Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966487 | 8.0862 | 0 |
2 | 0.921544 | 7.7102 | 0 |
3 | 0.869605 | 7.2756 | 0 |
4 | 0.806137 | 6.7446 | 0 |
5 | 0.731056 | 6.1165 | 0 |
6 | 0.646604 | 5.4099 | 0 |
7 | 0.559775 | 4.6834 | 7e-06 |
8 | 0.472027 | 3.9493 | 9.2e-05 |
9 | 0.382865 | 3.2033 | 0.001023 |
10 | 0.295364 | 2.4712 | 0.007951 |
11 | 0.21417 | 1.7919 | 0.038737 |
12 | 0.131052 | 1.0965 | 0.138318 |
13 | 0.051303 | 0.4292 | 0.334537 |
14 | -0.014056 | -0.1176 | 0.453361 |
15 | -0.081015 | -0.6778 | 0.250061 |
16 | -0.146977 | -1.2297 | 0.111463 |
17 | -0.209651 | -1.7541 | 0.041898 |
18 | -0.26297 | -2.2002 | 0.015549 |
19 | -0.307532 | -2.573 | 0.006102 |
20 | -0.353595 | -2.9584 | 0.002108 |
21 | -0.394601 | -3.3015 | 0.000758 |
22 | -0.426826 | -3.5711 | 0.000324 |
23 | -0.447742 | -3.7461 | 0.000183 |
24 | -0.461781 | -3.8635 | 0.000123 |
25 | -0.464159 | -3.8834 | 0.000115 |
26 | -0.46501 | -3.8906 | 0.000113 |
27 | -0.461356 | -3.86 | 0.000125 |
28 | -0.451988 | -3.7816 | 0.000162 |
29 | -0.445936 | -3.731 | 0.000192 |
30 | -0.442144 | -3.6992 | 0.000213 |
31 | -0.436751 | -3.6541 | 0.000247 |
32 | -0.429753 | -3.5956 | 0.000299 |
33 | -0.417774 | -3.4953 | 0.000413 |
34 | -0.401319 | -3.3577 | 0.000637 |
35 | -0.382554 | -3.2007 | 0.001031 |
36 | -0.357859 | -2.9941 | 0.001901 |
37 | -0.329619 | -2.7578 | 0.003709 |
38 | -0.30189 | -2.5258 | 0.006905 |
39 | -0.275694 | -2.3066 | 0.01202 |
40 | -0.245248 | -2.0519 | 0.021961 |
41 | -0.211802 | -1.7721 | 0.040368 |
42 | -0.175904 | -1.4717 | 0.07279 |
43 | -0.139717 | -1.169 | 0.123194 |
44 | -0.109004 | -0.912 | 0.182451 |
45 | -0.07711 | -0.6451 | 0.260471 |
46 | -0.042123 | -0.3524 | 0.36279 |
47 | -0.013396 | -0.1121 | 0.455541 |
48 | 0.016653 | 0.1393 | 0.444794 |
49 | 0.043251 | 0.3619 | 0.359272 |
50 | 0.070273 | 0.588 | 0.279229 |
51 | 0.096503 | 0.8074 | 0.211086 |
52 | 0.125512 | 1.0501 | 0.148639 |
53 | 0.153447 | 1.2838 | 0.101717 |
54 | 0.175445 | 1.4679 | 0.073308 |
55 | 0.189821 | 1.5882 | 0.058379 |
56 | 0.202437 | 1.6937 | 0.047383 |
57 | 0.213321 | 1.7848 | 0.039316 |
58 | 0.208329 | 1.743 | 0.042862 |
59 | 0.198262 | 1.6588 | 0.050817 |
60 | 0.183368 | 1.5342 | 0.064748 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966487 | 8.0862 | 0 |
2 | -0.19049 | -1.5938 | 0.057748 |
3 | -0.104094 | -0.8709 | 0.19339 |
4 | -0.181529 | -1.5188 | 0.066661 |
5 | -0.171004 | -1.4307 | 0.078479 |
6 | -0.1414 | -1.183 | 0.120398 |
7 | -0.030768 | -0.2574 | 0.398805 |
8 | -0.02254 | -0.1886 | 0.425482 |
9 | -0.038604 | -0.323 | 0.373833 |
10 | -0.009736 | -0.0815 | 0.467657 |
11 | 0.03804 | 0.3183 | 0.375615 |
12 | -0.129883 | -1.0867 | 0.140453 |
13 | -0.031709 | -0.2653 | 0.395779 |
14 | 0.129091 | 1.0801 | 0.141912 |
15 | -0.169302 | -1.4165 | 0.080535 |
16 | -0.083318 | -0.6971 | 0.244027 |
17 | -0.066447 | -0.5559 | 0.290015 |
18 | 0.028535 | 0.2387 | 0.406003 |
19 | 0.016932 | 0.1417 | 0.443878 |
20 | -0.119089 | -0.9964 | 0.16125 |
21 | -0.010186 | -0.0852 | 0.466165 |
22 | -0.00811 | -0.0679 | 0.473048 |
23 | 0.078602 | 0.6576 | 0.256466 |
24 | 0.021791 | 0.1823 | 0.427931 |
25 | 0.051201 | 0.4284 | 0.334844 |
26 | -0.123543 | -1.0336 | 0.152433 |
27 | -0.020086 | -0.168 | 0.433514 |
28 | -0.059383 | -0.4968 | 0.310433 |
29 | -0.181992 | -1.5227 | 0.066175 |
30 | -0.144066 | -1.2053 | 0.116066 |
31 | 0.028092 | 0.235 | 0.407434 |
32 | 0.001111 | 0.0093 | 0.496305 |
33 | 0.022062 | 0.1846 | 0.427046 |
34 | 0.084232 | 0.7047 | 0.241656 |
35 | 0.036544 | 0.3058 | 0.380351 |
36 | 0.066375 | 0.5553 | 0.290219 |
37 | -0.026683 | -0.2232 | 0.411998 |
38 | -0.096199 | -0.8049 | 0.211813 |
39 | -0.203272 | -1.7007 | 0.046719 |
40 | 0.034173 | 0.2859 | 0.387894 |
41 | 0.036692 | 0.307 | 0.379882 |
42 | -0.012532 | -0.1048 | 0.458398 |
43 | 0.007754 | 0.0649 | 0.474229 |
44 | -0.081221 | -0.6795 | 0.249517 |
45 | 0.085204 | 0.7129 | 0.239149 |
46 | 0.099445 | 0.832 | 0.204114 |
47 | -0.118723 | -0.9933 | 0.16199 |
48 | 0.043765 | 0.3662 | 0.357674 |
49 | -0.022177 | -0.1855 | 0.42667 |
50 | 0.003851 | 0.0322 | 0.487194 |
51 | -0.062158 | -0.52 | 0.302336 |
52 | 0.002861 | 0.0239 | 0.490486 |
53 | -0.014817 | -0.124 | 0.450848 |
54 | -0.081989 | -0.686 | 0.247498 |
55 | -0.086205 | -0.7212 | 0.236581 |
56 | -0.017644 | -0.1476 | 0.441532 |
57 | 0.014429 | 0.1207 | 0.45213 |
58 | -0.072179 | -0.6039 | 0.273933 |
59 | 0.038579 | 0.3228 | 0.373915 |
60 | -0.105525 | -0.8829 | 0.19016 |