Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.967619 | 10.5997 | 0 |
2 | 0.939307 | 10.2896 | 0 |
3 | 0.913137 | 10.0029 | 0 |
4 | 0.883515 | 9.6784 | 0 |
5 | 0.857515 | 9.3936 | 0 |
6 | 0.828883 | 9.08 | 0 |
7 | 0.81004 | 8.8735 | 0 |
8 | 0.788732 | 8.6401 | 0 |
9 | 0.764192 | 8.3713 | 0 |
10 | 0.741756 | 8.1255 | 0 |
11 | 0.718653 | 7.8724 | 0 |
12 | 0.699305 | 7.6605 | 0 |
13 | 0.666803 | 7.3045 | 0 |
14 | 0.638773 | 6.9974 | 0 |
15 | 0.613482 | 6.7204 | 0 |
16 | 0.585413 | 6.4129 | 0 |
17 | 0.559231 | 6.1261 | 0 |
18 | 0.53069 | 5.8134 | 0 |
19 | 0.511731 | 5.6057 | 0 |
20 | 0.491403 | 5.3831 | 0 |
21 | 0.469651 | 5.1448 | 1e-06 |
22 | 0.451615 | 4.9472 | 1e-06 |
23 | 0.432866 | 4.7418 | 3e-06 |
24 | 0.416244 | 4.5597 | 6e-06 |
25 | 0.389345 | 4.2651 | 2e-05 |
26 | 0.364348 | 3.9912 | 5.7e-05 |
27 | 0.342277 | 3.7495 | 0.000137 |
28 | 0.317307 | 3.4759 | 0.000355 |
29 | 0.294326 | 3.2242 | 0.000814 |
30 | 0.269219 | 2.9491 | 0.001916 |
31 | 0.253 | 2.7715 | 0.003235 |
32 | 0.235543 | 2.5802 | 0.005539 |
33 | 0.215344 | 2.359 | 0.00997 |
34 | 0.198253 | 2.1718 | 0.015921 |
35 | 0.179505 | 1.9664 | 0.025782 |
36 | 0.162075 | 1.7754 | 0.03918 |
37 | 0.137242 | 1.5034 | 0.06768 |
38 | 0.112065 | 1.2276 | 0.110998 |
39 | 0.090118 | 0.9872 | 0.162768 |
40 | 0.066582 | 0.7294 | 0.233599 |
41 | 0.045449 | 0.4979 | 0.309743 |
42 | 0.022824 | 0.25 | 0.401497 |
43 | 0.008577 | 0.094 | 0.46265 |
44 | -0.007068 | -0.0774 | 0.469205 |
45 | -0.02467 | -0.2702 | 0.393719 |
46 | -0.040495 | -0.4436 | 0.329066 |
47 | -0.057184 | -0.6264 | 0.266115 |
48 | -0.073089 | -0.8007 | 0.212457 |
49 | -0.093784 | -1.0273 | 0.153161 |
50 | -0.116797 | -1.2794 | 0.101604 |
51 | -0.137389 | -1.505 | 0.067473 |
52 | -0.158548 | -1.7368 | 0.042493 |
53 | -0.177579 | -1.9453 | 0.02704 |
54 | -0.197479 | -2.1633 | 0.016251 |
55 | -0.208523 | -2.2843 | 0.012057 |
56 | -0.219073 | -2.3998 | 0.00897 |
57 | -0.231452 | -2.5354 | 0.006258 |
58 | -0.24234 | -2.6547 | 0.004507 |
59 | -0.252426 | -2.7652 | 0.003294 |
60 | -0.264005 | -2.892 | 0.002273 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.967619 | 10.5997 | 0 |
2 | 0.04741 | 0.5194 | 0.302235 |
3 | 0.022983 | 0.2518 | 0.400824 |
4 | -0.063614 | -0.6969 | 0.243619 |
5 | 0.036253 | 0.3971 | 0.345989 |
6 | -0.052591 | -0.5761 | 0.282813 |
7 | 0.141224 | 1.547 | 0.062245 |
8 | -0.04201 | -0.4602 | 0.323102 |
9 | -0.048792 | -0.5345 | 0.296997 |
10 | -0.008235 | -0.0902 | 0.464137 |
11 | -0.003111 | -0.0341 | 0.486435 |
12 | 0.039082 | 0.4281 | 0.334666 |
13 | -0.201466 | -2.207 | 0.01461 |
14 | 0.036976 | 0.405 | 0.343082 |
15 | -0.002137 | -0.0234 | 0.490681 |
16 | -0.0153 | -0.1676 | 0.43359 |
17 | -0.019391 | -0.2124 | 0.41607 |
18 | -0.029162 | -0.3195 | 0.374968 |
19 | 0.087975 | 0.9637 | 0.168563 |
20 | -0.012929 | -0.1416 | 0.443805 |
21 | 0.003753 | 0.0411 | 0.483637 |
22 | 0.003165 | 0.0347 | 0.4862 |
23 | 0.004388 | 0.0481 | 0.48087 |
24 | -0.00389 | -0.0426 | 0.483039 |
25 | -0.116375 | -1.2748 | 0.102417 |
26 | -0.013667 | -0.1497 | 0.440621 |
27 | -0.005789 | -0.0634 | 0.474771 |
28 | -0.012794 | -0.1401 | 0.444389 |
29 | -0.015396 | -0.1687 | 0.433176 |
30 | -0.030379 | -0.3328 | 0.369939 |
31 | 0.06166 | 0.6754 | 0.250345 |
32 | -0.014404 | -0.1578 | 0.437445 |
33 | -0.016671 | -0.1826 | 0.4277 |
34 | -0.01858 | -0.2035 | 0.41953 |
35 | -0.015334 | -0.168 | 0.433443 |
36 | -0.016801 | -0.184 | 0.427145 |
37 | -0.066401 | -0.7274 | 0.234202 |
38 | -0.045777 | -0.5015 | 0.308481 |
39 | -0.01371 | -0.1502 | 0.440436 |
40 | 0.006149 | 0.0674 | 0.473202 |
41 | -0.00202 | -0.0221 | 0.491189 |
42 | -0.024796 | -0.2716 | 0.393188 |
43 | 0.049722 | 0.5447 | 0.293492 |
44 | -0.026961 | -0.2953 | 0.384122 |
45 | -0.000533 | -0.0058 | 0.497677 |
46 | -0.04128 | -0.4522 | 0.32597 |
47 | -0.002564 | -0.0281 | 0.488821 |
48 | -0.028792 | -0.3154 | 0.376501 |
49 | -0.024426 | -0.2676 | 0.394744 |
50 | -0.072118 | -0.79 | 0.21554 |
51 | -0.030624 | -0.3355 | 0.36893 |
52 | 0.004953 | 0.0543 | 0.47841 |
53 | -0.002399 | -0.0263 | 0.489539 |
54 | -0.020602 | -0.2257 | 0.410915 |
55 | 0.05452 | 0.5972 | 0.275736 |
56 | 0.000531 | 0.0058 | 0.497686 |
57 | -0.004232 | -0.0464 | 0.481553 |
58 | -0.029544 | -0.3236 | 0.373389 |
59 | 0.020032 | 0.2194 | 0.413339 |
60 | -0.058172 | -0.6372 | 0.262592 |