Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952678 | 12.7103 | 0 |
2 | 0.875274 | 11.6776 | 0 |
3 | 0.79473 | 10.603 | 0 |
4 | 0.732003 | 9.7661 | 0 |
5 | 0.688806 | 9.1898 | 0 |
6 | 0.659157 | 8.7943 | 0 |
7 | 0.634655 | 8.4674 | 0 |
8 | 0.5993 | 7.9957 | 0 |
9 | 0.56686 | 7.5629 | 0 |
10 | 0.526802 | 7.0284 | 0 |
11 | 0.489606 | 6.5322 | 0 |
12 | 0.451875 | 6.0288 | 0 |
13 | 0.414755 | 5.5335 | 0 |
14 | 0.383194 | 5.1124 | 0 |
15 | 0.357546 | 4.7703 | 2e-06 |
16 | 0.340048 | 4.5368 | 5e-06 |
17 | 0.320955 | 4.2821 | 1.5e-05 |
18 | 0.306109 | 4.084 | 3.3e-05 |
19 | 0.283375 | 3.7807 | 0.000107 |
20 | 0.259557 | 3.4629 | 0.000335 |
21 | 0.243432 | 3.2478 | 0.000695 |
22 | 0.237451 | 3.168 | 0.000903 |
23 | 0.238434 | 3.1811 | 0.000866 |
24 | 0.225253 | 3.0052 | 0.001518 |
25 | 0.202323 | 2.6993 | 0.003809 |
26 | 0.167209 | 2.2308 | 0.01347 |
27 | 0.125046 | 1.6683 | 0.048505 |
28 | 0.08068 | 1.0764 | 0.141601 |
29 | 0.041873 | 0.5587 | 0.288547 |
30 | 0.010157 | 0.1355 | 0.446182 |
31 | -0.015014 | -0.2003 | 0.420732 |
32 | -0.031237 | -0.4168 | 0.338679 |
33 | -0.051118 | -0.682 | 0.248065 |
34 | -0.070063 | -0.9348 | 0.17559 |
35 | -0.090038 | -1.2013 | 0.115625 |
36 | -0.109355 | -1.459 | 0.073167 |
37 | -0.12519 | -1.6702 | 0.048314 |
38 | -0.138911 | -1.8533 | 0.032747 |
39 | -0.15527 | -2.0716 | 0.019875 |
40 | -0.173156 | -2.3102 | 0.011012 |
41 | -0.185187 | -2.4707 | 0.007213 |
42 | -0.191757 | -2.5584 | 0.005675 |
43 | -0.190823 | -2.5459 | 0.005874 |
44 | -0.182393 | -2.4334 | 0.007973 |
45 | -0.175728 | -2.3445 | 0.010078 |
46 | -0.169375 | -2.2597 | 0.012525 |
47 | -0.15948 | -2.1277 | 0.017368 |
48 | -0.151645 | -2.0232 | 0.022275 |
49 | -0.13919 | -1.857 | 0.03248 |
50 | -0.12639 | -1.6863 | 0.046749 |
51 | -0.118248 | -1.5776 | 0.058214 |
52 | -0.11266 | -1.5031 | 0.067296 |
53 | -0.101403 | -1.3529 | 0.088903 |
54 | -0.088614 | -1.1823 | 0.11934 |
55 | -0.069716 | -0.9301 | 0.176782 |
56 | -0.049317 | -0.658 | 0.255704 |
57 | -0.034436 | -0.4594 | 0.323242 |
58 | -0.024773 | -0.3305 | 0.370698 |
59 | -0.017138 | -0.2286 | 0.409704 |
60 | -0.006184 | -0.0825 | 0.467168 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952678 | 12.7103 | 0 |
2 | -0.349781 | -4.6667 | 3e-06 |
3 | 0.030067 | 0.4011 | 0.344398 |
4 | 0.161026 | 2.1484 | 0.016519 |
5 | 0.067912 | 0.9061 | 0.183064 |
6 | 0.028876 | 0.3853 | 0.350255 |
7 | 0.007936 | 0.1059 | 0.457897 |
8 | -0.130423 | -1.7401 | 0.041789 |
9 | 0.144873 | 1.9329 | 0.027421 |
10 | -0.141164 | -1.8834 | 0.030641 |
11 | 0.0526 | 0.7018 | 0.241868 |
12 | -0.055146 | -0.7357 | 0.231429 |
13 | -0.030385 | -0.4054 | 0.342841 |
14 | 0.051462 | 0.6866 | 0.246617 |
15 | 0.025637 | 0.342 | 0.36636 |
16 | 0.002286 | 0.0305 | 0.487851 |
17 | -0.019074 | -0.2545 | 0.39971 |
18 | 0.037972 | 0.5066 | 0.30653 |
19 | -0.086667 | -1.1563 | 0.124557 |
20 | 0.03979 | 0.5309 | 0.298088 |
21 | 0.088179 | 1.1765 | 0.120491 |
22 | 0.036249 | 0.4836 | 0.314623 |
23 | -0.003257 | -0.0435 | 0.482695 |
24 | -0.189097 | -2.5229 | 0.006258 |
25 | -0.001003 | -0.0134 | 0.494671 |
26 | -0.033732 | -0.45 | 0.326614 |
27 | -0.126864 | -1.6926 | 0.046143 |
28 | -0.033677 | -0.4493 | 0.32688 |
29 | -0.012533 | -0.1672 | 0.433699 |
30 | -0.042615 | -0.5686 | 0.285186 |
31 | 0.062919 | 0.8394 | 0.201172 |
32 | -0.012609 | -0.1682 | 0.433301 |
33 | -0.079812 | -1.0648 | 0.1442 |
34 | 0.052819 | 0.7047 | 0.24096 |
35 | 0.000501 | 0.0067 | 0.497339 |
36 | -0.003323 | -0.0443 | 0.482346 |
37 | 0.045541 | 0.6076 | 0.272114 |
38 | -0.056687 | -0.7563 | 0.225234 |
39 | -0.086744 | -1.1573 | 0.124349 |
40 | 0.035023 | 0.4673 | 0.32044 |
41 | -0.026465 | -0.3531 | 0.362218 |
42 | 0.071909 | 0.9594 | 0.169333 |
43 | 0.034153 | 0.4557 | 0.324595 |
44 | 0.004074 | 0.0543 | 0.478359 |
45 | -0.048063 | -0.6412 | 0.261096 |
46 | 0.055319 | 0.738 | 0.230729 |
47 | 0.070257 | 0.9373 | 0.174927 |
48 | -0.056262 | -0.7506 | 0.226935 |
49 | 0.116322 | 1.5519 | 0.061227 |
50 | -0.038829 | -0.518 | 0.302537 |
51 | -0.00482 | -0.0643 | 0.474397 |
52 | 0.072631 | 0.969 | 0.166925 |
53 | 0.055738 | 0.7436 | 0.229038 |
54 | -0.050586 | -0.6749 | 0.250307 |
55 | 0.096541 | 1.288 | 0.099706 |
56 | -0.053057 | -0.7079 | 0.239974 |
57 | 0.002209 | 0.0295 | 0.488259 |
58 | 0.012205 | 0.1628 | 0.435417 |
59 | 0.001343 | 0.0179 | 0.492865 |
60 | 0.017005 | 0.2269 | 0.410391 |