Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95617 | 8.7634 | 0 |
2 | 0.900679 | 8.2549 | 0 |
3 | 0.851375 | 7.803 | 0 |
4 | 0.798353 | 7.317 | 0 |
5 | 0.756446 | 6.9329 | 0 |
6 | 0.726622 | 6.6596 | 0 |
7 | 0.691076 | 6.3338 | 0 |
8 | 0.663173 | 6.0781 | 0 |
9 | 0.654631 | 5.9998 | 0 |
10 | 0.652378 | 5.9791 | 0 |
11 | 0.660989 | 6.0581 | 0 |
12 | 0.655085 | 6.004 | 0 |
13 | 0.605294 | 5.5476 | 0 |
14 | 0.543481 | 4.9811 | 2e-06 |
15 | 0.489284 | 4.4844 | 1.1e-05 |
16 | 0.433122 | 3.9696 | 7.6e-05 |
17 | 0.389538 | 3.5702 | 0.000297 |
18 | 0.356626 | 3.2685 | 0.000784 |
19 | 0.315612 | 2.8926 | 0.002432 |
20 | 0.281032 | 2.5757 | 0.005877 |
21 | 0.26308 | 2.4112 | 0.009041 |
22 | 0.24837 | 2.2763 | 0.012685 |
23 | 0.242217 | 2.22 | 0.014558 |
24 | 0.226706 | 2.0778 | 0.020391 |
25 | 0.176093 | 1.6139 | 0.055148 |
26 | 0.116431 | 1.0671 | 0.144491 |
27 | 0.063585 | 0.5828 | 0.280807 |
28 | 0.011123 | 0.1019 | 0.459521 |
29 | -0.029477 | -0.2702 | 0.39385 |
30 | -0.058983 | -0.5406 | 0.295109 |
31 | -0.09715 | -0.8904 | 0.187898 |
32 | -0.126849 | -1.1626 | 0.124145 |
33 | -0.141604 | -1.2978 | 0.09895 |
34 | -0.15357 | -1.4075 | 0.081485 |
35 | -0.156262 | -1.4322 | 0.077904 |
36 | -0.164274 | -1.5056 | 0.067961 |
37 | -0.197191 | -1.8073 | 0.037149 |
38 | -0.237108 | -2.1731 | 0.016293 |
39 | -0.267927 | -2.4556 | 0.008063 |
40 | -0.297809 | -2.7295 | 0.003863 |
41 | -0.317372 | -2.9088 | 0.002321 |
42 | -0.330692 | -3.0308 | 0.001621 |
43 | -0.349894 | -3.2068 | 0.00095 |
44 | -0.363439 | -3.331 | 0.000644 |
45 | -0.36485 | -3.3439 | 0.000618 |
46 | -0.365744 | -3.3521 | 0.000602 |
47 | -0.3615 | -3.3132 | 0.000681 |
48 | -0.35945 | -3.2944 | 0.000723 |
49 | -0.37529 | -3.4396 | 0.000455 |
50 | -0.397743 | -3.6454 | 0.000231 |
51 | -0.410952 | -3.7664 | 0.000153 |
52 | -0.422081 | -3.8684 | 0.000108 |
53 | -0.421894 | -3.8667 | 0.000108 |
54 | -0.416645 | -3.8186 | 0.000128 |
55 | -0.417974 | -3.8308 | 0.000123 |
56 | -0.41274 | -3.7828 | 0.000145 |
57 | -0.397959 | -3.6474 | 0.000229 |
58 | -0.384936 | -3.528 | 0.000341 |
59 | -0.370033 | -3.3914 | 0.000531 |
60 | -0.353322 | -3.2382 | 0.000861 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95617 | 8.7634 | 0 |
2 | -0.158419 | -1.4519 | 0.075122 |
3 | 0.062431 | 0.5722 | 0.284359 |
4 | -0.093882 | -0.8604 | 0.195998 |
5 | 0.127918 | 1.1724 | 0.122177 |
6 | 0.069814 | 0.6399 | 0.262005 |
7 | -0.096364 | -0.8832 | 0.189826 |
8 | 0.100575 | 0.9218 | 0.17964 |
9 | 0.180303 | 1.6525 | 0.051082 |
10 | 0.064685 | 0.5928 | 0.277438 |
11 | 0.13567 | 1.2434 | 0.108584 |
12 | -0.233208 | -2.1374 | 0.017737 |
13 | -0.444521 | -4.0741 | 5.2e-05 |
14 | -0.087944 | -0.806 | 0.211254 |
15 | 0.089835 | 0.8234 | 0.206319 |
16 | 0.025316 | 0.232 | 0.408543 |
17 | 0.087053 | 0.7979 | 0.213602 |
18 | 0.015738 | 0.1442 | 0.442827 |
19 | -0.062431 | -0.5722 | 0.284361 |
20 | -0.019118 | -0.1752 | 0.430666 |
21 | -0.040084 | -0.3674 | 0.357133 |
22 | -0.118327 | -1.0845 | 0.140627 |
23 | 0.017895 | 0.164 | 0.435058 |
24 | -0.019225 | -0.1762 | 0.430282 |
25 | -0.136836 | -1.2541 | 0.106638 |
26 | -0.020233 | -0.1854 | 0.426668 |
27 | -0.001804 | -0.0165 | 0.493424 |
28 | 0.000791 | 0.0073 | 0.497116 |
29 | 0.006215 | 0.057 | 0.477356 |
30 | -0.005766 | -0.0528 | 0.478991 |
31 | -0.069269 | -0.6349 | 0.263621 |
32 | 0.032801 | 0.3006 | 0.382221 |
33 | -0.021521 | -0.1972 | 0.422058 |
34 | -0.054483 | -0.4993 | 0.30942 |
35 | 0.019317 | 0.177 | 0.429949 |
36 | -0.000243 | -0.0022 | 0.499116 |
37 | 0.007928 | 0.0727 | 0.471126 |
38 | -0.00623 | -0.0571 | 0.477302 |
39 | 0.026091 | 0.2391 | 0.405795 |
40 | -0.001214 | -0.0111 | 0.495575 |
41 | -0.011865 | -0.1087 | 0.456834 |
42 | -0.06219 | -0.57 | 0.285105 |
43 | 0.002727 | 0.025 | 0.490061 |
44 | -0.001733 | -0.0159 | 0.493684 |
45 | 0.008471 | 0.0776 | 0.469151 |
46 | -0.04596 | -0.4212 | 0.337331 |
47 | -0.041164 | -0.3773 | 0.353459 |
48 | 0.013067 | 0.1198 | 0.452479 |
49 | 0.04002 | 0.3668 | 0.357349 |
50 | -0.053565 | -0.4909 | 0.312376 |
51 | 0.006036 | 0.0553 | 0.478007 |
52 | -0.009508 | -0.0871 | 0.465381 |
53 | 0.073231 | 0.6712 | 0.251977 |
54 | -0.028829 | -0.2642 | 0.396128 |
55 | -0.042671 | -0.3911 | 0.348361 |
56 | 0.011063 | 0.1014 | 0.459741 |
57 | 0.021504 | 0.1971 | 0.422118 |
58 | -0.021365 | -0.1958 | 0.422615 |
59 | -0.0479 | -0.439 | 0.330889 |
60 | 0.040343 | 0.3697 | 0.356251 |