Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.841598 | 7.7134 | 0 |
2 | 0.616457 | 5.6499 | 0 |
3 | 0.418558 | 3.8361 | 0.000121 |
4 | 0.271258 | 2.4861 | 0.007448 |
5 | 0.187603 | 1.7194 | 0.044612 |
6 | 0.121762 | 1.116 | 0.13381 |
7 | 0.071981 | 0.6597 | 0.255619 |
8 | 0.050267 | 0.4607 | 0.323102 |
9 | 0.079262 | 0.7264 | 0.234792 |
10 | 0.102967 | 0.9437 | 0.174012 |
11 | 0.131554 | 1.2057 | 0.115658 |
12 | 0.176269 | 1.6155 | 0.054973 |
13 | 0.172209 | 1.5783 | 0.059125 |
14 | 0.14241 | 1.3052 | 0.097693 |
15 | 0.06078 | 0.5571 | 0.289486 |
16 | -0.025392 | -0.2327 | 0.408272 |
17 | -0.066851 | -0.6127 | 0.270865 |
18 | -0.083303 | -0.7635 | 0.223657 |
19 | -0.104431 | -0.9571 | 0.170624 |
20 | -0.114039 | -1.0452 | 0.149468 |
21 | -0.10473 | -0.9599 | 0.169938 |
22 | -0.074546 | -0.6832 | 0.248173 |
23 | -0.006445 | -0.0591 | 0.476517 |
24 | 0.051949 | 0.4761 | 0.317613 |
25 | -0.006344 | -0.0581 | 0.476887 |
26 | -0.085206 | -0.7809 | 0.21852 |
27 | -0.158755 | -1.455 | 0.074696 |
28 | -0.224428 | -2.0569 | 0.021399 |
29 | -0.245427 | -2.2494 | 0.013552 |
30 | -0.256754 | -2.3532 | 0.010475 |
31 | -0.268565 | -2.4614 | 0.007942 |
32 | -0.283302 | -2.5965 | 0.005558 |
33 | -0.269173 | -2.467 | 0.007828 |
34 | -0.227904 | -2.0888 | 0.019877 |
35 | -0.187564 | -1.7191 | 0.044644 |
36 | -0.161318 | -1.4785 | 0.071506 |
37 | -0.181592 | -1.6643 | 0.049887 |
38 | -0.21008 | -1.9254 | 0.028781 |
39 | -0.236415 | -2.1668 | 0.016542 |
40 | -0.252021 | -2.3098 | 0.011676 |
41 | -0.250694 | -2.2976 | 0.012034 |
42 | -0.240987 | -2.2087 | 0.01496 |
43 | -0.228867 | -2.0976 | 0.019473 |
44 | -0.204981 | -1.8787 | 0.031878 |
45 | -0.17208 | -1.5771 | 0.059261 |
46 | -0.131667 | -1.2067 | 0.115458 |
47 | -0.051305 | -0.4702 | 0.319709 |
48 | 0.075982 | 0.6964 | 0.244054 |
49 | 0.151385 | 1.3875 | 0.084485 |
50 | 0.167216 | 1.5326 | 0.064571 |
51 | 0.13714 | 1.2569 | 0.106134 |
52 | 0.078812 | 0.7223 | 0.23605 |
53 | 0.03706 | 0.3397 | 0.367481 |
54 | 0.013041 | 0.1195 | 0.452572 |
55 | -0.019035 | -0.1745 | 0.430964 |
56 | -0.043747 | -0.401 | 0.344737 |
57 | -0.024568 | -0.2252 | 0.411196 |
58 | 0.019969 | 0.183 | 0.427611 |
59 | 0.054969 | 0.5038 | 0.307861 |
60 | 0.068438 | 0.6272 | 0.2661 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.841598 | 7.7134 | 0 |
2 | -0.314795 | -2.8851 | 0.002485 |
3 | 0.005184 | 0.0475 | 0.481111 |
4 | 0.002508 | 0.023 | 0.490858 |
5 | 0.065604 | 0.6013 | 0.274641 |
6 | -0.080467 | -0.7375 | 0.231438 |
7 | 0.011994 | 0.1099 | 0.456363 |
8 | 0.047731 | 0.4375 | 0.331449 |
9 | 0.14142 | 1.2961 | 0.099239 |
10 | -0.080145 | -0.7345 | 0.232332 |
11 | 0.095668 | 0.8768 | 0.191544 |
12 | 0.101272 | 0.9282 | 0.177987 |
13 | -0.135004 | -1.2373 | 0.109706 |
14 | -0.007561 | -0.0693 | 0.47246 |
15 | -0.163543 | -1.4989 | 0.068824 |
16 | 0.029728 | 0.2725 | 0.392969 |
17 | 0.050739 | 0.465 | 0.321557 |
18 | -0.046731 | -0.4283 | 0.334764 |
19 | -0.080464 | -0.7375 | 0.231447 |
20 | 0.068739 | 0.63 | 0.2652 |
21 | -0.023121 | -0.2119 | 0.416347 |
22 | 0.05378 | 0.4929 | 0.311683 |
23 | 0.079476 | 0.7284 | 0.234195 |
24 | -0.023287 | -0.2134 | 0.415754 |
25 | -0.35617 | -3.2644 | 0.000794 |
26 | 0.073407 | 0.6728 | 0.251466 |
27 | -0.021594 | -0.1979 | 0.421797 |
28 | -0.06495 | -0.5953 | 0.276629 |
29 | 0.019052 | 0.1746 | 0.430902 |
30 | -0.047598 | -0.4362 | 0.33189 |
31 | -0.04578 | -0.4196 | 0.33793 |
32 | -0.112714 | -1.033 | 0.152275 |
33 | 0.056372 | 0.5167 | 0.303378 |
34 | 0.085273 | 0.7815 | 0.21834 |
35 | -0.144054 | -1.3203 | 0.095165 |
36 | -0.144818 | -1.3273 | 0.094006 |
37 | -0.027855 | -0.2553 | 0.39956 |
38 | -0.014468 | -0.1326 | 0.447411 |
39 | 0.078326 | 0.7179 | 0.237415 |
40 | -0.059554 | -0.5458 | 0.293317 |
41 | -0.074226 | -0.6803 | 0.249096 |
42 | 0.006106 | 0.056 | 0.477751 |
43 | -0.048336 | -0.443 | 0.329451 |
44 | 0.026779 | 0.2454 | 0.403361 |
45 | 0.045906 | 0.4207 | 0.337511 |
46 | -0.007066 | -0.0648 | 0.47426 |
47 | 0.036497 | 0.3345 | 0.369418 |
48 | 0.208487 | 1.9108 | 0.02972 |
49 | 0.010778 | 0.0988 | 0.460773 |
50 | -0.04605 | -0.4221 | 0.33703 |
51 | -0.040184 | -0.3683 | 0.356791 |
52 | -0.035907 | -0.3291 | 0.371451 |
53 | -0.070762 | -0.6485 | 0.2592 |
54 | 0.019844 | 0.1819 | 0.428061 |
55 | -0.024317 | -0.2229 | 0.41209 |
56 | 0.07332 | 0.672 | 0.251716 |
57 | 0.007309 | 0.067 | 0.473376 |
58 | -0.060153 | -0.5513 | 0.291442 |
59 | -0.007962 | -0.073 | 0.471 |
60 | -0.096247 | -0.8821 | 0.190115 |