Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.951771 | 10.4261 | 0 |
2 | 0.917465 | 10.0503 | 0 |
3 | 0.899863 | 9.8575 | 0 |
4 | 0.874458 | 9.5792 | 0 |
5 | 0.848288 | 9.2925 | 0 |
6 | 0.822371 | 9.0086 | 0 |
7 | 0.789839 | 8.6523 | 0 |
8 | 0.771839 | 8.4551 | 0 |
9 | 0.754575 | 8.266 | 0 |
10 | 0.718107 | 7.8665 | 0 |
11 | 0.702929 | 7.7002 | 0 |
12 | 0.700355 | 7.672 | 0 |
13 | 0.659106 | 7.2201 | 0 |
14 | 0.627401 | 6.8728 | 0 |
15 | 0.606217 | 6.6408 | 0 |
16 | 0.583399 | 6.3908 | 0 |
17 | 0.562065 | 6.1571 | 0 |
18 | 0.539316 | 5.9079 | 0 |
19 | 0.508482 | 5.5701 | 0 |
20 | 0.49214 | 5.3911 | 0 |
21 | 0.475673 | 5.2107 | 0 |
22 | 0.44522 | 4.8771 | 2e-06 |
23 | 0.427546 | 4.6835 | 4e-06 |
24 | 0.415329 | 4.5497 | 6e-06 |
25 | 0.376595 | 4.1254 | 3.4e-05 |
26 | 0.346421 | 3.7949 | 0.000117 |
27 | 0.318998 | 3.4944 | 0.000333 |
28 | 0.292155 | 3.2004 | 0.000878 |
29 | 0.269374 | 2.9508 | 0.001906 |
30 | 0.244917 | 2.6829 | 0.004164 |
31 | 0.209343 | 2.2932 | 0.011787 |
32 | 0.186322 | 2.0411 | 0.02172 |
33 | 0.166009 | 1.8185 | 0.035738 |
34 | 0.13418 | 1.4699 | 0.072107 |
35 | 0.112131 | 1.2283 | 0.110864 |
36 | 0.093408 | 1.0232 | 0.154128 |
37 | 0.059583 | 0.6527 | 0.257598 |
38 | 0.03638 | 0.3985 | 0.345476 |
39 | 0.01517 | 0.1662 | 0.434148 |
40 | -0.006707 | -0.0735 | 0.470776 |
41 | -0.023757 | -0.2602 | 0.397559 |
42 | -0.041651 | -0.4563 | 0.324513 |
43 | -0.071322 | -0.7813 | 0.218086 |
44 | -0.089492 | -0.9803 | 0.164447 |
45 | -0.106133 | -1.1626 | 0.123643 |
46 | -0.128992 | -1.413 | 0.080117 |
47 | -0.144936 | -1.5877 | 0.057494 |
48 | -0.158706 | -1.7385 | 0.042341 |
49 | -0.180871 | -1.9813 | 0.024919 |
50 | -0.188854 | -2.0688 | 0.020357 |
51 | -0.201141 | -2.2034 | 0.014738 |
52 | -0.213132 | -2.3347 | 0.010609 |
53 | -0.221129 | -2.4224 | 0.008458 |
54 | -0.227976 | -2.4974 | 0.006934 |
55 | -0.247535 | -2.7116 | 0.00384 |
56 | -0.255835 | -2.8025 | 0.002957 |
57 | -0.263973 | -2.8917 | 0.002275 |
58 | -0.278615 | -3.0521 | 0.001399 |
59 | -0.286964 | -3.1435 | 0.001052 |
60 | -0.294522 | -3.2263 | 0.000808 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.951771 | 10.4261 | 0 |
2 | 0.123187 | 1.3494 | 0.089867 |
3 | 0.183052 | 2.0052 | 0.023594 |
4 | -0.036823 | -0.4034 | 0.343694 |
5 | -0.004251 | -0.0466 | 0.481469 |
6 | -0.031908 | -0.3495 | 0.36365 |
7 | -0.088823 | -0.973 | 0.166253 |
8 | 0.118712 | 1.3004 | 0.097974 |
9 | 0.019337 | 0.2118 | 0.416301 |
10 | -0.161627 | -1.7705 | 0.039589 |
11 | 0.164261 | 1.7994 | 0.037235 |
12 | 0.133048 | 1.4575 | 0.0738 |
13 | -0.345438 | -3.7841 | 0.000121 |
14 | 0.011686 | 0.128 | 0.449175 |
15 | 0.041902 | 0.459 | 0.323526 |
16 | 0.022182 | 0.243 | 0.404212 |
17 | -0.036202 | -0.3966 | 0.346195 |
18 | 0.029169 | 0.3195 | 0.374939 |
19 | -0.012369 | -0.1355 | 0.446222 |
20 | -0.024025 | -0.2632 | 0.396433 |
21 | -0.015978 | -0.175 | 0.430677 |
22 | 0.026598 | 0.2914 | 0.385636 |
23 | -0.016094 | -0.1763 | 0.430177 |
24 | -0.038963 | -0.4268 | 0.33514 |
25 | -0.149458 | -1.6372 | 0.052101 |
26 | 0.01034 | 0.1133 | 0.455003 |
27 | -0.054264 | -0.5944 | 0.27667 |
28 | 0.003282 | 0.036 | 0.485688 |
29 | 0.00477 | 0.0523 | 0.479207 |
30 | 0.017532 | 0.1921 | 0.424013 |
31 | -0.083405 | -0.9137 | 0.181364 |
32 | -0.033194 | -0.3636 | 0.35839 |
33 | 0.023889 | 0.2617 | 0.397006 |
34 | -0.029012 | -0.3178 | 0.375588 |
35 | -0.032346 | -0.3543 | 0.361856 |
36 | 0.00053 | 0.0058 | 0.497691 |
37 | -0.037821 | -0.4143 | 0.339692 |
38 | 0.01294 | 0.1418 | 0.443755 |
39 | 0.004938 | 0.0541 | 0.478476 |
40 | 0.01294 | 0.1417 | 0.443758 |
41 | -0.017378 | -0.1904 | 0.42467 |
42 | -0.019565 | -0.2143 | 0.415328 |
43 | -0.05377 | -0.589 | 0.278478 |
44 | -0.012248 | -0.1342 | 0.446745 |
45 | -0.018079 | -0.198 | 0.421673 |
46 | 0.010697 | 0.1172 | 0.453457 |
47 | -0.012329 | -0.1351 | 0.446395 |
48 | 0.018139 | 0.1987 | 0.421417 |
49 | 0.005286 | 0.0579 | 0.476959 |
50 | 0.073894 | 0.8095 | 0.209924 |
51 | -0.051604 | -0.5653 | 0.286466 |
52 | 0.024647 | 0.27 | 0.393813 |
53 | -0.02733 | -0.2994 | 0.38258 |
54 | 0.014688 | 0.1609 | 0.43622 |
55 | -0.075207 | -0.8238 | 0.20583 |
56 | 0.026462 | 0.2899 | 0.386205 |
57 | -3.1e-05 | -3e-04 | 0.499867 |
58 | -0.048235 | -0.5284 | 0.299101 |
59 | -0.015881 | -0.174 | 0.431094 |
60 | 0.04697 | 0.5145 | 0.303913 |