Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958916 | 7.4894 | 0 |
2 | 0.901977 | 7.0447 | 0 |
3 | 0.837422 | 6.5405 | 0 |
4 | 0.76419 | 5.9685 | 0 |
5 | 0.680721 | 5.3166 | 1e-06 |
6 | 0.585479 | 4.5727 | 1.2e-05 |
7 | 0.489702 | 3.8247 | 0.000155 |
8 | 0.397003 | 3.1007 | 0.001461 |
9 | 0.298722 | 2.3331 | 0.011478 |
10 | 0.199536 | 1.5584 | 0.062152 |
11 | 0.112319 | 0.8772 | 0.1919 |
12 | 0.025389 | 0.1983 | 0.421736 |
13 | -0.048756 | -0.3808 | 0.352338 |
14 | -0.120594 | -0.9419 | 0.174988 |
15 | -0.192875 | -1.5064 | 0.068562 |
16 | -0.253964 | -1.9835 | 0.025907 |
17 | -0.309141 | -2.4145 | 0.009386 |
18 | -0.355489 | -2.7765 | 0.003644 |
19 | -0.393319 | -3.0719 | 0.001588 |
20 | -0.431137 | -3.3673 | 0.000659 |
21 | -0.464493 | -3.6278 | 0.000293 |
22 | -0.4926 | -3.8473 | 0.000144 |
23 | -0.509687 | -3.9808 | 9.3e-05 |
24 | -0.512272 | -4.001 | 8.7e-05 |
25 | -0.509001 | -3.9754 | 9.4e-05 |
26 | -0.500221 | -3.9068 | 0.000118 |
27 | -0.480021 | -3.7491 | 0.000198 |
28 | -0.456104 | -3.5623 | 0.00036 |
29 | -0.431527 | -3.3703 | 0.000653 |
30 | -0.405713 | -3.1687 | 0.001197 |
31 | -0.383852 | -2.998 | 0.001964 |
32 | -0.350853 | -2.7402 | 0.004021 |
33 | -0.313005 | -2.4446 | 0.008702 |
34 | -0.275496 | -2.1517 | 0.017695 |
35 | -0.236873 | -1.85 | 0.034577 |
36 | -0.202821 | -1.5841 | 0.059173 |
37 | -0.16559 | -1.2933 | 0.100391 |
38 | -0.123624 | -0.9655 | 0.169045 |
39 | -0.08864 | -0.6923 | 0.245689 |
40 | -0.051451 | -0.4018 | 0.344603 |
41 | -0.015631 | -0.1221 | 0.451618 |
42 | 0.01798 | 0.1404 | 0.444391 |
43 | 0.051217 | 0.4 | 0.34527 |
44 | 0.088421 | 0.6906 | 0.246222 |
45 | 0.126405 | 0.9873 | 0.163709 |
46 | 0.156727 | 1.2241 | 0.112816 |
47 | 0.174797 | 1.3652 | 0.088601 |
48 | 0.192447 | 1.5031 | 0.068992 |
49 | 0.208774 | 1.6306 | 0.054067 |
50 | 0.205328 | 1.6037 | 0.056977 |
51 | 0.196123 | 1.5318 | 0.065375 |
52 | 0.180385 | 1.4089 | 0.081978 |
53 | 0.165283 | 1.2909 | 0.100804 |
54 | 0.146297 | 1.1426 | 0.128831 |
55 | 0.122058 | 0.9533 | 0.172099 |
56 | 0.099642 | 0.7782 | 0.21972 |
57 | 0.080182 | 0.6262 | 0.266746 |
58 | 0.059138 | 0.4619 | 0.322904 |
59 | 0.035965 | 0.2809 | 0.389871 |
60 | 0.016204 | 0.1266 | 0.449854 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958916 | 7.4894 | 0 |
2 | -0.217988 | -1.7025 | 0.046873 |
3 | -0.091425 | -0.7141 | 0.23896 |
4 | -0.121162 | -0.9463 | 0.173862 |
5 | -0.140467 | -1.0971 | 0.138459 |
6 | -0.163897 | -1.2801 | 0.102683 |
7 | -0.015351 | -0.1199 | 0.45248 |
8 | -0.005438 | -0.0425 | 0.483132 |
9 | -0.136438 | -1.0656 | 0.145399 |
10 | -0.057766 | -0.4512 | 0.326736 |
11 | 0.091158 | 0.712 | 0.239599 |
12 | -0.13205 | -1.0313 | 0.153225 |
13 | 0.089274 | 0.6973 | 0.244147 |
14 | -0.09243 | -0.7219 | 0.236556 |
15 | -0.130504 | -1.0193 | 0.15605 |
16 | 0.020568 | 0.1606 | 0.436453 |
17 | -0.046841 | -0.3658 | 0.357874 |
18 | -0.008137 | -0.0636 | 0.474767 |
19 | -0.017476 | -0.1365 | 0.445941 |
20 | -0.11597 | -0.9058 | 0.184315 |
21 | -0.068641 | -0.5361 | 0.296918 |
22 | -0.076983 | -0.6013 | 0.27495 |
23 | 0.098104 | 0.7662 | 0.223251 |
24 | 0.040612 | 0.3172 | 0.376091 |
25 | -0.036443 | -0.2846 | 0.388446 |
26 | -0.006571 | -0.0513 | 0.47962 |
27 | 0.001506 | 0.0118 | 0.495326 |
28 | -0.045135 | -0.3525 | 0.362833 |
29 | -0.069941 | -0.5463 | 0.29344 |
30 | -0.058153 | -0.4542 | 0.325654 |
31 | -0.126777 | -0.9902 | 0.163004 |
32 | 0.066182 | 0.5169 | 0.303548 |
33 | 0.044241 | 0.3455 | 0.365441 |
34 | -0.011564 | -0.0903 | 0.464166 |
35 | -0.003554 | -0.0278 | 0.488972 |
36 | -0.084134 | -0.6571 | 0.256792 |
37 | -0.002976 | -0.0232 | 0.490765 |
38 | 0.036536 | 0.2854 | 0.38817 |
39 | -0.072639 | -0.5673 | 0.286286 |
40 | 0.0576 | 0.4499 | 0.3272 |
41 | -0.073627 | -0.575 | 0.283688 |
42 | 0.00931 | 0.0727 | 0.471135 |
43 | -0.026413 | -0.2063 | 0.418624 |
44 | 0.12966 | 1.0127 | 0.157608 |
45 | 0.035721 | 0.279 | 0.390597 |
46 | -0.17527 | -1.3689 | 0.088025 |
47 | -0.093699 | -0.7318 | 0.233542 |
48 | 0.050341 | 0.3932 | 0.347781 |
49 | 0.004272 | 0.0334 | 0.486747 |
50 | -0.166138 | -1.2976 | 0.099659 |
51 | -0.04312 | -0.3368 | 0.368721 |
52 | -0.088013 | -0.6874 | 0.247218 |
53 | -0.018089 | -0.1413 | 0.444058 |
54 | 0.018725 | 0.1462 | 0.442105 |
55 | 0.048474 | 0.3786 | 0.353152 |
56 | -0.00257 | -0.0201 | 0.492026 |
57 | -0.0371 | -0.2898 | 0.386491 |
58 | -0.046181 | -0.3607 | 0.359792 |
59 | -0.037467 | -0.2926 | 0.385402 |
60 | 0.047455 | 0.3706 | 0.356095 |