Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964637 | 10.611 | 0 |
2 | 0.910221 | 10.0124 | 0 |
3 | 0.849591 | 9.3455 | 0 |
4 | 0.797725 | 8.775 | 0 |
5 | 0.757275 | 8.33 | 0 |
6 | 0.715222 | 7.8674 | 0 |
7 | 0.668698 | 7.3557 | 0 |
8 | 0.612361 | 6.736 | 0 |
9 | 0.545893 | 6.0048 | 0 |
10 | 0.47129 | 5.1842 | 0 |
11 | 0.397241 | 4.3697 | 1.3e-05 |
12 | 0.326557 | 3.5921 | 0.000238 |
13 | 0.266836 | 2.9352 | 0.001995 |
14 | 0.209036 | 2.2994 | 0.011598 |
15 | 0.155293 | 1.7082 | 0.045079 |
16 | 0.101748 | 1.1192 | 0.13263 |
17 | 0.052852 | 0.5814 | 0.281036 |
18 | 0.006468 | 0.0711 | 0.471699 |
19 | -0.042568 | -0.4682 | 0.320224 |
20 | -0.093048 | -1.0235 | 0.15405 |
21 | -0.144774 | -1.5925 | 0.056939 |
22 | -0.190643 | -2.0971 | 0.019035 |
23 | -0.229885 | -2.5287 | 0.006367 |
24 | -0.261807 | -2.8799 | 0.002353 |
25 | -0.287655 | -3.1642 | 0.000984 |
26 | -0.311029 | -3.4213 | 0.000425 |
27 | -0.333532 | -3.6688 | 0.000182 |
28 | -0.35447 | -3.8992 | 7.9e-05 |
29 | -0.368247 | -4.0507 | 4.5e-05 |
30 | -0.37506 | -4.1257 | 3.4e-05 |
31 | -0.371564 | -4.0872 | 3.9e-05 |
32 | -0.36789 | -4.0468 | 4.6e-05 |
33 | -0.370289 | -4.0732 | 4.2e-05 |
34 | -0.381949 | -4.2014 | 2.6e-05 |
35 | -0.397564 | -4.3732 | 1.3e-05 |
36 | -0.400377 | -4.4041 | 1.2e-05 |
37 | -0.38736 | -4.261 | 2e-05 |
38 | -0.364867 | -4.0135 | 5.2e-05 |
39 | -0.345955 | -3.8055 | 0.000112 |
40 | -0.338675 | -3.7254 | 0.000149 |
41 | -0.341762 | -3.7594 | 0.000132 |
42 | -0.348112 | -3.8292 | 0.000103 |
43 | -0.355847 | -3.9143 | 7.5e-05 |
44 | -0.356047 | -3.9165 | 7.5e-05 |
45 | -0.346312 | -3.8094 | 0.00011 |
46 | -0.33044 | -3.6348 | 0.000205 |
47 | -0.311777 | -3.4295 | 0.000414 |
48 | -0.298297 | -3.2813 | 0.000675 |
49 | -0.289942 | -3.1894 | 0.000908 |
50 | -0.28438 | -3.1282 | 0.001102 |
51 | -0.274722 | -3.0219 | 0.001533 |
52 | -0.264034 | -2.9044 | 0.002188 |
53 | -0.25269 | -2.7796 | 0.003156 |
54 | -0.243166 | -2.6748 | 0.004256 |
55 | -0.233127 | -2.5644 | 0.005779 |
56 | -0.218279 | -2.4011 | 0.008935 |
57 | -0.199158 | -2.1907 | 0.015194 |
58 | -0.17521 | -1.9273 | 0.028143 |
59 | -0.149481 | -1.6443 | 0.051356 |
60 | -0.124286 | -1.3671 | 0.087057 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964637 | 10.611 | 0 |
2 | -0.292259 | -3.2149 | 0.000837 |
3 | -0.049283 | -0.5421 | 0.294367 |
4 | 0.134671 | 1.4814 | 0.070552 |
5 | 0.076192 | 0.8381 | 0.201809 |
6 | -0.147187 | -1.6191 | 0.05402 |
7 | -0.064061 | -0.7047 | 0.241183 |
8 | -0.103577 | -1.1393 | 0.128404 |
9 | -0.130279 | -1.4331 | 0.077209 |
10 | -0.13315 | -1.4647 | 0.072805 |
11 | -0.006569 | -0.0723 | 0.471258 |
12 | -0.046447 | -0.5109 | 0.305169 |
13 | 0.065662 | 0.7223 | 0.235758 |
14 | -0.093895 | -1.0328 | 0.151868 |
15 | 0.044459 | 0.4891 | 0.312845 |
16 | -0.013572 | -0.1493 | 0.440787 |
17 | 0.074031 | 0.8143 | 0.208526 |
18 | -0.05068 | -0.5575 | 0.289114 |
19 | -0.097871 | -1.0766 | 0.141903 |
20 | -0.072389 | -0.7963 | 0.213716 |
21 | -0.055885 | -0.6147 | 0.269942 |
22 | -0.011319 | -0.1245 | 0.45056 |
23 | -0.016433 | -0.1808 | 0.428427 |
24 | -0.012597 | -0.1386 | 0.44501 |
25 | 0.024052 | 0.2646 | 0.395893 |
26 | -0.034677 | -0.3815 | 0.351769 |
27 | 0.002495 | 0.0274 | 0.489074 |
28 | 0.007006 | 0.0771 | 0.469348 |
29 | 0.100547 | 1.106 | 0.135456 |
30 | -0.008716 | -0.0959 | 0.461888 |
31 | 0.054438 | 0.5988 | 0.275206 |
32 | -0.111191 | -1.2231 | 0.111834 |
33 | -0.131015 | -1.4412 | 0.076061 |
34 | -0.139536 | -1.5349 | 0.06371 |
35 | -0.057987 | -0.6379 | 0.262386 |
36 | 0.136808 | 1.5049 | 0.067479 |
37 | 0.0962 | 1.0582 | 0.146035 |
38 | -0.025534 | -0.2809 | 0.389645 |
39 | -0.088428 | -0.9727 | 0.166321 |
40 | -0.09559 | -1.0515 | 0.147566 |
41 | -0.022006 | -0.2421 | 0.404571 |
42 | -0.022748 | -0.2502 | 0.401417 |
43 | -0.083798 | -0.9218 | 0.179239 |
44 | -0.017667 | -0.1943 | 0.42312 |
45 | 0.030543 | 0.336 | 0.368736 |
46 | -0.036346 | -0.3998 | 0.345003 |
47 | 0.010113 | 0.1112 | 0.455806 |
48 | -0.005334 | -0.0587 | 0.476655 |
49 | -0.019885 | -0.2187 | 0.413615 |
50 | -0.014774 | -0.1625 | 0.435587 |
51 | 0.048197 | 0.5302 | 0.298482 |
52 | -0.040278 | -0.4431 | 0.329259 |
53 | -0.02724 | -0.2996 | 0.382485 |
54 | -0.086224 | -0.9485 | 0.172393 |
55 | -0.053421 | -0.5876 | 0.278937 |
56 | 0.001475 | 0.0162 | 0.493541 |
57 | 0.039107 | 0.4302 | 0.333916 |
58 | 0.069111 | 0.7602 | 0.224302 |
59 | 0.076406 | 0.8405 | 0.201152 |
60 | 0.027021 | 0.2972 | 0.383402 |