Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.968807 | 8.2775 | 0 |
2 | 0.927335 | 7.9232 | 0 |
3 | 0.897279 | 7.6664 | 0 |
4 | 0.88105 | 7.5277 | 0 |
5 | 0.8702 | 7.435 | 0 |
6 | 0.847259 | 7.239 | 0 |
7 | 0.803738 | 6.8671 | 0 |
8 | 0.749003 | 6.3995 | 0 |
9 | 0.69842 | 5.9673 | 0 |
10 | 0.656798 | 5.6117 | 0 |
11 | 0.629733 | 5.3804 | 0 |
12 | 0.589465 | 5.0364 | 2e-06 |
13 | 0.516775 | 4.4153 | 1.7e-05 |
14 | 0.440588 | 3.7644 | 0.000168 |
15 | 0.376969 | 3.2208 | 0.000955 |
16 | 0.328845 | 2.8096 | 0.003181 |
17 | 0.288359 | 2.4637 | 0.008053 |
18 | 0.241293 | 2.0616 | 0.021403 |
19 | 0.17718 | 1.5138 | 0.067194 |
20 | 0.105274 | 0.8995 | 0.185681 |
21 | 0.042924 | 0.3667 | 0.357437 |
22 | -0.002897 | -0.0247 | 0.490162 |
23 | -0.037359 | -0.3192 | 0.375245 |
24 | -0.080501 | -0.6878 | 0.246879 |
25 | -0.14203 | -1.2135 | 0.114425 |
26 | -0.200841 | -1.716 | 0.045203 |
27 | -0.244602 | -2.0899 | 0.020056 |
28 | -0.273502 | -2.3368 | 0.011098 |
29 | -0.294753 | -2.5184 | 0.006991 |
30 | -0.318877 | -2.7245 | 0.004027 |
31 | -0.354966 | -3.0328 | 0.001677 |
32 | -0.395942 | -3.3829 | 0.000578 |
33 | -0.422652 | -3.6111 | 0.000278 |
34 | -0.433 | -3.6996 | 0.000208 |
35 | -0.437287 | -3.7362 | 0.000184 |
36 | -0.443722 | -3.7912 | 0.000153 |
37 | -0.461495 | -3.943 | 9.1e-05 |
38 | -0.477586 | -4.0805 | 5.7e-05 |
39 | -0.479981 | -4.101 | 5.3e-05 |
40 | -0.471294 | -4.0267 | 6.8e-05 |
41 | -0.454475 | -3.883 | 0.000112 |
42 | -0.437497 | -3.738 | 0.000183 |
43 | -0.433174 | -3.701 | 0.000207 |
44 | -0.43209 | -3.6918 | 0.000213 |
45 | -0.418948 | -3.5795 | 0.000308 |
46 | -0.400655 | -3.4232 | 0.000509 |
47 | -0.378608 | -3.2348 | 0.000915 |
48 | -0.359209 | -3.0691 | 0.001507 |
49 | -0.347158 | -2.9661 | 0.002037 |
50 | -0.333834 | -2.8523 | 0.002821 |
51 | -0.312083 | -2.6664 | 0.004717 |
52 | -0.284201 | -2.4282 | 0.008819 |
53 | -0.251311 | -2.1472 | 0.017549 |
54 | -0.225486 | -1.9266 | 0.028964 |
55 | -0.21033 | -1.7971 | 0.038231 |
56 | -0.196782 | -1.6813 | 0.048488 |
57 | -0.176219 | -1.5056 | 0.068241 |
58 | -0.154241 | -1.3178 | 0.095839 |
59 | -0.132071 | -1.1284 | 0.13142 |
60 | -0.112988 | -0.9654 | 0.168774 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.968807 | 8.2775 | 0 |
2 | -0.183201 | -1.5653 | 0.060922 |
3 | 0.198267 | 1.694 | 0.047264 |
4 | 0.148684 | 1.2704 | 0.103995 |
5 | 0.052531 | 0.4488 | 0.327443 |
6 | -0.174186 | -1.4882 | 0.070496 |
7 | -0.260876 | -2.2289 | 0.014449 |
8 | -0.185858 | -1.588 | 0.058308 |
9 | -0.075975 | -0.6491 | 0.259145 |
10 | -0.055518 | -0.4743 | 0.318334 |
11 | 0.188457 | 1.6102 | 0.055838 |
12 | -0.227769 | -1.9461 | 0.027748 |
13 | -0.422388 | -3.6089 | 0.00028 |
14 | 0.049027 | 0.4189 | 0.338264 |
15 | 0.033358 | 0.285 | 0.388222 |
16 | 0.007778 | 0.0665 | 0.473598 |
17 | 0.033758 | 0.2884 | 0.386917 |
18 | 0.054771 | 0.468 | 0.320601 |
19 | -0.070608 | -0.6033 | 0.274098 |
20 | -0.094514 | -0.8075 | 0.210994 |
21 | 0.095629 | 0.8171 | 0.208277 |
22 | 0.045127 | 0.3856 | 0.350471 |
23 | -0.111654 | -0.954 | 0.171624 |
24 | 0.019712 | 0.1684 | 0.433358 |
25 | -0.028657 | -0.2448 | 0.403633 |
26 | 0.043167 | 0.3688 | 0.356666 |
27 | 0.034015 | 0.2906 | 0.386081 |
28 | 0.011634 | 0.0994 | 0.460547 |
29 | -0.01555 | -0.1329 | 0.447334 |
30 | 0.013813 | 0.118 | 0.453188 |
31 | 0.017619 | 0.1505 | 0.440377 |
32 | -0.048819 | -0.4171 | 0.33891 |
33 | 0.031356 | 0.2679 | 0.394763 |
34 | -0.013251 | -0.1132 | 0.455084 |
35 | -0.123084 | -1.0516 | 0.148219 |
36 | 0.136903 | 1.1697 | 0.122964 |
37 | -0.007224 | -0.0617 | 0.475478 |
38 | -0.06084 | -0.5198 | 0.302381 |
39 | 0.043551 | 0.3721 | 0.35545 |
40 | -0.01599 | -0.1366 | 0.445855 |
41 | 0.057233 | 0.489 | 0.313155 |
42 | 0.0622 | 0.5314 | 0.298366 |
43 | -0.027836 | -0.2378 | 0.40634 |
44 | 0.008668 | 0.0741 | 0.470582 |
45 | -0.08574 | -0.7326 | 0.233086 |
46 | -0.157026 | -1.3416 | 0.091937 |
47 | -0.001964 | -0.0168 | 0.49333 |
48 | -0.06964 | -0.595 | 0.276839 |
49 | 0.026984 | 0.2306 | 0.409154 |
50 | -0.006227 | -0.0532 | 0.478859 |
51 | 0.035664 | 0.3047 | 0.380727 |
52 | 0.048436 | 0.4138 | 0.340102 |
53 | 0.022267 | 0.1902 | 0.424822 |
54 | -0.093948 | -0.8027 | 0.21238 |
55 | 0.064005 | 0.5469 | 0.293072 |
56 | -0.050215 | -0.429 | 0.334581 |
57 | -0.028197 | -0.2409 | 0.405147 |
58 | -0.042269 | -0.3611 | 0.359516 |
59 | -0.021964 | -0.1877 | 0.425832 |
60 | -0.050568 | -0.4321 | 0.333489 |