Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966877 | 8.8616 | 0 |
2 | 0.933015 | 8.5512 | 0 |
3 | 0.896824 | 8.2195 | 0 |
4 | 0.861327 | 7.8942 | 0 |
5 | 0.824748 | 7.5589 | 0 |
6 | 0.789584 | 7.2367 | 0 |
7 | 0.753109 | 6.9024 | 0 |
8 | 0.717604 | 6.577 | 0 |
9 | 0.682174 | 6.2522 | 0 |
10 | 0.648719 | 5.9456 | 0 |
11 | 0.613036 | 5.6186 | 0 |
12 | 0.577708 | 5.2948 | 0 |
13 | 0.537953 | 4.9304 | 2e-06 |
14 | 0.498621 | 4.5699 | 8e-06 |
15 | 0.458056 | 4.1982 | 3.3e-05 |
16 | 0.418871 | 3.839 | 0.000119 |
17 | 0.379202 | 3.4754 | 0.000405 |
18 | 0.3417 | 3.1317 | 0.001196 |
19 | 0.304347 | 2.7894 | 0.003266 |
20 | 0.271892 | 2.4919 | 0.007335 |
21 | 0.241224 | 2.2109 | 0.014882 |
22 | 0.213458 | 1.9564 | 0.026872 |
23 | 0.184522 | 1.6912 | 0.047256 |
24 | 0.154858 | 1.4193 | 0.079756 |
25 | 0.121268 | 1.1114 | 0.134776 |
26 | 0.089162 | 0.8172 | 0.208068 |
27 | 0.056765 | 0.5203 | 0.302125 |
28 | 0.026626 | 0.244 | 0.403902 |
29 | -0.002738 | -0.0251 | 0.490021 |
30 | -0.025213 | -0.2311 | 0.408908 |
31 | -0.050166 | -0.4598 | 0.323432 |
32 | -0.069104 | -0.6334 | 0.264113 |
33 | -0.090448 | -0.829 | 0.204734 |
34 | -0.109497 | -1.0036 | 0.159236 |
35 | -0.128747 | -1.18 | 0.120668 |
36 | -0.150263 | -1.3772 | 0.086057 |
37 | -0.173792 | -1.5928 | 0.057477 |
38 | -0.197145 | -1.8069 | 0.037182 |
39 | -0.222328 | -2.0377 | 0.022365 |
40 | -0.244481 | -2.2407 | 0.013842 |
41 | -0.263848 | -2.4182 | 0.008879 |
42 | -0.27701 | -2.5388 | 0.006483 |
43 | -0.292841 | -2.6839 | 0.004382 |
44 | -0.302715 | -2.7744 | 0.003407 |
45 | -0.312316 | -2.8624 | 0.002653 |
46 | -0.319263 | -2.9261 | 0.002207 |
47 | -0.32754 | -3.002 | 0.001766 |
48 | -0.337692 | -3.095 | 0.001337 |
49 | -0.349358 | -3.2019 | 0.000964 |
50 | -0.361602 | -3.3141 | 0.000679 |
51 | -0.372566 | -3.4146 | 0.000493 |
52 | -0.380759 | -3.4897 | 0.000386 |
53 | -0.389449 | -3.5694 | 0.000297 |
54 | -0.392685 | -3.599 | 0.000269 |
55 | -0.398477 | -3.6521 | 0.000226 |
56 | -0.3977 | -3.645 | 0.000231 |
57 | -0.397795 | -3.6459 | 0.00023 |
58 | -0.397048 | -3.639 | 0.000236 |
59 | -0.396179 | -3.631 | 0.000242 |
60 | -0.395012 | -3.6203 | 0.000251 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966877 | 8.8616 | 0 |
2 | -0.028169 | -0.2582 | 0.398453 |
3 | -0.053175 | -0.4874 | 0.313636 |
4 | -0.007696 | -0.0705 | 0.471967 |
5 | -0.034726 | -0.3183 | 0.375535 |
6 | 0.001335 | 0.0122 | 0.495133 |
7 | -0.0391 | -0.3584 | 0.360487 |
8 | -0.007206 | -0.066 | 0.473749 |
9 | -0.017803 | -0.1632 | 0.435391 |
10 | 0.007394 | 0.0678 | 0.473067 |
11 | -0.054182 | -0.4966 | 0.310388 |
12 | -0.01903 | -0.1744 | 0.430981 |
13 | -0.087432 | -0.8013 | 0.212601 |
14 | -0.020144 | -0.1846 | 0.426987 |
15 | -0.039226 | -0.3595 | 0.360057 |
16 | -0.010134 | -0.0929 | 0.463111 |
17 | -0.030631 | -0.2807 | 0.3898 |
18 | 0.000123 | 0.0011 | 0.499552 |
19 | -0.021977 | -0.2014 | 0.420429 |
20 | 0.041289 | 0.3784 | 0.353038 |
21 | 0.003261 | 0.0299 | 0.488113 |
22 | 0.009748 | 0.0893 | 0.46451 |
23 | -0.037473 | -0.3434 | 0.366059 |
24 | -0.04246 | -0.3892 | 0.349075 |
25 | -0.077875 | -0.7137 | 0.238684 |
26 | -0.009449 | -0.0866 | 0.465598 |
27 | -0.025638 | -0.235 | 0.407401 |
28 | -0.001238 | -0.0113 | 0.495488 |
29 | -0.010344 | -0.0948 | 0.462347 |
30 | 0.068715 | 0.6298 | 0.265273 |
31 | -0.063474 | -0.5817 | 0.281148 |
32 | 0.048564 | 0.4451 | 0.328697 |
33 | -0.064043 | -0.587 | 0.2794 |
34 | -0.005156 | -0.0473 | 0.481212 |
35 | -0.016818 | -0.1541 | 0.438934 |
36 | -0.070766 | -0.6486 | 0.25919 |
37 | -0.041581 | -0.3811 | 0.352045 |
38 | -0.031887 | -0.2923 | 0.385407 |
39 | -0.046123 | -0.4227 | 0.336788 |
40 | 0.007051 | 0.0646 | 0.474312 |
41 | 0.022892 | 0.2098 | 0.417161 |
42 | 0.045984 | 0.4214 | 0.337253 |
43 | -0.064576 | -0.5918 | 0.277771 |
44 | 0.039771 | 0.3645 | 0.358198 |
45 | -0.017638 | -0.1617 | 0.435983 |
46 | 0.002288 | 0.021 | 0.49166 |
47 | -0.032208 | -0.2952 | 0.38429 |
48 | -0.058069 | -0.5322 | 0.297993 |
49 | -0.020132 | -0.1845 | 0.42703 |
50 | -0.041026 | -0.376 | 0.353927 |
51 | 0.01103 | 0.1011 | 0.459859 |
52 | -0.001926 | -0.0176 | 0.49298 |
53 | -0.03348 | -0.3069 | 0.379858 |
54 | 0.035796 | 0.3281 | 0.371836 |
55 | -0.062215 | -0.5702 | 0.285028 |
56 | 0.053257 | 0.4881 | 0.313372 |
57 | -0.034432 | -0.3156 | 0.376555 |
58 | -0.027903 | -0.2557 | 0.399391 |
59 | 0.004535 | 0.0416 | 0.483472 |
60 | -0.020265 | -0.1857 | 0.426553 |