Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.961235 | 8.9658 | 0 |
2 | 0.900229 | 8.3968 | 0 |
3 | 0.822165 | 7.6686 | 0 |
4 | 0.730754 | 6.816 | 0 |
5 | 0.634959 | 5.9225 | 0 |
6 | 0.540487 | 5.0413 | 1e-06 |
7 | 0.450416 | 4.2012 | 3.2e-05 |
8 | 0.365697 | 3.411 | 0.000492 |
9 | 0.290854 | 2.7129 | 0.004019 |
10 | 0.2337 | 2.1798 | 0.015986 |
11 | 0.189669 | 1.7691 | 0.04019 |
12 | 0.151879 | 1.4166 | 0.08008 |
13 | 0.115556 | 1.0778 | 0.142044 |
14 | 0.076968 | 0.7179 | 0.237369 |
15 | 0.033566 | 0.3131 | 0.377483 |
16 | -0.010718 | -0.1 | 0.4603 |
17 | -0.054681 | -0.51 | 0.305662 |
18 | -0.096705 | -0.902 | 0.184772 |
19 | -0.137021 | -1.278 | 0.102316 |
20 | -0.175295 | -1.635 | 0.052827 |
21 | -0.210569 | -1.9641 | 0.026358 |
22 | -0.242563 | -2.2625 | 0.013079 |
23 | -0.27096 | -2.5273 | 0.00665 |
24 | -0.295592 | -2.7571 | 0.003553 |
25 | -0.315838 | -2.9459 | 0.002065 |
26 | -0.331653 | -3.0935 | 0.00133 |
27 | -0.344832 | -3.2164 | 0.000912 |
28 | -0.356384 | -3.3241 | 0.00065 |
29 | -0.362619 | -3.3823 | 0.00054 |
30 | -0.365721 | -3.4112 | 0.000491 |
31 | -0.366621 | -3.4196 | 0.000478 |
32 | -0.363369 | -3.3893 | 0.000528 |
33 | -0.357979 | -3.339 | 0.00062 |
34 | -0.349819 | -3.2629 | 0.000788 |
35 | -0.339247 | -3.1643 | 0.001071 |
36 | -0.328415 | -3.0633 | 0.001457 |
37 | -0.312704 | -2.9167 | 0.00225 |
38 | -0.297465 | -2.7746 | 0.003382 |
39 | -0.281556 | -2.6262 | 0.005101 |
40 | -0.265229 | -2.4739 | 0.007654 |
41 | -0.24585 | -2.2931 | 0.012126 |
42 | -0.225536 | -2.1037 | 0.019147 |
43 | -0.209304 | -1.9523 | 0.027062 |
44 | -0.191293 | -1.7843 | 0.038933 |
45 | -0.172569 | -1.6096 | 0.055552 |
46 | -0.158487 | -1.4783 | 0.071473 |
47 | -0.142794 | -1.3319 | 0.093187 |
48 | -0.126102 | -1.1762 | 0.121361 |
49 | -0.108022 | -1.0076 | 0.158229 |
50 | -0.089306 | -0.833 | 0.203565 |
51 | -0.071701 | -0.6688 | 0.252701 |
52 | -0.053126 | -0.4955 | 0.31074 |
53 | -0.035034 | -0.3268 | 0.37231 |
54 | -0.017364 | -0.162 | 0.435855 |
55 | 0.000207 | 0.0019 | 0.499232 |
56 | 0.017482 | 0.1631 | 0.435425 |
57 | 0.034757 | 0.3242 | 0.373287 |
58 | 0.050832 | 0.4741 | 0.318297 |
59 | 0.066108 | 0.6166 | 0.269549 |
60 | 0.081384 | 0.7591 | 0.224922 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.961235 | 8.9658 | 0 |
2 | -0.312292 | -2.9129 | 0.002275 |
3 | -0.192622 | -1.7967 | 0.03793 |
4 | -0.141232 | -1.3173 | 0.095595 |
5 | -0.023537 | -0.2195 | 0.413372 |
6 | 0.009537 | 0.089 | 0.464661 |
7 | 0.003459 | 0.0323 | 0.487167 |
8 | -0.023303 | -0.2174 | 0.41422 |
9 | 0.03022 | 0.2819 | 0.389357 |
10 | 0.128869 | 1.202 | 0.116311 |
11 | 0.014453 | 0.1348 | 0.446538 |
12 | -0.090198 | -0.8413 | 0.20124 |
13 | -0.120345 | -1.1225 | 0.132369 |
14 | -0.103184 | -0.9624 | 0.169248 |
15 | -0.081532 | -0.7605 | 0.224511 |
16 | 0.007115 | 0.0664 | 0.473619 |
17 | 0.001103 | 0.0103 | 0.495908 |
18 | 0.010986 | 0.1025 | 0.459309 |
19 | -0.004868 | -0.0454 | 0.481944 |
20 | -0.019562 | -0.1825 | 0.427823 |
21 | -0.037379 | -0.3487 | 0.364097 |
22 | -0.058978 | -0.5501 | 0.291826 |
23 | -0.068134 | -0.6355 | 0.263382 |
24 | -0.059161 | -0.5518 | 0.291245 |
25 | -0.013109 | -0.1223 | 0.451481 |
26 | 0.012336 | 0.1151 | 0.454329 |
27 | -0.009608 | -0.0896 | 0.4644 |
28 | -0.029992 | -0.2797 | 0.390168 |
29 | 0.026555 | 0.2477 | 0.402478 |
30 | -0.028936 | -0.2699 | 0.393939 |
31 | -0.048149 | -0.4491 | 0.327238 |
32 | -0.020002 | -0.1866 | 0.426218 |
33 | -0.043773 | -0.4083 | 0.342034 |
34 | -0.005846 | -0.0545 | 0.478319 |
35 | 0.00106 | 0.0099 | 0.496068 |
36 | -0.035602 | -0.3321 | 0.370317 |
37 | 0.046074 | 0.4298 | 0.334219 |
38 | -0.044458 | -0.4147 | 0.339699 |
39 | -0.01965 | -0.1833 | 0.427501 |
40 | -0.034892 | -0.3255 | 0.372809 |
41 | 0.027708 | 0.2584 | 0.398337 |
42 | -0.020247 | -0.1889 | 0.425325 |
43 | -0.099949 | -0.9323 | 0.17689 |
44 | 0.024895 | 0.2322 | 0.408462 |
45 | 0.005906 | 0.0551 | 0.478098 |
46 | -0.068141 | -0.6356 | 0.263361 |
47 | 0.030104 | 0.2808 | 0.389767 |
48 | -0.006495 | -0.0606 | 0.475917 |
49 | 0.00912 | 0.0851 | 0.466203 |
50 | 0.000582 | 0.0054 | 0.49784 |
51 | -0.04749 | -0.443 | 0.329448 |
52 | -0.013402 | -0.125 | 0.450405 |
53 | -0.017895 | -0.1669 | 0.433913 |
54 | -0.000927 | -0.0086 | 0.496561 |
55 | -0.019313 | -0.1801 | 0.428732 |
56 | 0.004548 | 0.0424 | 0.483131 |
57 | 0.030421 | 0.2837 | 0.388638 |
58 | -0.005932 | -0.0553 | 0.477999 |
59 | 0.000387 | 0.0036 | 0.498563 |
60 | 0.006484 | 0.0605 | 0.475958 |