Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.898914 | 7.4669 | 0 |
2 | 0.781736 | 6.4936 | 0 |
3 | 0.62357 | 5.1798 | 1e-06 |
4 | 0.462613 | 3.8428 | 0.000134 |
5 | 0.289744 | 2.4068 | 0.009387 |
6 | 0.129928 | 1.0793 | 0.142114 |
7 | -0.03955 | -0.3285 | 0.371753 |
8 | -0.18764 | -1.5587 | 0.061826 |
9 | -0.329312 | -2.7355 | 0.003956 |
10 | -0.430032 | -3.5721 | 0.000325 |
11 | -0.511026 | -4.2449 | 3.3e-05 |
12 | -0.564007 | -4.685 | 7e-06 |
13 | -0.545723 | -4.5331 | 1.2e-05 |
14 | -0.500065 | -4.1539 | 4.6e-05 |
15 | -0.429683 | -3.5692 | 0.000328 |
16 | -0.364071 | -3.0242 | 0.00175 |
17 | -0.293325 | -2.4365 | 0.008707 |
18 | -0.228028 | -1.8941 | 0.031199 |
19 | -0.150897 | -1.2534 | 0.107137 |
20 | -0.091293 | -0.7583 | 0.225417 |
21 | -0.020922 | -0.1738 | 0.431269 |
22 | 0.034755 | 0.2887 | 0.38684 |
23 | 0.075951 | 0.6309 | 0.265097 |
24 | 0.110339 | 0.9165 | 0.181288 |
25 | 0.130191 | 1.0815 | 0.141631 |
26 | 0.131987 | 1.0964 | 0.138366 |
27 | 0.125698 | 1.0441 | 0.150035 |
28 | 0.128886 | 1.0706 | 0.144039 |
29 | 0.128254 | 1.0654 | 0.145215 |
30 | 0.129944 | 1.0794 | 0.142085 |
31 | 0.124607 | 1.0351 | 0.152127 |
32 | 0.12356 | 1.0264 | 0.154151 |
33 | 0.11098 | 0.9219 | 0.179905 |
34 | 0.094718 | 0.7868 | 0.217051 |
35 | 0.077741 | 0.6458 | 0.260286 |
36 | 0.062307 | 0.5176 | 0.30321 |
37 | 0.036821 | 0.3059 | 0.380317 |
38 | 0.021282 | 0.1768 | 0.430099 |
39 | 0.010286 | 0.0854 | 0.46608 |
40 | -0.002034 | -0.0169 | 0.493285 |
41 | -0.014467 | -0.1202 | 0.452347 |
42 | -0.03019 | -0.2508 | 0.401367 |
43 | -0.051247 | -0.4257 | 0.33583 |
44 | -0.065946 | -0.5478 | 0.292803 |
45 | -0.086052 | -0.7148 | 0.238572 |
46 | -0.094522 | -0.7852 | 0.217525 |
47 | -0.103222 | -0.8574 | 0.197088 |
48 | -0.120148 | -0.998 | 0.160878 |
49 | -0.112441 | -0.934 | 0.176779 |
50 | -0.105494 | -0.8763 | 0.191954 |
51 | -0.106003 | -0.8805 | 0.190815 |
52 | -0.101369 | -0.842 | 0.201338 |
53 | -0.093495 | -0.7766 | 0.220016 |
54 | -0.077918 | -0.6472 | 0.259814 |
55 | -0.050876 | -0.4226 | 0.336949 |
56 | -0.029787 | -0.2474 | 0.402656 |
57 | -0.007569 | -0.0629 | 0.475023 |
58 | 0.009982 | 0.0829 | 0.467079 |
59 | 0.024917 | 0.207 | 0.41832 |
60 | 0.051389 | 0.4269 | 0.335402 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.898914 | 7.4669 | 0 |
2 | -0.137067 | -1.1386 | 0.129411 |
3 | -0.277418 | -2.3044 | 0.012107 |
4 | -0.093085 | -0.7732 | 0.221015 |
5 | -0.142066 | -1.1801 | 0.121009 |
6 | -0.05939 | -0.4933 | 0.311673 |
7 | -0.190439 | -1.5819 | 0.059122 |
8 | -0.07507 | -0.6236 | 0.267481 |
9 | -0.133222 | -1.1066 | 0.136149 |
10 | 0.001245 | 0.0103 | 0.49589 |
11 | -0.080394 | -0.6678 | 0.253244 |
12 | -0.103283 | -0.8579 | 0.196949 |
13 | 0.240273 | 1.9959 | 0.024949 |
14 | -0.012814 | -0.1064 | 0.457772 |
15 | -0.039776 | -0.3304 | 0.371048 |
16 | -0.157992 | -1.3124 | 0.09687 |
17 | -0.067674 | -0.5621 | 0.28792 |
18 | -0.051822 | -0.4305 | 0.3341 |
19 | -0.013536 | -0.1124 | 0.455402 |
20 | -0.108989 | -0.9053 | 0.184221 |
21 | 0.001297 | 0.0108 | 0.495718 |
22 | 0.039749 | 0.3302 | 0.371134 |
23 | -0.109467 | -0.9093 | 0.183178 |
24 | 0.015808 | 0.1313 | 0.447956 |
25 | -0.002431 | -0.0202 | 0.491973 |
26 | -0.036389 | -0.3023 | 0.381678 |
27 | -0.038728 | -0.3217 | 0.374326 |
28 | 0.042707 | 0.3547 | 0.36193 |
29 | -0.039984 | -0.3321 | 0.370399 |
30 | -0.006328 | -0.0526 | 0.479116 |
31 | 0.012314 | 0.1023 | 0.459413 |
32 | -0.02704 | -0.2246 | 0.411471 |
33 | 0.007608 | 0.0632 | 0.474897 |
34 | -0.053649 | -0.4456 | 0.328626 |
35 | -0.01547 | -0.1285 | 0.449063 |
36 | 0.000468 | 0.0039 | 0.498453 |
37 | -0.054821 | -0.4554 | 0.325133 |
38 | 0.003755 | 0.0312 | 0.487605 |
39 | 0.043185 | 0.3587 | 0.360449 |
40 | 0.009478 | 0.0787 | 0.468737 |
41 | -0.011636 | -0.0967 | 0.46164 |
42 | -0.008953 | -0.0744 | 0.470465 |
43 | -0.083675 | -0.6951 | 0.244678 |
44 | 0.028133 | 0.2337 | 0.407959 |
45 | -0.069851 | -0.5802 | 0.281825 |
46 | -0.012053 | -0.1001 | 0.460269 |
47 | -0.032585 | -0.2707 | 0.393725 |
48 | -0.089557 | -0.7439 | 0.229728 |
49 | 0.109959 | 0.9134 | 0.182111 |
50 | -0.026973 | -0.2241 | 0.411688 |
51 | -0.083135 | -0.6906 | 0.246076 |
52 | -0.014504 | -0.1205 | 0.452228 |
53 | 0.013415 | 0.1114 | 0.455799 |
54 | -0.018556 | -0.1541 | 0.438976 |
55 | 0.00274 | 0.0228 | 0.490955 |
56 | -0.045935 | -0.3816 | 0.35198 |
57 | -0.07663 | -0.6365 | 0.263266 |
58 | 0.04293 | 0.3566 | 0.361239 |
59 | -0.04659 | -0.387 | 0.349971 |
60 | 0.022263 | 0.1849 | 0.426913 |