Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.97589 | 10.6903 | 0 |
2 | 0.951723 | 10.4256 | 0 |
3 | 0.928856 | 10.1751 | 0 |
4 | 0.908575 | 9.9529 | 0 |
5 | 0.89112 | 9.7617 | 0 |
6 | 0.871493 | 9.5467 | 0 |
7 | 0.850855 | 9.3206 | 0 |
8 | 0.826579 | 9.0547 | 0 |
9 | 0.802863 | 8.7949 | 0 |
10 | 0.779972 | 8.5442 | 0 |
11 | 0.757845 | 8.3018 | 0 |
12 | 0.734968 | 8.0512 | 0 |
13 | 0.706999 | 7.7448 | 0 |
14 | 0.678875 | 7.4367 | 0 |
15 | 0.651191 | 7.1334 | 0 |
16 | 0.626472 | 6.8627 | 0 |
17 | 0.604851 | 6.6258 | 0 |
18 | 0.58132 | 6.368 | 0 |
19 | 0.556493 | 6.0961 | 0 |
20 | 0.529243 | 5.7976 | 0 |
21 | 0.50411 | 5.5222 | 0 |
22 | 0.479922 | 5.2573 | 0 |
23 | 0.456944 | 5.0056 | 1e-06 |
24 | 0.433491 | 4.7487 | 3e-06 |
25 | 0.406283 | 4.4506 | 1e-05 |
26 | 0.379145 | 4.1533 | 3.1e-05 |
27 | 0.352757 | 3.8643 | 9.1e-05 |
28 | 0.328123 | 3.5944 | 0.000236 |
29 | 0.306606 | 3.3587 | 0.000525 |
30 | 0.283891 | 3.1099 | 0.001169 |
31 | 0.26062 | 2.8549 | 0.002537 |
32 | 0.234936 | 2.5736 | 0.005641 |
33 | 0.2121 | 2.3234 | 0.010919 |
34 | 0.190551 | 2.0874 | 0.019485 |
35 | 0.169972 | 1.862 | 0.032528 |
36 | 0.149478 | 1.6375 | 0.052078 |
37 | 0.125306 | 1.3727 | 0.086209 |
38 | 0.101611 | 1.1131 | 0.133947 |
39 | 0.078545 | 0.8604 | 0.195636 |
40 | 0.056883 | 0.6231 | 0.267194 |
41 | 0.03894 | 0.4266 | 0.335229 |
42 | 0.020001 | 0.2191 | 0.413474 |
43 | 0.000497 | 0.0054 | 0.497831 |
44 | -0.020595 | -0.2256 | 0.410947 |
45 | -0.03879 | -0.4249 | 0.335826 |
46 | -0.056135 | -0.6149 | 0.269882 |
47 | -0.072887 | -0.7984 | 0.213098 |
48 | -0.089501 | -0.9804 | 0.164423 |
49 | -0.109296 | -1.1973 | 0.11678 |
50 | -0.128173 | -1.4041 | 0.081442 |
51 | -0.145704 | -1.5961 | 0.056548 |
52 | -0.162217 | -1.777 | 0.039051 |
53 | -0.175735 | -1.9251 | 0.028293 |
54 | -0.189812 | -2.0793 | 0.01986 |
55 | -0.204959 | -2.2452 | 0.013293 |
56 | -0.220525 | -2.4157 | 0.008606 |
57 | -0.233081 | -2.5533 | 0.005962 |
58 | -0.244653 | -2.68 | 0.004198 |
59 | -0.256548 | -2.8103 | 0.002891 |
60 | -0.268231 | -2.9383 | 0.001979 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.97589 | 10.6903 | 0 |
2 | -0.013379 | -0.1466 | 0.441861 |
3 | 0.014908 | 0.1633 | 0.435274 |
4 | 0.042352 | 0.4639 | 0.321764 |
5 | 0.049366 | 0.5408 | 0.294831 |
6 | -0.052298 | -0.5729 | 0.283894 |
7 | -0.025952 | -0.2843 | 0.38834 |
8 | -0.084063 | -0.9209 | 0.179485 |
9 | -0.003479 | -0.0381 | 0.484833 |
10 | -0.00654 | -0.0716 | 0.471502 |
11 | -0.003648 | -0.04 | 0.484095 |
12 | -0.034037 | -0.3729 | 0.354955 |
13 | -0.112168 | -1.2287 | 0.110787 |
14 | -0.017385 | -0.1904 | 0.42464 |
15 | -0.009386 | -0.1028 | 0.459139 |
16 | 0.03212 | 0.3519 | 0.362779 |
17 | 0.039873 | 0.4368 | 0.331524 |
18 | -0.0438 | -0.4798 | 0.316119 |
19 | -0.028338 | -0.3104 | 0.378388 |
20 | -0.044927 | -0.4921 | 0.311757 |
21 | 0.024786 | 0.2715 | 0.39323 |
22 | -0.012273 | -0.1344 | 0.446638 |
23 | -0.002004 | -0.022 | 0.491262 |
24 | -0.028381 | -0.3109 | 0.378211 |
25 | -0.072368 | -0.7927 | 0.214744 |
26 | -0.013899 | -0.1523 | 0.439622 |
27 | -0.004079 | -0.0447 | 0.482217 |
28 | -0.00832 | -0.0911 | 0.463764 |
29 | 0.031169 | 0.3414 | 0.366684 |
30 | -0.030491 | -0.334 | 0.369479 |
31 | -0.0117 | -0.1282 | 0.449114 |
32 | -0.045127 | -0.4943 | 0.310984 |
33 | 0.035816 | 0.3923 | 0.347748 |
34 | -0.009451 | -0.1035 | 0.458858 |
35 | -0.00902 | -0.0988 | 0.460729 |
36 | -0.01682 | -0.1842 | 0.427064 |
37 | -0.06523 | -0.7146 | 0.238133 |
38 | -0.009808 | -0.1074 | 0.457307 |
39 | -0.008209 | -0.0899 | 0.464248 |
40 | -0.020888 | -0.2288 | 0.409702 |
41 | 0.038241 | 0.4189 | 0.338017 |
42 | -0.027444 | -0.3006 | 0.382105 |
43 | -0.014472 | -0.1585 | 0.437151 |
44 | -0.026282 | -0.2879 | 0.386959 |
45 | 0.034342 | 0.3762 | 0.353717 |
46 | -0.020464 | -0.2242 | 0.411504 |
47 | -0.017041 | -0.1867 | 0.426115 |
48 | -0.019321 | -0.2117 | 0.416369 |
49 | -0.050852 | -0.5571 | 0.289264 |
50 | -0.005411 | -0.0593 | 0.476416 |
51 | 0.007396 | 0.081 | 0.467779 |
52 | -0.031094 | -0.3406 | 0.366994 |
53 | 0.021621 | 0.2368 | 0.406591 |
54 | -0.016596 | -0.1818 | 0.428025 |
55 | -0.026054 | -0.2854 | 0.38791 |
56 | -0.004295 | -0.0471 | 0.481276 |
57 | 0.034554 | 0.3785 | 0.352857 |
58 | -0.016966 | -0.1859 | 0.426438 |
59 | -0.033965 | -0.3721 | 0.355248 |
60 | -0.014692 | -0.1609 | 0.436204 |