Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.977846 | 12.9726 | 0 |
2 | 0.953 | 12.643 | 0 |
3 | 0.930981 | 12.3509 | 0 |
4 | 0.911983 | 12.0988 | 0 |
5 | 0.890114 | 11.8087 | 0 |
6 | 0.868584 | 11.5231 | 0 |
7 | 0.847036 | 11.2372 | 0 |
8 | 0.825742 | 10.9547 | 0 |
9 | 0.806707 | 10.7022 | 0 |
10 | 0.789928 | 10.4796 | 0 |
11 | 0.768803 | 10.1993 | 0 |
12 | 0.749302 | 9.9406 | 0 |
13 | 0.730982 | 9.6976 | 0 |
14 | 0.716867 | 9.5103 | 0 |
15 | 0.702932 | 9.3254 | 0 |
16 | 0.692844 | 9.1916 | 0 |
17 | 0.681445 | 9.0404 | 0 |
18 | 0.666756 | 8.8455 | 0 |
19 | 0.651133 | 8.6383 | 0 |
20 | 0.639606 | 8.4853 | 0 |
21 | 0.632263 | 8.3879 | 0 |
22 | 0.622938 | 8.2642 | 0 |
23 | 0.610927 | 8.1049 | 0 |
24 | 0.598112 | 7.9349 | 0 |
25 | 0.58492 | 7.7598 | 0 |
26 | 0.572209 | 7.5912 | 0 |
27 | 0.556545 | 7.3834 | 0 |
28 | 0.535003 | 7.0976 | 0 |
29 | 0.512336 | 6.7969 | 0 |
30 | 0.489824 | 6.4983 | 0 |
31 | 0.468136 | 6.2105 | 0 |
32 | 0.445779 | 5.9139 | 0 |
33 | 0.425614 | 5.6464 | 0 |
34 | 0.407564 | 5.4069 | 0 |
35 | 0.390947 | 5.1865 | 0 |
36 | 0.372403 | 4.9405 | 1e-06 |
37 | 0.35574 | 4.7194 | 2e-06 |
38 | 0.342853 | 4.5485 | 5e-06 |
39 | 0.329245 | 4.3679 | 1.1e-05 |
40 | 0.315067 | 4.1798 | 2.3e-05 |
41 | 0.300189 | 3.9825 | 5e-05 |
42 | 0.286075 | 3.7952 | 0.000101 |
43 | 0.271847 | 3.6065 | 0.000202 |
44 | 0.25331 | 3.3605 | 0.000477 |
45 | 0.234385 | 3.1095 | 0.001093 |
46 | 0.214311 | 2.8432 | 0.002498 |
47 | 0.197766 | 2.6237 | 0.004731 |
48 | 0.182911 | 2.4266 | 0.008125 |
49 | 0.169176 | 2.2444 | 0.013027 |
50 | 0.15283 | 2.0275 | 0.022059 |
51 | 0.134091 | 1.7789 | 0.038489 |
52 | 0.117063 | 1.553 | 0.061107 |
53 | 0.099917 | 1.3256 | 0.093353 |
54 | 0.082975 | 1.1008 | 0.136247 |
55 | 0.068028 | 0.9025 | 0.184014 |
56 | 0.055061 | 0.7305 | 0.233038 |
57 | 0.043548 | 0.5777 | 0.282094 |
58 | 0.031336 | 0.4157 | 0.339063 |
59 | 0.022063 | 0.2927 | 0.385048 |
60 | 0.013923 | 0.1847 | 0.426836 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.977846 | 12.9726 | 0 |
2 | -0.072642 | -0.9637 | 0.168258 |
3 | 0.055807 | 0.7404 | 0.230032 |
4 | 0.049795 | 0.6606 | 0.254866 |
5 | -0.080197 | -1.0639 | 0.144407 |
6 | 0.013196 | 0.1751 | 0.430614 |
7 | -0.017913 | -0.2376 | 0.406217 |
8 | -0.012553 | -0.1665 | 0.433964 |
9 | 0.047001 | 0.6235 | 0.266871 |
10 | 0.032048 | 0.4252 | 0.33562 |
11 | -0.10982 | -1.4569 | 0.07346 |
12 | 0.052984 | 0.7029 | 0.24152 |
13 | -0.002881 | -0.0382 | 0.484777 |
14 | 0.072204 | 0.9579 | 0.169714 |
15 | 0.007754 | 0.1029 | 0.459092 |
16 | 0.08368 | 1.1101 | 0.134228 |
17 | -0.037374 | -0.4958 | 0.310317 |
18 | -0.074507 | -0.9884 | 0.162146 |
19 | -0.018838 | -0.2499 | 0.401474 |
20 | 0.062118 | 0.8241 | 0.205504 |
21 | 0.092826 | 1.2315 | 0.109895 |
22 | -0.048771 | -0.647 | 0.259229 |
23 | -0.035887 | -0.4761 | 0.317298 |
24 | -0.034251 | -0.4544 | 0.325052 |
25 | -0.021631 | -0.287 | 0.387237 |
26 | -0.016521 | -0.2192 | 0.413383 |
27 | -0.060829 | -0.807 | 0.21038 |
28 | -0.123862 | -1.6432 | 0.051062 |
29 | -0.001669 | -0.0221 | 0.491181 |
30 | -0.05208 | -0.6909 | 0.245261 |
31 | -0.026011 | -0.3451 | 0.365223 |
32 | -0.012537 | -0.1663 | 0.434047 |
33 | 0.042785 | 0.5676 | 0.285512 |
34 | 0.047108 | 0.625 | 0.266405 |
35 | 0.026234 | 0.348 | 0.364117 |
36 | -0.064487 | -0.8555 | 0.196714 |
37 | 0.015429 | 0.2047 | 0.419024 |
38 | 0.066812 | 0.8864 | 0.188317 |
39 | -0.049845 | -0.6613 | 0.254651 |
40 | 0.008826 | 0.1171 | 0.453461 |
41 | -0.042742 | -0.567 | 0.285707 |
42 | -0.016962 | -0.225 | 0.411111 |
43 | -0.04626 | -0.6137 | 0.2701 |
44 | -0.117759 | -1.5622 | 0.060013 |
45 | -0.000993 | -0.0132 | 0.49475 |
46 | -0.019381 | -0.2571 | 0.398695 |
47 | 0.039767 | 0.5276 | 0.29923 |
48 | 0.007283 | 0.0966 | 0.461569 |
49 | 0.034089 | 0.4522 | 0.325827 |
50 | -0.058869 | -0.781 | 0.217931 |
51 | -0.058086 | -0.7706 | 0.220988 |
52 | 0.027443 | 0.3641 | 0.358122 |
53 | -0.002038 | -0.027 | 0.48923 |
54 | 0.030316 | 0.4022 | 0.344019 |
55 | 0.038328 | 0.5085 | 0.305877 |
56 | 0.015067 | 0.1999 | 0.420903 |
57 | 0.022666 | 0.3007 | 0.381998 |
58 | -0.015854 | -0.2103 | 0.41683 |
59 | 0.018661 | 0.2476 | 0.40238 |
60 | 0.023218 | 0.308 | 0.379213 |