Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.960767 | 8.8056 | 0 |
2 | 0.920033 | 8.4322 | 0 |
3 | 0.880817 | 8.0728 | 0 |
4 | 0.84872 | 7.7787 | 0 |
5 | 0.816895 | 7.487 | 0 |
6 | 0.78437 | 7.1889 | 0 |
7 | 0.748936 | 6.8641 | 0 |
8 | 0.71117 | 6.518 | 0 |
9 | 0.673718 | 6.1747 | 0 |
10 | 0.64121 | 5.8768 | 0 |
11 | 0.609161 | 5.5831 | 0 |
12 | 0.576328 | 5.2821 | 0 |
13 | 0.540831 | 4.9568 | 2e-06 |
14 | 0.504228 | 4.6213 | 7e-06 |
15 | 0.468116 | 4.2904 | 2.4e-05 |
16 | 0.436238 | 3.9982 | 6.8e-05 |
17 | 0.408757 | 3.7463 | 0.000164 |
18 | 0.379513 | 3.4783 | 0.000401 |
19 | 0.347578 | 3.1856 | 0.001014 |
20 | 0.314256 | 2.8802 | 0.002521 |
21 | 0.282405 | 2.5883 | 0.005682 |
22 | 0.25409 | 2.3288 | 0.011137 |
23 | 0.226057 | 2.0718 | 0.020674 |
24 | 0.196561 | 1.8015 | 0.037605 |
25 | 0.165335 | 1.5153 | 0.066722 |
26 | 0.132125 | 1.2109 | 0.114656 |
27 | 0.098772 | 0.9053 | 0.183958 |
28 | 0.070431 | 0.6455 | 0.260179 |
29 | 0.045809 | 0.4198 | 0.337836 |
30 | 0.019876 | 0.1822 | 0.427945 |
31 | -0.007876 | -0.0722 | 0.471315 |
32 | -0.035962 | -0.3296 | 0.371261 |
33 | -0.063286 | -0.58 | 0.281726 |
34 | -0.087472 | -0.8017 | 0.212496 |
35 | -0.110464 | -1.0124 | 0.157122 |
36 | -0.134853 | -1.2359 | 0.109961 |
37 | -0.160961 | -1.4752 | 0.071944 |
38 | -0.188219 | -1.7251 | 0.044098 |
39 | -0.208653 | -1.9123 | 0.029621 |
40 | -0.228109 | -2.0907 | 0.019791 |
41 | -0.245009 | -2.2455 | 0.013679 |
42 | -0.263226 | -2.4125 | 0.00901 |
43 | -0.282328 | -2.5876 | 0.005693 |
44 | -0.302365 | -2.7712 | 0.003438 |
45 | -0.318936 | -2.9231 | 0.002226 |
46 | -0.334296 | -3.0639 | 0.001468 |
47 | -0.342972 | -3.1434 | 0.001154 |
48 | -0.352973 | -3.2351 | 0.00087 |
49 | -0.363975 | -3.3359 | 0.000634 |
50 | -0.374409 | -3.4315 | 0.000467 |
51 | -0.3834 | -3.5139 | 0.000357 |
52 | -0.389138 | -3.5665 | 3e-04 |
53 | -0.393931 | -3.6104 | 0.000259 |
54 | -0.399071 | -3.6576 | 0.000222 |
55 | -0.405394 | -3.7155 | 0.000182 |
56 | -0.410855 | -3.7655 | 0.000154 |
57 | -0.410919 | -3.7661 | 0.000153 |
58 | -0.406898 | -3.7293 | 0.000174 |
59 | -0.402785 | -3.6916 | 0.000198 |
60 | -0.39934 | -3.66 | 0.00022 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.960767 | 8.8056 | 0 |
2 | -0.039529 | -0.3623 | 0.359023 |
3 | -0.001089 | -0.01 | 0.496031 |
4 | 0.07108 | 0.6515 | 0.258264 |
5 | -0.017216 | -0.1578 | 0.437503 |
6 | -0.023755 | -0.2177 | 0.414087 |
7 | -0.04792 | -0.4392 | 0.330825 |
8 | -0.049357 | -0.4524 | 0.326086 |
9 | -0.019063 | -0.1747 | 0.430861 |
10 | 0.035816 | 0.3283 | 0.371767 |
11 | -0.021309 | -0.1953 | 0.422814 |
12 | -0.027883 | -0.2556 | 0.39946 |
13 | -0.043821 | -0.4016 | 0.34449 |
14 | -0.034519 | -0.3164 | 0.376254 |
15 | -0.019535 | -0.179 | 0.429167 |
16 | 0.022465 | 0.2059 | 0.418686 |
17 | 0.028455 | 0.2608 | 0.397443 |
18 | -0.042345 | -0.3881 | 0.349463 |
19 | -0.041136 | -0.377 | 0.353554 |
20 | -0.0305 | -0.2795 | 0.39026 |
21 | -0.010698 | -0.098 | 0.461065 |
22 | 0.010412 | 0.0954 | 0.4621 |
23 | -0.029013 | -0.2659 | 0.395481 |
24 | -0.04019 | -0.3683 | 0.356771 |
25 | -0.032255 | -0.2956 | 0.384126 |
26 | -0.045022 | -0.4126 | 0.340463 |
27 | -0.036843 | -0.3377 | 0.368226 |
28 | 0.02551 | 0.2338 | 0.407854 |
29 | 0.010397 | 0.0953 | 0.462155 |
30 | -0.040597 | -0.3721 | 0.355387 |
31 | -0.029892 | -0.274 | 0.392393 |
32 | -0.018965 | -0.1738 | 0.431215 |
33 | -0.023394 | -0.2144 | 0.415374 |
34 | -0.000352 | -0.0032 | 0.498718 |
35 | -0.023344 | -0.214 | 0.415551 |
36 | -0.045777 | -0.4196 | 0.337941 |
37 | -0.032713 | -0.2998 | 0.382529 |
38 | -0.036405 | -0.3337 | 0.369734 |
39 | 0.049186 | 0.4508 | 0.326647 |
40 | -0.031496 | -0.2887 | 0.386775 |
41 | -0.002706 | -0.0248 | 0.490138 |
42 | -0.033203 | -0.3043 | 0.380823 |
43 | -0.027897 | -0.2557 | 0.39941 |
44 | -0.026996 | -0.2474 | 0.402593 |
45 | 0.007503 | 0.0688 | 0.472669 |
46 | -0.031317 | -0.287 | 0.3874 |
47 | 0.051281 | 0.47 | 0.319788 |
48 | -0.02987 | -0.2738 | 0.39247 |
49 | -0.02648 | -0.2427 | 0.404418 |
50 | 0.002736 | 0.0251 | 0.490027 |
51 | -0.021807 | -0.1999 | 0.421033 |
52 | 0.003287 | 0.0301 | 0.488019 |
53 | -0.021193 | -0.1942 | 0.423231 |
54 | -0.022399 | -0.2053 | 0.418921 |
55 | -0.020716 | -0.1899 | 0.424936 |
56 | -0.001456 | -0.0133 | 0.494694 |
57 | 0.038273 | 0.3508 | 0.363317 |
58 | 0.017637 | 0.1616 | 0.435986 |
59 | -0.021815 | -0.1999 | 0.421005 |
60 | -0.009401 | -0.0862 | 0.465773 |