Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947903 | 10.3838 | 0 |
2 | 0.905266 | 9.9167 | 0 |
3 | 0.855729 | 9.374 | 0 |
4 | 0.826206 | 9.0506 | 0 |
5 | 0.78568 | 8.6067 | 0 |
6 | 0.757968 | 8.3031 | 0 |
7 | 0.736189 | 8.0645 | 0 |
8 | 0.723654 | 7.9272 | 0 |
9 | 0.703182 | 7.703 | 0 |
10 | 0.692102 | 7.5816 | 0 |
11 | 0.687571 | 7.532 | 0 |
12 | 0.700133 | 7.6696 | 0 |
13 | 0.64796 | 7.098 | 0 |
14 | 0.608836 | 6.6695 | 0 |
15 | 0.563512 | 6.173 | 0 |
16 | 0.536363 | 5.8756 | 0 |
17 | 0.497973 | 5.455 | 0 |
18 | 0.473835 | 5.1906 | 0 |
19 | 0.452691 | 4.959 | 1e-06 |
20 | 0.44001 | 4.8201 | 2e-06 |
21 | 0.418293 | 4.5822 | 6e-06 |
22 | 0.403394 | 4.419 | 1.1e-05 |
23 | 0.393324 | 4.3087 | 1.7e-05 |
24 | 0.396898 | 4.3478 | 1.4e-05 |
25 | 0.348074 | 3.813 | 0.000109 |
26 | 0.311763 | 3.4152 | 0.000435 |
27 | 0.268716 | 2.9436 | 0.001948 |
28 | 0.24336 | 2.6659 | 0.004369 |
29 | 0.206378 | 2.2608 | 0.012788 |
30 | 0.184419 | 2.0202 | 0.022794 |
31 | 0.160337 | 1.7564 | 0.040785 |
32 | 0.145279 | 1.5915 | 0.057069 |
33 | 0.11903 | 1.3039 | 0.09738 |
34 | 0.102279 | 1.1204 | 0.132388 |
35 | 0.088189 | 0.9661 | 0.167977 |
36 | 0.085564 | 0.9373 | 0.17524 |
37 | 0.042153 | 0.4618 | 0.322544 |
38 | 0.012527 | 0.1372 | 0.445541 |
39 | -0.023121 | -0.2533 | 0.400243 |
40 | -0.042346 | -0.4639 | 0.321788 |
41 | -0.070055 | -0.7674 | 0.22217 |
42 | -0.081845 | -0.8966 | 0.185873 |
43 | -0.096617 | -1.0584 | 0.146003 |
44 | -0.105098 | -1.1513 | 0.125951 |
45 | -0.124959 | -1.3689 | 0.086801 |
46 | -0.136033 | -1.4902 | 0.069402 |
47 | -0.147634 | -1.6172 | 0.054226 |
48 | -0.152258 | -1.6679 | 0.048972 |
49 | -0.188991 | -2.0703 | 0.020285 |
50 | -0.215754 | -2.3635 | 0.009856 |
51 | -0.247098 | -2.7068 | 0.003892 |
52 | -0.265204 | -2.9052 | 0.002186 |
53 | -0.28611 | -3.1342 | 0.001083 |
54 | -0.289678 | -3.1733 | 0.000957 |
55 | -0.296373 | -3.2466 | 0.000757 |
56 | -0.298487 | -3.2698 | 0.000702 |
57 | -0.310741 | -3.404 | 0.000452 |
58 | -0.312416 | -3.4224 | 0.000425 |
59 | -0.314233 | -3.4423 | 0.000397 |
60 | -0.31141 | -3.4113 | 0.000441 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947903 | 10.3838 | 0 |
2 | 0.066485 | 0.7283 | 0.233921 |
3 | -0.082604 | -0.9049 | 0.18367 |
4 | 0.161756 | 1.7719 | 0.039471 |
5 | -0.095006 | -1.0407 | 0.150044 |
6 | 0.075233 | 0.8241 | 0.205747 |
7 | 0.103348 | 1.1321 | 0.129921 |
8 | 0.049089 | 0.5377 | 0.295874 |
9 | -0.040338 | -0.4419 | 0.329684 |
10 | 0.088259 | 0.9668 | 0.167786 |
11 | 0.102412 | 1.1219 | 0.132079 |
12 | 0.170863 | 1.8717 | 0.031841 |
13 | -0.617564 | -6.7651 | 0 |
14 | 0.140117 | 1.5349 | 0.06372 |
15 | 0.079109 | 0.8666 | 0.193946 |
16 | -0.101788 | -1.115 | 0.133532 |
17 | 0.062872 | 0.6887 | 0.246163 |
18 | 0.038416 | 0.4208 | 0.337316 |
19 | -0.041005 | -0.4492 | 0.327054 |
20 | 0.02651 | 0.2904 | 0.386003 |
21 | -0.026507 | -0.2904 | 0.386017 |
22 | 0.084727 | 0.9281 | 0.177601 |
23 | -0.085814 | -0.94 | 0.17454 |
24 | -0.059736 | -0.6544 | 0.257061 |
25 | -0.132117 | -1.4473 | 0.075215 |
26 | 0.009564 | 0.1048 | 0.458367 |
27 | 0.006386 | 0.07 | 0.472174 |
28 | -0.014108 | -0.1545 | 0.438721 |
29 | -0.004643 | -0.0509 | 0.47976 |
30 | 0.005719 | 0.0626 | 0.475076 |
31 | -0.091586 | -1.0033 | 0.158874 |
32 | 0.033591 | 0.368 | 0.356771 |
33 | -0.043549 | -0.4771 | 0.317095 |
34 | 0.058511 | 0.641 | 0.261385 |
35 | -0.071713 | -0.7856 | 0.216831 |
36 | -0.075129 | -0.823 | 0.20607 |
37 | 0.014527 | 0.1591 | 0.436916 |
38 | 0.007309 | 0.0801 | 0.46816 |
39 | -0.021755 | -0.2383 | 0.406022 |
40 | 0.017297 | 0.1895 | 0.425017 |
41 | 0.014218 | 0.1557 | 0.438247 |
42 | 0.003879 | 0.0425 | 0.483088 |
43 | -0.02902 | -0.3179 | 0.375557 |
44 | -0.021908 | -0.24 | 0.405372 |
45 | 0.016656 | 0.1825 | 0.427764 |
46 | -0.028062 | -0.3074 | 0.379534 |
47 | -0.067435 | -0.7387 | 0.230761 |
48 | -0.046562 | -0.5101 | 0.305474 |
49 | 0.012668 | 0.1388 | 0.444933 |
50 | -0.087237 | -0.9556 | 0.170588 |
51 | 0.019649 | 0.2152 | 0.414972 |
52 | -0.004771 | -0.0523 | 0.479204 |
53 | 0.042576 | 0.4664 | 0.32089 |
54 | 0.017945 | 0.1966 | 0.422247 |
55 | -0.042268 | -0.463 | 0.322092 |
56 | -0.00041 | -0.0045 | 0.498212 |
57 | 0.02453 | 0.2687 | 0.394304 |
58 | -0.024164 | -0.2647 | 0.395844 |
59 | 0.035737 | 0.3915 | 0.348068 |
60 | -0.053952 | -0.591 | 0.27781 |