Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.948083 | 8.6893 | 0 |
2 | 0.898038 | 8.2307 | 0 |
3 | 0.842946 | 7.7257 | 0 |
4 | 0.788178 | 7.2238 | 0 |
5 | 0.742267 | 6.803 | 0 |
6 | 0.695798 | 6.3771 | 0 |
7 | 0.644302 | 5.9051 | 0 |
8 | 0.601389 | 5.5118 | 0 |
9 | 0.558573 | 5.1194 | 1e-06 |
10 | 0.515474 | 4.7244 | 5e-06 |
11 | 0.478045 | 4.3814 | 1.7e-05 |
12 | 0.438496 | 4.0189 | 6.3e-05 |
13 | 0.392569 | 3.598 | 0.00027 |
14 | 0.348741 | 3.1963 | 0.000981 |
15 | 0.303332 | 2.7801 | 0.003353 |
16 | 0.264665 | 2.4257 | 0.00871 |
17 | 0.232549 | 2.1313 | 0.017991 |
18 | 0.200652 | 1.839 | 0.034724 |
19 | 0.162067 | 1.4854 | 0.070595 |
20 | 0.129624 | 1.188 | 0.119085 |
21 | 0.098197 | 0.9 | 0.185349 |
22 | 0.072027 | 0.6601 | 0.255485 |
23 | 0.054038 | 0.4953 | 0.310851 |
24 | 0.033724 | 0.3091 | 0.37901 |
25 | 0.013129 | 0.1203 | 0.452254 |
26 | -0.006564 | -0.0602 | 0.476086 |
27 | -0.019526 | -0.179 | 0.429202 |
28 | -0.024049 | -0.2204 | 0.413041 |
29 | -0.025988 | -0.2382 | 0.40616 |
30 | -0.03145 | -0.2882 | 0.386933 |
31 | -0.04463 | -0.409 | 0.341775 |
32 | -0.057341 | -0.5255 | 0.300296 |
33 | -0.070839 | -0.6493 | 0.258973 |
34 | -0.081653 | -0.7484 | 0.228165 |
35 | -0.085875 | -0.7871 | 0.216732 |
36 | -0.093865 | -0.8603 | 0.196039 |
37 | -0.098328 | -0.9012 | 0.185031 |
38 | -0.101244 | -0.9279 | 0.178055 |
39 | -0.100043 | -0.9169 | 0.180908 |
40 | -0.097339 | -0.8921 | 0.187437 |
41 | -0.091557 | -0.8391 | 0.201887 |
42 | -0.092346 | -0.8464 | 0.199876 |
43 | -0.105785 | -0.9695 | 0.16753 |
44 | -0.122395 | -1.1218 | 0.132579 |
45 | -0.144082 | -1.3205 | 0.095122 |
46 | -0.164335 | -1.5062 | 0.067889 |
47 | -0.180797 | -1.657 | 0.050622 |
48 | -0.200915 | -1.8414 | 0.034545 |
49 | -0.215346 | -1.9737 | 0.025853 |
50 | -0.230939 | -2.1166 | 0.018627 |
51 | -0.242672 | -2.2241 | 0.014412 |
52 | -0.249932 | -2.2907 | 0.012244 |
53 | -0.254979 | -2.3369 | 0.010912 |
54 | -0.265274 | -2.4313 | 0.008586 |
55 | -0.284707 | -2.6094 | 0.005368 |
56 | -0.308797 | -2.8302 | 0.002909 |
57 | -0.332545 | -3.0478 | 0.001541 |
58 | -0.349412 | -3.2024 | 0.000963 |
59 | -0.357605 | -3.2775 | 0.000762 |
60 | -0.365841 | -3.353 | 6e-04 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.948083 | 8.6893 | 0 |
2 | -0.00814 | -0.0746 | 0.470354 |
3 | -0.075963 | -0.6962 | 0.244109 |
4 | -0.028464 | -0.2609 | 0.397412 |
5 | 0.059896 | 0.549 | 0.292246 |
6 | -0.029189 | -0.2675 | 0.394861 |
7 | -0.086831 | -0.7958 | 0.21419 |
8 | 0.053888 | 0.4939 | 0.311337 |
9 | -0.010042 | -0.092 | 0.463446 |
10 | -0.041219 | -0.3778 | 0.353275 |
11 | 0.018654 | 0.171 | 0.43233 |
12 | -0.029828 | -0.2734 | 0.392615 |
13 | -0.096073 | -0.8805 | 0.190544 |
14 | -0.021335 | -0.1955 | 0.422721 |
15 | -0.025176 | -0.2307 | 0.40904 |
16 | 0.029878 | 0.2738 | 0.392443 |
17 | 0.020518 | 0.1881 | 0.425645 |
18 | -0.018433 | -0.1689 | 0.433125 |
19 | -0.098955 | -0.9069 | 0.183516 |
20 | 0.025495 | 0.2337 | 0.407906 |
21 | 0.003929 | 0.036 | 0.485681 |
22 | 0.0078 | 0.0715 | 0.471591 |
23 | 0.041922 | 0.3842 | 0.350891 |
24 | -0.026857 | -0.2461 | 0.403084 |
25 | -0.026406 | -0.242 | 0.404681 |
26 | -0.019309 | -0.177 | 0.429977 |
27 | 0.068776 | 0.6303 | 0.265092 |
28 | 0.055244 | 0.5063 | 0.306981 |
29 | -0.011083 | -0.1016 | 0.459668 |
30 | -0.040245 | -0.3689 | 0.356583 |
31 | -0.078556 | -0.72 | 0.236767 |
32 | -0.003902 | -0.0358 | 0.485777 |
33 | -0.012759 | -0.1169 | 0.453592 |
34 | -0.011183 | -0.1025 | 0.459306 |
35 | 0.039895 | 0.3656 | 0.357776 |
36 | -0.040816 | -0.3741 | 0.354643 |
37 | 0.024015 | 0.2201 | 0.413163 |
38 | 0.006679 | 0.0612 | 0.475668 |
39 | 0.035206 | 0.3227 | 0.373874 |
40 | -0.019871 | -0.1821 | 0.427965 |
41 | 0.003382 | 0.031 | 0.487673 |
42 | -0.040098 | -0.3675 | 0.357082 |
43 | -0.12784 | -1.1717 | 0.122321 |
44 | -0.033134 | -0.3037 | 0.381064 |
45 | -0.057381 | -0.5259 | 0.300169 |
46 | -0.035402 | -0.3245 | 0.373196 |
47 | -0.001883 | -0.0173 | 0.493134 |
48 | -0.040272 | -0.3691 | 0.356493 |
49 | 0.045512 | 0.4171 | 0.338826 |
50 | -0.039927 | -0.3659 | 0.357665 |
51 | 0.011891 | 0.109 | 0.45674 |
52 | 0.002364 | 0.0217 | 0.491383 |
53 | -0.01046 | -0.0959 | 0.461927 |
54 | -0.03655 | -0.335 | 0.369235 |
55 | -0.120793 | -1.1071 | 0.135709 |
56 | -0.053761 | -0.4927 | 0.311746 |
57 | -0.032296 | -0.296 | 0.383983 |
58 | 0.008294 | 0.076 | 0.469794 |
59 | 0.050967 | 0.4671 | 0.32081 |
60 | -0.018281 | -0.1675 | 0.43367 |