Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.961991 | 7.6959 | 0 |
2 | 0.921791 | 7.3743 | 0 |
3 | 0.881785 | 7.0543 | 0 |
4 | 0.835598 | 6.6848 | 0 |
5 | 0.784857 | 6.2789 | 0 |
6 | 0.734347 | 5.8748 | 0 |
7 | 0.686389 | 5.4911 | 0 |
8 | 0.639614 | 5.1169 | 2e-06 |
9 | 0.594648 | 4.7572 | 6e-06 |
10 | 0.546769 | 4.3742 | 2.3e-05 |
11 | 0.501715 | 4.0137 | 8e-05 |
12 | 0.459287 | 3.6743 | 0.000245 |
13 | 0.415817 | 3.3265 | 0.00073 |
14 | 0.369734 | 2.9579 | 0.002168 |
15 | 0.320344 | 2.5628 | 0.006374 |
16 | 0.269644 | 2.1572 | 0.017377 |
17 | 0.215574 | 1.7246 | 0.044714 |
18 | 0.16332 | 1.3066 | 0.098019 |
19 | 0.116051 | 0.9284 | 0.178342 |
20 | 0.07221 | 0.5777 | 0.282754 |
21 | 0.032932 | 0.2635 | 0.396524 |
22 | -0.00155 | -0.0124 | 0.495071 |
23 | -0.034501 | -0.276 | 0.391715 |
24 | -0.063797 | -0.5104 | 0.305771 |
25 | -0.092572 | -0.7406 | 0.23083 |
26 | -0.120004 | -0.96 | 0.170327 |
27 | -0.147392 | -1.1791 | 0.121355 |
28 | -0.173299 | -1.3864 | 0.085219 |
29 | -0.199712 | -1.5977 | 0.057518 |
30 | -0.224578 | -1.7966 | 0.038557 |
31 | -0.246516 | -1.9721 | 0.02646 |
32 | -0.269629 | -2.157 | 0.017382 |
33 | -0.288967 | -2.3117 | 0.012011 |
34 | -0.311489 | -2.4919 | 0.007653 |
35 | -0.332796 | -2.6624 | 0.004901 |
36 | -0.352044 | -2.8164 | 0.003225 |
37 | -0.37411 | -2.9929 | 0.001962 |
38 | -0.395368 | -3.1629 | 0.001194 |
39 | -0.414736 | -3.3179 | 0.000749 |
40 | -0.429973 | -3.4398 | 0.000515 |
41 | -0.443316 | -3.5465 | 0.000368 |
42 | -0.451783 | -3.6143 | 0.000297 |
43 | -0.454854 | -3.6388 | 0.000274 |
44 | -0.450776 | -3.6062 | 0.000305 |
45 | -0.442229 | -3.5378 | 0.000378 |
46 | -0.427065 | -3.4165 | 0.000553 |
47 | -0.404893 | -3.2391 | 0.000951 |
48 | -0.379001 | -3.032 | 0.001753 |
49 | -0.357677 | -2.8614 | 0.002846 |
50 | -0.334798 | -2.6784 | 0.004695 |
51 | -0.313694 | -2.5096 | 0.007315 |
52 | -0.296567 | -2.3725 | 0.010341 |
53 | -0.28078 | -2.2462 | 0.014074 |
54 | -0.261039 | -2.0883 | 0.020377 |
55 | -0.237463 | -1.8997 | 0.03099 |
56 | -0.217451 | -1.7396 | 0.043367 |
57 | -0.194688 | -1.5575 | 0.062141 |
58 | -0.169478 | -1.3558 | 0.08996 |
59 | -0.142589 | -1.1407 | 0.12912 |
60 | -0.114551 | -0.9164 | 0.181447 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.961991 | 7.6959 | 0 |
2 | -0.048743 | -0.3899 | 0.348938 |
3 | -0.017515 | -0.1401 | 0.444503 |
4 | -0.10452 | -0.8362 | 0.203087 |
5 | -0.08269 | -0.6615 | 0.255328 |
6 | -0.023833 | -0.1907 | 0.424697 |
7 | 0.010909 | 0.0873 | 0.465364 |
8 | -0.004542 | -0.0363 | 0.485564 |
9 | -0.001221 | -0.0098 | 0.496117 |
10 | -0.075068 | -0.6005 | 0.275133 |
11 | 0.002389 | 0.0191 | 0.492404 |
12 | -0.00226 | -0.0181 | 0.492815 |
13 | -0.038977 | -0.3118 | 0.378096 |
14 | -0.065062 | -0.5205 | 0.302258 |
15 | -0.085711 | -0.6857 | 0.247692 |
16 | -0.058728 | -0.4698 | 0.320039 |
17 | -0.078805 | -0.6304 | 0.265326 |
18 | -0.005675 | -0.0454 | 0.481963 |
19 | 0.035647 | 0.2852 | 0.388215 |
20 | 0.009145 | 0.0732 | 0.470955 |
21 | 0.016748 | 0.134 | 0.446918 |
22 | 0.011281 | 0.0902 | 0.464187 |
23 | -0.03405 | -0.2724 | 0.393095 |
24 | 0.001524 | 0.0122 | 0.495156 |
25 | -0.045028 | -0.3602 | 0.359934 |
26 | -0.018874 | -0.151 | 0.440229 |
27 | -0.041004 | -0.328 | 0.371979 |
28 | -0.016808 | -0.1345 | 0.446729 |
29 | -0.034118 | -0.2729 | 0.392887 |
30 | -0.003423 | -0.0274 | 0.489121 |
31 | 0.007225 | 0.0578 | 0.477045 |
32 | -0.050084 | -0.4007 | 0.344997 |
33 | 0.003687 | 0.0295 | 0.488281 |
34 | -0.102401 | -0.8192 | 0.207854 |
35 | -0.041516 | -0.3321 | 0.370439 |
36 | -0.028574 | -0.2286 | 0.409957 |
37 | -0.084034 | -0.6723 | 0.251916 |
38 | -0.029026 | -0.2322 | 0.408557 |
39 | -0.01676 | -0.1341 | 0.44688 |
40 | 0.016887 | 0.1351 | 0.446481 |
41 | 0.002623 | 0.021 | 0.491662 |
42 | 0.0274 | 0.2192 | 0.413596 |
43 | 0.036312 | 0.2905 | 0.386189 |
44 | 0.054883 | 0.4391 | 0.331046 |
45 | 0.017196 | 0.1376 | 0.445505 |
46 | 0.061058 | 0.4885 | 0.313445 |
47 | 0.061334 | 0.4907 | 0.312669 |
48 | 0.03869 | 0.3095 | 0.378966 |
49 | -0.080882 | -0.6471 | 0.259954 |
50 | 0.01182 | 0.0946 | 0.462481 |
51 | -0.03812 | -0.305 | 0.380692 |
52 | -0.059929 | -0.4794 | 0.316632 |
53 | -0.022245 | -0.178 | 0.42966 |
54 | 0.044761 | 0.3581 | 0.360729 |
55 | 0.034012 | 0.2721 | 0.393213 |
56 | -0.063859 | -0.5109 | 0.3056 |
57 | 0.004804 | 0.0384 | 0.484733 |
58 | 0.007491 | 0.0599 | 0.476199 |
59 | 0.000679 | 0.0054 | 0.497841 |
60 | 0.008023 | 0.0642 | 0.474513 |