Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.795912 | 7.2947 | 0 |
2 | 0.689008 | 6.3149 | 0 |
3 | 0.526022 | 4.8211 | 3e-06 |
4 | 0.343375 | 3.1471 | 0.001141 |
5 | 0.186195 | 1.7065 | 0.045804 |
6 | 0.013133 | 0.1204 | 0.45224 |
7 | -0.098498 | -0.9027 | 0.184621 |
8 | -0.244751 | -2.2432 | 0.013759 |
9 | -0.336772 | -3.0866 | 0.001371 |
10 | -0.42914 | -3.9331 | 8.6e-05 |
11 | -0.483504 | -4.4314 | 1.4e-05 |
12 | -0.538137 | -4.9321 | 2e-06 |
13 | -0.462937 | -4.2429 | 2.8e-05 |
14 | -0.401821 | -3.6828 | 0.000204 |
15 | -0.291174 | -2.6687 | 0.004569 |
16 | -0.192448 | -1.7638 | 0.0407 |
17 | -0.051952 | -0.4761 | 0.317603 |
18 | 0.104852 | 0.961 | 0.16966 |
19 | 0.182458 | 1.6723 | 0.049097 |
20 | 0.343492 | 3.1482 | 0.001137 |
21 | 0.375308 | 3.4398 | 0.000454 |
22 | 0.43766 | 4.0112 | 6.5e-05 |
23 | 0.417107 | 3.8228 | 0.000126 |
24 | 0.365266 | 3.3477 | 0.00061 |
25 | 0.314688 | 2.8842 | 0.002492 |
26 | 0.2414 | 2.2125 | 0.014824 |
27 | 0.179313 | 1.6434 | 0.052016 |
28 | 0.095917 | 0.8791 | 0.19093 |
29 | -0.024947 | -0.2286 | 0.409851 |
30 | -0.148249 | -1.3587 | 0.088935 |
31 | -0.251007 | -2.3005 | 0.011949 |
32 | -0.357662 | -3.278 | 0.000761 |
33 | -0.399269 | -3.6594 | 0.00022 |
34 | -0.475323 | -4.3564 | 1.9e-05 |
35 | -0.423074 | -3.8775 | 0.000104 |
36 | -0.377337 | -3.4583 | 0.000428 |
37 | -0.305007 | -2.7954 | 0.003211 |
38 | -0.204783 | -1.8769 | 0.032004 |
39 | -0.160655 | -1.4724 | 0.072321 |
40 | -0.046902 | -0.4299 | 0.334197 |
41 | 0.040283 | 0.3692 | 0.356452 |
42 | 0.124036 | 1.1368 | 0.129425 |
43 | 0.164163 | 1.5046 | 0.068092 |
44 | 0.20053 | 1.8379 | 0.034807 |
45 | 0.195408 | 1.7909 | 0.038452 |
46 | 0.186023 | 1.7049 | 0.045951 |
47 | 0.142239 | 1.3036 | 0.097959 |
48 | 0.1162 | 1.065 | 0.144967 |
49 | 0.076305 | 0.6993 | 0.243133 |
50 | 0.014807 | 0.1357 | 0.446188 |
51 | -0.021543 | -0.1974 | 0.421977 |
52 | -0.098591 | -0.9036 | 0.184396 |
53 | -0.1442 | -1.3216 | 0.094942 |
54 | -0.211309 | -1.9367 | 0.028073 |
55 | -0.188588 | -1.7284 | 0.043792 |
56 | -0.205617 | -1.8845 | 0.031477 |
57 | -0.189834 | -1.7399 | 0.042773 |
58 | -0.140135 | -1.2844 | 0.101274 |
59 | -0.125097 | -1.1465 | 0.127415 |
60 | -0.099931 | -0.9159 | 0.181174 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.795912 | 7.2947 | 0 |
2 | 0.151512 | 1.3886 | 0.084308 |
3 | -0.167183 | -1.5323 | 0.064609 |
4 | -0.213457 | -1.9564 | 0.026872 |
5 | -0.08692 | -0.7966 | 0.213955 |
6 | -0.13903 | -1.2742 | 0.103048 |
7 | 0.002719 | 0.0249 | 0.49009 |
8 | -0.174639 | -1.6006 | 0.056611 |
9 | -0.077329 | -0.7087 | 0.240228 |
10 | -0.128683 | -1.1794 | 0.120784 |
11 | -0.062879 | -0.5763 | 0.282977 |
12 | -0.164709 | -1.5096 | 0.067451 |
13 | 0.229202 | 2.1007 | 0.019334 |
14 | 0.013715 | 0.1257 | 0.450135 |
15 | 0.074564 | 0.6834 | 0.24812 |
16 | -0.095255 | -0.873 | 0.192568 |
17 | 0.15203 | 1.3934 | 0.083591 |
18 | 0.119511 | 1.0953 | 0.13825 |
19 | -0.034677 | -0.3178 | 0.375705 |
20 | 0.162532 | 1.4896 | 0.070033 |
21 | -0.097395 | -0.8926 | 0.1873 |
22 | 0.023694 | 0.2172 | 0.414305 |
23 | -0.115724 | -1.0606 | 0.14595 |
24 | -0.092493 | -0.8477 | 0.199503 |
25 | 0.061065 | 0.5597 | 0.288598 |
26 | 0.105373 | 0.9658 | 0.168469 |
27 | 0.012604 | 0.1155 | 0.454155 |
28 | -0.006561 | -0.0601 | 0.476095 |
29 | -0.161523 | -1.4804 | 0.071257 |
30 | -0.046918 | -0.43 | 0.334145 |
31 | -0.072229 | -0.662 | 0.254894 |
32 | 0.049367 | 0.4525 | 0.326053 |
33 | -0.007608 | -0.0697 | 0.472289 |
34 | -0.136057 | -1.247 | 0.107935 |
35 | 0.062705 | 0.5747 | 0.283515 |
36 | 0.021079 | 0.1932 | 0.423638 |
37 | 0.031427 | 0.288 | 0.387014 |
38 | 0.011264 | 0.1032 | 0.459009 |
39 | -0.097194 | -0.8908 | 0.187792 |
40 | -0.021439 | -0.1965 | 0.422352 |
41 | 0.068628 | 0.629 | 0.265534 |
42 | -0.091849 | -0.8418 | 0.201143 |
43 | -0.122229 | -1.1202 | 0.132901 |
44 | -0.020305 | -0.1861 | 0.426407 |
45 | -0.122526 | -1.123 | 0.132325 |
46 | -0.073582 | -0.6744 | 0.250958 |
47 | -0.034459 | -0.3158 | 0.376462 |
48 | 0.045091 | 0.4133 | 0.340233 |
49 | 0.06991 | 0.6407 | 0.26172 |
50 | -0.068853 | -0.631 | 0.264861 |
51 | 0.024214 | 0.2219 | 0.412454 |
52 | 0.031527 | 0.289 | 0.386664 |
53 | -0.040317 | -0.3695 | 0.356338 |
54 | -0.008777 | -0.0804 | 0.468039 |
55 | 0.069249 | 0.6347 | 0.263681 |
56 | -0.040769 | -0.3737 | 0.354803 |
57 | -0.01973 | -0.1808 | 0.42847 |
58 | -0.074573 | -0.6835 | 0.248094 |
59 | -0.049354 | -0.4523 | 0.326095 |
60 | -0.058669 | -0.5377 | 0.2961 |