768 | -3.0394 | 0.001333 |
33 | -0.147202 | -2.1534 | 0.016203 |
34 | -0.056242 | -0.8227 | 0.205785 |
35 | 0.039212 | 0.5736 | 0.283413 |
36 | 0.06456 | 0.9444 | 0.173009 |
37 | -0.038088 | -0.5572 | 0.288995 |
38 | -0.173996 | -2.5453 | 0.005811 |
39 | -0.275124 | -4.0247 | 4e-05 |
40 | -0.321746 | -4.7067 | 2e-06 |
41 | -0.32682 | -4.781 | 2e-06 |
42 | -0.32225 | -4.7141 | 2e-06 |
43 | -0.311629 | -4.5587 | 4e-06 |
44 | -0.281061 | -4.1116 | 2.8e-05 |
45 | -0.207643 | -3.0376 | 0.001341 |
46 | -0.094523 | -1.3827 | 0.084092 |
47 | 0.024692 | 0.3612 | 0.359148 |
48 | 0.06676 | 0.9766 | 0.164932 |
49 | -0.022574 | -0.3302 | 0.370773 |
50 | -0.149294 | -2.184 | 0.015025 |
51 | -0.242446 | -3.5467 | 0.00024 |
52 | -0.278615 | -4.0758 | 3.2e-05 |
53 | -0.272444 | -3.9855 | 4.6e-05 |
54 | -0.259274 | -3.7928 | 9.7e-05 |
55 | -0.248943 | -3.6417 | 0.00017 |
56 | -0.227532 | -3.3285 | 0.000514 |
57 | -0.171823 | -2.5135 | 0.006344 |
58 | -0.082203 | -1.2025 | 0.115244 |
59 | 0.01234 | 0.1805 | 0.428457 |
60 | 0.035255 | 0.5157 | 0.303288 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.882019 | 12.9028 | 0 |
2 | -0.51657 | -7.5568 | 0 |
3 | 0.233871 | 3.4212 | 0.000373 |
4 | 0.081175 | 1.1875 | 0.118175 |
5 | 0.075989 | 1.1116 | 0.133774 |
6 | -0.105367 | -1.5414 | 0.062349 |
7 | 0.049822 | 0.7288 | 0.23345 |
8 | 0.105702 | 1.5463 | 0.061756 |
9 | 0.21814 | 3.1911 | 0.000815 |
10 | 0.147952 | 2.1644 | 0.015772 |
11 | 0.172278 | 2.5202 | 0.006229 |
12 | -0.266033 | -3.8917 | 6.6e-05 |
13 | -0.489957 | -7.1674 | 0 |
14 | 0.399077 | 5.838 | 0 |
15 | -0.208158 | -3.0451 | 0.001309 |
16 | -0.200869 | -2.9385 | 0.00183 |
17 | 0.023485 | 0.3436 | 0.36576 |
18 | 0.118463 | 1.733 | 0.042271 |
19 | 0.055639 | 0.8139 | 0.208294 |
20 | -0.017187 | -0.2514 | 0.400864 |
21 | 0.105018 | 1.5363 | 0.062973 |
22 | -0.004815 | -0.0704 | 0.471956 |
23 | -0.119087 | -1.7421 | 0.041465 |
24 | -0.107488 | -1.5724 | 0.058665 |
25 | -0.169208 | -2.4753 | 0.007044 |
26 | 0.109047 | 1.5952 | 0.056069 |
27 | -0.045724 | -0.6689 | 0.252147 |
28 | 0.028547 | 0.4176 | 0.338327 |
29 | 0.006492 | 0.095 | 0.462215 |
30 | 0.054615 | 0.7989 | 0.212604 |
31 | -0.022728 | -0.3325 | 0.369925 |
32 | -0.002436 | -0.0356 | 0.485802 |
33 | 0.046073 | 0.674 | 0.250522 |
34 | -0.043556 | -0.6372 | 0.26235 |
35 | -0.08849 | -1.2945 | 0.098443 |
36 | -0.031244 | -0.4571 | 0.324045 |
37 | -0.06119 | -0.8951 | 0.185862 |
38 | 0.008458 | 0.1237 | 0.45082 |
39 | -0.005776 | -0.0845 | 0.466373 |
40 | -0.03791 | -0.5546 | 0.289884 |
41 | -0.07732 | -1.1311 | 0.129641 |
42 | -0.030409 | -0.4448 | 0.328442 |
43 | -0.018297 | -0.2677 | 0.394608 |
44 | 0.067666 | 0.9899 | 0.161678 |
45 | 0.079209 | 1.1587 | 0.123931 |
46 | 0.054177 | 0.7925 | 0.214463 |
47 | 0.008803 | 0.1288 | 0.448829 |
48 | -0.072509 | -1.0607 | 0.145008 |
49 | -0.058828 | -0.8606 | 0.195216 |
50 | -0.005518 | -0.0807 | 0.46787 |
51 | -0.040314 | -0.5897 | 0.277991 |
52 | -0.052425 | -0.7669 | 0.221988 |
53 | -0.031074 | -0.4546 | 0.324941 |
54 | -0.007645 | -0.1118 | 0.455531 |
55 | -0.04683 | -0.6851 | 0.247021 |
56 | 0.032429 | 0.4744 | 0.317853 |
57 | -0.013619 | -0.1992 | 0.421134 |
58 | -0.046423 | -0.6791 | 0.248902 |
59 | -0.049143 | -0.7189 | 0.236495 |
60 | -0.043864 | -0.6417 | 0.260885 |