Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.895456 | 8.2557 | 0 |
2 | 0.745856 | 6.8765 | 0 |
3 | 0.62484 | 5.7607 | 0 |
4 | 0.551134 | 5.0812 | 1e-06 |
5 | 0.52418 | 4.8327 | 3e-06 |
6 | 0.511644 | 4.7171 | 5e-06 |
7 | 0.46826 | 4.3171 | 2.1e-05 |
8 | 0.4145 | 3.8215 | 0.000126 |
9 | 0.39683 | 3.6586 | 0.00022 |
10 | 0.419613 | 3.8686 | 0.000107 |
11 | 0.47428 | 4.3726 | 1.7e-05 |
12 | 0.489105 | 4.5093 | 1e-05 |
13 | 0.366159 | 3.3758 | 0.000556 |
14 | 0.210616 | 1.9418 | 0.027738 |
15 | 0.083693 | 0.7716 | 0.221242 |
16 | 0.00259 | 0.0239 | 0.490501 |
17 | -0.03282 | -0.3026 | 0.381471 |
18 | -0.052475 | -0.4838 | 0.314887 |
19 | -0.090598 | -0.8353 | 0.202953 |
20 | -0.136311 | -1.2567 | 0.106148 |
21 | -0.152222 | -1.4034 | 0.082068 |
22 | -0.133401 | -1.2299 | 0.111065 |
23 | -0.092339 | -0.8513 | 0.198492 |
24 | -0.080122 | -0.7387 | 0.231065 |
25 | -0.171165 | -1.5781 | 0.059133 |
26 | -0.288104 | -2.6562 | 0.004718 |
27 | -0.381627 | -3.5184 | 0.00035 |
28 | -0.432042 | -3.9832 | 7.1e-05 |
29 | -0.44396 | -4.0931 | 4.8e-05 |
30 | -0.438668 | -4.0443 | 5.7e-05 |
31 | -0.440462 | -4.0609 | 5.4e-05 |
32 | -0.446034 | -4.1122 | 4.5e-05 |
33 | -0.423205 | -3.9018 | 9.5e-05 |
34 | -0.380163 | -3.5049 | 0.000366 |
35 | -0.323435 | -2.9819 | 0.001868 |
36 | -0.291622 | -2.6886 | 0.004316 |
37 | -0.344474 | -3.1759 | 0.001041 |
38 | -0.415824 | -3.8337 | 0.000121 |
39 | -0.462853 | -4.2673 | 2.6e-05 |
40 | -0.468891 | -4.323 | 2.1e-05 |
41 | -0.448335 | -4.1334 | 4.2e-05 |
42 | -0.41115 | -3.7906 | 0.00014 |
43 | -0.387043 | -3.5684 | 0.000297 |
44 | -0.36547 | -3.3695 | 0.000567 |
45 | -0.326307 | -3.0084 | 0.001727 |
46 | -0.275148 | -2.5367 | 0.006508 |
47 | -0.21196 | -1.9542 | 0.026984 |
48 | -0.16482 | -1.5196 | 0.066166 |
49 | -0.183658 | -1.6932 | 0.047036 |
50 | -0.217825 | -2.0083 | 0.023896 |
51 | -0.225967 | -2.0833 | 0.020114 |
52 | -0.202846 | -1.8701 | 0.032453 |
53 | -0.160441 | -1.4792 | 0.071392 |
54 | -0.104379 | -0.9623 | 0.169307 |
55 | -0.066214 | -0.6105 | 0.271591 |
56 | -0.033542 | -0.3092 | 0.378946 |
57 | 0.002652 | 0.0244 | 0.490277 |
58 | 0.043455 | 0.4006 | 0.344848 |
59 | 0.094305 | 0.8694 | 0.193526 |
60 | 0.138113 | 1.2733 | 0.103184 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.895456 | 8.2557 | 0 |
2 | -0.282528 | -2.6048 | 0.005425 |
3 | 0.116569 | 1.0747 | 0.142771 |
4 | 0.106482 | 0.9817 | 0.164514 |
5 | 0.134588 | 1.2408 | 0.109039 |
6 | 0.015237 | 0.1405 | 0.444306 |
7 | -0.127848 | -1.1787 | 0.120903 |
8 | 0.05383 | 0.4963 | 0.310486 |
9 | 0.190061 | 1.7523 | 0.041666 |
10 | 0.120964 | 1.1152 | 0.133948 |
11 | 0.13953 | 1.2864 | 0.100897 |
12 | -0.183695 | -1.6936 | 0.047003 |
13 | -0.594835 | -5.4841 | 0 |
14 | 0.058456 | 0.5389 | 0.295671 |
15 | -0.003899 | -0.0359 | 0.485704 |
16 | -0.0586 | -0.5403 | 0.295212 |
17 | -0.082156 | -0.7574 | 0.225441 |
18 | -0.101829 | -0.9388 | 0.175242 |
19 | 0.094938 | 0.8753 | 0.191943 |
20 | 0.062703 | 0.5781 | 0.282364 |
21 | -0.023898 | -0.2203 | 0.413071 |
22 | -0.031391 | -0.2894 | 0.386487 |
23 | -0.06921 | -0.6381 | 0.262567 |
24 | 0.076975 | 0.7097 | 0.239924 |
25 | -0.122531 | -1.1297 | 0.130894 |
26 | -0.057899 | -0.5338 | 0.297436 |
27 | -0.062516 | -0.5764 | 0.282946 |
28 | -0.022296 | -0.2056 | 0.418815 |
29 | -0.0299 | -0.2757 | 0.391738 |
30 | -0.040401 | -0.3725 | 0.355231 |
31 | 0.013246 | 0.1221 | 0.451547 |
32 | 0.028966 | 0.2671 | 0.395036 |
33 | 0.045262 | 0.4173 | 0.338758 |
34 | -0.077417 | -0.7138 | 0.238668 |
35 | -0.021193 | -0.1954 | 0.422776 |
36 | 0.014662 | 0.1352 | 0.446397 |
37 | -0.090001 | -0.8298 | 0.204497 |
38 | 0.014726 | 0.1358 | 0.446163 |
39 | -0.026808 | -0.2472 | 0.402691 |
40 | 0.015824 | 0.1459 | 0.442178 |
41 | -0.044173 | -0.4073 | 0.342423 |
42 | -0.006485 | -0.0598 | 0.476232 |
43 | -0.083825 | -0.7728 | 0.220883 |
44 | 0.023433 | 0.216 | 0.414735 |
45 | -0.064975 | -0.599 | 0.27537 |
46 | -0.031304 | -0.2886 | 0.38679 |
47 | 0.01594 | 0.147 | 0.441754 |
48 | 0.047125 | 0.4345 | 0.332524 |
49 | 0.012207 | 0.1125 | 0.455328 |
50 | -0.013809 | -0.1273 | 0.449498 |
51 | 0.04375 | 0.4034 | 0.343849 |
52 | 0.010557 | 0.0973 | 0.461348 |
53 | 0.014531 | 0.134 | 0.446873 |
54 | 0.023013 | 0.2122 | 0.416242 |
55 | -0.078357 | -0.7224 | 0.236012 |
56 | 0.035951 | 0.3315 | 0.370559 |
57 | -0.083531 | -0.7701 | 0.221684 |
58 | -0.005668 | -0.0523 | 0.479225 |
59 | -0.000132 | -0.0012 | 0.499514 |
60 | 0.036799 | 0.3393 | 0.367621 |