Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.967132 | 10.5944 | 0 |
2 | 0.938194 | 10.2774 | 0 |
3 | 0.917315 | 10.0487 | 0 |
4 | 0.890751 | 9.7577 | 0 |
5 | 0.860338 | 9.4245 | 0 |
6 | 0.833856 | 9.1344 | 0 |
7 | 0.80107 | 8.7753 | 0 |
8 | 0.773244 | 8.4705 | 0 |
9 | 0.749943 | 8.2152 | 0 |
10 | 0.722433 | 7.9139 | 0 |
11 | 0.700659 | 7.6753 | 0 |
12 | 0.680083 | 7.4499 | 0 |
13 | 0.642342 | 7.0365 | 0 |
14 | 0.609611 | 6.678 | 0 |
15 | 0.58516 | 6.4101 | 0 |
16 | 0.557084 | 6.1026 | 0 |
17 | 0.52429 | 5.7433 | 0 |
18 | 0.497302 | 5.4477 | 0 |
19 | 0.466723 | 5.1127 | 1e-06 |
20 | 0.441613 | 4.8376 | 2e-06 |
21 | 0.419549 | 4.5959 | 5e-06 |
22 | 0.393862 | 4.3145 | 1.7e-05 |
23 | 0.371626 | 4.071 | 4.2e-05 |
24 | 0.351814 | 3.8539 | 9.4e-05 |
25 | 0.319738 | 3.5026 | 0.000324 |
26 | 0.291519 | 3.1934 | 0.000898 |
27 | 0.272661 | 2.9869 | 0.001709 |
28 | 0.252807 | 2.7694 | 0.003255 |
29 | 0.228775 | 2.5061 | 0.006773 |
30 | 0.20975 | 2.2977 | 0.011656 |
31 | 0.189002 | 2.0704 | 0.020279 |
32 | 0.172935 | 1.8944 | 0.030289 |
33 | 0.159614 | 1.7485 | 0.041469 |
34 | 0.142198 | 1.5577 | 0.060969 |
35 | 0.125857 | 1.3787 | 0.085277 |
36 | 0.112661 | 1.2341 | 0.109782 |
37 | 0.091545 | 1.0028 | 0.158981 |
38 | 0.071519 | 0.7835 | 0.217453 |
39 | 0.057178 | 0.6264 | 0.266135 |
40 | 0.041324 | 0.4527 | 0.325798 |
41 | 0.022048 | 0.2415 | 0.404782 |
42 | 0.005773 | 0.0632 | 0.474841 |
43 | -0.010191 | -0.1116 | 0.455649 |
44 | -0.02137 | -0.2341 | 0.407653 |
45 | -0.031239 | -0.3422 | 0.366396 |
46 | -0.042763 | -0.4684 | 0.32016 |
47 | -0.053725 | -0.5885 | 0.278642 |
48 | -0.061627 | -0.6751 | 0.250457 |
49 | -0.076313 | -0.836 | 0.202419 |
50 | -0.089658 | -0.9822 | 0.163999 |
51 | -0.098776 | -1.082 | 0.140704 |
52 | -0.108794 | -1.1918 | 0.11785 |
53 | -0.123943 | -1.3577 | 0.088548 |
54 | -0.137053 | -1.5013 | 0.067947 |
55 | -0.147917 | -1.6203 | 0.053892 |
56 | -0.154125 | -1.6884 | 0.04697 |
57 | -0.161057 | -1.7643 | 0.040113 |
58 | -0.169585 | -1.8577 | 0.03283 |
59 | -0.178402 | -1.9543 | 0.026496 |
60 | -0.186322 | -2.0411 | 0.021719 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.967132 | 10.5944 | 0 |
2 | 0.044074 | 0.4828 | 0.315057 |
3 | 0.113477 | 1.2431 | 0.108131 |
4 | -0.084708 | -0.9279 | 0.177652 |
5 | -0.068884 | -0.7546 | 0.225989 |
6 | 0.019589 | 0.2146 | 0.415225 |
7 | -0.116222 | -1.2731 | 0.102713 |
8 | 0.070337 | 0.7705 | 0.221259 |
9 | 0.038575 | 0.4226 | 0.336684 |
10 | -0.046096 | -0.505 | 0.307258 |
11 | 0.08945 | 0.9799 | 0.16456 |
12 | -0.025641 | -0.2809 | 0.389642 |
13 | -0.255224 | -2.7958 | 0.003015 |
14 | 0.022431 | 0.2457 | 0.403158 |
15 | 0.04353 | 0.4768 | 0.31717 |
16 | 0.005111 | 0.056 | 0.477721 |
17 | -0.06198 | -0.679 | 0.249235 |
18 | 0.032033 | 0.3509 | 0.363137 |
19 | -0.037064 | -0.406 | 0.342728 |
20 | 0.045265 | 0.4959 | 0.310451 |
21 | -0.00168 | -0.0184 | 0.492674 |
22 | -0.028584 | -0.3131 | 0.377367 |
23 | 0.021528 | 0.2358 | 0.406983 |
24 | -0.012243 | -0.1341 | 0.446769 |
25 | -0.131425 | -1.4397 | 0.076279 |
26 | 0.001412 | 0.0155 | 0.493842 |
27 | 0.051419 | 0.5633 | 0.287153 |
28 | 0.054437 | 0.5963 | 0.276039 |
29 | -0.024995 | -0.2738 | 0.392351 |
30 | 0.006415 | 0.0703 | 0.472046 |
31 | -0.021306 | -0.2334 | 0.407927 |
32 | 0.020168 | 0.2209 | 0.412763 |
33 | 0.002046 | 0.0224 | 0.49108 |
34 | -0.035497 | -0.3888 | 0.349038 |
35 | -0.006451 | -0.0707 | 0.471891 |
36 | -0.002818 | -0.0309 | 0.487712 |
37 | -0.050367 | -0.5517 | 0.291077 |
38 | -0.026581 | -0.2912 | 0.385707 |
39 | -0.018034 | -0.1975 | 0.421866 |
40 | 0.012057 | 0.1321 | 0.44757 |
41 | -0.009637 | -0.1056 | 0.458049 |
42 | -0.023024 | -0.2522 | 0.400654 |
43 | 0.003011 | 0.033 | 0.486872 |
44 | 0.028838 | 0.3159 | 0.376312 |
45 | -0.003873 | -0.0424 | 0.483116 |
46 | 0.013035 | 0.1428 | 0.443349 |
47 | -0.011004 | -0.1205 | 0.452126 |
48 | -0.007567 | -0.0829 | 0.467038 |
49 | -0.057688 | -0.6319 | 0.264315 |
50 | -0.006351 | -0.0696 | 0.472326 |
51 | -0.011911 | -0.1305 | 0.448203 |
52 | 0.005909 | 0.0647 | 0.474248 |
53 | -0.042525 | -0.4658 | 0.321087 |
54 | -0.01817 | -0.199 | 0.421281 |
55 | 0.019065 | 0.2088 | 0.417461 |
56 | 0.032809 | 0.3594 | 0.359964 |
57 | -0.022158 | -0.2427 | 0.404313 |
58 | -0.000636 | -0.007 | 0.497227 |
59 | -0.029884 | -0.3274 | 0.371981 |
60 | -0.046783 | -0.5125 | 0.304629 |