Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.801708 | 9.6205 | 0 |
2 | 0.642385 | 7.7086 | 0 |
3 | 0.631783 | 7.5814 | 0 |
4 | 0.634242 | 7.6109 | 0 |
5 | 0.612902 | 7.3548 | 0 |
6 | 0.560009 | 6.7201 | 0 |
7 | 0.543055 | 6.5167 | 0 |
8 | 0.495659 | 5.9479 | 0 |
9 | 0.416778 | 5.0013 | 1e-06 |
10 | 0.368753 | 4.425 | 9e-06 |
11 | 0.484232 | 5.8108 | 0 |
12 | 0.600825 | 7.2099 | 0 |
13 | 0.421697 | 5.0604 | 1e-06 |
14 | 0.269836 | 3.238 | 0.000747 |
15 | 0.268785 | 3.2254 | 0.000778 |
16 | 0.290442 | 3.4853 | 0.000326 |
17 | 0.295979 | 3.5518 | 0.000259 |
18 | 0.275019 | 3.3002 | 0.000609 |
19 | 0.289412 | 3.4729 | 0.00034 |
20 | 0.286974 | 3.4437 | 0.000376 |
21 | 0.240613 | 2.8874 | 0.002242 |
22 | 0.235663 | 2.828 | 0.002676 |
23 | 0.375854 | 4.5102 | 7e-06 |
24 | 0.498081 | 5.977 | 0 |
25 | 0.363499 | 4.362 | 1.2e-05 |
26 | 0.235582 | 2.827 | 0.002684 |
27 | 0.240222 | 2.8827 | 0.002274 |
28 | 0.269143 | 3.2297 | 0.000768 |
29 | 0.2817 | 3.3804 | 0.000466 |
30 | 0.258197 | 3.0984 | 0.00117 |
31 | 0.264792 | 3.1775 | 0.000909 |
32 | 0.241351 | 2.8962 | 0.002183 |
33 | 0.166165 | 1.994 | 0.024022 |
34 | 0.139884 | 1.6786 | 0.047699 |
35 | 0.234127 | 2.8095 | 0.002826 |
36 | 0.317743 | 3.8129 | 0.000102 |
37 | 0.175779 | 2.1094 | 0.018322 |
38 | 0.041582 | 0.499 | 0.309277 |
39 | 0.038377 | 0.4605 | 0.322916 |
40 | 0.060718 | 0.7286 | 0.23371 |
41 | 0.064152 | 0.7698 | 0.221331 |
42 | 0.043178 | 0.5181 | 0.302581 |
43 | 0.058932 | 0.7072 | 0.240299 |
44 | 0.036157 | 0.4339 | 0.33251 |
45 | -0.026507 | -0.3181 | 0.375439 |
46 | -0.048858 | -0.5863 | 0.279296 |
47 | 0.024968 | 0.2996 | 0.382452 |
48 | 0.095241 | 1.1429 | 0.12749 |
49 | -0.040491 | -0.4859 | 0.31389 |
50 | -0.163701 | -1.9644 | 0.025704 |
51 | -0.166073 | -1.9929 | 0.024083 |
52 | -0.14704 | -1.7645 | 0.039885 |
53 | -0.142939 | -1.7153 | 0.044224 |
54 | -0.156335 | -1.876 | 0.031338 |
55 | -0.136897 | -1.6428 | 0.051306 |
56 | -0.15756 | -1.8907 | 0.030336 |
57 | -0.207182 | -2.4862 | 0.007028 |
58 | -0.226552 | -2.7186 | 0.003681 |
59 | -0.157601 | -1.8912 | 0.030302 |
60 | -0.08403 | -1.0084 | 0.157486 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.801708 | 9.6205 | 0 |
2 | -0.000981 | -0.0118 | 0.49531 |
3 | 0.327655 | 3.9319 | 6.5e-05 |
4 | 0.106278 | 1.2753 | 0.102122 |
5 | 0.107684 | 1.2922 | 0.099178 |
6 | -0.02617 | -0.314 | 0.376973 |
7 | 0.103576 | 1.2429 | 0.107961 |
8 | -0.122258 | -1.4671 | 0.072266 |
9 | -0.087975 | -1.0557 | 0.146436 |
10 | -0.051887 | -0.6226 | 0.267253 |
11 | 0.442463 | 5.3096 | 0 |
12 | 0.248803 | 2.9856 | 0.001663 |
13 | -0.586017 | -7.0322 | 0 |
14 | -0.198423 | -2.3811 | 0.009285 |
15 | 0.086225 | 1.0347 | 0.151273 |
16 | 0.142361 | 1.7083 | 0.044865 |
17 | 0.147167 | 1.766 | 0.039758 |
18 | 0.043883 | 0.5266 | 0.299642 |
19 | 0.057962 | 0.6955 | 0.243919 |
20 | 0.123884 | 1.4866 | 0.069652 |
21 | 0.090556 | 1.0867 | 0.139499 |
22 | 0.035704 | 0.4284 | 0.334485 |
23 | -0.038574 | -0.4629 | 0.32207 |
24 | 0.028328 | 0.3399 | 0.367199 |
25 | -0.094891 | -1.1387 | 0.128361 |
26 | -0.107568 | -1.2908 | 0.099417 |
27 | -0.082521 | -0.9903 | 0.161856 |
28 | 0.002293 | 0.0275 | 0.489044 |
29 | 0.079419 | 0.953 | 0.171087 |
30 | 0.017956 | 0.2155 | 0.414852 |
31 | 0.003379 | 0.0405 | 0.483857 |
32 | -0.103952 | -1.2474 | 0.107134 |
33 | -0.060263 | -0.7232 | 0.235378 |
34 | -0.014162 | -0.1699 | 0.432646 |
35 | -0.100197 | -1.2024 | 0.115598 |
36 | 0.036434 | 0.4372 | 0.331309 |
37 | -0.029047 | -0.3486 | 0.363963 |
38 | 0.059957 | 0.7195 | 0.236506 |
39 | 0.083969 | 1.0076 | 0.157661 |
40 | -0.002044 | -0.0245 | 0.490232 |
41 | -0.086394 | -1.0367 | 0.150799 |
42 | -0.026317 | -0.3158 | 0.376306 |
43 | 0.037991 | 0.4559 | 0.324579 |
44 | -0.051519 | -0.6182 | 0.268701 |
45 | -0.017789 | -0.2135 | 0.415631 |
46 | -0.116644 | -1.3997 | 0.081872 |
47 | -0.173043 | -2.0765 | 0.019812 |
48 | -0.025302 | -0.3036 | 0.380927 |
49 | -0.076045 | -0.9125 | 0.181504 |
50 | 0.012855 | 0.1543 | 0.438811 |
51 | -0.029945 | -0.3593 | 0.359935 |
52 | -0.018794 | -0.2255 | 0.410944 |
53 | 0.021319 | 0.2558 | 0.399227 |
54 | 0.003711 | 0.0445 | 0.482272 |
55 | 0.006655 | 0.0799 | 0.468231 |
56 | -0.021709 | -0.2605 | 0.397424 |
57 | 0.050081 | 0.601 | 0.274403 |
58 | -0.001509 | -0.0181 | 0.492788 |
59 | -0.014637 | -0.1756 | 0.430408 |
60 | 0.026945 | 0.3233 | 0.373453 |