Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.845371 | 7.1732 | 0 |
2 | 0.663196 | 5.6274 | 0 |
3 | 0.436442 | 3.7033 | 0.000207 |
4 | 0.206746 | 1.7543 | 0.041817 |
5 | 0.080464 | 0.6828 | 0.248476 |
6 | 0.035488 | 0.3011 | 0.382094 |
7 | 0.035745 | 0.3033 | 0.381265 |
8 | 0.104155 | 0.8838 | 0.189878 |
9 | 0.205839 | 1.7466 | 0.042485 |
10 | 0.279456 | 2.3713 | 0.010203 |
11 | 0.308583 | 2.6184 | 0.005382 |
12 | 0.289491 | 2.4564 | 0.008223 |
13 | 0.188744 | 1.6015 | 0.056818 |
14 | 0.06049 | 0.5133 | 0.304666 |
15 | -0.063412 | -0.5381 | 0.296094 |
16 | -0.20934 | -1.7763 | 0.039953 |
17 | -0.270849 | -2.2982 | 0.012228 |
18 | -0.279931 | -2.3753 | 0.0101 |
19 | -0.226501 | -1.9219 | 0.029287 |
20 | -0.107038 | -0.9082 | 0.183389 |
21 | -0.011537 | -0.0979 | 0.461145 |
22 | 0.072068 | 0.6115 | 0.271392 |
23 | 0.133244 | 1.1306 | 0.130985 |
24 | 0.119782 | 1.0164 | 0.156425 |
25 | 0.08164 | 0.6927 | 0.245351 |
26 | 0.008658 | 0.0735 | 0.470821 |
27 | -0.09037 | -0.7668 | 0.222849 |
28 | -0.17352 | -1.4724 | 0.07264 |
29 | -0.201106 | -1.7064 | 0.046118 |
30 | -0.229348 | -1.9461 | 0.027774 |
31 | -0.216316 | -1.8355 | 0.035281 |
32 | -0.178799 | -1.5172 | 0.066802 |
33 | -0.151175 | -1.2828 | 0.101844 |
34 | -0.09963 | -0.8454 | 0.200347 |
35 | -0.051527 | -0.4372 | 0.33163 |
36 | -0.084467 | -0.7167 | 0.237931 |
37 | -0.125747 | -1.067 | 0.144768 |
38 | -0.17754 | -1.5065 | 0.06816 |
39 | -0.253204 | -2.1485 | 0.017519 |
40 | -0.287299 | -2.4378 | 0.008623 |
41 | -0.294489 | -2.4988 | 0.007372 |
42 | -0.280965 | -2.3841 | 0.00988 |
43 | -0.250681 | -2.1271 | 0.018419 |
44 | -0.178371 | -1.5135 | 0.067262 |
45 | -0.117339 | -0.9957 | 0.161376 |
46 | -0.062494 | -0.5303 | 0.298776 |
47 | -0.012283 | -0.1042 | 0.458639 |
48 | -0.003181 | -0.027 | 0.489269 |
49 | 0.007661 | 0.065 | 0.474174 |
50 | 0.011995 | 0.1018 | 0.459608 |
51 | -0.003565 | -0.0302 | 0.487976 |
52 | -0.003283 | -0.0279 | 0.488927 |
53 | -0.00888 | -0.0754 | 0.470072 |
54 | -0.005932 | -0.0503 | 0.479997 |
55 | 0.02023 | 0.1717 | 0.432094 |
56 | 0.023065 | 0.1957 | 0.422693 |
57 | 0.048981 | 0.4156 | 0.339463 |
58 | 0.057369 | 0.4868 | 0.313941 |
59 | 0.050916 | 0.432 | 0.333502 |
60 | 0.036414 | 0.309 | 0.379115 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.845371 | 7.1732 | 0 |
2 | -0.180325 | -1.5301 | 0.065186 |
3 | -0.263926 | -2.2395 | 0.014107 |
4 | -0.15541 | -1.3187 | 0.095725 |
5 | 0.2358 | 2.0008 | 0.024591 |
6 | 0.170689 | 1.4483 | 0.07593 |
7 | -0.046161 | -0.3917 | 0.348223 |
8 | 0.084075 | 0.7134 | 0.238953 |
9 | 0.191255 | 1.6229 | 0.054496 |
10 | 0.004783 | 0.0406 | 0.48387 |
11 | -0.140689 | -1.1938 | 0.118241 |
12 | -0.028376 | -0.2408 | 0.405205 |
13 | -0.091738 | -0.7784 | 0.219435 |
14 | -0.074628 | -0.6332 | 0.264291 |
15 | -0.043132 | -0.366 | 0.357723 |
16 | -0.203087 | -1.7233 | 0.044568 |
17 | 0.09451 | 0.8019 | 0.212612 |
18 | 0.03085 | 0.2618 | 0.397123 |
19 | 0.061079 | 0.5183 | 0.302928 |
20 | 0.063547 | 0.5392 | 0.2957 |
21 | -0.110816 | -0.9403 | 0.175103 |
22 | 0.076584 | 0.6498 | 0.258932 |
23 | 0.138692 | 1.1768 | 0.121567 |
24 | -0.093813 | -0.796 | 0.214317 |
25 | -0.003201 | -0.0272 | 0.489205 |
26 | -0.012399 | -0.1052 | 0.458253 |
27 | -0.045734 | -0.3881 | 0.349555 |
28 | -0.048449 | -0.4111 | 0.341109 |
29 | 0.024069 | 0.2042 | 0.419373 |
30 | -0.195003 | -1.6547 | 0.051174 |
31 | -0.051757 | -0.4392 | 0.330927 |
32 | -0.067391 | -0.5718 | 0.284609 |
33 | -0.00714 | -0.0606 | 0.475928 |
34 | 0.049141 | 0.417 | 0.33897 |
35 | -0.026167 | -0.222 | 0.412458 |
36 | -0.189475 | -1.6078 | 0.056133 |
37 | -0.004694 | -0.0398 | 0.484171 |
38 | 0.104825 | 0.8895 | 0.188357 |
39 | -0.014166 | -0.1202 | 0.452328 |
40 | -0.082109 | -0.6967 | 0.244111 |
41 | 0.016037 | 0.1361 | 0.446069 |
42 | 0.116294 | 0.9868 | 0.163527 |
43 | -0.12116 | -1.0281 | 0.153677 |
44 | 0.003601 | 0.0306 | 0.487855 |
45 | 0.062197 | 0.5278 | 0.299644 |
46 | -0.039574 | -0.3358 | 0.369001 |
47 | 0.031325 | 0.2658 | 0.395574 |
48 | -0.036086 | -0.3062 | 0.380169 |
49 | 0.032843 | 0.2787 | 0.390644 |
50 | 0.057979 | 0.492 | 0.312118 |
51 | 0.003257 | 0.0276 | 0.489014 |
52 | -0.013872 | -0.1177 | 0.453313 |
53 | -0.014995 | -0.1272 | 0.449553 |
54 | -0.049816 | -0.4227 | 0.336885 |
55 | 0.045242 | 0.3839 | 0.351095 |
56 | -0.079796 | -0.6771 | 0.250259 |
57 | 0.039792 | 0.3377 | 0.368305 |
58 | -0.045505 | -0.3861 | 0.350272 |
59 | -0.057518 | -0.4881 | 0.313495 |
60 | -0.075502 | -0.6407 | 0.261891 |