Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.937618 | 8.5934 | 0 |
2 | 0.883 | 8.0928 | 0 |
3 | 0.82804 | 7.5891 | 0 |
4 | 0.778636 | 7.1363 | 0 |
5 | 0.732296 | 6.7116 | 0 |
6 | 0.69112 | 6.3342 | 0 |
7 | 0.650147 | 5.9587 | 0 |
8 | 0.611367 | 5.6033 | 0 |
9 | 0.571196 | 5.2351 | 1e-06 |
10 | 0.531032 | 4.867 | 3e-06 |
11 | 0.488663 | 4.4787 | 1.2e-05 |
12 | 0.447381 | 4.1003 | 4.7e-05 |
13 | 0.407433 | 3.7342 | 0.000171 |
14 | 0.367817 | 3.3711 | 0.000567 |
15 | 0.322737 | 2.9579 | 0.002011 |
16 | 0.301031 | 2.759 | 0.003557 |
17 | 0.287623 | 2.6361 | 0.004994 |
18 | 0.274371 | 2.5147 | 0.006911 |
19 | 0.260469 | 2.3872 | 0.00961 |
20 | 0.252252 | 2.3119 | 0.011615 |
21 | 0.243545 | 2.2321 | 0.014134 |
22 | 0.235028 | 2.1541 | 0.01705 |
23 | 0.220638 | 2.0222 | 0.02317 |
24 | 0.203806 | 1.8679 | 0.032631 |
25 | 0.18462 | 1.6921 | 0.047169 |
26 | 0.156385 | 1.4333 | 0.077743 |
27 | 0.111929 | 1.0258 | 0.153955 |
28 | 0.07284 | 0.6676 | 0.253112 |
29 | 0.030544 | 0.2799 | 0.390107 |
30 | -0.007914 | -0.0725 | 0.471174 |
31 | -0.044564 | -0.4084 | 0.341998 |
32 | -0.079943 | -0.7327 | 0.232894 |
33 | -0.113462 | -1.0399 | 0.150685 |
34 | -0.142954 | -1.3102 | 0.096851 |
35 | -0.169562 | -1.5541 | 0.061965 |
36 | -0.197499 | -1.8101 | 0.036928 |
37 | -0.225436 | -2.0662 | 0.020947 |
38 | -0.253397 | -2.3224 | 0.011315 |
39 | -0.285488 | -2.6165 | 0.005265 |
40 | -0.323239 | -2.9625 | 0.001984 |
41 | -0.375101 | -3.4379 | 0.000457 |
42 | -0.38099 | -3.4918 | 0.000384 |
43 | -0.385185 | -3.5303 | 0.000338 |
44 | -0.370924 | -3.3996 | 0.000517 |
45 | -0.360837 | -3.3071 | 0.000694 |
46 | -0.355304 | -3.2564 | 0.000814 |
47 | -0.358542 | -3.2861 | 0.000742 |
48 | -0.360394 | -3.3031 | 0.000703 |
49 | -0.363474 | -3.3313 | 0.000643 |
50 | -0.367673 | -3.3698 | 0.000569 |
51 | -0.371947 | -3.4089 | 0.000502 |
52 | -0.372579 | -3.4147 | 0.000493 |
53 | -0.369339 | -3.385 | 0.000542 |
54 | -0.360936 | -3.308 | 0.000692 |
55 | -0.353152 | -3.2367 | 0.000866 |
56 | -0.34336 | -3.1469 | 0.001142 |
57 | -0.334359 | -3.0644 | 0.001466 |
58 | -0.325747 | -2.9855 | 0.001854 |
59 | -0.31607 | -2.8968 | 0.002403 |
60 | -0.306101 | -2.8055 | 0.003121 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.937618 | 8.5934 | 0 |
2 | 0.032036 | 0.2936 | 0.384889 |
3 | -0.028084 | -0.2574 | 0.398753 |
4 | 0.015876 | 0.1455 | 0.442328 |
5 | 0.002864 | 0.0262 | 0.48956 |
6 | 0.019085 | 0.1749 | 0.430782 |
7 | -0.016024 | -0.1469 | 0.441797 |
8 | -0.004003 | -0.0367 | 0.485412 |
9 | -0.029314 | -0.2687 | 0.394422 |
10 | -0.023878 | -0.2188 | 0.413652 |
11 | -0.040899 | -0.3748 | 0.354359 |
12 | -0.020424 | -0.1872 | 0.425981 |
13 | -0.015281 | -0.1401 | 0.444477 |
14 | -0.026222 | -0.2403 | 0.405329 |
15 | -0.074383 | -0.6817 | 0.248641 |
16 | 0.156674 | 1.4359 | 0.077367 |
17 | 0.07336 | 0.6724 | 0.251601 |
18 | -0.00887 | -0.0813 | 0.4677 |
19 | -0.006895 | -0.0632 | 0.474881 |
20 | 0.047818 | 0.4383 | 0.331162 |
21 | 0.009884 | 0.0906 | 0.464016 |
22 | -0.004125 | -0.0378 | 0.484965 |
23 | -0.050666 | -0.4644 | 0.321794 |
24 | -0.038289 | -0.3509 | 0.363263 |
25 | -0.035534 | -0.3257 | 0.372739 |
26 | -0.10998 | -1.008 | 0.158178 |
27 | -0.183853 | -1.685 | 0.047846 |
28 | -0.013669 | -0.1253 | 0.4503 |
29 | -0.067814 | -0.6215 | 0.267967 |
30 | -0.054575 | -0.5002 | 0.309126 |
31 | -0.007099 | -0.0651 | 0.47414 |
32 | 0.000931 | 0.0085 | 0.496606 |
33 | -0.003328 | -0.0305 | 0.487871 |
34 | 0.005608 | 0.0514 | 0.479565 |
35 | 0.031612 | 0.2897 | 0.38637 |
36 | -0.008522 | -0.0781 | 0.468964 |
37 | -0.007384 | -0.0677 | 0.473103 |
38 | -0.041653 | -0.3818 | 0.351804 |
39 | -0.086537 | -0.7931 | 0.214969 |
40 | -0.104153 | -0.9546 | 0.171264 |
41 | -0.23035 | -2.1112 | 0.018864 |
42 | 0.241415 | 2.2126 | 0.014819 |
43 | 0.005367 | 0.0492 | 0.480441 |
44 | 0.123295 | 1.13 | 0.130842 |
45 | -0.026273 | -0.2408 | 0.405149 |
46 | -0.040348 | -0.3698 | 0.356232 |
47 | -0.05201 | -0.4767 | 0.317415 |
48 | 0.003362 | 0.0308 | 0.487746 |
49 | 0.017872 | 0.1638 | 0.435139 |
50 | -0.012755 | -0.1169 | 0.453608 |
51 | -0.006309 | -0.0578 | 0.477014 |
52 | 0.002848 | 0.0261 | 0.48962 |
53 | 0.020577 | 0.1886 | 0.425435 |
54 | 0.032341 | 0.2964 | 0.383823 |
55 | -0.036241 | -0.3321 | 0.370302 |
56 | -0.085091 | -0.7799 | 0.21883 |
57 | 0.077742 | 0.7125 | 0.239058 |
58 | 0.038069 | 0.3489 | 0.364017 |
59 | 0.054299 | 0.4977 | 0.310012 |
60 | -0.007029 | -0.0644 | 0.474395 |