Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.832787 | 7.0664 | 0 |
2 | 0.762588 | 6.4708 | 0 |
3 | 0.743692 | 6.3104 | 0 |
4 | 0.768214 | 6.5185 | 0 |
5 | 0.718434 | 6.0961 | 0 |
6 | 0.648901 | 5.5061 | 0 |
7 | 0.655735 | 5.5641 | 0 |
8 | 0.639454 | 5.4259 | 0 |
9 | 0.535186 | 4.5412 | 1.1e-05 |
10 | 0.490778 | 4.1644 | 4.3e-05 |
11 | 0.491099 | 4.1671 | 4.2e-05 |
12 | 0.569044 | 4.8285 | 4e-06 |
13 | 0.418398 | 3.5502 | 0.000341 |
14 | 0.349337 | 2.9642 | 0.002056 |
15 | 0.323849 | 2.748 | 0.003787 |
16 | 0.339285 | 2.8789 | 0.002625 |
17 | 0.292353 | 2.4807 | 0.007725 |
18 | 0.230449 | 1.9554 | 0.027207 |
19 | 0.232633 | 1.974 | 0.026112 |
20 | 0.216153 | 1.8341 | 0.035384 |
21 | 0.124021 | 1.0524 | 0.148078 |
22 | 0.086091 | 0.7305 | 0.233726 |
23 | 0.085469 | 0.7252 | 0.235331 |
24 | 0.14904 | 1.2646 | 0.105038 |
25 | 0.02661 | 0.2258 | 0.411 |
26 | -0.030933 | -0.2625 | 0.396853 |
27 | -0.050723 | -0.4304 | 0.334094 |
28 | -0.035086 | -0.2977 | 0.383388 |
29 | -0.070866 | -0.6013 | 0.274759 |
30 | -0.117222 | -0.9947 | 0.161617 |
31 | -0.114376 | -0.9705 | 0.167521 |
32 | -0.126269 | -1.0714 | 0.143778 |
33 | -0.20072 | -1.7032 | 0.046425 |
34 | -0.227527 | -1.9306 | 0.028734 |
35 | -0.222629 | -1.8891 | 0.031455 |
36 | -0.168529 | -1.43 | 0.078519 |
37 | -0.257577 | -2.1856 | 0.016049 |
38 | -0.298475 | -2.5326 | 0.00675 |
39 | -0.309165 | -2.6234 | 0.005311 |
40 | -0.286779 | -2.4334 | 0.008721 |
41 | -0.305507 | -2.5923 | 0.005769 |
42 | -0.332336 | -2.82 | 0.0031 |
43 | -0.32248 | -2.7363 | 0.00391 |
44 | -0.321667 | -2.7294 | 0.003984 |
45 | -0.375382 | -3.1852 | 0.001069 |
46 | -0.38609 | -3.2761 | 0.00081 |
47 | -0.371019 | -3.1482 | 0.001195 |
48 | -0.321794 | -2.7305 | 0.003973 |
49 | -0.37421 | -3.1753 | 0.001102 |
50 | -0.393435 | -3.3384 | 0.000668 |
51 | -0.388803 | -3.2991 | 0.000755 |
52 | -0.35635 | -3.0237 | 0.001729 |
53 | -0.356763 | -3.0272 | 0.001712 |
54 | -0.35946 | -3.0501 | 0.0016 |
55 | -0.339241 | -2.8786 | 0.002628 |
56 | -0.324849 | -2.7564 | 0.003699 |
57 | -0.352597 | -2.9919 | 0.001898 |
58 | -0.343266 | -2.9127 | 0.002384 |
59 | -0.31381 | -2.6628 | 0.004777 |
60 | -0.265719 | -2.2547 | 0.013597 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.832787 | 7.0664 | 0 |
2 | 0.225323 | 1.9119 | 0.029933 |
3 | 0.220241 | 1.8688 | 0.032859 |
4 | 0.283403 | 2.4048 | 0.009378 |
5 | -0.042125 | -0.3574 | 0.360902 |
6 | -0.112038 | -0.9507 | 0.172476 |
7 | 0.144351 | 1.2249 | 0.11231 |
8 | -0.038328 | -0.3252 | 0.372979 |
9 | -0.315401 | -2.6763 | 0.004606 |
10 | 0.035832 | 0.304 | 0.380984 |
11 | 0.06247 | 0.5301 | 0.298845 |
12 | 0.355883 | 3.0198 | 0.001749 |
13 | -0.485354 | -4.1184 | 5e-05 |
14 | -0.025457 | -0.216 | 0.414796 |
15 | -0.040167 | -0.3408 | 0.367112 |
16 | 0.084331 | 0.7156 | 0.238286 |
17 | 0.032302 | 0.2741 | 0.392398 |
18 | -0.023376 | -0.1983 | 0.421666 |
19 | -0.058917 | -0.4999 | 0.309325 |
20 | -0.041268 | -0.3502 | 0.363618 |
21 | 0.014841 | 0.1259 | 0.450069 |
22 | -0.029053 | -0.2465 | 0.402991 |
23 | 0.003522 | 0.0299 | 0.488121 |
24 | 0.025579 | 0.217 | 0.414395 |
25 | -0.121524 | -1.0312 | 0.152958 |
26 | -0.045162 | -0.3832 | 0.351346 |
27 | -0.019249 | -0.1633 | 0.435357 |
28 | 0.001324 | 0.0112 | 0.495534 |
29 | 0.006327 | 0.0537 | 0.478668 |
30 | 0.000624 | 0.0053 | 0.497894 |
31 | -0.060831 | -0.5162 | 0.303658 |
32 | -0.038614 | -0.3277 | 0.372062 |
33 | 0.010332 | 0.0877 | 0.465191 |
34 | -0.021246 | -0.1803 | 0.428721 |
35 | -0.01029 | -0.0873 | 0.465332 |
36 | -0.036905 | -0.3132 | 0.377535 |
37 | -0.008753 | -0.0743 | 0.4705 |
38 | -0.033306 | -0.2826 | 0.389144 |
39 | -0.014008 | -0.1189 | 0.452859 |
40 | -0.002989 | -0.0254 | 0.489918 |
41 | -0.002082 | -0.0177 | 0.492976 |
42 | -0.009552 | -0.0811 | 0.467812 |
43 | -0.03063 | -0.2599 | 0.397839 |
44 | -0.010404 | -0.0883 | 0.464951 |
45 | -0.03404 | -0.2888 | 0.386767 |
46 | -0.000829 | -0.007 | 0.497204 |
47 | -0.016245 | -0.1378 | 0.445373 |
48 | -0.05133 | -0.4356 | 0.332233 |
49 | 0.040845 | 0.3466 | 0.364958 |
50 | 0.002965 | 0.0252 | 0.49 |
51 | 0.00545 | 0.0462 | 0.48162 |
52 | -0.005423 | -0.046 | 0.481712 |
53 | 0.000299 | 0.0025 | 0.498991 |
54 | 0.003776 | 0.032 | 0.487266 |
55 | -0.010616 | -0.0901 | 0.464236 |
56 | -0.009707 | -0.0824 | 0.467291 |
57 | -0.012862 | -0.1091 | 0.456699 |
58 | 0.010711 | 0.0909 | 0.463918 |
59 | 0.003661 | 0.0311 | 0.487651 |
60 | -0.031731 | -0.2692 | 0.394256 |