Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.931943 | 13.2454 | 0 |
2 | 0.780994 | 11.1 | 0 |
3 | 0.61889 | 8.7961 | 0 |
4 | 0.50113 | 7.1224 | 0 |
5 | 0.436839 | 6.2087 | 0 |
6 | 0.401042 | 5.6999 | 0 |
7 | 0.355627 | 5.0544 | 0 |
8 | 0.278004 | 3.9512 | 5.4e-05 |
9 | 0.169246 | 2.4054 | 0.008527 |
10 | 0.052311 | 0.7435 | 0.229027 |
11 | -0.033635 | -0.478 | 0.316567 |
12 | -0.062737 | -0.8917 | 0.18682 |
13 | -0.032507 | -0.462 | 0.322286 |
14 | 0.024413 | 0.347 | 0.364484 |
15 | 0.065803 | 0.9352 | 0.17539 |
16 | 0.067039 | 0.9528 | 0.170915 |
17 | 0.038373 | 0.5454 | 0.293046 |
18 | 0.000427 | 0.0061 | 0.497581 |
19 | -0.02715 | -0.3859 | 0.35 |
20 | -0.039554 | -0.5622 | 0.287311 |
21 | -0.042803 | -0.6083 | 0.271822 |
22 | -0.046932 | -0.667 | 0.252758 |
23 | -0.06242 | -0.8872 | 0.188025 |
24 | -0.093535 | -1.3294 | 0.092611 |
25 | -0.134998 | -1.9187 | 0.028217 |
26 | -0.169882 | -2.4145 | 0.008325 |
27 | -0.189027 | -2.6866 | 0.00391 |
28 | -0.182436 | -2.5929 | 0.005106 |
29 | -0.153819 | -2.1862 | 0.014976 |
30 | -0.115005 | -1.6345 | 0.051853 |
31 | -0.080519 | -1.1444 | 0.126907 |
32 | -0.06434 | -0.9144 | 0.180789 |
33 | -0.0739 | -1.0503 | 0.147415 |
34 | -0.106376 | -1.5119 | 0.066062 |
35 | -0.144082 | -2.0478 | 0.020937 |
36 | -0.169367 | -2.4072 | 0.008488 |
37 | -0.171425 | -2.4364 | 0.00785 |
38 | -0.160493 | -2.281 | 0.011795 |
39 | -0.149665 | -2.1271 | 0.017311 |
40 | -0.150441 | -2.1382 | 0.016852 |
41 | -0.164555 | -2.3388 | 0.010163 |
42 | -0.18314 | -2.6029 | 0.004965 |
43 | -0.193381 | -2.7485 | 0.003265 |
44 | -0.184903 | -2.628 | 0.004625 |
45 | -0.151654 | -2.1554 | 0.016157 |
46 | -0.096023 | -1.3647 | 0.086927 |
47 | -0.035635 | -0.5065 | 0.306541 |
48 | 0.010094 | 0.1435 | 0.443035 |
49 | 0.0292 | 0.415 | 0.33929 |
50 | 0.02673 | 0.3799 | 0.352208 |
51 | 0.013169 | 0.1872 | 0.425859 |
52 | 0.000506 | 0.0072 | 0.497132 |
53 | -0.008964 | -0.1274 | 0.449374 |
54 | -0.014329 | -0.2037 | 0.419414 |
55 | -0.017344 | -0.2465 | 0.402773 |
56 | -0.02096 | -0.2979 | 0.383045 |
57 | -0.029866 | -0.4245 | 0.335834 |
58 | -0.046208 | -0.6567 | 0.256048 |
59 | -0.06416 | -0.9119 | 0.181459 |
60 | -0.074537 | -1.0594 | 0.145348 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.931943 | 13.2454 | 0 |
2 | -0.665672 | -9.461 | 0 |
3 | 0.36756 | 5.224 | 0 |
4 | 0.188597 | 2.6805 | 0.00398 |
5 | -0.102878 | -1.4622 | 0.072623 |
6 | -0.083434 | -1.1858 | 0.118542 |
7 | -0.139541 | -1.9832 | 0.024347 |
8 | -0.081811 | -1.1628 | 0.123151 |
9 | -0.088858 | -1.2629 | 0.10404 |
10 | -0.016275 | -0.2313 | 0.408654 |
11 | 0.198387 | 2.8196 | 0.002644 |
12 | 0.07951 | 1.13 | 0.129899 |
13 | 0.12773 | 1.8154 | 0.035474 |
14 | -0.087718 | -1.2467 | 0.106974 |
15 | -0.059259 | -0.8422 | 0.200329 |
16 | 0.00228 | 0.0324 | 0.487092 |
17 | 0.047531 | 0.6755 | 0.25005 |
18 | -0.156208 | -2.2201 | 0.013761 |
19 | -0.076703 | -1.0902 | 0.138472 |
20 | -0.068866 | -0.9788 | 0.164433 |
21 | -0.003513 | -0.0499 | 0.480117 |
22 | 0.022214 | 0.3157 | 0.376269 |
23 | -0.006714 | -0.0954 | 0.462038 |
24 | 0.013428 | 0.1908 | 0.42442 |
25 | 0.01434 | 0.2038 | 0.419354 |
26 | 0.047606 | 0.6766 | 0.249715 |
27 | -0.097017 | -1.3789 | 0.084731 |
28 | 0.134969 | 1.9183 | 0.028243 |
29 | 0.035851 | 0.5095 | 0.305467 |
30 | -0.038383 | -0.5455 | 0.292996 |
31 | -0.041993 | -0.5968 | 0.275644 |
32 | -0.159705 | -2.2698 | 0.012137 |
33 | -0.094835 | -1.3479 | 0.089607 |
34 | -0.106808 | -1.518 | 0.065286 |
35 | 0.038905 | 0.5529 | 0.290457 |
36 | 0.007121 | 0.1012 | 0.459743 |
37 | 0.039476 | 0.5611 | 0.287688 |
38 | -0.017032 | -0.2421 | 0.404483 |
39 | 0.091569 | 1.3014 | 0.097295 |
40 | 0.048321 | 0.6868 | 0.24651 |
41 | 0.007286 | 0.1035 | 0.458815 |
42 | 0.033855 | 0.4812 | 0.315458 |
43 | -0.095522 | -1.3576 | 0.088048 |
44 | -0.041584 | -0.591 | 0.277582 |
45 | 0.012934 | 0.1838 | 0.427169 |
46 | 0.03974 | 0.5648 | 0.286416 |
47 | -0.027785 | -0.3949 | 0.346669 |
48 | -0.01544 | -0.2194 | 0.413263 |
49 | -0.008508 | -0.1209 | 0.451938 |
50 | -0.016024 | -0.2277 | 0.410038 |
51 | -0.063452 | -0.9018 | 0.184112 |
52 | -0.01442 | -0.2049 | 0.418911 |
53 | 0.000213 | 0.003 | 0.498795 |
54 | 0.034515 | 0.4906 | 0.312138 |
55 | 0.045477 | 0.6463 | 0.259393 |
56 | 0.020065 | 0.2852 | 0.3879 |
57 | -0.019265 | -0.2738 | 0.392256 |
58 | 0.009552 | 0.1358 | 0.446073 |
59 | -0.021183 | -0.3011 | 0.381835 |
60 | -0.04232 | -0.6015 | 0.274095 |