Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.920646 | 13.8403 | 0 |
2 | 0.821321 | 12.3472 | 0 |
3 | 0.678378 | 10.1983 | 0 |
4 | 0.533132 | 8.0147 | 0 |
5 | 0.448856 | 6.7478 | 0 |
6 | 0.394473 | 5.9302 | 0 |
7 | 0.433899 | 6.5229 | 0 |
8 | 0.502352 | 7.552 | 0 |
9 | 0.627671 | 9.436 | 0 |
10 | 0.747452 | 11.2367 | 0 |
11 | 0.821585 | 12.3511 | 0 |
12 | 0.870886 | 13.0923 | 0 |
13 | 0.801803 | 12.0537 | 0 |
14 | 0.707815 | 10.6408 | 0 |
15 | 0.573485 | 8.6214 | 0 |
16 | 0.434766 | 6.536 | 0 |
17 | 0.353529 | 5.3147 | 0 |
18 | 0.301868 | 4.5381 | 5e-06 |
19 | 0.335225 | 5.0395 | 0 |
20 | 0.400592 | 6.0222 | 0 |
21 | 0.519915 | 7.816 | 0 |
22 | 0.633383 | 9.5218 | 0 |
23 | 0.702415 | 10.5596 | 0 |
24 | 0.748797 | 11.2569 | 0 |
25 | 0.682112 | 10.2544 | 0 |
26 | 0.593185 | 8.9175 | 0 |
27 | 0.466048 | 7.0062 | 0 |
28 | 0.334606 | 5.0302 | 0 |
29 | 0.255673 | 3.8436 | 7.9e-05 |
30 | 0.20421 | 3.0699 | 0.001202 |
31 | 0.23451 | 3.5255 | 0.000256 |
32 | 0.292467 | 4.3967 | 8e-06 |
33 | 0.401758 | 6.0397 | 0 |
34 | 0.506671 | 7.6169 | 0 |
35 | 0.569298 | 8.5584 | 0 |
36 | 0.609845 | 9.168 | 0 |
37 | 0.545461 | 8.2001 | 0 |
38 | 0.459921 | 6.9141 | 0 |
39 | 0.339348 | 5.1015 | 0 |
40 | 0.216165 | 3.2497 | 0.000666 |
41 | 0.141532 | 2.1277 | 0.017223 |
42 | 0.092659 | 1.393 | 0.082498 |
43 | 0.119473 | 1.7961 | 0.036909 |
44 | 0.172505 | 2.5933 | 0.005063 |
45 | 0.274424 | 4.1255 | 2.6e-05 |
46 | 0.371248 | 5.5811 | 0 |
47 | 0.42958 | 6.458 | 0 |
48 | 0.46672 | 7.0163 | 0 |
49 | 0.407282 | 6.1228 | 0 |
50 | 0.326583 | 4.9096 | 1e-06 |
51 | 0.213345 | 3.2073 | 0.000767 |
52 | 0.097872 | 1.4713 | 0.071296 |
53 | 0.027556 | 0.4143 | 0.339539 |
54 | -0.016771 | -0.2521 | 0.400589 |
55 | 0.008638 | 0.1299 | 0.448396 |
56 | 0.058755 | 0.8833 | 0.189012 |
57 | 0.154588 | 2.324 | 0.010507 |
58 | 0.245646 | 3.6929 | 0.000139 |
59 | 0.299628 | 4.5044 | 5e-06 |
60 | 0.335049 | 5.0369 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.920646 | 13.8403 | 0 |
2 | -0.172356 | -2.5911 | 0.005095 |
3 | -0.334152 | -5.0234 | 1e-06 |
4 | -0.053358 | -0.8022 | 0.211654 |
5 | 0.44185 | 6.6425 | 0 |
6 | 0.115429 | 1.7353 | 0.042027 |
7 | 0.40597 | 6.1031 | 0 |
8 | 0.072164 | 1.0849 | 0.13957 |
9 | 0.433949 | 6.5237 | 0 |
10 | 0.07222 | 1.0857 | 0.139384 |
11 | 0.004218 | 0.0634 | 0.47475 |
12 | 0.110679 | 1.6639 | 0.048762 |
13 | -0.424058 | -6.375 | 0 |
14 | -0.068665 | -1.0323 | 0.151527 |
15 | -0.004487 | -0.0675 | 0.473142 |
16 | -0.08291 | -1.2464 | 0.106952 |
17 | 0.034811 | 0.5233 | 0.300629 |
18 | -0.026362 | -0.3963 | 0.346125 |
19 | -0.040366 | -0.6068 | 0.272285 |
20 | 0.020925 | 0.3146 | 0.376688 |
21 | 0.1472 | 2.2129 | 0.013952 |
22 | -0.005235 | -0.0787 | 0.468669 |
23 | -0.002799 | -0.0421 | 0.483238 |
24 | 0.097419 | 1.4645 | 0.072219 |
25 | -0.220506 | -3.3149 | 0.000534 |
26 | 0.025688 | 0.3862 | 0.349867 |
27 | 0.020735 | 0.3117 | 0.377772 |
28 | -0.012059 | -0.1813 | 0.428151 |
29 | -0.034768 | -0.5227 | 0.300857 |
30 | -0.033456 | -0.503 | 0.307744 |
31 | -0.036599 | -0.5502 | 0.291363 |
32 | -0.049673 | -0.7467 | 0.227997 |
33 | 0.019913 | 0.2994 | 0.382472 |
34 | 0.007856 | 0.1181 | 0.453046 |
35 | -0.008333 | -0.1253 | 0.450211 |
36 | 0.008746 | 0.1315 | 0.447755 |
37 | -0.104635 | -1.573 | 0.058557 |
38 | 0.000864 | 0.013 | 0.494826 |
39 | 0.026777 | 0.4026 | 0.34383 |
40 | 0.041623 | 0.6257 | 0.266059 |
41 | -0.031139 | -0.4681 | 0.320074 |
42 | -0.022706 | -0.3414 | 0.366578 |
43 | -0.039206 | -0.5894 | 0.278093 |
44 | -0.024483 | -0.3681 | 0.356588 |
45 | 0.01492 | 0.2243 | 0.411366 |
46 | -0.00813 | -0.1222 | 0.451418 |
47 | 0.018905 | 0.2842 | 0.388259 |
48 | -0.006207 | -0.0933 | 0.46287 |
49 | -0.049964 | -0.7511 | 0.226682 |
50 | -0.02991 | -0.4497 | 0.326697 |
51 | 0.016477 | 0.2477 | 0.402297 |
52 | 0.014663 | 0.2204 | 0.412865 |
53 | -0.001118 | -0.0168 | 0.493301 |
54 | 0.013525 | 0.2033 | 0.419529 |
55 | -0.038594 | -0.5802 | 0.281181 |
56 | -0.016794 | -0.2525 | 0.400456 |
57 | 0.005945 | 0.0894 | 0.464431 |
58 | 0.001747 | 0.0263 | 0.489535 |
59 | -0.00175 | -0.0263 | 0.48952 |
60 | 0.032122 | 0.4829 | 0.314818 |