Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.907261 | 8.3152 | 0 |
2 | 0.765782 | 7.0185 | 0 |
3 | 0.62694 | 5.746 | 0 |
4 | 0.474212 | 4.3462 | 1.9e-05 |
5 | 0.325419 | 2.9825 | 0.001871 |
6 | 0.184345 | 1.6896 | 0.047411 |
7 | 0.045351 | 0.4157 | 0.339362 |
8 | -0.054053 | -0.4954 | 0.310804 |
9 | -0.123155 | -1.1287 | 0.131112 |
10 | -0.170792 | -1.5653 | 0.060633 |
11 | -0.191753 | -1.7574 | 0.041243 |
12 | -0.18226 | -1.6704 | 0.049277 |
13 | -0.152934 | -1.4017 | 0.082349 |
14 | -0.102806 | -0.9422 | 0.174387 |
15 | -0.035618 | -0.3264 | 0.37245 |
16 | 0.029071 | 0.2664 | 0.395275 |
17 | 0.061883 | 0.5672 | 0.286056 |
18 | 0.075714 | 0.6939 | 0.244822 |
19 | 0.071882 | 0.6588 | 0.25591 |
20 | 0.020267 | 0.1857 | 0.426545 |
21 | -0.043586 | -0.3995 | 0.345278 |
22 | -0.099013 | -0.9075 | 0.183378 |
23 | -0.155754 | -1.4275 | 0.07857 |
24 | -0.204077 | -1.8704 | 0.032456 |
25 | -0.242722 | -2.2246 | 0.014395 |
26 | -0.276478 | -2.534 | 0.006567 |
27 | -0.279373 | -2.5605 | 0.00612 |
28 | -0.27317 | -2.5036 | 0.007114 |
29 | -0.262887 | -2.4094 | 0.009082 |
30 | -0.230441 | -2.112 | 0.018827 |
31 | -0.175874 | -1.6119 | 0.055366 |
32 | -0.125049 | -1.1461 | 0.127506 |
33 | -0.070831 | -0.6492 | 0.258998 |
34 | -0.027973 | -0.2564 | 0.399145 |
35 | 0.003101 | 0.0284 | 0.488695 |
36 | 0.032855 | 0.3011 | 0.382032 |
37 | 0.047177 | 0.4324 | 0.333284 |
38 | 0.043626 | 0.3998 | 0.345144 |
39 | 0.04237 | 0.3883 | 0.349379 |
40 | 0.026606 | 0.2438 | 0.403972 |
41 | 0.003351 | 0.0307 | 0.487785 |
42 | -0.017563 | -0.161 | 0.436254 |
43 | -0.032141 | -0.2946 | 0.384523 |
44 | -0.055023 | -0.5043 | 0.307686 |
45 | -0.078369 | -0.7183 | 0.237294 |
46 | -0.099095 | -0.9082 | 0.18318 |
47 | -0.112192 | -1.0283 | 0.15339 |
48 | -0.125992 | -1.1547 | 0.125736 |
49 | -0.132159 | -1.2113 | 0.114597 |
50 | -0.139572 | -1.2792 | 0.102174 |
51 | -0.136635 | -1.2523 | 0.106972 |
52 | -0.131011 | -1.2007 | 0.116615 |
53 | -0.135448 | -1.2414 | 0.108956 |
54 | -0.149459 | -1.3698 | 0.087198 |
55 | -0.155001 | -1.4206 | 0.079566 |
56 | -0.151386 | -1.3875 | 0.084484 |
57 | -0.135495 | -1.2418 | 0.108877 |
58 | -0.102706 | -0.9413 | 0.174621 |
59 | -0.083328 | -0.7637 | 0.223589 |
60 | -0.083573 | -0.766 | 0.222925 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.907261 | 8.3152 | 0 |
2 | -0.324188 | -2.9712 | 0.001934 |
3 | 0.006729 | 0.0617 | 0.475484 |
4 | -0.202227 | -1.8534 | 0.033665 |
5 | -0.023698 | -0.2172 | 0.414292 |
6 | -0.105199 | -0.9642 | 0.168866 |
7 | -0.1053 | -0.9651 | 0.168634 |
8 | 0.121282 | 1.1116 | 0.134749 |
9 | -0.047459 | -0.435 | 0.332349 |
10 | 0.025899 | 0.2374 | 0.406474 |
11 | 0.001763 | 0.0162 | 0.493573 |
12 | 0.075705 | 0.6938 | 0.244846 |
13 | 0.014247 | 0.1306 | 0.448211 |
14 | 0.056608 | 0.5188 | 0.302624 |
15 | 0.076534 | 0.7014 | 0.242483 |
16 | -0.023366 | -0.2142 | 0.415472 |
17 | -0.154965 | -1.4203 | 0.079614 |
18 | -0.01503 | -0.1378 | 0.445383 |
19 | -0.063004 | -0.5774 | 0.282594 |
20 | -0.244645 | -2.2422 | 0.013791 |
21 | 0.047954 | 0.4395 | 0.330711 |
22 | 0.020371 | 0.1867 | 0.426172 |
23 | 0.007566 | 0.0693 | 0.472439 |
24 | -0.024577 | -0.2253 | 0.411164 |
25 | -0.006367 | -0.0584 | 0.476803 |
26 | -0.003346 | -0.0307 | 0.487805 |
27 | 0.045746 | 0.4193 | 0.338044 |
28 | -0.112535 | -1.0314 | 0.152657 |
29 | 0.009481 | 0.0869 | 0.465481 |
30 | 0.019673 | 0.1803 | 0.428674 |
31 | 0.017296 | 0.1585 | 0.437212 |
32 | -0.081836 | -0.75 | 0.227662 |
33 | 0.032168 | 0.2948 | 0.384427 |
34 | -0.075411 | -0.6912 | 0.245688 |
35 | 0.000573 | 0.0053 | 0.497911 |
36 | 0.09672 | 0.8865 | 0.188952 |
37 | -0.061864 | -0.567 | 0.286114 |
38 | 0.000797 | 0.0073 | 0.497093 |
39 | 0.079042 | 0.7244 | 0.235407 |
40 | -0.096453 | -0.884 | 0.189607 |
41 | -0.020585 | -0.1887 | 0.425406 |
42 | -0.018882 | -0.1731 | 0.431511 |
43 | 0.023399 | 0.2145 | 0.415357 |
44 | -0.093257 | -0.8547 | 0.197571 |
45 | -0.012853 | -0.1178 | 0.453253 |
46 | -0.085903 | -0.7873 | 0.216658 |
47 | 0.017556 | 0.1609 | 0.436279 |
48 | -0.086676 | -0.7944 | 0.214602 |
49 | -0.012089 | -0.1108 | 0.456021 |
50 | -0.070816 | -0.649 | 0.259041 |
51 | 0.083961 | 0.7695 | 0.221873 |
52 | -0.119786 | -1.0979 | 0.137702 |
53 | -0.034294 | -0.3143 | 0.377034 |
54 | -0.087497 | -0.8019 | 0.21243 |
55 | -0.048542 | -0.4449 | 0.328771 |
56 | 0.062367 | 0.5716 | 0.284558 |
57 | 0.056701 | 0.5197 | 0.302328 |
58 | 0.009623 | 0.0882 | 0.464967 |
59 | -0.118689 | -1.0878 | 0.139896 |
60 | -0.078957 | -0.7237 | 0.235643 |