Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.948965 | 10.9028 | 0 |
2 | 0.904843 | 10.3959 | 0 |
3 | 0.851889 | 9.7875 | 0 |
4 | 0.817332 | 9.3904 | 0 |
5 | 0.778881 | 8.9487 | 0 |
6 | 0.744757 | 8.5566 | 0 |
7 | 0.700897 | 8.0527 | 0 |
8 | 0.657362 | 7.5525 | 0 |
9 | 0.624889 | 7.1794 | 0 |
10 | 0.607938 | 6.9847 | 0 |
11 | 0.593671 | 6.8208 | 0 |
12 | 0.575179 | 6.6083 | 0 |
13 | 0.556561 | 6.3944 | 0 |
14 | 0.548225 | 6.2986 | 0 |
15 | 0.53501 | 6.1468 | 0 |
16 | 0.53248 | 6.1177 | 0 |
17 | 0.527663 | 6.0624 | 0 |
18 | 0.513573 | 5.9005 | 0 |
19 | 0.499032 | 5.7334 | 0 |
20 | 0.478743 | 5.5003 | 0 |
21 | 0.462491 | 5.3136 | 0 |
22 | 0.428765 | 4.9261 | 1e-06 |
23 | 0.395415 | 4.543 | 6e-06 |
24 | 0.349738 | 4.0182 | 4.9e-05 |
25 | 0.314818 | 3.617 | 0.000212 |
26 | 0.274184 | 3.1501 | 0.00101 |
27 | 0.251044 | 2.8843 | 0.002291 |
28 | 0.213175 | 2.4492 | 0.007814 |
29 | 0.179241 | 2.0593 | 0.020714 |
30 | 0.131543 | 1.5113 | 0.06655 |
31 | 0.100399 | 1.1535 | 0.125395 |
32 | 0.064315 | 0.7389 | 0.230632 |
33 | 0.03449 | 0.3963 | 0.346278 |
34 | -0.001665 | -0.0191 | 0.492385 |
35 | -0.032574 | -0.3743 | 0.354409 |
36 | -0.064007 | -0.7354 | 0.231704 |
37 | -0.08613 | -0.9896 | 0.162099 |
38 | -0.105474 | -1.2118 | 0.113876 |
39 | -0.119846 | -1.3769 | 0.085434 |
40 | -0.13788 | -1.5841 | 0.057779 |
41 | -0.158341 | -1.8192 | 0.035573 |
42 | -0.180306 | -2.0716 | 0.020127 |
43 | -0.203939 | -2.3431 | 0.01031 |
44 | -0.224229 | -2.5762 | 0.005545 |
45 | -0.242603 | -2.7873 | 0.00305 |
46 | -0.266019 | -3.0563 | 0.001356 |
47 | -0.290441 | -3.3369 | 0.00055 |
48 | -0.310986 | -3.573 | 0.000247 |
49 | -0.329939 | -3.7907 | 0.000114 |
50 | -0.34631 | -3.9788 | 5.7e-05 |
51 | -0.358336 | -4.117 | 3.4e-05 |
52 | -0.368657 | -4.2355 | 2.1e-05 |
53 | -0.382241 | -4.3916 | 1.1e-05 |
54 | -0.387261 | -4.4493 | 9e-06 |
55 | -0.400635 | -4.6029 | 5e-06 |
56 | -0.404391 | -4.6461 | 4e-06 |
57 | -0.413742 | -4.7535 | 3e-06 |
58 | -0.410859 | -4.7204 | 3e-06 |
59 | -0.402404 | -4.6233 | 4e-06 |
60 | -0.394876 | -4.5368 | 6e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.948965 | 10.9028 | 0 |
2 | 0.043318 | 0.4977 | 0.309766 |
3 | -0.107651 | -1.2368 | 0.109175 |
4 | 0.147715 | 1.6971 | 0.046016 |
5 | -0.032925 | -0.3783 | 0.352916 |
6 | -0.008377 | -0.0962 | 0.461734 |
7 | -0.08348 | -0.9591 | 0.169627 |
8 | -0.042299 | -0.486 | 0.313896 |
9 | 0.111604 | 1.2822 | 0.101004 |
10 | 0.128305 | 1.4741 | 0.071416 |
11 | 0.012644 | 0.1453 | 0.442362 |
12 | -0.04241 | -0.4873 | 0.313445 |
13 | 0.025158 | 0.289 | 0.3865 |
14 | 0.119367 | 1.3714 | 0.086285 |
15 | -0.072786 | -0.8362 | 0.202264 |
16 | 0.061235 | 0.7035 | 0.241482 |
17 | 0.031024 | 0.3564 | 0.361039 |
18 | -0.100578 | -1.1556 | 0.124975 |
19 | 0.044957 | 0.5165 | 0.30318 |
20 | -0.079937 | -0.9184 | 0.18004 |
21 | -0.002884 | -0.0331 | 0.48681 |
22 | -0.158885 | -1.8254 | 0.035097 |
23 | -0.048456 | -0.5567 | 0.289333 |
24 | -0.095002 | -1.0915 | 0.138524 |
25 | 0.035736 | 0.4106 | 0.341026 |
26 | -0.054946 | -0.6313 | 0.264475 |
27 | 0.083631 | 0.9608 | 0.169193 |
28 | -0.143479 | -1.6485 | 0.050819 |
29 | -0.006388 | -0.0734 | 0.470804 |
30 | -0.162606 | -1.8682 | 0.031975 |
31 | 0.036326 | 0.4174 | 0.338549 |
32 | -0.076961 | -0.8842 | 0.189095 |
33 | -0.07693 | -0.8839 | 0.189191 |
34 | -0.040127 | -0.461 | 0.322769 |
35 | -0.012738 | -0.1463 | 0.441934 |
36 | 0.002668 | 0.0307 | 0.487796 |
37 | -0.008925 | -0.1025 | 0.459244 |
38 | -0.016222 | -0.1864 | 0.42622 |
39 | 0.03337 | 0.3834 | 0.351023 |
40 | 0.00668 | 0.0768 | 0.469468 |
41 | -0.067996 | -0.7812 | 0.218037 |
42 | -0.014432 | -0.1658 | 0.434279 |
43 | -0.067144 | -0.7714 | 0.220917 |
44 | 0.041192 | 0.4733 | 0.318403 |
45 | 0.01114 | 0.128 | 0.449176 |
46 | -0.088261 | -1.014 | 0.156208 |
47 | 0.034929 | 0.4013 | 0.344424 |
48 | -0.020579 | -0.2364 | 0.40673 |
49 | 0.051595 | 0.5928 | 0.277169 |
50 | -0.042151 | -0.4843 | 0.314498 |
51 | 0.118636 | 1.363 | 0.087597 |
52 | -0.024045 | -0.2763 | 0.391391 |
53 | 0.022042 | 0.2532 | 0.400236 |
54 | 0.021997 | 0.2527 | 0.400434 |
55 | -0.066295 | -0.7617 | 0.223807 |
56 | -0.004165 | -0.0479 | 0.480951 |
57 | 0.039593 | 0.4549 | 0.324967 |
58 | 0.019525 | 0.2243 | 0.411425 |
59 | 0.138963 | 1.5966 | 0.056377 |
60 | -0.057511 | -0.6608 | 0.254962 |