Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.897675 | 10.7346 | 0 |
2 | 0.824319 | 9.8574 | 0 |
3 | 0.774293 | 9.2592 | 0 |
4 | 0.709089 | 8.4795 | 0 |
5 | 0.671921 | 8.035 | 0 |
6 | 0.655948 | 7.844 | 0 |
7 | 0.653564 | 7.8155 | 0 |
8 | 0.660262 | 7.8956 | 0 |
9 | 0.659218 | 7.8831 | 0 |
10 | 0.651979 | 7.7965 | 0 |
11 | 0.673354 | 8.0521 | 0 |
12 | 0.6813 | 8.1472 | 0 |
13 | 0.618537 | 7.3966 | 0 |
14 | 0.577547 | 6.9065 | 0 |
15 | 0.54849 | 6.559 | 0 |
16 | 0.499747 | 5.9761 | 0 |
17 | 0.488167 | 5.8376 | 0 |
18 | 0.468355 | 5.6007 | 0 |
19 | 0.460005 | 5.5009 | 0 |
20 | 0.467709 | 5.593 | 0 |
21 | 0.448425 | 5.3624 | 0 |
22 | 0.436889 | 5.2244 | 0 |
23 | 0.457007 | 5.465 | 0 |
24 | 0.45357 | 5.4239 | 0 |
25 | 0.39218 | 4.6898 | 3e-06 |
26 | 0.354022 | 4.2335 | 2e-05 |
27 | 0.310112 | 3.7084 | 0.000149 |
28 | 0.273978 | 3.2763 | 0.00066 |
29 | 0.267743 | 3.2017 | 0.000842 |
30 | 0.247287 | 2.9571 | 0.001817 |
31 | 0.248839 | 2.9757 | 0.001717 |
32 | 0.253083 | 3.0264 | 0.001468 |
33 | 0.239519 | 2.8642 | 0.002405 |
34 | 0.232693 | 2.7826 | 0.00306 |
35 | 0.245089 | 2.9308 | 0.001968 |
36 | 0.231643 | 2.77 | 0.003175 |
37 | 0.196538 | 2.3503 | 0.010064 |
38 | 0.16875 | 2.018 | 0.022733 |
39 | 0.136684 | 1.6345 | 0.052177 |
40 | 0.107176 | 1.2816 | 0.101021 |
41 | 0.099969 | 1.1955 | 0.116944 |
42 | 0.07624 | 0.9117 | 0.181732 |
43 | 0.074858 | 0.8952 | 0.1861 |
44 | 0.066696 | 0.7976 | 0.213222 |
45 | 0.040116 | 0.4797 | 0.316079 |
46 | 0.032629 | 0.3902 | 0.348492 |
47 | 0.025458 | 0.3044 | 0.380622 |
48 | 0.009129 | 0.1092 | 0.45661 |
49 | -0.024818 | -0.2968 | 0.383531 |
50 | -0.065638 | -0.7849 | 0.216902 |
51 | -0.102155 | -1.2216 | 0.111935 |
52 | -0.12644 | -1.512 | 0.06637 |
53 | -0.141657 | -1.694 | 0.046224 |
54 | -0.157953 | -1.8888 | 0.030469 |
55 | -0.16092 | -1.9243 | 0.02815 |
56 | -0.170493 | -2.0388 | 0.021656 |
57 | -0.192714 | -2.3045 | 0.011317 |
58 | -0.203189 | -2.4298 | 0.008174 |
59 | -0.212262 | -2.5383 | 0.006105 |
60 | -0.242339 | -2.898 | 0.002174 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.897675 | 10.7346 | 0 |
2 | 0.095268 | 1.1392 | 0.128254 |
3 | 0.100295 | 1.1994 | 0.116187 |
4 | -0.072331 | -0.865 | 0.194257 |
5 | 0.108682 | 1.2997 | 0.097906 |
6 | 0.114624 | 1.3707 | 0.086307 |
7 | 0.134958 | 1.6139 | 0.05438 |
8 | 0.099176 | 1.186 | 0.1188 |
9 | 0.025996 | 0.3109 | 0.378177 |
10 | 0.014676 | 0.1755 | 0.430467 |
11 | 0.198906 | 2.3786 | 0.009351 |
12 | 0.057592 | 0.6887 | 0.246064 |
13 | -0.31564 | -3.7745 | 0.000117 |
14 | -0.037095 | -0.4436 | 0.329003 |
15 | 0.038178 | 0.4565 | 0.324348 |
16 | -0.049505 | -0.592 | 0.277396 |
17 | 0.085165 | 1.0184 | 0.155098 |
18 | -0.114565 | -1.37 | 0.086417 |
19 | -0.000408 | -0.0049 | 0.498056 |
20 | 0.065737 | 0.7861 | 0.216556 |
21 | -0.042744 | -0.5111 | 0.30502 |
22 | 0.005052 | 0.0604 | 0.475955 |
23 | 0.096028 | 1.1483 | 0.126376 |
24 | 0.008145 | 0.0974 | 0.461274 |
25 | -0.228351 | -2.7307 | 0.003558 |
26 | -0.04144 | -0.4956 | 0.310486 |
27 | -0.052648 | -0.6296 | 0.264986 |
28 | 0.078626 | 0.9402 | 0.174343 |
29 | 0.043209 | 0.5167 | 0.303082 |
30 | -0.095138 | -1.1377 | 0.128578 |
31 | -0.004442 | -0.0531 | 0.478856 |
32 | 0.001019 | 0.0122 | 0.495148 |
33 | 0.10826 | 1.2946 | 0.098772 |
34 | -0.03348 | -0.4004 | 0.344742 |
35 | -0.007017 | -0.0839 | 0.466624 |
36 | -0.015382 | -0.1839 | 0.427158 |
37 | 0.005816 | 0.0696 | 0.472323 |
38 | -0.009903 | -0.1184 | 0.452948 |
39 | -0.009433 | -0.1128 | 0.455172 |
40 | -0.069576 | -0.832 | 0.203394 |
41 | 0.00947 | 0.1132 | 0.454996 |
42 | -0.033979 | -0.4063 | 0.342555 |
43 | -0.028097 | -0.336 | 0.368684 |
44 | -0.061675 | -0.7375 | 0.231004 |
45 | 0.000936 | 0.0112 | 0.495543 |
46 | -0.014362 | -0.1717 | 0.43194 |
47 | -0.057193 | -0.6839 | 0.247564 |
48 | -0.009763 | -0.1167 | 0.453613 |
49 | -0.060048 | -0.7181 | 0.236943 |
50 | -0.081733 | -0.9774 | 0.165014 |
51 | 0.005039 | 0.0603 | 0.476015 |
52 | -0.032245 | -0.3856 | 0.350184 |
53 | -0.036868 | -0.4409 | 0.329985 |
54 | 0.005333 | 0.0638 | 0.474619 |
55 | -0.040483 | -0.4841 | 0.314526 |
56 | -0.018855 | -0.2255 | 0.410967 |
57 | -0.021864 | -0.2615 | 0.397057 |
58 | -0.02427 | -0.2902 | 0.386032 |
59 | 0.001674 | 0.02 | 0.49203 |
60 | -0.113328 | -1.3552 | 0.088745 |