Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.828996 | 7.0343 | 0 |
2 | 0.702242 | 5.9587 | 0 |
3 | 0.586366 | 4.9755 | 2e-06 |
4 | 0.441538 | 3.7466 | 0.000179 |
5 | 0.347853 | 2.9516 | 0.002132 |
6 | 0.283117 | 2.4023 | 0.009436 |
7 | 0.148548 | 1.2605 | 0.105784 |
8 | 0.065989 | 0.5599 | 0.288632 |
9 | 0.010441 | 0.0886 | 0.464824 |
10 | 0.006136 | 0.0521 | 0.479309 |
11 | 0.029518 | 0.2505 | 0.401468 |
12 | 0.051667 | 0.4384 | 0.3312 |
13 | -0.008279 | -0.0702 | 0.472096 |
14 | -0.070167 | -0.5954 | 0.276725 |
15 | -0.137875 | -1.1699 | 0.122948 |
16 | -0.188083 | -1.5959 | 0.057441 |
17 | -0.221073 | -1.8759 | 0.032364 |
18 | -0.260061 | -2.2067 | 0.015263 |
19 | -0.329758 | -2.7981 | 0.003295 |
20 | -0.397909 | -3.3764 | 0.000594 |
21 | -0.439862 | -3.7324 | 0.000188 |
22 | -0.432875 | -3.6731 | 0.000229 |
23 | -0.39988 | -3.3931 | 0.000563 |
24 | -0.351223 | -2.9802 | 0.001963 |
25 | -0.319465 | -2.7108 | 0.004194 |
26 | -0.301867 | -2.5614 | 0.00626 |
27 | -0.306535 | -2.601 | 0.005637 |
28 | -0.262015 | -2.2233 | 0.014668 |
29 | -0.233382 | -1.9803 | 0.025745 |
30 | -0.209569 | -1.7783 | 0.039792 |
31 | -0.213408 | -1.8108 | 0.03717 |
32 | -0.22762 | -1.9314 | 0.028684 |
33 | -0.251536 | -2.1344 | 0.01811 |
34 | -0.215972 | -1.8326 | 0.035499 |
35 | -0.178953 | -1.5185 | 0.066638 |
36 | -0.107738 | -0.9142 | 0.181834 |
37 | -0.065509 | -0.5559 | 0.290014 |
38 | -0.027981 | -0.2374 | 0.406499 |
39 | -0.005156 | -0.0437 | 0.482613 |
40 | 0.059416 | 0.5042 | 0.307843 |
41 | 0.128416 | 1.0896 | 0.139752 |
42 | 0.195523 | 1.6591 | 0.050726 |
43 | 0.211097 | 1.7912 | 0.038731 |
44 | 0.230303 | 1.9542 | 0.027282 |
45 | 0.206033 | 1.7483 | 0.042341 |
46 | 0.206239 | 1.75 | 0.04219 |
47 | 0.213254 | 1.8095 | 0.037272 |
48 | 0.209667 | 1.7791 | 0.039724 |
49 | 0.194228 | 1.6481 | 0.051847 |
50 | 0.167208 | 1.4188 | 0.080135 |
51 | 0.145846 | 1.2375 | 0.109953 |
52 | 0.130435 | 1.1068 | 0.136037 |
53 | 0.14885 | 1.263 | 0.105325 |
54 | 0.186145 | 1.5795 | 0.059304 |
55 | 0.167176 | 1.4185 | 0.080175 |
56 | 0.140706 | 1.1939 | 0.118212 |
57 | 0.136901 | 1.1616 | 0.124609 |
58 | 0.099884 | 0.8475 | 0.199751 |
59 | 0.082223 | 0.6977 | 0.24381 |
60 | 0.07443 | 0.6316 | 0.264837 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.828996 | 7.0343 | 0 |
2 | 0.047983 | 0.4071 | 0.342553 |
3 | -0.024463 | -0.2076 | 0.418072 |
4 | -0.156786 | -1.3304 | 0.093797 |
5 | 0.049465 | 0.4197 | 0.337968 |
6 | 0.049339 | 0.4187 | 0.338356 |
7 | -0.250273 | -2.1236 | 0.018569 |
8 | 0.00568 | 0.0482 | 0.480847 |
9 | 0.035863 | 0.3043 | 0.380885 |
10 | 0.188149 | 1.5965 | 0.057379 |
11 | 0.042168 | 0.3578 | 0.360769 |
12 | -0.020886 | -0.1772 | 0.429916 |
13 | -0.250388 | -2.1246 | 0.018526 |
14 | -0.123525 | -1.0481 | 0.149039 |
15 | -0.075294 | -0.6389 | 0.262462 |
16 | -0.015004 | -0.1273 | 0.449523 |
17 | -0.022607 | -0.1918 | 0.42421 |
18 | -0.069387 | -0.5888 | 0.27893 |
19 | -0.065013 | -0.5517 | 0.291446 |
20 | -0.111873 | -0.9493 | 0.172829 |
21 | -0.034921 | -0.2963 | 0.383921 |
22 | -0.009312 | -0.079 | 0.468619 |
23 | -0.009201 | -0.0781 | 0.468992 |
24 | 0.009778 | 0.083 | 0.467052 |
25 | 0.001261 | 0.0107 | 0.495748 |
26 | -0.03462 | -0.2938 | 0.384893 |
27 | -0.158264 | -1.3429 | 0.091759 |
28 | 0.038886 | 0.33 | 0.371194 |
29 | -0.075879 | -0.6439 | 0.260858 |
30 | -0.010952 | -0.0929 | 0.463107 |
31 | -0.098672 | -0.8373 | 0.202609 |
32 | -0.011364 | -0.0964 | 0.461725 |
33 | -0.069867 | -0.5928 | 0.277574 |
34 | 0.03802 | 0.3226 | 0.373963 |
35 | -0.040984 | -0.3478 | 0.364517 |
36 | 0.044421 | 0.3769 | 0.35367 |
37 | -0.063641 | -0.54 | 0.295426 |
38 | -0.014832 | -0.1259 | 0.450099 |
39 | -0.047874 | -0.4062 | 0.34289 |
40 | 0.030124 | 0.2556 | 0.39949 |
41 | 0.069079 | 0.5862 | 0.279804 |
42 | 0.008004 | 0.0679 | 0.473019 |
43 | -0.06758 | -0.5734 | 0.28407 |
44 | 0.047979 | 0.4071 | 0.342566 |
45 | -0.058587 | -0.4971 | 0.310306 |
46 | -0.015873 | -0.1347 | 0.446617 |
47 | -0.051683 | -0.4385 | 0.331152 |
48 | -0.048983 | -0.4156 | 0.339456 |
49 | 0.01923 | 0.1632 | 0.43542 |
50 | -0.049385 | -0.419 | 0.338215 |
51 | 0.05886 | 0.4994 | 0.309495 |
52 | -0.121123 | -1.0278 | 0.153751 |
53 | 0.050617 | 0.4295 | 0.334422 |
54 | 0.04393 | 0.3728 | 0.355211 |
55 | -0.085935 | -0.7292 | 0.234129 |
56 | -0.076811 | -0.6518 | 0.258316 |
57 | 0.107284 | 0.9103 | 0.182842 |
58 | -0.057703 | -0.4896 | 0.312944 |
59 | -0.034852 | -0.2957 | 0.384143 |
60 | -0.036629 | -0.3108 | 0.378422 |