Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.918196 | 10.0583 | 0 |
2 | 0.848018 | 9.2896 | 0 |
3 | 0.784935 | 8.5985 | 0 |
4 | 0.716782 | 7.852 | 0 |
5 | 0.687227 | 7.5282 | 0 |
6 | 0.666741 | 7.3038 | 0 |
7 | 0.635293 | 6.9593 | 0 |
8 | 0.612024 | 6.7044 | 0 |
9 | 0.591653 | 6.4812 | 0 |
10 | 0.569571 | 6.2393 | 0 |
11 | 0.557964 | 6.1122 | 0 |
12 | 0.558172 | 6.1145 | 0 |
13 | 0.497167 | 5.4462 | 0 |
14 | 0.451611 | 4.9471 | 1e-06 |
15 | 0.405507 | 4.4421 | 1e-05 |
16 | 0.352764 | 3.8643 | 9.1e-05 |
17 | 0.338791 | 3.7113 | 0.000157 |
18 | 0.332521 | 3.6426 | 2e-04 |
19 | 0.317007 | 3.4726 | 0.000359 |
20 | 0.309993 | 3.3958 | 0.000464 |
21 | 0.30254 | 3.3142 | 0.000608 |
22 | 0.292026 | 3.199 | 0.000882 |
23 | 0.295662 | 3.2388 | 0.000776 |
24 | 0.305972 | 3.3518 | 0.000537 |
25 | 0.266036 | 2.9143 | 0.002127 |
26 | 0.236206 | 2.5875 | 0.00543 |
27 | 0.200058 | 2.1915 | 0.015172 |
28 | 0.159435 | 1.7465 | 0.04164 |
29 | 0.154024 | 1.6873 | 0.047076 |
30 | 0.147159 | 1.6121 | 0.054789 |
31 | 0.13563 | 1.4858 | 0.069984 |
32 | 0.133268 | 1.4599 | 0.073468 |
33 | 0.124961 | 1.3689 | 0.086798 |
34 | 0.116595 | 1.2772 | 0.101992 |
35 | 0.119256 | 1.3064 | 0.096959 |
36 | 0.127215 | 1.3936 | 0.083011 |
37 | 0.100436 | 1.1002 | 0.136719 |
38 | 0.08338 | 0.9134 | 0.181438 |
39 | 0.058671 | 0.6427 | 0.260818 |
40 | 0.022994 | 0.2519 | 0.400781 |
41 | 0.023663 | 0.2592 | 0.397957 |
42 | 0.01441 | 0.1579 | 0.437419 |
43 | 0.005256 | 0.0576 | 0.477093 |
44 | 0.01207 | 0.1322 | 0.447517 |
45 | 0.008983 | 0.0984 | 0.460888 |
46 | 0.008932 | 0.0978 | 0.461109 |
47 | 0.01723 | 0.1887 | 0.425308 |
48 | 0.022458 | 0.246 | 0.403046 |
49 | 0.001638 | 0.0179 | 0.492859 |
50 | -0.011024 | -0.1208 | 0.452042 |
51 | -0.034452 | -0.3774 | 0.353269 |
52 | -0.064832 | -0.7102 | 0.239479 |
53 | -0.062143 | -0.6807 | 0.248674 |
54 | -0.071471 | -0.7829 | 0.217607 |
55 | -0.081255 | -0.8901 | 0.187595 |
56 | -0.07716 | -0.8452 | 0.199827 |
57 | -0.082534 | -0.9041 | 0.183872 |
58 | -0.086152 | -0.9437 | 0.173599 |
59 | -0.079273 | -0.8684 | 0.193457 |
60 | -0.077794 | -0.8522 | 0.197904 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.918196 | 10.0583 | 0 |
2 | 0.031442 | 0.3444 | 0.365562 |
3 | 0.012123 | 0.1328 | 0.447288 |
4 | -0.061465 | -0.6733 | 0.251021 |
5 | 0.205705 | 2.2534 | 0.013026 |
6 | 0.06914 | 0.7574 | 0.225152 |
7 | -0.055819 | -0.6115 | 0.271025 |
8 | 0.021446 | 0.2349 | 0.407332 |
9 | 0.060423 | 0.6619 | 0.254652 |
10 | 0.022384 | 0.2452 | 0.403356 |
11 | 0.039608 | 0.4339 | 0.332577 |
12 | 0.093872 | 1.0283 | 0.152935 |
13 | -0.369996 | -4.0531 | 4.5e-05 |
14 | 0.046031 | 0.5042 | 0.307508 |
15 | -0.02122 | -0.2325 | 0.408292 |
16 | -0.00939 | -0.1029 | 0.459122 |
17 | 0.069536 | 0.7617 | 0.223858 |
18 | 0.043632 | 0.478 | 0.316773 |
19 | -0.018186 | -0.1992 | 0.421215 |
20 | 0.002679 | 0.0293 | 0.488319 |
21 | 0.080395 | 0.8807 | 0.190125 |
22 | 0.012799 | 0.1402 | 0.444366 |
23 | 0.055963 | 0.613 | 0.270505 |
24 | 0.024068 | 0.2637 | 0.396251 |
25 | -0.193575 | -2.1205 | 0.018011 |
26 | -0.016568 | -0.1815 | 0.428143 |
27 | -0.015781 | -0.1729 | 0.431521 |
28 | 0.017055 | 0.1868 | 0.426056 |
29 | 0.004152 | 0.0455 | 0.481898 |
30 | -0.04025 | -0.4409 | 0.330033 |
31 | -0.008852 | -0.097 | 0.461456 |
32 | 0.0081 | 0.0887 | 0.464721 |
33 | 0.045596 | 0.4995 | 0.309179 |
34 | 0.017851 | 0.1955 | 0.422649 |
35 | 0.003333 | 0.0365 | 0.485469 |
36 | 0.017097 | 0.1873 | 0.425874 |
37 | -0.07103 | -0.7781 | 0.219024 |
38 | 0.010937 | 0.1198 | 0.45242 |
39 | -0.000137 | -0.0015 | 0.499402 |
40 | -0.047995 | -0.5258 | 0.300013 |
41 | 0.033776 | 0.37 | 0.356019 |
42 | -0.079829 | -0.8745 | 0.1918 |
43 | 0.006791 | 0.0744 | 0.470412 |
44 | 0.042883 | 0.4698 | 0.319689 |
45 | 0.035902 | 0.3933 | 0.347404 |
46 | 0.004845 | 0.0531 | 0.478881 |
47 | -0.013446 | -0.1473 | 0.441575 |
48 | -0.010701 | -0.1172 | 0.45344 |
49 | -0.053758 | -0.5889 | 0.278522 |
50 | 0.024618 | 0.2697 | 0.393937 |
51 | -0.028264 | -0.3096 | 0.378693 |
52 | -0.024935 | -0.2731 | 0.392605 |
53 | 0.005498 | 0.0602 | 0.476036 |
54 | -0.035564 | -0.3896 | 0.348766 |
55 | -0.028577 | -0.313 | 0.377397 |
56 | 0.00336 | 0.0368 | 0.485349 |
57 | 0.04391 | 0.481 | 0.315693 |
58 | -0.04195 | -0.4595 | 0.323337 |
59 | 0.010341 | 0.1133 | 0.454999 |
60 | -0.009134 | -0.1001 | 0.460232 |