Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.941533 | 8.6293 | 0 |
2 | 0.919964 | 8.4316 | 0 |
3 | 0.877235 | 8.04 | 0 |
4 | 0.843374 | 7.7296 | 0 |
5 | 0.795304 | 7.2891 | 0 |
6 | 0.762084 | 6.9846 | 0 |
7 | 0.716607 | 6.5678 | 0 |
8 | 0.69748 | 6.3925 | 0 |
9 | 0.662839 | 6.075 | 0 |
10 | 0.634445 | 5.8148 | 0 |
11 | 0.601538 | 5.5132 | 0 |
12 | 0.595127 | 5.4544 | 0 |
13 | 0.533818 | 4.8925 | 2e-06 |
14 | 0.499269 | 4.5759 | 8e-06 |
15 | 0.446387 | 4.0912 | 4.9e-05 |
16 | 0.404561 | 3.7079 | 0.000187 |
17 | 0.344899 | 3.161 | 0.001093 |
18 | 0.300026 | 2.7498 | 0.00365 |
19 | 0.245738 | 2.2522 | 0.013458 |
20 | 0.210969 | 1.9336 | 0.028267 |
21 | 0.162894 | 1.493 | 0.069598 |
22 | 0.125113 | 1.1467 | 0.127384 |
23 | 0.084932 | 0.7784 | 0.219256 |
24 | 0.078776 | 0.722 | 0.236151 |
25 | 0.036472 | 0.3343 | 0.369503 |
26 | 0.018919 | 0.1734 | 0.431378 |
27 | -0.012555 | -0.1151 | 0.454331 |
28 | -0.03364 | -0.3083 | 0.379303 |
29 | -0.075707 | -0.6939 | 0.244842 |
30 | -0.109492 | -1.0035 | 0.159249 |
31 | -0.147094 | -1.3481 | 0.090619 |
32 | -0.173552 | -1.5906 | 0.057725 |
33 | -0.202044 | -1.8518 | 0.033786 |
34 | -0.224054 | -2.0535 | 0.021568 |
35 | -0.244035 | -2.2366 | 0.013981 |
36 | -0.238963 | -2.1901 | 0.015643 |
37 | -0.259487 | -2.3782 | 0.009832 |
38 | -0.256877 | -2.3543 | 0.010445 |
39 | -0.263235 | -2.4126 | 0.009008 |
40 | -0.263488 | -2.4149 | 0.008955 |
41 | -0.279248 | -2.5593 | 0.006139 |
42 | -0.296288 | -2.7155 | 0.004016 |
43 | -0.314342 | -2.881 | 0.002515 |
44 | -0.329115 | -3.0164 | 0.001692 |
45 | -0.34336 | -3.1469 | 0.001142 |
46 | -0.357948 | -3.2806 | 0.000755 |
47 | -0.366326 | -3.3574 | 0.000592 |
48 | -0.359716 | -3.2969 | 0.000717 |
49 | -0.364796 | -3.3434 | 0.000619 |
50 | -0.355023 | -3.2538 | 0.000821 |
51 | -0.348541 | -3.1944 | 0.000987 |
52 | -0.336223 | -3.0815 | 0.001392 |
53 | -0.333133 | -3.0532 | 0.001516 |
54 | -0.331352 | -3.0369 | 0.001592 |
55 | -0.334121 | -3.0623 | 0.001475 |
56 | -0.334678 | -3.0674 | 0.001453 |
57 | -0.334335 | -3.0642 | 0.001467 |
58 | -0.336317 | -3.0824 | 0.001389 |
59 | -0.338163 | -3.0993 | 0.00132 |
60 | -0.332907 | -3.0511 | 0.001525 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.941533 | 8.6293 | 0 |
2 | 0.294939 | 2.7032 | 0.004155 |
3 | -0.107745 | -0.9875 | 0.163117 |
4 | -0.024737 | -0.2267 | 0.410598 |
5 | -0.116804 | -1.0705 | 0.143725 |
6 | 0.04651 | 0.4263 | 0.3355 |
7 | -0.052375 | -0.48 | 0.31623 |
8 | 0.166942 | 1.53 | 0.064881 |
9 | -0.019146 | -0.1755 | 0.430565 |
10 | -0.067376 | -0.6175 | 0.269284 |
11 | -0.033062 | -0.303 | 0.381312 |
12 | 0.196392 | 1.8 | 0.037729 |
13 | -0.407679 | -3.7364 | 0.00017 |
14 | -0.069745 | -0.6392 | 0.262207 |
15 | -0.002815 | -0.0258 | 0.48974 |
16 | -0.022214 | -0.2036 | 0.419583 |
17 | -0.132547 | -1.2148 | 0.11392 |
18 | 0.018112 | 0.166 | 0.434278 |
19 | 0.044823 | 0.4108 | 0.341129 |
20 | -0.068573 | -0.6285 | 0.265697 |
21 | -0.05628 | -0.5158 | 0.30367 |
22 | 0.040144 | 0.3679 | 0.356927 |
23 | -0.011559 | -0.1059 | 0.457941 |
24 | 0.147268 | 1.3497 | 0.090363 |
25 | -0.036131 | -0.3311 | 0.370678 |
26 | -0.00155 | -0.0142 | 0.494349 |
27 | -0.021838 | -0.2001 | 0.420924 |
28 | -0.044979 | -0.4122 | 0.340608 |
29 | -0.108328 | -0.9928 | 0.16182 |
30 | -0.096836 | -0.8875 | 0.188668 |
31 | 0.087366 | 0.8007 | 0.212775 |
32 | -0.043203 | -0.396 | 0.346567 |
33 | 0.05895 | 0.5403 | 0.295215 |
34 | 0.041753 | 0.3827 | 0.351463 |
35 | 0.038145 | 0.3496 | 0.363755 |
36 | -0.030858 | -0.2828 | 0.389005 |
37 | -0.065583 | -0.6011 | 0.274702 |
38 | 0.048323 | 0.4429 | 0.329493 |
39 | 0.00546 | 0.05 | 0.480104 |
40 | -0.08925 | -0.818 | 0.207838 |
41 | -0.005566 | -0.051 | 0.479717 |
42 | -0.103459 | -0.9482 | 0.172869 |
43 | -0.008127 | -0.0745 | 0.470399 |
44 | -0.061868 | -0.567 | 0.286104 |
45 | 0.04415 | 0.4046 | 0.343385 |
46 | -0.020809 | -0.1907 | 0.424603 |
47 | 0.026059 | 0.2388 | 0.405908 |
48 | 0.006357 | 0.0583 | 0.47684 |
49 | 0.032186 | 0.295 | 0.384365 |
50 | -0.004565 | -0.0418 | 0.483364 |
51 | -0.015553 | -0.1425 | 0.443496 |
52 | -0.049383 | -0.4526 | 0.326001 |
53 | -0.027707 | -0.2539 | 0.400082 |
54 | -0.001211 | -0.0111 | 0.495585 |
55 | -0.069428 | -0.6363 | 0.26315 |
56 | 0.028291 | 0.2593 | 0.398024 |
57 | 0.056266 | 0.5157 | 0.303713 |
58 | 0.037197 | 0.3409 | 0.367011 |
59 | -0.100096 | -0.9174 | 0.18078 |
60 | -0.048986 | -0.449 | 0.327307 |