Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.95541 | 8.5454 | 0 |
2 | 0.902948 | 8.0762 | 0 |
3 | 0.85811 | 7.6752 | 0 |
4 | 0.819165 | 7.3268 | 0 |
5 | 0.77889 | 6.9666 | 0 |
6 | 0.744649 | 6.6603 | 0 |
7 | 0.709726 | 6.348 | 0 |
8 | 0.675446 | 6.0414 | 0 |
9 | 0.655381 | 5.8619 | 0 |
10 | 0.636495 | 5.693 | 0 |
11 | 0.607887 | 5.4371 | 0 |
12 | 0.563129 | 5.0368 | 1e-06 |
13 | 0.513836 | 4.5959 | 8e-06 |
14 | 0.459964 | 4.114 | 4.7e-05 |
15 | 0.414329 | 3.7059 | 0.000193 |
16 | 0.372554 | 3.3322 | 0.000653 |
17 | 0.331947 | 2.969 | 0.001971 |
18 | 0.293228 | 2.6227 | 0.005221 |
19 | 0.254826 | 2.2792 | 0.012659 |
20 | 0.216229 | 1.934 | 0.028324 |
21 | 0.174124 | 1.5574 | 0.06166 |
22 | 0.128581 | 1.1501 | 0.126773 |
23 | 0.068697 | 0.6144 | 0.270333 |
24 | 0.01739 | 0.1555 | 0.438392 |
25 | -0.034803 | -0.3113 | 0.621803 |
26 | -0.085041 | -0.7606 | 0.775442 |
27 | -0.12724 | -1.1381 | 0.870755 |
28 | -0.156609 | -1.4008 | 0.917423 |
29 | -0.182903 | -1.6359 | 0.947109 |
30 | -0.201362 | -1.801 | 0.962267 |
31 | -0.212771 | -1.9031 | 0.969686 |
32 | -0.226034 | -2.0217 | 0.976725 |
33 | -0.24893 | -2.2265 | 0.985604 |
34 | -0.267626 | -2.3937 | 0.99049 |
35 | -0.28969 | -2.5911 | 0.994316 |
36 | -0.309092 | -2.7646 | 0.996464 |
37 | -0.329037 | -2.943 | 0.997874 |
38 | -0.343571 | -3.073 | 0.998551 |
39 | -0.354678 | -3.1723 | 0.998927 |
40 | -0.362255 | -3.2401 | 0.999129 |
41 | -0.361675 | -3.2349 | 0.999115 |
42 | -0.364928 | -3.264 | 0.999191 |
43 | -0.371451 | -3.3224 | 0.999326 |
44 | -0.375626 | -3.3597 | 0.999401 |
45 | -0.376363 | -3.3663 | 0.999414 |
46 | -0.377941 | -3.3804 | 0.999439 |
47 | -0.380383 | -3.4023 | 0.999477 |
48 | -0.3784 | -3.3845 | 0.999447 |
49 | -0.378564 | -3.386 | 0.999449 |
50 | -0.373867 | -3.344 | 0.999371 |
51 | -0.359821 | -3.2183 | 0.999069 |
52 | -0.341882 | -3.0579 | 0.998485 |
53 | -0.331291 | -2.9632 | 0.997995 |
54 | -0.323284 | -2.8915 | 0.997533 |
55 | -0.311254 | -2.7839 | 0.99665 |
56 | -0.294033 | -2.6299 | 0.99488 |
57 | -0.281108 | -2.5143 | 0.993034 |
58 | -0.265049 | -2.3707 | 0.989919 |
59 | -0.260077 | -2.3262 | 0.98873 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.95541 | 8.5454 | 0 |
1 | -0.1131 | -1.0116 | 0.842609 |
2 | 0.068678 | 0.6143 | 0.270388 |
3 | 0.027826 | 0.2489 | 0.402043 |
4 | -0.040467 | -0.3619 | 0.640826 |
5 | 0.061144 | 0.5469 | 0.292988 |
6 | -0.042065 | -0.3762 | 0.646133 |
7 | 0.000181 | 0.0016 | 0.499356 |
8 | 0.151198 | 1.3524 | 0.090036 |
9 | -0.036638 | -0.3277 | 0.628003 |
10 | -0.093282 | -0.8343 | 0.796714 |
11 | -0.174446 | -1.5603 | 0.93868 |
12 | -0.075489 | -0.6752 | 0.74925 |
13 | -0.092943 | -0.8313 | 0.795862 |
14 | 0.048554 | 0.4343 | 0.332626 |
15 | -0.017349 | -0.1552 | 0.561464 |
16 | -0.007871 | -0.0704 | 0.527974 |
17 | 0.003707 | 0.0332 | 0.486814 |
18 | -0.071489 | -0.6394 | 0.73781 |
19 | -0.069714 | -0.6235 | 0.732649 |
20 | -0.082959 | -0.742 | 0.769873 |
21 | -0.071657 | -0.6409 | 0.738297 |
22 | -0.160688 | -1.4372 | 0.922724 |
23 | 0.103936 | 0.9296 | 0.177678 |
24 | -0.097404 | -0.8712 | 0.806876 |
25 | -0.036665 | -0.3279 | 0.628094 |
26 | 0.044162 | 0.395 | 0.346947 |
27 | 0.037846 | 0.3385 | 0.367934 |
28 | 0.000581 | 0.0052 | 0.497933 |
29 | 0.086824 | 0.7766 | 0.219848 |
30 | 0.027201 | 0.2433 | 0.404201 |
31 | 0.032418 | 0.29 | 0.3863 |
32 | -0.079932 | -0.7149 | 0.761634 |
33 | 0.079611 | 0.7121 | 0.23925 |
34 | -0.097627 | -0.8732 | 0.807418 |
35 | 0.085329 | 0.7632 | 0.223792 |
36 | -0.098155 | -0.8779 | 0.808694 |
37 | 0.044888 | 0.4015 | 0.344565 |
38 | -0.013724 | -0.1228 | 0.548695 |
39 | -0.032097 | -0.2871 | 0.612604 |
40 | 0.033253 | 0.2974 | 0.383458 |
41 | -0.081993 | -0.7334 | 0.767261 |
42 | -0.046196 | -0.4132 | 0.659714 |
43 | 0.046145 | 0.4127 | 0.340454 |
44 | 0.006399 | 0.0572 | 0.477249 |
45 | -0.034458 | -0.3082 | 0.620633 |
46 | -0.041037 | -0.367 | 0.642724 |
47 | 0.022845 | 0.2043 | 0.419308 |
48 | -0.127721 | -1.1424 | 0.871647 |
49 | 0.024452 | 0.2187 | 0.413717 |
50 | 0.055682 | 0.498 | 0.309914 |
51 | -0.026004 | -0.2326 | 0.59166 |
52 | -0.021811 | -0.1951 | 0.577088 |
53 | -0.026404 | -0.2362 | 0.593046 |
54 | 0.081007 | 0.7245 | 0.235421 |
55 | 0.005179 | 0.0463 | 0.481585 |
56 | 0.003585 | 0.0321 | 0.487251 |
57 | 0.033625 | 0.3007 | 0.382194 |
58 | -0.116515 | -1.0421 | 0.849757 |
59 | 0.052658 | 0.471 | 0.319466 |