Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.929593 | 9.6606 | 0 |
2 | 0.820284 | 8.5246 | 0 |
3 | 0.736322 | 7.6521 | 0 |
4 | 0.694028 | 7.2125 | 0 |
5 | 0.689724 | 7.1678 | 0 |
6 | 0.678496 | 7.0511 | 0 |
7 | 0.644606 | 6.6989 | 0 |
8 | 0.609186 | 6.3308 | 0 |
9 | 0.607271 | 6.3109 | 0 |
10 | 0.638694 | 6.6375 | 0 |
11 | 0.69154 | 7.1867 | 0 |
12 | 0.707129 | 7.3487 | 0 |
13 | 0.614604 | 6.3872 | 0 |
14 | 0.494864 | 5.1428 | 1e-06 |
15 | 0.394759 | 4.1025 | 4e-05 |
16 | 0.332745 | 3.458 | 0.00039 |
17 | 0.306164 | 3.1817 | 0.000956 |
18 | 0.272695 | 2.8339 | 0.002744 |
19 | 0.223952 | 2.3274 | 0.010905 |
20 | 0.176356 | 1.8327 | 0.034798 |
21 | 0.164292 | 1.7074 | 0.045313 |
22 | 0.183829 | 1.9104 | 0.029366 |
23 | 0.216076 | 2.2455 | 0.013385 |
24 | 0.213189 | 2.2155 | 0.014411 |
25 | 0.122494 | 1.273 | 0.102877 |
26 | 0.015048 | 0.1564 | 0.438013 |
27 | -0.068805 | -0.715 | 0.238063 |
28 | -0.118763 | -1.2342 | 0.1099 |
29 | -0.140393 | -1.459 | 0.073733 |
30 | -0.167972 | -1.7456 | 0.04186 |
31 | -0.204333 | -2.1235 | 0.017998 |
32 | -0.239553 | -2.4895 | 0.007158 |
33 | -0.243586 | -2.5314 | 0.0064 |
34 | -0.220116 | -2.2875 | 0.012057 |
35 | -0.183047 | -1.9023 | 0.029899 |
36 | -0.174606 | -1.8146 | 0.036184 |
37 | -0.241984 | -2.5148 | 0.006692 |
38 | -0.325345 | -3.3811 | 0.000503 |
39 | -0.38751 | -4.0271 | 5.3e-05 |
40 | -0.415048 | -4.3133 | 1.8e-05 |
41 | -0.418066 | -4.3447 | 1.6e-05 |
42 | -0.425133 | -4.4181 | 1.2e-05 |
43 | -0.439656 | -4.569 | 7e-06 |
44 | -0.452948 | -4.7072 | 4e-06 |
45 | -0.438312 | -4.5551 | 7e-06 |
46 | -0.40187 | -4.1764 | 3e-05 |
47 | -0.355417 | -3.6936 | 0.000174 |
48 | -0.331127 | -3.4412 | 0.000412 |
49 | -0.368656 | -3.8312 | 0.000107 |
50 | -0.418491 | -4.3491 | 1.6e-05 |
51 | -0.449895 | -4.6754 | 4e-06 |
52 | -0.455468 | -4.7334 | 3e-06 |
53 | -0.441953 | -4.5929 | 6e-06 |
54 | -0.429495 | -4.4634 | 1e-05 |
55 | -0.424775 | -4.4144 | 1.2e-05 |
56 | -0.417673 | -4.3406 | 1.6e-05 |
57 | -0.386975 | -4.0216 | 5.4e-05 |
58 | -0.33882 | -3.5211 | 0.000315 |
59 | -0.282081 | -2.9315 | 0.002059 |
60 | -0.247617 | -2.5733 | 0.005715 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.929593 | 9.6606 | 0 |
2 | -0.322835 | -3.355 | 0.000548 |
3 | 0.227816 | 2.3675 | 0.009843 |
4 | 0.149579 | 1.5545 | 0.061499 |
5 | 0.181249 | 1.8836 | 0.031155 |
6 | -0.121831 | -1.2661 | 0.104101 |
7 | -0.00269 | -0.028 | 0.488876 |
8 | 0.099581 | 1.0349 | 0.151519 |
9 | 0.252541 | 2.6245 | 0.004968 |
10 | 0.100635 | 1.0458 | 0.148987 |
11 | 0.212268 | 2.206 | 0.014753 |
12 | -0.218739 | -2.2732 | 0.012496 |
13 | -0.666358 | -6.925 | 0 |
14 | 0.125601 | 1.3053 | 0.097285 |
15 | -0.187577 | -1.9494 | 0.026923 |
16 | -0.099057 | -1.0294 | 0.152789 |
17 | -0.064272 | -0.6679 | 0.2528 |
18 | -0.007077 | -0.0735 | 0.470753 |
19 | 0.02039 | 0.2119 | 0.416291 |
20 | -0.08158 | -0.8478 | 0.199212 |
21 | 0.161354 | 1.6768 | 0.048233 |
22 | 0.001474 | 0.0153 | 0.493902 |
23 | -0.090393 | -0.9394 | 0.174812 |
24 | 0.058115 | 0.6039 | 0.273573 |
25 | -0.118403 | -1.2305 | 0.110596 |
26 | 0.056478 | 0.5869 | 0.279237 |
27 | 0.049733 | 0.5168 | 0.303163 |
28 | -0.077804 | -0.8086 | 0.210273 |
29 | -0.006246 | -0.0649 | 0.474182 |
30 | 0.012058 | 0.1253 | 0.450253 |
31 | 0.04391 | 0.4563 | 0.324536 |
32 | -0.115213 | -1.1973 | 0.1169 |
33 | -0.056993 | -0.5923 | 0.277447 |
34 | 0.051401 | 0.5342 | 0.29716 |
35 | 0.04422 | 0.4595 | 0.323382 |
36 | -0.009832 | -0.1022 | 0.459404 |
37 | -0.052117 | -0.5416 | 0.294598 |
38 | -0.063378 | -0.6586 | 0.255763 |
39 | -0.009054 | -0.0941 | 0.462606 |
40 | 0.046558 | 0.4838 | 0.314738 |
41 | -0.072225 | -0.7506 | 0.227268 |
42 | 0.055359 | 0.5753 | 0.283139 |
43 | -0.052041 | -0.5408 | 0.294871 |
44 | 0.033385 | 0.3469 | 0.364655 |
45 | -0.010561 | -0.1098 | 0.456405 |
46 | -0.031 | -0.3222 | 0.373975 |
47 | 0.014607 | 0.1518 | 0.439815 |
48 | 0.014415 | 0.1498 | 0.4406 |
49 | 0.016735 | 0.1739 | 0.431128 |
50 | 0.040236 | 0.4181 | 0.338335 |
51 | 0.010458 | 0.1087 | 0.456828 |
52 | -0.072921 | -0.7578 | 0.225106 |
53 | -0.003129 | -0.0325 | 0.487059 |
54 | 0.024571 | 0.2554 | 0.399468 |
55 | -0.050373 | -0.5235 | 0.300853 |
56 | 0.041597 | 0.4323 | 0.333195 |
57 | -0.05289 | -0.5497 | 0.291847 |
58 | 0.032995 | 0.3429 | 0.366173 |
59 | -0.00476 | -0.0495 | 0.480319 |
60 | -0.036547 | -0.3798 | 0.352419 |