Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.974725 | 10.6776 | 0 |
2 | 0.950404 | 10.4112 | 0 |
3 | 0.923525 | 10.1167 | 0 |
4 | 0.895883 | 9.8139 | 0 |
5 | 0.869079 | 9.5203 | 0 |
6 | 0.842321 | 9.2272 | 0 |
7 | 0.816459 | 8.9439 | 0 |
8 | 0.789809 | 8.6519 | 0 |
9 | 0.766726 | 8.3991 | 0 |
10 | 0.743594 | 8.1457 | 0 |
11 | 0.722908 | 7.9191 | 0 |
12 | 0.700636 | 7.6751 | 0 |
13 | 0.67518 | 7.3962 | 0 |
14 | 0.649832 | 7.1185 | 0 |
15 | 0.622241 | 6.8163 | 0 |
16 | 0.594464 | 6.512 | 0 |
17 | 0.567805 | 6.22 | 0 |
18 | 0.541505 | 5.9319 | 0 |
19 | 0.515616 | 5.6483 | 0 |
20 | 0.489252 | 5.3595 | 0 |
21 | 0.466544 | 5.1107 | 1e-06 |
22 | 0.444627 | 4.8706 | 2e-06 |
23 | 0.425042 | 4.6561 | 4e-06 |
24 | 0.404065 | 4.4263 | 1.1e-05 |
25 | 0.381269 | 4.1766 | 2.8e-05 |
26 | 0.359146 | 3.9342 | 7e-05 |
27 | 0.334712 | 3.6666 | 0.000184 |
28 | 0.310232 | 3.3984 | 0.00046 |
29 | 0.286967 | 3.1436 | 0.001052 |
30 | 0.263922 | 2.8911 | 0.002279 |
31 | 0.240151 | 2.6307 | 0.004819 |
32 | 0.215902 | 2.3651 | 0.009815 |
33 | 0.195327 | 2.1397 | 0.017202 |
34 | 0.175398 | 1.9214 | 0.028527 |
35 | 0.157571 | 1.7261 | 0.043452 |
36 | 0.13901 | 1.5228 | 0.065222 |
37 | 0.119103 | 1.3047 | 0.097245 |
38 | 0.100148 | 1.0971 | 0.137404 |
39 | 0.079023 | 0.8657 | 0.194203 |
40 | 0.057994 | 0.6353 | 0.263222 |
41 | 0.03827 | 0.4192 | 0.3379 |
42 | 0.018138 | 0.1987 | 0.42142 |
43 | -0.001976 | -0.0216 | 0.491382 |
44 | -0.022268 | -0.2439 | 0.403849 |
45 | -0.039946 | -0.4376 | 0.331235 |
46 | -0.056626 | -0.6203 | 0.268117 |
47 | -0.071666 | -0.7851 | 0.216983 |
48 | -0.08717 | -0.9549 | 0.170775 |
49 | -0.103817 | -1.1373 | 0.128849 |
50 | -0.119633 | -1.3105 | 0.096263 |
51 | -0.136565 | -1.496 | 0.068641 |
52 | -0.153916 | -1.6861 | 0.047191 |
53 | -0.169468 | -1.8564 | 0.032923 |
54 | -0.184429 | -2.0203 | 0.022788 |
55 | -0.199429 | -2.1846 | 0.01543 |
56 | -0.213679 | -2.3407 | 0.010448 |
57 | -0.225829 | -2.4738 | 0.007383 |
58 | -0.237555 | -2.6023 | 0.005214 |
59 | -0.248248 | -2.7194 | 0.003755 |
60 | -0.259058 | -2.8378 | 0.002667 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.974725 | 10.6776 | 0 |
2 | 0.006301 | 0.069 | 0.472544 |
3 | -0.063351 | -0.694 | 0.24452 |
4 | -0.03124 | -0.3422 | 0.366393 |
5 | 0.004176 | 0.0458 | 0.481793 |
6 | -0.011124 | -0.1219 | 0.451609 |
7 | 0.002095 | 0.0229 | 0.490866 |
8 | -0.030227 | -0.3311 | 0.370564 |
9 | 0.054912 | 0.6015 | 0.274312 |
10 | -0.01044 | -0.1144 | 0.454572 |
11 | 0.030124 | 0.33 | 0.370993 |
12 | -0.045644 | -0.5 | 0.308992 |
13 | -0.080847 | -0.8856 | 0.188792 |
14 | -0.014102 | -0.1545 | 0.438746 |
15 | -0.049519 | -0.5425 | 0.294256 |
16 | -0.023094 | -0.253 | 0.400355 |
17 | 0.012892 | 0.1412 | 0.443966 |
18 | -0.008893 | -0.0974 | 0.461277 |
19 | -0.006015 | -0.0659 | 0.473785 |
20 | -0.030322 | -0.3322 | 0.370175 |
21 | 0.048414 | 0.5304 | 0.298423 |
22 | 0.002162 | 0.0237 | 0.490571 |
23 | 0.017259 | 0.1891 | 0.425184 |
24 | -0.043281 | -0.4741 | 0.318139 |
25 | -0.052905 | -0.5795 | 0.281654 |
26 | -6e-05 | -7e-04 | 0.499739 |
27 | -0.046882 | -0.5136 | 0.30425 |
28 | -0.02509 | -0.2748 | 0.391953 |
29 | 0.016587 | 0.1817 | 0.428064 |
30 | -0.011477 | -0.1257 | 0.450081 |
31 | -0.026351 | -0.2887 | 0.386671 |
32 | -0.035373 | -0.3875 | 0.349538 |
33 | 0.045885 | 0.5027 | 0.308066 |
34 | -0.002628 | -0.0288 | 0.488543 |
35 | 0.00432 | 0.0473 | 0.481166 |
36 | -0.032161 | -0.3523 | 0.362613 |
37 | -0.045096 | -0.494 | 0.311105 |
38 | 0.005685 | 0.0623 | 0.475223 |
39 | -0.044367 | -0.486 | 0.313921 |
40 | -0.028288 | -0.3099 | 0.378594 |
41 | 0.018483 | 0.2025 | 0.419947 |
42 | -0.022864 | -0.2505 | 0.401328 |
43 | -0.008317 | -0.0911 | 0.463781 |
44 | -0.030037 | -0.329 | 0.371352 |
45 | 0.021662 | 0.2373 | 0.406416 |
46 | 0.003902 | 0.0427 | 0.482987 |
47 | -0.009642 | -0.1056 | 0.458031 |
48 | -0.030044 | -0.3291 | 0.371323 |
49 | -0.042012 | -0.4602 | 0.323097 |
50 | 0.001142 | 0.0125 | 0.495021 |
51 | -0.022366 | -0.245 | 0.403435 |
52 | -0.043891 | -0.4808 | 0.315766 |
53 | 0.026821 | 0.2938 | 0.384707 |
54 | 0.002278 | 0.025 | 0.490065 |
55 | -0.010779 | -0.1181 | 0.4531 |
56 | -0.013113 | -0.1436 | 0.443011 |
57 | 0.011654 | 0.1277 | 0.449315 |
58 | -0.008067 | -0.0884 | 0.464863 |
59 | -0.022353 | -0.2449 | 0.403488 |
60 | -0.025368 | -0.2779 | 0.390787 |