Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.951381 | 8.0727 | 0 |
2 | 0.867852 | 7.364 | 0 |
3 | 0.775859 | 6.5834 | 0 |
4 | 0.690408 | 5.8583 | 0 |
5 | 0.6183 | 5.2464 | 1e-06 |
6 | 0.559349 | 4.7462 | 5e-06 |
7 | 0.513639 | 4.3584 | 2.1e-05 |
8 | 0.480671 | 4.0786 | 5.8e-05 |
9 | 0.467464 | 3.9666 | 8.5e-05 |
10 | 0.46369 | 3.9345 | 9.5e-05 |
11 | 0.451887 | 3.8344 | 0.000134 |
12 | 0.417977 | 3.5467 | 0.000345 |
13 | 0.360076 | 3.0553 | 0.001576 |
14 | 0.286167 | 2.4282 | 0.008837 |
15 | 0.208372 | 1.7681 | 0.04064 |
16 | 0.145979 | 1.2387 | 0.109745 |
17 | 0.098058 | 0.8321 | 0.204065 |
18 | 0.065107 | 0.5524 | 0.291176 |
19 | 0.044662 | 0.379 | 0.352912 |
20 | 0.043886 | 0.3724 | 0.35535 |
21 | 0.060684 | 0.5149 | 0.304094 |
22 | 0.088425 | 0.7503 | 0.227756 |
23 | 0.112319 | 0.9531 | 0.171876 |
24 | 0.110086 | 0.9341 | 0.176684 |
25 | 0.082031 | 0.6961 | 0.244316 |
26 | 0.037826 | 0.321 | 0.374583 |
27 | -0.004445 | -0.0377 | 0.485008 |
28 | -0.040688 | -0.3453 | 0.365456 |
29 | -0.066571 | -0.5649 | 0.286958 |
30 | -0.082936 | -0.7037 | 0.241933 |
31 | -0.091372 | -0.7753 | 0.220345 |
32 | -0.088089 | -0.7475 | 0.228611 |
33 | -0.074564 | -0.6327 | 0.264468 |
34 | -0.055877 | -0.4741 | 0.31842 |
35 | -0.049792 | -0.4225 | 0.336959 |
36 | -0.061658 | -0.5232 | 0.301226 |
37 | -0.090622 | -0.769 | 0.222217 |
38 | -0.134408 | -1.1405 | 0.128931 |
39 | -0.177371 | -1.505 | 0.068343 |
40 | -0.213111 | -1.8083 | 0.037368 |
41 | -0.241202 | -2.0467 | 0.022171 |
42 | -0.266713 | -2.2631 | 0.013322 |
43 | -0.282507 | -2.3971 | 0.00956 |
44 | -0.285718 | -2.4244 | 0.008923 |
45 | -0.279636 | -2.3728 | 0.010164 |
46 | -0.275974 | -2.3417 | 0.010983 |
47 | -0.280507 | -2.3802 | 0.009977 |
48 | -0.304403 | -2.5829 | 0.005914 |
49 | -0.33615 | -2.8523 | 0.00283 |
50 | -0.361715 | -3.0693 | 0.001512 |
51 | -0.383758 | -3.2563 | 0.000861 |
52 | -0.397285 | -3.3711 | 0.000603 |
53 | -0.401469 | -3.4066 | 0.00054 |
54 | -0.399055 | -3.3861 | 0.000576 |
55 | -0.391927 | -3.3256 | 0.000695 |
56 | -0.378961 | -3.2156 | 0.000975 |
57 | -0.348402 | -2.9563 | 0.002104 |
58 | -0.317799 | -2.6966 | 0.004358 |
59 | -0.293479 | -2.4903 | 0.007537 |
60 | -0.278722 | -2.365 | 0.010363 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.951381 | 8.0727 | 0 |
2 | -0.392884 | -3.3337 | 0.000678 |
3 | -0.005036 | -0.0427 | 0.483015 |
4 | 0.046966 | 0.3985 | 0.345714 |
5 | 0.047353 | 0.4018 | 0.34451 |
6 | 0.019443 | 0.165 | 0.434711 |
7 | 0.045416 | 0.3854 | 0.35055 |
8 | 0.051388 | 0.436 | 0.332054 |
9 | 0.154806 | 1.3136 | 0.09658 |
10 | -0.019517 | -0.1656 | 0.434464 |
11 | -0.129135 | -1.0957 | 0.13842 |
12 | -0.169324 | -1.4368 | 0.077558 |
13 | -0.119979 | -1.0181 | 0.156031 |
14 | -0.068962 | -0.5852 | 0.280135 |
15 | -0.01876 | -0.1592 | 0.436984 |
16 | 0.12682 | 1.0761 | 0.142738 |
17 | -0.003535 | -0.03 | 0.488079 |
18 | 0.033259 | 0.2822 | 0.389294 |
19 | -0.01367 | -0.116 | 0.453989 |
20 | 0.105248 | 0.8931 | 0.1874 |
21 | 0.051455 | 0.4366 | 0.331849 |
22 | 0.062028 | 0.5263 | 0.30014 |
23 | -0.031755 | -0.2694 | 0.394179 |
24 | -0.162973 | -1.3829 | 0.085489 |
25 | -0.061024 | -0.5178 | 0.303091 |
26 | -0.031574 | -0.2679 | 0.394764 |
27 | 0.05584 | 0.4738 | 0.318533 |
28 | -0.028224 | -0.2395 | 0.405703 |
29 | 0.025375 | 0.2153 | 0.415064 |
30 | -0.021526 | -0.1827 | 0.427791 |
31 | -0.027594 | -0.2341 | 0.407768 |
32 | -0.026778 | -0.2272 | 0.41045 |
33 | -0.017309 | -0.1469 | 0.441821 |
34 | 0.004126 | 0.035 | 0.486086 |
35 | -0.069918 | -0.5933 | 0.277427 |
36 | -0.012268 | -0.1041 | 0.45869 |
37 | -0.009077 | -0.077 | 0.46941 |
38 | -0.082042 | -0.6962 | 0.244287 |
39 | 0.01722 | 0.1461 | 0.442118 |
40 | -0.011067 | -0.0939 | 0.462721 |
41 | -0.037784 | -0.3206 | 0.374717 |
42 | -0.066192 | -0.5617 | 0.288048 |
43 | -0.002265 | -0.0192 | 0.492358 |
44 | -0.008457 | -0.0718 | 0.471495 |
45 | -0.047591 | -0.4038 | 0.343769 |
46 | -0.110905 | -0.9411 | 0.174911 |
47 | 0.000137 | 0.0012 | 0.499537 |
48 | -0.106497 | -0.9037 | 0.184595 |
49 | 0.104623 | 0.8878 | 0.188815 |
50 | 0.061906 | 0.5253 | 0.300497 |
51 | -0.074388 | -0.6312 | 0.264954 |
52 | 0.020195 | 0.1714 | 0.432211 |
53 | 0.010183 | 0.0864 | 0.465691 |
54 | -0.04782 | -0.4058 | 0.34306 |
55 | -0.056515 | -0.4795 | 0.316501 |
56 | -0.030203 | -0.2563 | 0.399233 |
57 | 0.16619 | 1.4102 | 0.081398 |
58 | -0.047404 | -0.4022 | 0.344352 |
59 | 0.012882 | 0.1093 | 0.45663 |
60 | 0.004522 | 0.0384 | 0.484748 |