Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.957675 | 9.6245 | 0 |
2 | 0.897589 | 9.0207 | 0 |
3 | 0.817532 | 8.2161 | 0 |
4 | 0.738489 | 7.4217 | 0 |
5 | 0.660657 | 6.6395 | 0 |
6 | 0.592007 | 5.9496 | 0 |
7 | 0.525772 | 5.2839 | 0 |
8 | 0.459861 | 4.6215 | 6e-06 |
9 | 0.396537 | 3.9851 | 6.4e-05 |
10 | 0.337541 | 3.3922 | 0.000495 |
11 | 0.290567 | 2.9202 | 0.002157 |
12 | 0.240986 | 2.4219 | 0.008612 |
13 | 0.208076 | 2.0911 | 0.019512 |
14 | 0.181575 | 1.8248 | 0.035493 |
15 | 0.167654 | 1.6849 | 0.047548 |
16 | 0.161063 | 1.6187 | 0.05432 |
17 | 0.158213 | 1.59 | 0.057478 |
18 | 0.15711 | 1.5789 | 0.058739 |
19 | 0.149833 | 1.5058 | 0.06762 |
20 | 0.139718 | 1.4041 | 0.081671 |
21 | 0.129987 | 1.3064 | 0.0972 |
22 | 0.12241 | 1.2302 | 0.110738 |
23 | 0.113778 | 1.1435 | 0.127777 |
24 | 0.109345 | 1.0989 | 0.137212 |
25 | 0.109899 | 1.1045 | 0.136006 |
26 | 0.101168 | 1.0167 | 0.155856 |
27 | 0.089346 | 0.8979 | 0.185684 |
28 | 0.06508 | 0.654 | 0.257285 |
29 | 0.036211 | 0.3639 | 0.358342 |
30 | -0.003826 | -0.0385 | 0.484701 |
31 | -0.038287 | -0.3848 | 0.350605 |
32 | -0.064222 | -0.6454 | 0.260059 |
33 | -0.084829 | -0.8525 | 0.197972 |
34 | -0.109255 | -1.098 | 0.137409 |
35 | -0.131342 | -1.32 | 0.094915 |
36 | -0.154055 | -1.5482 | 0.062348 |
37 | -0.17894 | -1.7983 | 0.037556 |
38 | -0.193992 | -1.9496 | 0.026999 |
39 | -0.203685 | -2.047 | 0.021627 |
40 | -0.209126 | -2.1017 | 0.019034 |
41 | -0.218574 | -2.1966 | 0.015166 |
42 | -0.23088 | -2.3203 | 0.011167 |
43 | -0.240967 | -2.4217 | 0.008616 |
44 | -0.248386 | -2.4963 | 0.007085 |
45 | -0.252727 | -2.5399 | 0.006306 |
46 | -0.25549 | -2.5676 | 0.005852 |
47 | -0.256018 | -2.5729 | 0.005769 |
48 | -0.260504 | -2.618 | 0.005102 |
49 | -0.263397 | -2.6471 | 0.00471 |
50 | -0.265644 | -2.6697 | 0.004424 |
51 | -0.267326 | -2.6866 | 0.004221 |
52 | -0.268146 | -2.6948 | 0.004125 |
53 | -0.270734 | -2.7208 | 0.003835 |
54 | -0.273101 | -2.7446 | 0.003585 |
55 | -0.279884 | -2.8128 | 0.002951 |
56 | -0.287934 | -2.8937 | 0.002332 |
57 | -0.293751 | -2.9522 | 0.001962 |
58 | -0.296364 | -2.9784 | 0.001814 |
59 | -0.295453 | -2.9693 | 0.001864 |
60 | -0.289219 | -2.9066 | 0.002246 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.957675 | 9.6245 | 0 |
2 | -0.235965 | -2.3714 | 0.009808 |
3 | -0.241857 | -2.4306 | 0.008418 |
4 | 0.053416 | 0.5368 | 0.296286 |
5 | 0.002209 | 0.0222 | 0.491166 |
6 | 0.038267 | 0.3846 | 0.35068 |
7 | -0.058933 | -0.5923 | 0.277496 |
8 | -0.087708 | -0.8815 | 0.190082 |
9 | 0.003801 | 0.0382 | 0.484801 |
10 | 0.016907 | 0.1699 | 0.432708 |
11 | 0.092058 | 0.9252 | 0.178541 |
12 | -0.15043 | -1.5118 | 0.066853 |
13 | 0.145746 | 1.4647 | 0.07305 |
14 | 0.037422 | 0.3761 | 0.353822 |
15 | 0.040246 | 0.4045 | 0.343363 |
16 | 0.043657 | 0.4387 | 0.330891 |
17 | -0.061277 | -0.6158 | 0.269698 |
18 | 0.01977 | 0.1987 | 0.421454 |
19 | -0.081364 | -0.8177 | 0.207728 |
20 | -0.011862 | -0.1192 | 0.452674 |
21 | 0.051462 | 0.5172 | 0.303077 |
22 | -0.016508 | -0.1659 | 0.434283 |
23 | 0.007485 | 0.0752 | 0.470095 |
24 | 0.001859 | 0.0187 | 0.492565 |
25 | 0.102707 | 1.0322 | 0.152225 |
26 | -0.173057 | -1.7392 | 0.042523 |
27 | -0.008299 | -0.0834 | 0.466847 |
28 | -0.091354 | -0.9181 | 0.180378 |
29 | -0.045478 | -0.457 | 0.324309 |
30 | -0.06071 | -0.6101 | 0.271574 |
31 | 0.050267 | 0.5052 | 0.307268 |
32 | 0.096782 | 0.9727 | 0.166525 |
33 | -0.070819 | -0.7117 | 0.239139 |
34 | -0.123554 | -1.2417 | 0.108612 |
35 | 0.034453 | 0.3462 | 0.36494 |
36 | -0.027059 | -0.2719 | 0.393112 |
37 | 0.007938 | 0.0798 | 0.468286 |
38 | 0.047816 | 0.4805 | 0.315939 |
39 | 0.017573 | 0.1766 | 0.430086 |
40 | -0.103536 | -1.0405 | 0.150291 |
41 | -0.069095 | -0.6944 | 0.244514 |
42 | -0.082004 | -0.8241 | 0.205903 |
43 | 0.02732 | 0.2746 | 0.392105 |
44 | 0.040831 | 0.4103 | 0.341211 |
45 | 0.016009 | 0.1609 | 0.43625 |
46 | -0.04779 | -0.4803 | 0.316033 |
47 | 0.016562 | 0.1664 | 0.43407 |
48 | -0.044764 | -0.4499 | 0.326884 |
49 | -0.014817 | -0.1489 | 0.440962 |
50 | -0.034718 | -0.3489 | 0.363942 |
51 | -0.029167 | -0.2931 | 0.385015 |
52 | 0.02254 | 0.2265 | 0.410625 |
53 | -0.016837 | -0.1692 | 0.432985 |
54 | -0.054141 | -0.5441 | 0.293783 |
55 | -0.011185 | -0.1124 | 0.455362 |
56 | -0.048224 | -0.4846 | 0.314489 |
57 | 0.031877 | 0.3204 | 0.37468 |
58 | -0.016335 | -0.1642 | 0.434966 |
59 | 0.073678 | 0.7405 | 0.230371 |
60 | -0.021005 | -0.2111 | 0.416617 |