Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.949851 | 9.355 | 0 |
2 | 0.883739 | 8.7038 | 0 |
3 | 0.816509 | 8.0417 | 0 |
4 | 0.750218 | 7.3888 | 0 |
5 | 0.68583 | 6.7546 | 0 |
6 | 0.625343 | 6.1589 | 0 |
7 | 0.574176 | 5.655 | 0 |
8 | 0.530211 | 5.222 | 1e-06 |
9 | 0.490882 | 4.8346 | 3e-06 |
10 | 0.454643 | 4.4777 | 1e-05 |
11 | 0.424629 | 4.1821 | 3.2e-05 |
12 | 0.39981 | 3.9377 | 7.7e-05 |
13 | 0.381689 | 3.7592 | 0.000146 |
14 | 0.366636 | 3.6109 | 0.000243 |
15 | 0.352604 | 3.4727 | 0.000386 |
16 | 0.333024 | 3.2799 | 0.000722 |
17 | 0.317079 | 3.1229 | 0.001181 |
18 | 0.29575 | 2.9128 | 0.002223 |
19 | 0.261889 | 2.5793 | 0.005701 |
20 | 0.221276 | 2.1793 | 0.015865 |
21 | 0.180044 | 1.7732 | 0.039665 |
22 | 0.146561 | 1.4435 | 0.076057 |
23 | 0.114869 | 1.1313 | 0.130354 |
24 | 0.096322 | 0.9487 | 0.172574 |
25 | 0.081696 | 0.8046 | 0.211505 |
26 | 0.069627 | 0.6857 | 0.247255 |
27 | 0.052661 | 0.5187 | 0.302591 |
28 | 0.03519 | 0.3466 | 0.364828 |
29 | 0.020888 | 0.2057 | 0.418717 |
30 | 0.013132 | 0.1293 | 0.448678 |
31 | 0.008214 | 0.0809 | 0.467843 |
32 | 0.001037 | 0.0102 | 0.495935 |
33 | -0.005366 | -0.0528 | 0.47898 |
34 | -0.002384 | -0.0235 | 0.490657 |
35 | 0.010052 | 0.099 | 0.46067 |
36 | 0.025131 | 0.2475 | 0.402518 |
37 | 0.03354 | 0.3303 | 0.370931 |
38 | 0.040623 | 0.4001 | 0.344985 |
39 | 0.050411 | 0.4965 | 0.310337 |
40 | 0.052955 | 0.5216 | 0.301586 |
41 | 0.043084 | 0.4243 | 0.336132 |
42 | 0.022454 | 0.2211 | 0.412721 |
43 | -0.000186 | -0.0018 | 0.49927 |
44 | -0.019701 | -0.194 | 0.423278 |
45 | -0.038455 | -0.3787 | 0.352854 |
46 | -0.059451 | -0.5855 | 0.279778 |
47 | -0.081945 | -0.8071 | 0.210803 |
48 | -0.098498 | -0.9701 | 0.167207 |
49 | -0.110225 | -1.0856 | 0.140175 |
50 | -0.124328 | -1.2245 | 0.111866 |
51 | -0.137827 | -1.3574 | 0.088896 |
52 | -0.148618 | -1.4637 | 0.073253 |
53 | -0.152816 | -1.5051 | 0.067778 |
54 | -0.16386 | -1.6138 | 0.054906 |
55 | -0.179884 | -1.7717 | 0.039796 |
56 | -0.197367 | -1.9438 | 0.027406 |
57 | -0.218184 | -2.1489 | 0.017067 |
58 | -0.241506 | -2.3786 | 0.00967 |
59 | -0.264323 | -2.6033 | 0.005341 |
60 | -0.282795 | -2.7852 | 0.003217 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.949851 | 9.355 | 0 |
2 | -0.18898 | -1.8612 | 0.03287 |
3 | -0.021663 | -0.2134 | 0.415747 |
4 | -0.027614 | -0.272 | 0.393114 |
5 | -0.02083 | -0.2051 | 0.418943 |
6 | -0.002434 | -0.024 | 0.490462 |
7 | 0.050079 | 0.4932 | 0.311486 |
8 | 0.015395 | 0.1516 | 0.439901 |
9 | 0.001098 | 0.0108 | 0.495697 |
10 | -0.005465 | -0.0538 | 0.478593 |
11 | 0.034369 | 0.3385 | 0.367862 |
12 | 0.018221 | 0.1795 | 0.428976 |
13 | 0.0461 | 0.454 | 0.32541 |
14 | 0.006197 | 0.061 | 0.475729 |
15 | -0.001886 | -0.0186 | 0.492607 |
16 | -0.066475 | -0.6547 | 0.257103 |
17 | 0.053986 | 0.5317 | 0.298076 |
18 | -0.072707 | -0.7161 | 0.23783 |
19 | -0.116242 | -1.1448 | 0.127545 |
20 | -0.048965 | -0.4823 | 0.315357 |
21 | -0.011723 | -0.1155 | 0.45416 |
22 | 0.05143 | 0.5065 | 0.306817 |
23 | -0.024434 | -0.2406 | 0.40517 |
24 | 0.111497 | 1.0981 | 0.137436 |
25 | -0.032778 | -0.3228 | 0.373762 |
26 | -0.012348 | -0.1216 | 0.451729 |
27 | -0.079895 | -0.7869 | 0.216636 |
28 | -0.006122 | -0.0603 | 0.476023 |
29 | 0.012418 | 0.1223 | 0.451457 |
30 | 0.050268 | 0.4951 | 0.310831 |
31 | -0.001188 | -0.0117 | 0.495345 |
32 | -0.048739 | -0.48 | 0.316147 |
33 | 0.008277 | 0.0815 | 0.4676 |
34 | 0.111771 | 1.1008 | 0.13685 |
35 | 0.078493 | 0.7731 | 0.22068 |
36 | 0.036703 | 0.3615 | 0.359263 |
37 | -0.065245 | -0.6426 | 0.261002 |
38 | 0.029083 | 0.2864 | 0.38758 |
39 | 0.009638 | 0.0949 | 0.462284 |
40 | -0.062312 | -0.6137 | 0.270424 |
41 | -0.112766 | -1.1106 | 0.13474 |
42 | -0.099786 | -0.9828 | 0.164081 |
43 | -0.022514 | -0.2217 | 0.412491 |
44 | 0.028353 | 0.2792 | 0.390325 |
45 | 0.029098 | 0.2866 | 0.387522 |
46 | -0.031827 | -0.3135 | 0.377301 |
47 | -0.02651 | -0.2611 | 0.397286 |
48 | 0.00541 | 0.0533 | 0.478809 |
49 | -0.003912 | -0.0385 | 0.484672 |
50 | -0.07174 | -0.7066 | 0.240766 |
51 | -0.011244 | -0.1107 | 0.456024 |
52 | -0.027352 | -0.2694 | 0.394103 |
53 | 0.004162 | 0.041 | 0.483692 |
54 | -0.135404 | -1.3336 | 0.092733 |
55 | -0.030146 | -0.2969 | 0.383589 |
56 | -0.018398 | -0.1812 | 0.428294 |
57 | -0.020022 | -0.1972 | 0.422043 |
58 | -0.010334 | -0.1018 | 0.459573 |
59 | 0.041792 | 0.4116 | 0.340768 |
60 | 0.025324 | 0.2494 | 0.401783 |