Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958275 | 8.7827 | 0 |
2 | 0.915937 | 8.3947 | 0 |
3 | 0.8727 | 7.9984 | 0 |
4 | 0.830161 | 7.6086 | 0 |
5 | 0.788404 | 7.2258 | 0 |
6 | 0.746214 | 6.8392 | 0 |
7 | 0.700735 | 6.4223 | 0 |
8 | 0.653161 | 5.9863 | 0 |
9 | 0.606137 | 5.5553 | 0 |
10 | 0.559895 | 5.1315 | 1e-06 |
11 | 0.511443 | 4.6875 | 5e-06 |
12 | 0.463773 | 4.2506 | 2.7e-05 |
13 | 0.418431 | 3.835 | 0.000121 |
14 | 0.374103 | 3.4287 | 0.000471 |
15 | 0.331955 | 3.0424 | 0.001566 |
16 | 0.288876 | 2.6476 | 0.00484 |
17 | 0.24751 | 2.2685 | 0.012933 |
18 | 0.205213 | 1.8808 | 0.031731 |
19 | 0.163646 | 1.4998 | 0.068702 |
20 | 0.123444 | 1.1314 | 0.130557 |
21 | 0.090011 | 0.825 | 0.205865 |
22 | 0.065875 | 0.6038 | 0.273818 |
23 | 0.043801 | 0.4014 | 0.344558 |
24 | 0.025334 | 0.2322 | 0.408478 |
25 | 0.015741 | 0.1443 | 0.442816 |
26 | 0.004721 | 0.0433 | 0.482795 |
27 | -0.005453 | -0.05 | 0.480128 |
28 | -0.01036 | -0.0949 | 0.462291 |
29 | -0.015383 | -0.141 | 0.44411 |
30 | -0.01921 | -0.1761 | 0.430333 |
31 | -0.02362 | -0.2165 | 0.414571 |
32 | -0.025734 | -0.2359 | 0.407061 |
33 | -0.027848 | -0.2552 | 0.399585 |
34 | -0.031009 | -0.2842 | 0.388477 |
35 | -0.032573 | -0.2985 | 0.383015 |
36 | -0.037247 | -0.3414 | 0.366837 |
37 | -0.043666 | -0.4002 | 0.34501 |
38 | -0.051598 | -0.4729 | 0.318755 |
39 | -0.060228 | -0.552 | 0.291209 |
40 | -0.07037 | -0.645 | 0.260358 |
41 | -0.081908 | -0.7507 | 0.227465 |
42 | -0.09461 | -0.8671 | 0.194173 |
43 | -0.107894 | -0.9889 | 0.162784 |
44 | -0.121643 | -1.1149 | 0.134041 |
45 | -0.136091 | -1.2473 | 0.107878 |
46 | -0.151585 | -1.3893 | 0.084207 |
47 | -0.16801 | -1.5398 | 0.063679 |
48 | -0.185017 | -1.6957 | 0.046822 |
49 | -0.203072 | -1.8612 | 0.033108 |
50 | -0.223601 | -2.0493 | 0.021775 |
51 | -0.243051 | -2.2276 | 0.01429 |
52 | -0.263316 | -2.4133 | 0.008991 |
53 | -0.284745 | -2.6097 | 0.005363 |
54 | -0.30521 | -2.7973 | 0.003194 |
55 | -0.326141 | -2.9891 | 0.001834 |
56 | -0.344894 | -3.161 | 0.001094 |
57 | -0.364228 | -3.3382 | 0.000629 |
58 | -0.377543 | -3.4602 | 0.000425 |
59 | -0.389029 | -3.5655 | 0.000301 |
60 | -0.403974 | -3.7025 | 0.00019 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958275 | 8.7827 | 0 |
2 | -0.028817 | -0.2641 | 0.396172 |
3 | -0.033056 | -0.303 | 0.381333 |
4 | -0.01438 | -0.1318 | 0.447732 |
5 | -0.013648 | -0.1251 | 0.450377 |
6 | -0.028984 | -0.2656 | 0.395582 |
7 | -0.064612 | -0.5922 | 0.277661 |
8 | -0.051809 | -0.4748 | 0.318068 |
9 | -0.020973 | -0.1922 | 0.424018 |
10 | -0.02002 | -0.1835 | 0.427428 |
11 | -0.058533 | -0.5365 | 0.296527 |
12 | -0.022563 | -0.2068 | 0.418334 |
13 | -0.001295 | -0.0119 | 0.495279 |
14 | -0.018264 | -0.1674 | 0.43373 |
15 | -0.006391 | -0.0586 | 0.476715 |
16 | -0.043857 | -0.402 | 0.344368 |
17 | -0.009924 | -0.091 | 0.463871 |
18 | -0.043312 | -0.397 | 0.346201 |
19 | -0.029064 | -0.2664 | 0.3953 |
20 | -0.021552 | -0.1975 | 0.421947 |
21 | 0.047287 | 0.4334 | 0.33292 |
22 | 0.083036 | 0.761 | 0.224382 |
23 | -0.003638 | -0.0333 | 0.486742 |
24 | 0.019421 | 0.178 | 0.429575 |
25 | 0.091565 | 0.8392 | 0.201868 |
26 | -0.032998 | -0.3024 | 0.381536 |
27 | -0.017309 | -0.1586 | 0.437168 |
28 | 0.039354 | 0.3607 | 0.359619 |
29 | -0.020896 | -0.1915 | 0.424291 |
30 | -0.007289 | -0.0668 | 0.473448 |
31 | -0.033782 | -0.3096 | 0.37881 |
32 | 0.004161 | 0.0381 | 0.484836 |
33 | -0.007161 | -0.0656 | 0.473914 |
34 | -0.028261 | -0.259 | 0.398127 |
35 | 0.001312 | 0.012 | 0.495219 |
36 | -0.046419 | -0.4254 | 0.335804 |
37 | -0.033634 | -0.3083 | 0.379322 |
38 | -0.039003 | -0.3575 | 0.360818 |
39 | -0.030438 | -0.279 | 0.390477 |
40 | -0.039969 | -0.3663 | 0.357524 |
41 | -0.028497 | -0.2612 | 0.397296 |
42 | -0.022941 | -0.2103 | 0.416988 |
43 | -0.014447 | -0.1324 | 0.447491 |
44 | -0.011247 | -0.1031 | 0.459071 |
45 | -0.009794 | -0.0898 | 0.464345 |
46 | -0.009726 | -0.0891 | 0.464593 |
47 | -0.030732 | -0.2817 | 0.389446 |
48 | -0.012962 | -0.1188 | 0.45286 |
49 | -0.016612 | -0.1523 | 0.439676 |
50 | -0.062477 | -0.5726 | 0.284217 |
51 | -0.007362 | -0.0675 | 0.473182 |
52 | -0.026806 | -0.2457 | 0.403264 |
53 | -0.042743 | -0.3917 | 0.348118 |
54 | -0.017647 | -0.1617 | 0.435952 |
55 | -0.03406 | -0.3122 | 0.377845 |
56 | 0.000878 | 0.008 | 0.496799 |
57 | -0.047801 | -0.4381 | 0.331217 |
58 | 0.031548 | 0.2891 | 0.386591 |
59 | -0.004933 | -0.0452 | 0.482023 |
60 | -0.089431 | -0.8197 | 0.207367 |