Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.974719 | 10.6775 | 0 |
2 | 0.950395 | 10.4111 | 0 |
3 | 0.923516 | 10.1166 | 0 |
4 | 0.895875 | 9.8138 | 0 |
5 | 0.869072 | 9.5202 | 0 |
6 | 0.842311 | 9.2271 | 0 |
7 | 0.816446 | 8.9437 | 0 |
8 | 0.7898 | 8.6518 | 0 |
9 | 0.766717 | 8.399 | 0 |
10 | 0.743586 | 8.1456 | 0 |
11 | 0.722907 | 7.919 | 0 |
12 | 0.700637 | 7.6751 | 0 |
13 | 0.675179 | 7.3962 | 0 |
14 | 0.649833 | 7.1186 | 0 |
15 | 0.622246 | 6.8164 | 0 |
16 | 0.594465 | 6.512 | 0 |
17 | 0.567805 | 6.22 | 0 |
18 | 0.541511 | 5.932 | 0 |
19 | 0.515622 | 5.6484 | 0 |
20 | 0.489258 | 5.3596 | 0 |
21 | 0.466547 | 5.1108 | 1e-06 |
22 | 0.444629 | 4.8707 | 2e-06 |
23 | 0.425049 | 4.6562 | 4e-06 |
24 | 0.404081 | 4.4265 | 1.1e-05 |
25 | 0.381288 | 4.1768 | 2.8e-05 |
26 | 0.359169 | 3.9345 | 7e-05 |
27 | 0.334732 | 3.6668 | 0.000184 |
28 | 0.310251 | 3.3986 | 0.00046 |
29 | 0.286982 | 3.1437 | 0.001051 |
30 | 0.263937 | 2.8913 | 0.002278 |
31 | 0.240166 | 2.6309 | 0.004817 |
32 | 0.215911 | 2.3652 | 0.009812 |
33 | 0.195336 | 2.1398 | 0.017198 |
34 | 0.175408 | 1.9215 | 0.02852 |
35 | 0.157581 | 1.7262 | 0.043441 |
36 | 0.139018 | 1.5229 | 0.065211 |
37 | 0.119111 | 1.3048 | 0.09723 |
38 | 0.100156 | 1.0972 | 0.137386 |
39 | 0.079028 | 0.8657 | 0.194188 |
40 | 0.057996 | 0.6353 | 0.263217 |
41 | 0.038273 | 0.4193 | 0.337887 |
42 | 0.018142 | 0.1987 | 0.421404 |
43 | -0.001973 | -0.0216 | 0.491395 |
44 | -0.022262 | -0.2439 | 0.403874 |
45 | -0.03994 | -0.4375 | 0.331261 |
46 | -0.056616 | -0.6202 | 0.268153 |
47 | -0.071657 | -0.785 | 0.21701 |
48 | -0.087163 | -0.9548 | 0.170793 |
49 | -0.103814 | -1.1372 | 0.128856 |
50 | -0.119635 | -1.3105 | 0.096259 |
51 | -0.136567 | -1.496 | 0.068637 |
52 | -0.15392 | -1.6861 | 0.047186 |
53 | -0.169468 | -1.8564 | 0.032923 |
54 | -0.184435 | -2.0204 | 0.022785 |
55 | -0.199431 | -2.1847 | 0.015429 |
56 | -0.213685 | -2.3408 | 0.010446 |
57 | -0.225838 | -2.4739 | 0.007381 |
58 | -0.237558 | -2.6023 | 0.005213 |
59 | -0.248249 | -2.7194 | 0.003755 |
60 | -0.259059 | -2.8379 | 0.002667 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.974719 | 10.6775 | 0 |
2 | 0.006368 | 0.0698 | 0.472253 |
3 | -0.063311 | -0.6935 | 0.244657 |
4 | -0.031197 | -0.3417 | 0.36657 |
5 | 0.004157 | 0.0455 | 0.481876 |
6 | -0.011185 | -0.1225 | 0.451342 |
7 | 0.002064 | 0.0226 | 0.490998 |
8 | -0.030063 | -0.3293 | 0.371244 |
9 | 0.054815 | 0.6005 | 0.274664 |
10 | -0.010431 | -0.1143 | 0.454609 |
11 | 0.030258 | 0.3315 | 0.37044 |
12 | -0.04571 | -0.5007 | 0.308739 |
13 | -0.080954 | -0.8868 | 0.188479 |
14 | -0.014005 | -0.1534 | 0.439162 |
15 | -0.049488 | -0.5421 | 0.294372 |
16 | -0.02328 | -0.255 | 0.399574 |
17 | 0.012971 | 0.1421 | 0.443625 |
18 | -0.00874 | -0.0957 | 0.461945 |
19 | -0.006114 | -0.067 | 0.473356 |
20 | -0.030349 | -0.3325 | 0.37006 |
21 | 0.048357 | 0.5297 | 0.298642 |
22 | 0.002178 | 0.0239 | 0.490502 |
23 | 0.017362 | 0.1902 | 0.42474 |
24 | -0.043154 | -0.4727 | 0.318634 |
25 | -0.053015 | -0.5807 | 0.28125 |
26 | -7.7e-05 | -8e-04 | 0.499664 |
27 | -0.046988 | -0.5147 | 0.303845 |
28 | -0.025061 | -0.2745 | 0.392076 |
29 | 0.016522 | 0.181 | 0.42834 |
30 | -0.011396 | -0.1248 | 0.450431 |
31 | -0.026337 | -0.2885 | 0.386728 |
32 | -0.03544 | -0.3882 | 0.349267 |
33 | 0.045947 | 0.5033 | 0.307831 |
34 | -0.002612 | -0.0286 | 0.488612 |
35 | 0.004285 | 0.0469 | 0.481322 |
36 | -0.032199 | -0.3527 | 0.362458 |
37 | -0.045079 | -0.4938 | 0.311169 |
38 | 0.005671 | 0.0621 | 0.475285 |
39 | -0.04436 | -0.4859 | 0.313948 |
40 | -0.028294 | -0.3099 | 0.37857 |
41 | 0.018548 | 0.2032 | 0.419669 |
42 | -0.022868 | -0.2505 | 0.401312 |
43 | -0.008316 | -0.0911 | 0.463782 |
44 | -0.02998 | -0.3284 | 0.371585 |
45 | 0.021622 | 0.2369 | 0.406585 |
46 | 0.003955 | 0.0433 | 0.482757 |
47 | -0.009773 | -0.1071 | 0.45746 |
48 | -0.030051 | -0.3292 | 0.371291 |
49 | -0.042057 | -0.4607 | 0.322921 |
50 | 0.001117 | 0.0122 | 0.495127 |
51 | -0.022237 | -0.2436 | 0.403981 |
52 | -0.043897 | -0.4809 | 0.315744 |
53 | 0.026886 | 0.2945 | 0.384434 |
54 | 0.002113 | 0.0231 | 0.490786 |
55 | -0.010624 | -0.1164 | 0.453773 |
56 | -0.013229 | -0.1449 | 0.442512 |
57 | 0.011646 | 0.1276 | 0.449351 |
58 | -0.007905 | -0.0866 | 0.465571 |
59 | -0.022425 | -0.2457 | 0.403185 |
60 | -0.025408 | -0.2783 | 0.390617 |