Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955069 | 15.1913 | 0 |
2 | 0.883093 | 14.0464 | 0 |
3 | 0.828653 | 13.1805 | 0 |
4 | 0.799038 | 12.7095 | 0 |
5 | 0.789353 | 12.5554 | 0 |
6 | 0.776843 | 12.3564 | 0 |
7 | 0.750998 | 11.9454 | 0 |
8 | 0.721179 | 11.4711 | 0 |
9 | 0.714051 | 11.3577 | 0 |
10 | 0.732863 | 11.6569 | 0 |
11 | 0.769456 | 12.239 | 0 |
12 | 0.779984 | 12.4064 | 0 |
13 | 0.715247 | 11.3767 | 0 |
14 | 0.626324 | 9.9623 | 0 |
15 | 0.554446 | 8.819 | 0 |
16 | 0.508568 | 8.0893 | 0 |
17 | 0.483713 | 7.6939 | 0 |
18 | 0.458034 | 7.2855 | 0 |
19 | 0.421105 | 6.6981 | 0 |
20 | 0.381177 | 6.063 | 0 |
21 | 0.36401 | 5.7899 | 0 |
22 | 0.371296 | 5.9058 | 0 |
23 | 0.395691 | 6.2939 | 0 |
24 | 0.394786 | 6.2795 | 0 |
25 | 0.324222 | 5.1571 | 0 |
26 | 0.231632 | 3.6843 | 0.00014 |
27 | 0.15662 | 2.4912 | 0.006687 |
28 | 0.108819 | 1.7309 | 0.042347 |
29 | 0.082413 | 1.3109 | 0.095548 |
30 | 0.056561 | 0.8997 | 0.184578 |
31 | 0.02057 | 0.3272 | 0.371898 |
32 | -0.017434 | -0.2773 | 0.390885 |
33 | -0.033122 | -0.5268 | 0.299384 |
34 | -0.024727 | -0.3933 | 0.34721 |
35 | -0.00068 | -0.0108 | 0.495691 |
36 | 0.00089 | 0.0142 | 0.494356 |
37 | -0.062873 | -1.0001 | 0.15912 |
38 | -0.148059 | -2.355 | 0.009643 |
39 | -0.216756 | -3.4477 | 0.000331 |
40 | -0.257168 | -4.0905 | 2.9e-05 |
41 | -0.27594 | -4.3891 | 8e-06 |
42 | -0.292724 | -4.6561 | 3e-06 |
43 | -0.31871 | -5.0694 | 0 |
44 | -0.346089 | -5.5049 | 0 |
45 | -0.351773 | -5.5953 | 0 |
46 | -0.334838 | -5.3259 | 0 |
47 | -0.302522 | -4.8119 | 1e-06 |
48 | -0.291198 | -4.6318 | 3e-06 |
49 | -0.340592 | -5.4174 | 0 |
50 | -0.409202 | -6.5088 | 0 |
51 | -0.460254 | -7.3208 | 0 |
52 | -0.483359 | -7.6883 | 0 |
53 | -0.4854 | -7.7208 | 0 |
54 | -0.484127 | -7.7005 | 0 |
55 | -0.491857 | -7.8235 | 0 |
56 | -0.50101 | -7.969 | 0 |
57 | -0.489936 | -7.7929 | 0 |
58 | -0.457901 | -7.2834 | 0 |
59 | -0.41098 | -6.537 | 0 |
60 | -0.384743 | -6.1197 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955069 | 15.1913 | 0 |
2 | -0.33087 | -5.2628 | 0 |
3 | 0.283559 | 4.5103 | 5e-06 |
4 | 0.106652 | 1.6964 | 0.04552 |
5 | 0.153904 | 2.448 | 0.007523 |
6 | -0.088825 | -1.4129 | 0.079464 |
7 | -0.012946 | -0.2059 | 0.418508 |
8 | 0.043715 | 0.6953 | 0.243744 |
9 | 0.284145 | 4.5196 | 5e-06 |
10 | 0.123037 | 1.957 | 0.025722 |
11 | 0.243895 | 3.8794 | 6.7e-05 |
12 | -0.33436 | -5.3183 | 0 |
13 | -0.73717 | -11.7254 | 0 |
14 | 0.046703 | 0.7429 | 0.229128 |
15 | -0.029508 | -0.4694 | 0.319608 |
16 | 0.052571 | 0.8362 | 0.201916 |
17 | 0.100073 | 1.5918 | 0.056345 |
18 | 0.004471 | 0.0711 | 0.471678 |
19 | 0.08916 | 1.4182 | 0.078685 |
20 | 0.002571 | 0.0409 | 0.483705 |
21 | -0.052491 | -0.8349 | 0.202276 |
22 | -0.099522 | -1.583 | 0.057336 |
23 | -0.008028 | -0.1277 | 0.449247 |
24 | -0.060743 | -0.9662 | 0.167439 |
25 | -0.23077 | -3.6706 | 0.000148 |
26 | 0.03286 | 0.5227 | 0.300833 |
27 | 0.026181 | 0.4164 | 0.338723 |
28 | 0.047125 | 0.7496 | 0.227105 |
29 | 0.045623 | 0.7257 | 0.234352 |
30 | -0.028109 | -0.4471 | 0.32759 |
31 | 0.006454 | 0.1027 | 0.459159 |
32 | -0.009246 | -0.1471 | 0.441597 |
33 | -0.069488 | -1.1053 | 0.135045 |
34 | -0.019928 | -0.317 | 0.375762 |
35 | -0.058502 | -0.9305 | 0.176492 |
36 | 0.107228 | 1.7056 | 0.044658 |
37 | -0.130588 | -2.0771 | 0.019399 |
38 | -0.007855 | -0.1249 | 0.450337 |
39 | -0.052605 | -0.8367 | 0.201764 |
40 | 0.024414 | 0.3883 | 0.349048 |
41 | 0.002071 | 0.0329 | 0.486877 |
42 | 0.000751 | 0.0119 | 0.495238 |
43 | -0.016715 | -0.2659 | 0.395281 |
44 | 0.040015 | 0.6365 | 0.262518 |
45 | -0.033655 | -0.5353 | 0.296448 |
46 | -0.018514 | -0.2945 | 0.384318 |
47 | -0.021129 | -0.3361 | 0.368547 |
48 | 0.020172 | 0.3208 | 0.374295 |
49 | -0.027899 | -0.4438 | 0.328799 |
50 | 0.069428 | 1.1043 | 0.135251 |
51 | 0.046132 | 0.7338 | 0.231883 |
52 | -0.008752 | -0.1392 | 0.444698 |
53 | 0.001218 | 0.0194 | 0.492279 |
54 | 0.020007 | 0.3182 | 0.375286 |
55 | -0.057451 | -0.9138 | 0.180841 |
56 | 0.026939 | 0.4285 | 0.334326 |
57 | -0.06547 | -1.0414 | 0.149351 |
58 | 0.032164 | 0.5116 | 0.304689 |
59 | 0.03457 | 0.5499 | 0.291445 |
60 | 0.009914 | 0.1577 | 0.437414 |