Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.5917 | 0 |
1 | 0.920601 | 8.8301 | 0 |
2 | 0.806633 | 7.7369 | 0 |
3 | 0.731445 | 7.0158 | 0 |
4 | 0.695904 | 6.6749 | 0 |
5 | 0.697965 | 6.6946 | 0 |
6 | 0.694523 | 6.6616 | 0 |
7 | 0.668123 | 6.4084 | 0 |
8 | 0.636395 | 6.1041 | 0 |
9 | 0.636928 | 6.1092 | 0 |
10 | 0.671022 | 6.4362 | 0 |
11 | 0.720556 | 6.9113 | 0 |
12 | 0.731278 | 7.0142 | 0 |
13 | 0.639256 | 6.1315 | 0 |
14 | 0.519424 | 4.9821 | 1e-06 |
15 | 0.433756 | 4.1604 | 3.6e-05 |
16 | 0.383578 | 3.6792 | 0.000197 |
17 | 0.367021 | 3.5203 | 0.000336 |
18 | 0.345728 | 3.3161 | 0.000654 |
19 | 0.305938 | 2.9345 | 0.002109 |
20 | 0.262198 | 2.5149 | 0.006821 |
21 | 0.246088 | 2.3604 | 0.010184 |
22 | 0.258665 | 2.481 | 0.007459 |
23 | 0.284259 | 2.7265 | 0.003832 |
24 | 0.277625 | 2.6629 | 0.004573 |
25 | 0.18745 | 1.798 | 0.037732 |
26 | 0.081446 | 0.7812 | 0.218343 |
27 | 0.005744 | 0.0551 | 0.47809 |
28 | -0.039274 | -0.3767 | 0.64637 |
29 | -0.055267 | -0.5301 | 0.701342 |
30 | -0.076399 | -0.7328 | 0.767225 |
31 | -0.112649 | -1.0805 | 0.858627 |
32 | -0.151339 | -1.4516 | 0.924992 |
33 | -0.162378 | -1.5575 | 0.938604 |
34 | -0.143408 | -1.3755 | 0.913845 |
35 | -0.114659 | -1.0998 | 0.86285 |
36 | -0.11874 | -1.1389 | 0.871152 |
37 | -0.192117 | -1.8427 | 0.965705 |
38 | -0.274928 | -2.637 | 0.995091 |
39 | -0.324284 | -3.1104 | 0.998756 |
40 | -0.348686 | -3.3445 | 0.999403 |
41 | -0.353166 | -3.3875 | 0.99948 |
42 | -0.358629 | -3.4399 | 0.999562 |
43 | -0.376169 | -3.6081 | 0.999749 |
44 | -0.394657 | -3.7854 | 0.999863 |
45 | -0.389127 | -3.7324 | 0.999836 |
46 | -0.360763 | -3.4603 | 0.99959 |
47 | -0.3229 | -3.0971 | 0.998705 |
48 | -0.311411 | -2.9869 | 0.998194 |
49 | -0.354623 | -3.4014 | 0.999503 |
50 | -0.405831 | -3.8926 | 0.999906 |
51 | -0.426962 | -4.0953 | 0.999955 |
52 | -0.42747 | -4.1002 | 0.999956 |
53 | -0.412682 | -3.9583 | 0.999926 |
54 | -0.400181 | -3.8384 | 0.999886 |
55 | -0.395673 | -3.7952 | 0.999868 |
56 | -0.392352 | -3.7633 | 0.999853 |
57 | -0.370879 | -3.5573 | 0.999703 |
58 | -0.332242 | -3.1868 | 0.999017 |
59 | -0.295129 | -2.8308 | 0.997149 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.920601 | 8.8301 | 0 |
1 | -0.268035 | -2.5709 | 0.994126 |
2 | 0.258389 | 2.4784 | 0.007511 |
3 | 0.098643 | 0.9462 | 0.173274 |
4 | 0.228405 | 2.1908 | 0.015497 |
5 | -0.067139 | -0.644 | 0.739403 |
6 | 0.017636 | 0.1692 | 0.433021 |
7 | 0.040779 | 0.3911 | 0.348301 |
8 | 0.251422 | 2.4116 | 0.008935 |
9 | 0.131912 | 1.2653 | 0.104488 |
10 | 0.196021 | 1.8802 | 0.031624 |
11 | -0.163048 | -1.5639 | 0.939363 |
12 | -0.522404 | -5.0107 | 0.999999 |
13 | -0.08441 | -0.8096 | 0.78988 |
14 | -0.131475 | -1.2611 | 0.894763 |
15 | -0.12732 | -1.2212 | 0.887436 |
16 | -0.054512 | -0.5229 | 0.698837 |
17 | -0.087076 | -0.8352 | 0.797116 |
18 | -0.01365 | -0.1309 | 0.551941 |
19 | -0.073032 | -0.7005 | 0.757308 |
20 | 0.009444 | 0.0906 | 0.464011 |
21 | -0.022432 | -0.2152 | 0.58494 |
22 | 0.126321 | 1.2116 | 0.114378 |
23 | 0.029397 | 0.282 | 0.389302 |
24 | -0.11523 | -1.1052 | 0.864032 |
25 | 0.099337 | 0.9528 | 0.171593 |
26 | -0.053218 | -0.5105 | 0.694521 |
27 | -0.003872 | -0.0371 | 0.514774 |
28 | -0.041482 | -0.3979 | 0.65418 |
29 | -0.036418 | -0.3493 | 0.636172 |
30 | -0.016727 | -0.1604 | 0.563557 |
31 | -0.055351 | -0.5309 | 0.70162 |
32 | 0.028059 | 0.2691 | 0.394216 |
33 | 0.019264 | 0.1848 | 0.426908 |
34 | 0.057428 | 0.5508 | 0.291543 |
35 | -0.039226 | -0.3762 | 0.646199 |
36 | -0.035045 | -0.3361 | 0.631234 |
37 | 0.03009 | 0.2886 | 0.386762 |
38 | 0.044645 | 0.4282 | 0.334746 |
39 | -0.036491 | -0.35 | 0.636434 |
40 | -0.042124 | -0.404 | 0.656438 |
41 | 0.059879 | 0.5743 | 0.28357 |
42 | -0.016434 | -0.1576 | 0.562454 |
43 | -0.010692 | -0.1026 | 0.540729 |
44 | -0.035054 | -0.3362 | 0.631266 |
45 | -0.04692 | -0.45 | 0.673129 |
46 | 0.060995 | 0.585 | 0.279975 |
47 | 0.00123 | 0.0118 | 0.495306 |
48 | 0.034772 | 0.3335 | 0.36975 |
49 | -0.022586 | -0.2166 | 0.585516 |
50 | 0.072122 | 0.6918 | 0.245412 |
51 | -0.02281 | -0.2188 | 0.586348 |
52 | 0.022203 | 0.213 | 0.415913 |
53 | -0.013606 | -0.1305 | 0.551774 |
54 | 0.047559 | 0.4562 | 0.32467 |
55 | -0.005291 | -0.0507 | 0.520181 |
56 | -0.018282 | -0.1754 | 0.569408 |
57 | -0.038606 | -0.3703 | 0.643995 |
58 | -0.118362 | -1.1353 | 0.870398 |
59 | -0.035583 | -0.3413 | 0.633172 |