Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.918002 | 8.4136 | 0 |
2 | 0.847522 | 7.7677 | 0 |
3 | 0.787324 | 7.2159 | 0 |
4 | 0.757195 | 6.9398 | 0 |
5 | 0.711605 | 6.522 | 0 |
6 | 0.69021 | 6.3259 | 0 |
7 | 0.646882 | 5.9288 | 0 |
8 | 0.614916 | 5.6358 | 0 |
9 | 0.581369 | 5.3283 | 0 |
10 | 0.576634 | 5.2849 | 0 |
11 | 0.549978 | 5.0406 | 1e-06 |
12 | 0.509335 | 4.6681 | 6e-06 |
13 | 0.422664 | 3.8738 | 0.000106 |
14 | 0.357104 | 3.2729 | 0.000773 |
15 | 0.313753 | 2.8756 | 0.002554 |
16 | 0.287793 | 2.6377 | 0.004972 |
17 | 0.253432 | 2.3227 | 0.011306 |
18 | 0.223011 | 2.0439 | 0.022047 |
19 | 0.179351 | 1.6438 | 0.05198 |
20 | 0.146281 | 1.3407 | 0.091818 |
21 | 0.116925 | 1.0716 | 0.143478 |
22 | 0.102921 | 0.9433 | 0.174119 |
23 | 0.05915 | 0.5421 | 0.294586 |
24 | 0.006072 | 0.0556 | 0.477877 |
25 | -0.062589 | -0.5736 | 0.283873 |
26 | -0.107775 | -0.9878 | 0.16305 |
27 | -0.128527 | -1.178 | 0.121068 |
28 | -0.138599 | -1.2703 | 0.103745 |
29 | -0.159638 | -1.4631 | 0.073585 |
30 | -0.180526 | -1.6545 | 0.050874 |
31 | -0.202503 | -1.856 | 0.033482 |
32 | -0.219554 | -2.0122 | 0.023699 |
33 | -0.230613 | -2.1136 | 0.018758 |
34 | -0.248812 | -2.2804 | 0.012558 |
35 | -0.290448 | -2.662 | 0.004653 |
36 | -0.328818 | -3.0137 | 0.001706 |
37 | -0.358229 | -3.2832 | 0.000748 |
38 | -0.379036 | -3.4739 | 0.000407 |
39 | -0.368825 | -3.3803 | 0.00055 |
40 | -0.353182 | -3.237 | 0.000865 |
41 | -0.338531 | -3.1027 | 0.001306 |
42 | -0.339326 | -3.11 | 0.001278 |
43 | -0.332772 | -3.0499 | 0.001531 |
44 | -0.325132 | -2.9799 | 0.001885 |
45 | -0.318189 | -2.9163 | 0.002271 |
46 | -0.326267 | -2.9903 | 0.001828 |
47 | -0.340189 | -3.1179 | 0.001247 |
48 | -0.358999 | -3.2903 | 0.000732 |
49 | -0.357963 | -3.2808 | 0.000754 |
50 | -0.34393 | -3.1522 | 0.001124 |
51 | -0.308658 | -2.8289 | 0.00292 |
52 | -0.282 | -2.5846 | 0.005739 |
53 | -0.260742 | -2.3897 | 0.009549 |
54 | -0.255561 | -2.3423 | 0.010767 |
55 | -0.234592 | -2.1501 | 0.017212 |
56 | -0.203553 | -1.8656 | 0.032794 |
57 | -0.183173 | -1.6788 | 0.048453 |
58 | -0.179977 | -1.6495 | 0.051388 |
59 | -0.176507 | -1.6177 | 0.054737 |
60 | -0.166692 | -1.5278 | 0.065165 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.918002 | 8.4136 | 0 |
2 | 0.030487 | 0.2794 | 0.390305 |
3 | 0.032011 | 0.2934 | 0.384976 |
4 | 0.166631 | 1.5272 | 0.065234 |
5 | -0.08772 | -0.804 | 0.211844 |
6 | 0.147497 | 1.3518 | 0.09003 |
7 | -0.118094 | -1.0824 | 0.141097 |
8 | 0.036563 | 0.3351 | 0.369189 |
9 | 0.019481 | 0.1785 | 0.429363 |
10 | 0.119146 | 1.092 | 0.138979 |
11 | -0.075864 | -0.6953 | 0.244392 |
12 | -0.130727 | -1.1981 | 0.117118 |
13 | -0.291979 | -2.676 | 0.004478 |
14 | -0.021851 | -0.2003 | 0.420878 |
15 | 0.097631 | 0.8948 | 0.186725 |
16 | -0.008629 | -0.0791 | 0.468574 |
17 | 0.01536 | 0.1408 | 0.444193 |
18 | -0.036019 | -0.3301 | 0.371065 |
19 | -0.042452 | -0.3891 | 0.349103 |
20 | -0.000911 | -0.0084 | 0.496679 |
21 | -0.026144 | -0.2396 | 0.405606 |
22 | 0.032656 | 0.2993 | 0.382725 |
23 | -0.106954 | -0.9803 | 0.164888 |
24 | -0.046142 | -0.4229 | 0.336725 |
25 | -0.112301 | -1.0293 | 0.153157 |
26 | -0.035312 | -0.3236 | 0.373507 |
27 | 0.081167 | 0.7439 | 0.229505 |
28 | -0.006819 | -0.0625 | 0.475159 |
29 | 0.01808 | 0.1657 | 0.434392 |
30 | -0.014464 | -0.1326 | 0.447428 |
31 | 0.014747 | 0.1352 | 0.446403 |
32 | -0.049753 | -0.456 | 0.324785 |
33 | 0.013456 | 0.1233 | 0.45107 |
34 | -0.086368 | -0.7916 | 0.215418 |
35 | -0.078324 | -0.7179 | 0.237419 |
36 | 0.030705 | 0.2814 | 0.389543 |
37 | -0.040161 | -0.3681 | 0.356868 |
38 | -0.079832 | -0.7317 | 0.233204 |
39 | 0.111719 | 1.0239 | 0.154406 |
40 | 0.041393 | 0.3794 | 0.352683 |
41 | 0.109186 | 1.0007 | 0.159921 |
42 | -0.054009 | -0.495 | 0.310945 |
43 | -0.001416 | -0.013 | 0.494838 |
44 | 0.005736 | 0.0526 | 0.479101 |
45 | -0.021019 | -0.1926 | 0.423853 |
46 | -0.042812 | -0.3924 | 0.347887 |
47 | -0.044629 | -0.409 | 0.341777 |
48 | -0.067483 | -0.6185 | 0.268964 |
49 | -0.002655 | -0.0243 | 0.490321 |
50 | 0.034213 | 0.3136 | 0.377314 |
51 | 0.021567 | 0.1977 | 0.421894 |
52 | 0.020772 | 0.1904 | 0.424738 |
53 | 0.028125 | 0.2578 | 0.398609 |
54 | -0.031208 | -0.286 | 0.38778 |
55 | 0.063054 | 0.5779 | 0.282438 |
56 | 0.104901 | 0.9614 | 0.169546 |
57 | -0.04657 | -0.4268 | 0.3353 |
58 | -0.027141 | -0.2487 | 0.402081 |
59 | -0.049407 | -0.4528 | 0.325921 |
60 | 0.02349 | 0.2153 | 0.415033 |