Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.967229 | 8.2072 | 0 |
2 | 0.93184 | 7.9069 | 0 |
3 | 0.896077 | 7.6035 | 0 |
4 | 0.860591 | 7.3024 | 0 |
5 | 0.82683 | 7.0159 | 0 |
6 | 0.789405 | 6.6983 | 0 |
7 | 0.749464 | 6.3594 | 0 |
8 | 0.706724 | 5.9968 | 0 |
9 | 0.662772 | 5.6238 | 0 |
10 | 0.620679 | 5.2666 | 1e-06 |
11 | 0.578481 | 4.9086 | 3e-06 |
12 | 0.536538 | 4.5527 | 1.1e-05 |
13 | 0.494276 | 4.1941 | 3.8e-05 |
14 | 0.452181 | 3.8369 | 0.000132 |
15 | 0.409667 | 3.4761 | 0.000433 |
16 | 0.367122 | 3.1151 | 0.00132 |
17 | 0.326198 | 2.7679 | 0.003584 |
18 | 0.284406 | 2.4133 | 0.009178 |
19 | 0.241052 | 2.0454 | 0.022236 |
20 | 0.197123 | 1.6726 | 0.049368 |
21 | 0.156825 | 1.3307 | 0.093743 |
22 | 0.118385 | 1.0045 | 0.159243 |
23 | 0.082253 | 0.6979 | 0.24373 |
24 | 0.047153 | 0.4001 | 0.34513 |
25 | 0.011655 | 0.0989 | 0.460748 |
26 | -0.023121 | -0.1962 | 0.422509 |
27 | -0.055928 | -0.4746 | 0.318267 |
28 | -0.087982 | -0.7466 | 0.228883 |
29 | -0.114217 | -0.9692 | 0.167854 |
30 | -0.140701 | -1.1939 | 0.118221 |
31 | -0.166505 | -1.4128 | 0.081006 |
32 | -0.190825 | -1.6192 | 0.054888 |
33 | -0.213365 | -1.8105 | 0.037199 |
34 | -0.234954 | -1.9936 | 0.02499 |
35 | -0.255566 | -2.1686 | 0.016711 |
36 | -0.27576 | -2.3399 | 0.011033 |
37 | -0.296157 | -2.513 | 0.007106 |
38 | -0.316701 | -2.6873 | 0.00447 |
39 | -0.336761 | -2.8575 | 0.002789 |
40 | -0.355758 | -3.0187 | 0.001755 |
41 | -0.372325 | -3.1593 | 0.001156 |
42 | -0.386123 | -3.2764 | 0.00081 |
43 | -0.399017 | -3.3858 | 0.000576 |
44 | -0.411857 | -3.4947 | 0.000408 |
45 | -0.419392 | -3.5587 | 0.000332 |
46 | -0.425749 | -3.6126 | 0.000279 |
47 | -0.429222 | -3.6421 | 0.000253 |
48 | -0.430392 | -3.652 | 0.000245 |
49 | -0.43075 | -3.655 | 0.000243 |
50 | -0.43012 | -3.6497 | 0.000247 |
51 | -0.42725 | -3.6253 | 0.000267 |
52 | -0.422343 | -3.5837 | 0.000306 |
53 | -0.412663 | -3.5016 | 0.000399 |
54 | -0.401268 | -3.4049 | 0.000543 |
55 | -0.389704 | -3.3067 | 0.000737 |
56 | -0.377774 | -3.2055 | 0.001005 |
57 | -0.363487 | -3.0843 | 0.001447 |
58 | -0.348338 | -2.9557 | 0.002107 |
59 | -0.332047 | -2.8175 | 0.003121 |
60 | -0.313461 | -2.6598 | 0.004816 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.967229 | 8.2072 | 0 |
2 | -0.057276 | -0.486 | 0.314221 |
3 | -0.022565 | -0.1915 | 0.424348 |
4 | -0.01418 | -0.1203 | 0.452281 |
5 | 0.007491 | 0.0636 | 0.474749 |
6 | -0.077667 | -0.659 | 0.25599 |
7 | -0.056091 | -0.476 | 0.317775 |
8 | -0.06332 | -0.5373 | 0.296363 |
9 | -0.040831 | -0.3465 | 0.365002 |
10 | 0.000457 | 0.0039 | 0.498457 |
11 | -0.029163 | -0.2475 | 0.402629 |
12 | -0.021629 | -0.1835 | 0.427451 |
13 | -0.027872 | -0.2365 | 0.406856 |
14 | -0.019278 | -0.1636 | 0.43526 |
15 | -0.036283 | -0.3079 | 0.379534 |
16 | -0.030258 | -0.2568 | 0.399052 |
17 | -0.007804 | -0.0662 | 0.473695 |
18 | -0.046855 | -0.3976 | 0.346058 |
19 | -0.056991 | -0.4836 | 0.315075 |
20 | -0.042233 | -0.3584 | 0.36056 |
21 | 0.023299 | 0.1977 | 0.421918 |
22 | -0.012389 | -0.1051 | 0.458284 |
23 | -0.000408 | -0.0035 | 0.498623 |
24 | -0.018059 | -0.1532 | 0.439322 |
25 | -0.034559 | -0.2932 | 0.385088 |
26 | -0.023189 | -0.1968 | 0.422282 |
27 | -0.008356 | -0.0709 | 0.471835 |
28 | -0.034619 | -0.2937 | 0.384898 |
29 | 0.048324 | 0.41 | 0.341497 |
30 | -0.04155 | -0.3526 | 0.362723 |
31 | -0.023104 | -0.196 | 0.422564 |
32 | -0.010998 | -0.0933 | 0.462953 |
33 | -0.002448 | -0.0208 | 0.491742 |
34 | -0.031449 | -0.2669 | 0.395171 |
35 | -0.02443 | -0.2073 | 0.418181 |
36 | -0.032407 | -0.275 | 0.392058 |
37 | -0.038619 | -0.3277 | 0.372046 |
38 | -0.038332 | -0.3253 | 0.372965 |
39 | -0.036172 | -0.3069 | 0.37989 |
40 | -0.027213 | -0.2309 | 0.409021 |
41 | -0.002805 | -0.0238 | 0.490539 |
42 | 0.007225 | 0.0613 | 0.475644 |
43 | -0.020451 | -0.1735 | 0.431361 |
44 | -0.033118 | -0.281 | 0.389754 |
45 | 0.054162 | 0.4596 | 0.323602 |
46 | -0.023439 | -0.1989 | 0.421457 |
47 | 0.005123 | 0.0435 | 0.482725 |
48 | -0.001004 | -0.0085 | 0.496612 |
49 | -0.006016 | -0.051 | 0.479716 |
50 | -0.020861 | -0.177 | 0.429999 |
51 | 0.009787 | 0.083 | 0.467022 |
52 | -0.000883 | -0.0075 | 0.497021 |
53 | 0.046181 | 0.3919 | 0.348159 |
54 | 0.005688 | 0.0483 | 0.480821 |
55 | -0.013737 | -0.1166 | 0.453766 |
56 | -0.013846 | -0.1175 | 0.453399 |
57 | 0.028102 | 0.2385 | 0.406104 |
58 | -0.014167 | -0.1202 | 0.452324 |
59 | -0.008803 | -0.0747 | 0.470331 |
60 | 0.016284 | 0.1382 | 0.445243 |