Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.929231 | 7.8848 | 0 |
2 | 0.806488 | 6.8433 | 0 |
3 | 0.648441 | 5.5022 | 0 |
4 | 0.488219 | 4.1427 | 4.6e-05 |
5 | 0.334324 | 2.8368 | 0.002957 |
6 | 0.204544 | 1.7356 | 0.043455 |
7 | 0.107423 | 0.9115 | 0.182532 |
8 | 0.027264 | 0.2313 | 0.408854 |
9 | -0.033416 | -0.2835 | 0.388788 |
10 | -0.073476 | -0.6235 | 0.267475 |
11 | -0.095044 | -0.8065 | 0.211312 |
12 | -0.112654 | -0.9559 | 0.17116 |
13 | -0.125931 | -1.0686 | 0.14442 |
14 | -0.130325 | -1.1058 | 0.136238 |
15 | -0.119104 | -1.0106 | 0.157788 |
16 | -0.104075 | -0.8831 | 0.190059 |
17 | -0.076032 | -0.6451 | 0.260441 |
18 | -0.042729 | -0.3626 | 0.358994 |
19 | -0.004319 | -0.0367 | 0.485432 |
20 | 0.014066 | 0.1194 | 0.452662 |
21 | 0.016284 | 0.1382 | 0.445245 |
22 | -0.010947 | -0.0929 | 0.463126 |
23 | -0.053899 | -0.4573 | 0.324399 |
24 | -0.108958 | -0.9245 | 0.179148 |
25 | -0.150916 | -1.2806 | 0.102228 |
26 | -0.18856 | -1.6 | 0.05699 |
27 | -0.203801 | -1.7293 | 0.044019 |
28 | -0.200676 | -1.7028 | 0.04646 |
29 | -0.180298 | -1.5299 | 0.065214 |
30 | -0.142975 | -1.2132 | 0.114513 |
31 | -0.106706 | -0.9054 | 0.18413 |
32 | -0.065706 | -0.5575 | 0.289447 |
33 | -0.039206 | -0.3327 | 0.370172 |
34 | -0.026235 | -0.2226 | 0.412233 |
35 | -0.021876 | -0.1856 | 0.426632 |
36 | -0.027006 | -0.2292 | 0.4097 |
37 | -0.03001 | -0.2546 | 0.399863 |
38 | -0.035782 | -0.3036 | 0.381146 |
39 | -0.035698 | -0.3029 | 0.381417 |
40 | -0.019771 | -0.1678 | 0.433622 |
41 | -0.010339 | -0.0877 | 0.465168 |
42 | 0.000847 | 0.0072 | 0.497144 |
43 | 0.001863 | 0.0158 | 0.493717 |
44 | -0.003016 | -0.0256 | 0.489826 |
45 | -0.019733 | -0.1674 | 0.433747 |
46 | -0.0363 | -0.308 | 0.379479 |
47 | -0.049541 | -0.4204 | 0.337732 |
48 | -0.050174 | -0.4257 | 0.335785 |
49 | -0.044444 | -0.3771 | 0.353598 |
50 | -0.035929 | -0.3049 | 0.380674 |
51 | -0.027699 | -0.235 | 0.407424 |
52 | -0.023501 | -0.1994 | 0.421252 |
53 | -0.032957 | -0.2797 | 0.390273 |
54 | -0.052251 | -0.4434 | 0.329417 |
55 | -0.066775 | -0.5666 | 0.286371 |
56 | -0.079638 | -0.6757 | 0.250683 |
57 | -0.085093 | -0.722 | 0.236305 |
58 | -0.092933 | -0.7886 | 0.216478 |
59 | -0.097372 | -0.8262 | 0.205702 |
60 | -0.100784 | -0.8552 | 0.197644 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.929231 | 7.8848 | 0 |
2 | -0.417363 | -3.5414 | 0.000351 |
3 | -0.229931 | -1.951 | 0.027473 |
4 | 0.022843 | 0.1938 | 0.423427 |
5 | -0.048025 | -0.4075 | 0.342422 |
6 | 0.03981 | 0.3378 | 0.368249 |
7 | 0.065174 | 0.553 | 0.290981 |
8 | -0.135259 | -1.1477 | 0.127444 |
9 | -0.009262 | -0.0786 | 0.468787 |
10 | 0.055357 | 0.4697 | 0.319986 |
11 | -0.003362 | -0.0285 | 0.48866 |
12 | -0.091892 | -0.7797 | 0.219054 |
13 | -0.013962 | -0.1185 | 0.453013 |
14 | 0.037376 | 0.3171 | 0.376026 |
15 | 0.089379 | 0.7584 | 0.225342 |
16 | -0.049075 | -0.4164 | 0.339171 |
17 | 0.067631 | 0.5739 | 0.283924 |
18 | -0.01089 | -0.0924 | 0.463315 |
19 | 0.026868 | 0.228 | 0.410153 |
20 | -0.148579 | -1.2607 | 0.105737 |
21 | -0.038034 | -0.3227 | 0.373917 |
22 | -0.16422 | -1.3934 | 0.083885 |
23 | 0.018267 | 0.155 | 0.438628 |
24 | -0.016899 | -0.1434 | 0.443189 |
25 | 0.114729 | 0.9735 | 0.166781 |
26 | -0.14664 | -1.2443 | 0.108716 |
27 | 0.122993 | 1.0436 | 0.150075 |
28 | -0.002354 | -0.02 | 0.49206 |
29 | 0.019019 | 0.1614 | 0.436122 |
30 | 0.026662 | 0.2262 | 0.410831 |
31 | -0.057945 | -0.4917 | 0.31222 |
32 | 0.007919 | 0.0672 | 0.473306 |
33 | -0.035472 | -0.301 | 0.382144 |
34 | -0.087855 | -0.7455 | 0.229205 |
35 | 0.075831 | 0.6434 | 0.260989 |
36 | -0.119965 | -1.0179 | 0.156058 |
37 | 0.094201 | 0.7993 | 0.213367 |
38 | -0.086356 | -0.7328 | 0.233043 |
39 | 0.064519 | 0.5475 | 0.292878 |
40 | 0.075596 | 0.6415 | 0.261632 |
41 | -0.080396 | -0.6822 | 0.248656 |
42 | 0.016191 | 0.1374 | 0.445554 |
43 | 0.013857 | 0.1176 | 0.453364 |
44 | -0.097669 | -0.8288 | 0.204992 |
45 | 0.040726 | 0.3456 | 0.365337 |
46 | -0.020419 | -0.1733 | 0.431465 |
47 | -0.003884 | -0.033 | 0.486898 |
48 | 0.054882 | 0.4657 | 0.321423 |
49 | -0.044726 | -0.3795 | 0.352711 |
50 | -0.080872 | -0.6862 | 0.247389 |
51 | -0.014539 | -0.1234 | 0.451081 |
52 | -0.042982 | -0.3647 | 0.358195 |
53 | -0.060924 | -0.517 | 0.303384 |
54 | 0.00798 | 0.0677 | 0.4731 |
55 | 0.0983 | 0.8341 | 0.203491 |
56 | -0.0046 | -0.039 | 0.484487 |
57 | 0.014913 | 0.1265 | 0.449828 |
58 | -0.096754 | -0.821 | 0.207183 |
59 | -0.052071 | -0.4418 | 0.329967 |
60 | -0.026272 | -0.2229 | 0.412114 |