Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.985026 | 10.2367 | 0 |
2 | 0.965318 | 10.0319 | 0 |
3 | 0.942517 | 9.7949 | 0 |
4 | 0.915065 | 9.5096 | 0 |
5 | 0.885272 | 9.2 | 0 |
6 | 0.854239 | 8.8775 | 0 |
7 | 0.822153 | 8.5441 | 0 |
8 | 0.7917 | 8.2276 | 0 |
9 | 0.763 | 7.9293 | 0 |
10 | 0.736249 | 7.6513 | 0 |
11 | 0.709958 | 7.3781 | 0 |
12 | 0.683518 | 7.1033 | 0 |
13 | 0.657948 | 6.8376 | 0 |
14 | 0.630712 | 6.5546 | 0 |
15 | 0.603339 | 6.2701 | 0 |
16 | 0.575749 | 5.9834 | 0 |
17 | 0.54792 | 5.6941 | 0 |
18 | 0.518578 | 5.3892 | 0 |
19 | 0.487626 | 5.0676 | 1e-06 |
20 | 0.455794 | 4.7368 | 3e-06 |
21 | 0.423495 | 4.4011 | 1.3e-05 |
22 | 0.390698 | 4.0603 | 4.7e-05 |
23 | 0.357255 | 3.7127 | 0.000163 |
24 | 0.323212 | 3.3589 | 0.000541 |
25 | 0.289719 | 3.0108 | 0.001622 |
26 | 0.255851 | 2.6589 | 0.004516 |
27 | 0.222616 | 2.3135 | 0.011294 |
28 | 0.191347 | 1.9885 | 0.024641 |
29 | 0.160925 | 1.6724 | 0.048672 |
30 | 0.133849 | 1.391 | 0.083542 |
31 | 0.108115 | 1.1236 | 0.131844 |
32 | 0.082398 | 0.8563 | 0.196863 |
33 | 0.058796 | 0.611 | 0.271233 |
34 | 0.036401 | 0.3783 | 0.352978 |
35 | 0.014828 | 0.1541 | 0.438909 |
36 | -0.006041 | -0.0628 | 0.475028 |
37 | -0.025995 | -0.2701 | 0.393782 |
38 | -0.044801 | -0.4656 | 0.321227 |
39 | -0.063799 | -0.663 | 0.254366 |
40 | -0.082817 | -0.8607 | 0.195667 |
41 | -0.100866 | -1.0482 | 0.148437 |
42 | -0.117687 | -1.223 | 0.111989 |
43 | -0.133947 | -1.392 | 0.083389 |
44 | -0.149249 | -1.551 | 0.061908 |
45 | -0.164615 | -1.7107 | 0.045001 |
46 | -0.179951 | -1.8701 | 0.032088 |
47 | -0.195627 | -2.033 | 0.022252 |
48 | -0.210658 | -2.1892 | 0.015366 |
49 | -0.225576 | -2.3443 | 0.010447 |
50 | -0.240824 | -2.5027 | 0.006911 |
51 | -0.254929 | -2.6493 | 0.004638 |
52 | -0.268814 | -2.7936 | 0.003084 |
53 | -0.282116 | -2.9318 | 0.002057 |
54 | -0.295114 | -3.0669 | 0.001367 |
55 | -0.307961 | -3.2004 | 0.000901 |
56 | -0.319959 | -3.3251 | 0.000604 |
57 | -0.330759 | -3.4373 | 0.000418 |
58 | -0.340233 | -3.5358 | 3e-04 |
59 | -0.347705 | -3.6135 | 0.00023 |
60 | -0.354931 | -3.6886 | 0.000177 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.985026 | 10.2367 | 0 |
2 | -0.166766 | -1.7331 | 0.042968 |
3 | -0.091679 | -0.9528 | 0.171422 |
4 | -0.145774 | -1.5149 | 0.066356 |
5 | -0.048709 | -0.5062 | 0.306874 |
6 | -0.021972 | -0.2283 | 0.409907 |
7 | -0.020131 | -0.2092 | 0.417339 |
8 | 0.063689 | 0.6619 | 0.254732 |
9 | 0.03953 | 0.4108 | 0.341015 |
10 | 0.037105 | 0.3856 | 0.350273 |
11 | -0.038445 | -0.3995 | 0.345144 |
12 | -0.051669 | -0.537 | 0.296199 |
13 | -0.006139 | -0.0638 | 0.474625 |
14 | -0.091126 | -0.947 | 0.172874 |
15 | -0.003826 | -0.0398 | 0.484179 |
16 | -0.015689 | -0.163 | 0.435394 |
17 | 0.004132 | 0.0429 | 0.482914 |
18 | -0.058678 | -0.6098 | 0.271638 |
19 | -0.0634 | -0.6589 | 0.255691 |
20 | -0.032646 | -0.3393 | 0.367534 |
21 | -0.026435 | -0.2747 | 0.392028 |
22 | -0.022507 | -0.2339 | 0.407752 |
23 | -0.038946 | -0.4047 | 0.343235 |
24 | -0.0305 | -0.317 | 0.375939 |
25 | 0.005649 | 0.0587 | 0.476646 |
26 | -0.050721 | -0.5271 | 0.2996 |
27 | -0.004584 | -0.0476 | 0.481044 |
28 | 0.027152 | 0.2822 | 0.389177 |
29 | -0.010246 | -0.1065 | 0.457701 |
30 | 0.074808 | 0.7774 | 0.219304 |
31 | -0.023827 | -0.2476 | 0.402451 |
32 | -0.049788 | -0.5174 | 0.302962 |
33 | 0.016966 | 0.1763 | 0.430187 |
34 | -0.013247 | -0.1377 | 0.445382 |
35 | -0.00241 | -0.025 | 0.490034 |
36 | -0.012296 | -0.1278 | 0.44928 |
37 | 0.022324 | 0.232 | 0.408488 |
38 | 0.013074 | 0.1359 | 0.446088 |
39 | -0.039457 | -0.41 | 0.341293 |
40 | -0.029876 | -0.3105 | 0.378399 |
41 | -0.003417 | -0.0355 | 0.485869 |
42 | 0.028478 | 0.296 | 0.383917 |
43 | -0.020677 | -0.2149 | 0.415133 |
44 | 0.003335 | 0.0347 | 0.486207 |
45 | -0.033805 | -0.3513 | 0.36302 |
46 | -0.036777 | -0.3822 | 0.351534 |
47 | -0.056949 | -0.5918 | 0.277599 |
48 | -0.013187 | -0.137 | 0.445626 |
49 | -0.013945 | -0.1449 | 0.442521 |
50 | -0.030816 | -0.3202 | 0.3747 |
51 | 0.01762 | 0.1831 | 0.427526 |
52 | -0.028753 | -0.2988 | 0.38283 |
53 | -0.013761 | -0.143 | 0.443274 |
54 | -0.035975 | -0.3739 | 0.354618 |
55 | -0.04505 | -0.4682 | 0.3203 |
56 | -0.00225 | -0.0234 | 0.490696 |
57 | 0.021436 | 0.2228 | 0.41207 |
58 | 0.021703 | 0.2255 | 0.41099 |
59 | 0.033704 | 0.3503 | 0.363411 |
60 | -0.036328 | -0.3775 | 0.35326 |