Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.971823 | 14.7064 | 0 |
2 | 0.944918 | 14.2992 | 0 |
3 | 0.920312 | 13.9268 | 0 |
4 | 0.897195 | 13.577 | 0 |
5 | 0.871908 | 13.1944 | 0 |
6 | 0.849025 | 12.8481 | 0 |
7 | 0.825167 | 12.487 | 0 |
8 | 0.80225 | 12.1402 | 0 |
9 | 0.781081 | 11.8199 | 0 |
10 | 0.749401 | 11.3405 | 0 |
11 | 0.723121 | 10.9428 | 0 |
12 | 0.698172 | 10.5653 | 0 |
13 | 0.676431 | 10.2363 | 0 |
14 | 0.651247 | 9.8551 | 0 |
15 | 0.629658 | 9.5285 | 0 |
16 | 0.605483 | 9.1626 | 0 |
17 | 0.579402 | 8.7679 | 0 |
18 | 0.552735 | 8.3644 | 0 |
19 | 0.522406 | 7.9054 | 0 |
20 | 0.49507 | 7.4918 | 0 |
21 | 0.466192 | 7.0548 | 0 |
22 | 0.437745 | 6.6243 | 0 |
23 | 0.414826 | 6.2775 | 0 |
24 | 0.39403 | 5.9628 | 0 |
25 | 0.371103 | 5.6158 | 0 |
26 | 0.34541 | 5.227 | 0 |
27 | 0.320268 | 4.8465 | 1e-06 |
28 | 0.298996 | 4.5246 | 5e-06 |
29 | 0.278263 | 4.2109 | 1.8e-05 |
30 | 0.255705 | 3.8695 | 7.1e-05 |
31 | 0.231472 | 3.5028 | 0.000277 |
32 | 0.211604 | 3.2021 | 0.000779 |
33 | 0.193711 | 2.9314 | 0.001858 |
34 | 0.178725 | 2.7046 | 0.003676 |
35 | 0.162914 | 2.4653 | 0.007212 |
36 | 0.153389 | 2.3212 | 0.010578 |
37 | 0.143411 | 2.1702 | 0.01551 |
38 | 0.134053 | 2.0286 | 0.021829 |
39 | 0.123281 | 1.8656 | 0.031689 |
40 | 0.110666 | 1.6747 | 0.047681 |
41 | 0.101342 | 1.5336 | 0.063257 |
42 | 0.094096 | 1.4239 | 0.077914 |
43 | 0.088177 | 1.3344 | 0.091706 |
44 | 0.079539 | 1.2036 | 0.114985 |
45 | 0.0709 | 1.0729 | 0.142219 |
46 | 0.061071 | 0.9242 | 0.178186 |
47 | 0.050917 | 0.7705 | 0.220894 |
48 | 0.041659 | 0.6304 | 0.264525 |
49 | 0.03531 | 0.5343 | 0.296811 |
50 | 0.025678 | 0.3886 | 0.348974 |
51 | 0.014496 | 0.2194 | 0.413284 |
52 | 0.005007 | 0.0758 | 0.469836 |
53 | -0.001535 | -0.0232 | 0.490743 |
54 | -0.00977 | -0.1479 | 0.441294 |
55 | -0.020508 | -0.3103 | 0.378292 |
56 | -0.032717 | -0.4951 | 0.310505 |
57 | -0.042981 | -0.6504 | 0.258035 |
58 | -0.053885 | -0.8154 | 0.207836 |
59 | -0.066215 | -1.002 | 0.158697 |
60 | -0.078034 | -1.1809 | 0.11944 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.971823 | 14.7064 | 0 |
2 | 0.008599 | 0.1301 | 0.448289 |
3 | 0.028053 | 0.4245 | 0.335791 |
4 | 0.015843 | 0.2397 | 0.405372 |
5 | -0.048413 | -0.7326 | 0.232271 |
6 | 0.030464 | 0.461 | 0.322617 |
7 | -0.030446 | -0.4607 | 0.322717 |
8 | 0.0047 | 0.0711 | 0.471682 |
9 | 0.021867 | 0.3309 | 0.370507 |
10 | -0.2037 | -3.0825 | 0.001152 |
11 | 0.083851 | 1.2689 | 0.102882 |
12 | -0.005831 | -0.0882 | 0.464881 |
13 | 0.04174 | 0.6316 | 0.264127 |
14 | -0.051909 | -0.7855 | 0.216479 |
15 | 0.030279 | 0.4582 | 0.323618 |
16 | -0.046461 | -0.7031 | 0.241361 |
17 | -0.06137 | -0.9287 | 0.177013 |
18 | -0.028233 | -0.4272 | 0.334799 |
19 | -0.061448 | -0.9299 | 0.176707 |
20 | 0.011208 | 0.1696 | 0.432737 |
21 | -0.052293 | -0.7913 | 0.214784 |
22 | -0.030933 | -0.4681 | 0.320076 |
23 | 0.124296 | 1.8809 | 0.030624 |
24 | -0.020608 | -0.3119 | 0.377718 |
25 | -0.010462 | -0.1583 | 0.437173 |
26 | -0.068725 | -1.04 | 0.149717 |
27 | -0.013697 | -0.2073 | 0.417988 |
28 | 0.069914 | 1.058 | 0.145587 |
29 | -0.040749 | -0.6166 | 0.269043 |
30 | -0.020924 | -0.3166 | 0.375903 |
31 | -0.058203 | -0.8808 | 0.189684 |
32 | 0.031546 | 0.4774 | 0.316775 |
33 | 0.026061 | 0.3944 | 0.346835 |
34 | 0.067222 | 1.0173 | 0.155052 |
35 | 0.011683 | 0.1768 | 0.429911 |
36 | 0.086633 | 1.311 | 0.095585 |
37 | -0.027174 | -0.4112 | 0.340649 |
38 | 0.001489 | 0.0225 | 0.491022 |
39 | -0.020887 | -0.3161 | 0.376118 |
40 | -0.047658 | -0.7212 | 0.235762 |
41 | 0.016423 | 0.2485 | 0.401978 |
42 | 0.037328 | 0.5649 | 0.286358 |
43 | -0.002861 | -0.0433 | 0.482751 |
44 | -0.02579 | -0.3903 | 0.348351 |
45 | -0.047973 | -0.726 | 0.2343 |
46 | 0.00695 | 0.1052 | 0.458165 |
47 | -0.031185 | -0.4719 | 0.318719 |
48 | 0.014577 | 0.2206 | 0.412801 |
49 | 0.032458 | 0.4912 | 0.311885 |
50 | -0.079048 | -1.1962 | 0.116424 |
51 | -0.055833 | -0.8449 | 0.199522 |
52 | -0.019165 | -0.29 | 0.386033 |
53 | 0.054189 | 0.82 | 0.206528 |
54 | -0.044362 | -0.6713 | 0.251346 |
55 | -0.02869 | -0.4342 | 0.332288 |
56 | -0.035728 | -0.5407 | 0.294633 |
57 | 0.00429 | 0.0649 | 0.474145 |
58 | -0.031528 | -0.4771 | 0.316869 |
59 | -0.024691 | -0.3736 | 0.354509 |
60 | 0.01331 | 0.2014 | 0.420273 |