Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956469 | 18.4477 | 0 |
2 | 0.912065 | 17.5913 | 0 |
3 | 0.877384 | 16.9224 | 0 |
4 | 0.86144 | 16.6149 | 0 |
5 | 0.851011 | 16.4137 | 0 |
6 | 0.820173 | 15.8189 | 0 |
7 | 0.798786 | 15.4064 | 0 |
8 | 0.760298 | 14.6641 | 0 |
9 | 0.730191 | 14.0834 | 0 |
10 | 0.719513 | 13.8775 | 0 |
11 | 0.723691 | 13.9581 | 0 |
12 | 0.727977 | 14.0407 | 0 |
13 | 0.675414 | 13.0269 | 0 |
14 | 0.625089 | 12.0563 | 0 |
15 | 0.589903 | 11.3776 | 0 |
16 | 0.576729 | 11.1235 | 0 |
17 | 0.574072 | 11.0723 | 0 |
18 | 0.555414 | 10.7124 | 0 |
19 | 0.548374 | 10.5767 | 0 |
20 | 0.524465 | 10.1155 | 0 |
21 | 0.509184 | 9.8208 | 0 |
22 | 0.513276 | 9.8997 | 0 |
23 | 0.528901 | 10.2011 | 0 |
24 | 0.546318 | 10.537 | 0 |
25 | 0.508314 | 9.804 | 0 |
26 | 0.47117 | 9.0876 | 0 |
27 | 0.446899 | 8.6195 | 0 |
28 | 0.441821 | 8.5215 | 0 |
29 | 0.443651 | 8.5568 | 0 |
30 | 0.428002 | 8.255 | 0 |
31 | 0.421992 | 8.1391 | 0 |
32 | 0.399225 | 7.7 | 0 |
33 | 0.385918 | 7.4433 | 0 |
34 | 0.389156 | 7.5058 | 0 |
35 | 0.404112 | 7.7942 | 0 |
36 | 0.421291 | 8.1256 | 0 |
37 | 0.384134 | 7.4089 | 0 |
38 | 0.348174 | 6.7153 | 0 |
39 | 0.322949 | 6.2288 | 0 |
40 | 0.316152 | 6.0977 | 0 |
41 | 0.317208 | 6.1181 | 0 |
42 | 0.303049 | 5.845 | 0 |
43 | 0.298299 | 5.7534 | 0 |
44 | 0.278514 | 5.3718 | 0 |
45 | 0.26829 | 5.1746 | 0 |
46 | 0.275857 | 5.3205 | 0 |
47 | 0.295345 | 5.6964 | 0 |
48 | 0.314335 | 6.0627 | 0 |
49 | 0.282412 | 5.447 | 0 |
50 | 0.250092 | 4.8236 | 1e-06 |
51 | 0.227929 | 4.3961 | 7e-06 |
52 | 0.222167 | 4.285 | 1.2e-05 |
53 | 0.223523 | 4.3112 | 1e-05 |
54 | 0.207441 | 4.001 | 3.8e-05 |
55 | 0.200154 | 3.8604 | 6.7e-05 |
56 | 0.176004 | 3.3946 | 0.000381 |
57 | 0.159692 | 3.08 | 0.001112 |
58 | 0.158334 | 3.0538 | 0.001211 |
59 | 0.16661 | 3.2135 | 0.000713 |
60 | 0.174088 | 3.3577 | 0.000434 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956469 | 18.4477 | 0 |
2 | -0.032497 | -0.6268 | 0.265592 |
3 | 0.091171 | 1.7584 | 0.039747 |
4 | 0.20072 | 3.8713 | 6.4e-05 |
5 | 0.069561 | 1.3416 | 0.090265 |
6 | -0.209037 | -4.0318 | 3.4e-05 |
7 | 0.166857 | 3.2182 | 0.000702 |
8 | -0.254774 | -4.9139 | 1e-06 |
9 | 0.048356 | 0.9327 | 0.175803 |
10 | 0.232208 | 4.4787 | 5e-06 |
11 | 0.166825 | 3.2176 | 0.000703 |
12 | -0.034933 | -0.6738 | 0.250442 |
13 | -0.556401 | -10.7315 | 0 |
14 | 0.044746 | 0.863 | 0.194337 |
15 | 0.140223 | 2.7045 | 0.003577 |
16 | 0.080985 | 1.562 | 0.05957 |
17 | 0.150262 | 2.8982 | 0.001988 |
18 | 0.053743 | 1.0366 | 0.150306 |
19 | 0.105205 | 2.0291 | 0.021579 |
20 | -0.072138 | -1.3914 | 0.082475 |
21 | 0.00276 | 0.0532 | 0.47879 |
22 | 0.062961 | 1.2143 | 0.112692 |
23 | -0.032876 | -0.6341 | 0.263205 |
24 | 0.065585 | 1.265 | 0.10334 |
25 | -0.266582 | -5.1417 | 0 |
26 | -0.005407 | -0.1043 | 0.458498 |
27 | 0.046998 | 0.9065 | 0.182637 |
28 | -0.001174 | -0.0226 | 0.490971 |
29 | -0.009349 | -0.1803 | 0.428501 |
30 | 0.016935 | 0.3266 | 0.372067 |
31 | 0.047887 | 0.9236 | 0.178143 |
32 | -0.000869 | -0.0168 | 0.493319 |
33 | 0.062127 | 1.1983 | 0.11579 |
34 | 0.012223 | 0.2357 | 0.406878 |
35 | 0.009834 | 0.1897 | 0.424833 |
36 | 0.04483 | 0.8647 | 0.193892 |
37 | -0.209126 | -4.0335 | 3.3e-05 |
38 | -0.002877 | -0.0555 | 0.477892 |
39 | -0.020752 | -0.4003 | 0.3446 |
40 | -0.019189 | -0.3701 | 0.35576 |
41 | 0.03608 | 0.6959 | 0.243465 |
42 | 0.078725 | 1.5184 | 0.064882 |
43 | 0.012585 | 0.2427 | 0.404177 |
44 | 0.019096 | 0.3683 | 0.356428 |
45 | 0.031943 | 0.6161 | 0.269103 |
46 | 0.034972 | 0.6745 | 0.250203 |
47 | 0.002022 | 0.039 | 0.484452 |
48 | -0.048842 | -0.942 | 0.173395 |
49 | -0.090877 | -1.7528 | 0.040233 |
50 | -0.036081 | -0.6959 | 0.24346 |
51 | -0.011875 | -0.229 | 0.409483 |
52 | -0.042367 | -0.8171 | 0.207185 |
53 | 0.004128 | 0.0796 | 0.468293 |
54 | -0.031275 | -0.6032 | 0.273371 |
55 | -0.000872 | -0.0168 | 0.493299 |
56 | -0.020536 | -0.3961 | 0.346132 |
57 | -0.024868 | -0.4796 | 0.315887 |
58 | -0.032514 | -0.6271 | 0.265487 |
59 | -0.010155 | -0.1959 | 0.422416 |
60 | -0.029745 | -0.5737 | 0.28326 |