Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947849 | 8.0428 | 0 |
2 | 0.89481 | 7.5927 | 0 |
3 | 0.84319 | 7.1547 | 0 |
4 | 0.793217 | 6.7307 | 0 |
5 | 0.75066 | 6.3696 | 0 |
6 | 0.709575 | 6.0209 | 0 |
7 | 0.667193 | 5.6613 | 0 |
8 | 0.624148 | 5.2961 | 1e-06 |
9 | 0.581321 | 4.9327 | 3e-06 |
10 | 0.541131 | 4.5916 | 9e-06 |
11 | 0.501213 | 4.2529 | 3.1e-05 |
12 | 0.461612 | 3.9169 | 0.000101 |
13 | 0.420178 | 3.5653 | 0.000325 |
14 | 0.379563 | 3.2207 | 0.00096 |
15 | 0.339651 | 2.882 | 0.002602 |
16 | 0.303298 | 2.5736 | 0.006062 |
17 | 0.269675 | 2.2883 | 0.01253 |
18 | 0.236167 | 2.0039 | 0.02442 |
19 | 0.204462 | 1.7349 | 0.043517 |
20 | 0.173347 | 1.4709 | 0.072838 |
21 | 0.143563 | 1.2182 | 0.113567 |
22 | 0.11428 | 0.9697 | 0.167721 |
23 | 0.088174 | 0.7482 | 0.228394 |
24 | 0.061551 | 0.5223 | 0.301541 |
25 | 0.034278 | 0.2909 | 0.385998 |
26 | 0.007064 | 0.0599 | 0.476183 |
27 | -0.018718 | -0.1588 | 0.437126 |
28 | -0.041701 | -0.3538 | 0.362244 |
29 | -0.064023 | -0.5433 | 0.294317 |
30 | -0.085837 | -0.7284 | 0.23438 |
31 | -0.108021 | -0.9166 | 0.18121 |
32 | -0.130675 | -1.1088 | 0.135599 |
33 | -0.151552 | -1.286 | 0.101289 |
34 | -0.1713 | -1.4535 | 0.075211 |
35 | -0.190272 | -1.6145 | 0.055396 |
36 | -0.208322 | -1.7677 | 0.040677 |
37 | -0.227724 | -1.9323 | 0.028629 |
38 | -0.246542 | -2.092 | 0.019984 |
39 | -0.264347 | -2.2431 | 0.013986 |
40 | -0.281143 | -2.3856 | 0.009843 |
41 | -0.296333 | -2.5145 | 0.007078 |
42 | -0.312122 | -2.6484 | 0.004965 |
43 | -0.328421 | -2.7867 | 0.003401 |
44 | -0.343487 | -2.9146 | 0.002372 |
45 | -0.356556 | -3.0255 | 0.00172 |
46 | -0.364941 | -3.0966 | 0.001395 |
47 | -0.370371 | -3.1427 | 0.001215 |
48 | -0.374672 | -3.1792 | 0.001089 |
49 | -0.378713 | -3.2135 | 0.000981 |
50 | -0.382787 | -3.2481 | 0.000883 |
51 | -0.384152 | -3.2596 | 0.000852 |
52 | -0.384629 | -3.2637 | 0.000842 |
53 | -0.383734 | -3.2561 | 0.000862 |
54 | -0.381798 | -3.2397 | 0.000906 |
55 | -0.37783 | -3.206 | 0.001004 |
56 | -0.373316 | -3.1677 | 0.001127 |
57 | -0.366287 | -3.108 | 0.001348 |
58 | -0.356054 | -3.0212 | 0.001742 |
59 | -0.343728 | -2.9166 | 0.002358 |
60 | -0.329017 | -2.7918 | 0.003354 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947849 | 8.0428 | 0 |
2 | -0.035509 | -0.3013 | 0.382024 |
3 | -0.013934 | -0.1182 | 0.453107 |
4 | -0.012011 | -0.1019 | 0.459555 |
5 | 0.045135 | 0.383 | 0.35143 |
6 | -0.010975 | -0.0931 | 0.463033 |
7 | -0.035434 | -0.3007 | 0.382268 |
8 | -0.029652 | -0.2516 | 0.401032 |
9 | -0.019275 | -0.1636 | 0.435269 |
10 | 0.000462 | 0.0039 | 0.498443 |
11 | -0.025535 | -0.2167 | 0.41454 |
12 | -0.02412 | -0.2047 | 0.419206 |
13 | -0.044331 | -0.3762 | 0.353951 |
14 | -0.0168 | -0.1426 | 0.443519 |
15 | -0.022109 | -0.1876 | 0.425859 |
16 | 0.004922 | 0.0418 | 0.483401 |
17 | -0.004308 | -0.0366 | 0.485469 |
18 | -0.025136 | -0.2133 | 0.415853 |
19 | -0.006823 | -0.0579 | 0.476995 |
20 | -0.016681 | -0.1415 | 0.443917 |
21 | -0.010207 | -0.0866 | 0.46561 |
22 | -0.023212 | -0.197 | 0.422208 |
23 | 0.006077 | 0.0516 | 0.479511 |
24 | -0.030376 | -0.2578 | 0.398666 |
25 | -0.029329 | -0.2489 | 0.402087 |
26 | -0.025902 | -0.2198 | 0.413331 |
27 | -0.011029 | -0.0936 | 0.46285 |
28 | -0.001525 | -0.0129 | 0.494857 |
29 | -0.022921 | -0.1945 | 0.423171 |
30 | -0.021097 | -0.179 | 0.429214 |
31 | -0.028447 | -0.2414 | 0.404972 |
32 | -0.026533 | -0.2251 | 0.411254 |
33 | -0.011208 | -0.0951 | 0.462249 |
34 | -0.017517 | -0.1486 | 0.441129 |
35 | -0.022126 | -0.1877 | 0.425803 |
36 | -0.018181 | -0.1543 | 0.438912 |
37 | -0.03828 | -0.3248 | 0.37313 |
38 | -0.020785 | -0.1764 | 0.430251 |
39 | -0.019714 | -0.1673 | 0.433809 |
40 | -0.022307 | -0.1893 | 0.425203 |
41 | -0.016111 | -0.1367 | 0.445824 |
42 | -0.035429 | -0.3006 | 0.382282 |
43 | -0.032609 | -0.2767 | 0.391403 |
44 | -0.018524 | -0.1572 | 0.437772 |
45 | -0.011106 | -0.0942 | 0.462592 |
46 | 0.01289 | 0.1094 | 0.456606 |
47 | -0.001385 | -0.0118 | 0.495329 |
48 | -0.013113 | -0.1113 | 0.455856 |
49 | -0.01798 | -0.1526 | 0.439582 |
50 | -0.019175 | -0.1627 | 0.435604 |
51 | 0.003895 | 0.033 | 0.486864 |
52 | -0.017112 | -0.1452 | 0.442478 |
53 | -0.011782 | -0.1 | 0.46032 |
54 | -0.01173 | -0.0995 | 0.460495 |
55 | 0.003622 | 0.0307 | 0.487783 |
56 | -0.013358 | -0.1133 | 0.455034 |
57 | 0.004746 | 0.0403 | 0.483994 |
58 | 0.01176 | 0.0998 | 0.460396 |
59 | 0.006298 | 0.0534 | 0.478766 |
60 | 0.013867 | 0.1177 | 0.453331 |