Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.946952 | 8.0352 | 0 |
2 | 0.896076 | 7.6035 | 0 |
3 | 0.842249 | 7.1467 | 0 |
4 | 0.794494 | 6.7415 | 0 |
5 | 0.750585 | 6.3689 | 0 |
6 | 0.714993 | 6.0669 | 0 |
7 | 0.677327 | 5.7473 | 0 |
8 | 0.635975 | 5.3964 | 0 |
9 | 0.583287 | 4.9494 | 2e-06 |
10 | 0.550468 | 4.6709 | 7e-06 |
11 | 0.517389 | 4.3902 | 1.9e-05 |
12 | 0.490357 | 4.1608 | 4.3e-05 |
13 | 0.464152 | 3.9385 | 9.4e-05 |
14 | 0.429059 | 3.6407 | 0.000254 |
15 | 0.389462 | 3.3047 | 0.000742 |
16 | 0.355592 | 3.0173 | 0.001762 |
17 | 0.313618 | 2.6611 | 0.004798 |
18 | 0.272091 | 2.3088 | 0.011915 |
19 | 0.238639 | 2.0249 | 0.023292 |
20 | 0.201837 | 1.7126 | 0.045541 |
21 | 0.168671 | 1.4312 | 0.078346 |
22 | 0.127158 | 1.079 | 0.142101 |
23 | 0.094281 | 0.8 | 0.21317 |
24 | 0.061571 | 0.5224 | 0.301481 |
25 | 0.030328 | 0.2573 | 0.398823 |
26 | -0.001955 | -0.0166 | 0.493404 |
27 | -0.033783 | -0.2867 | 0.3876 |
28 | -0.061939 | -0.5256 | 0.3004 |
29 | -0.080988 | -0.6872 | 0.247079 |
30 | -0.103968 | -0.8822 | 0.190304 |
31 | -0.127048 | -1.078 | 0.142308 |
32 | -0.152076 | -1.2904 | 0.100519 |
33 | -0.174334 | -1.4793 | 0.071715 |
34 | -0.196903 | -1.6708 | 0.049553 |
35 | -0.213756 | -1.8138 | 0.036939 |
36 | -0.236204 | -2.0043 | 0.024402 |
37 | -0.254656 | -2.1608 | 0.017018 |
38 | -0.276678 | -2.3477 | 0.010821 |
39 | -0.284047 | -2.4102 | 0.009249 |
40 | -0.304935 | -2.5875 | 0.005843 |
41 | -0.321302 | -2.7263 | 0.004018 |
42 | -0.334155 | -2.8354 | 0.002969 |
43 | -0.352524 | -2.9913 | 0.001901 |
44 | -0.371769 | -3.1546 | 0.001173 |
45 | -0.378159 | -3.2088 | 0.000996 |
46 | -0.385648 | -3.2723 | 0.00082 |
47 | -0.392309 | -3.3289 | 0.000688 |
48 | -0.40198 | -3.4109 | 0.000532 |
49 | -0.405268 | -3.4388 | 0.000488 |
50 | -0.403608 | -3.4247 | 0.00051 |
51 | -0.401867 | -3.41 | 0.000534 |
52 | -0.396976 | -3.3685 | 0.000608 |
53 | -0.392396 | -3.3296 | 0.000687 |
54 | -0.393574 | -3.3396 | 0.000666 |
55 | -0.378351 | -3.2104 | 0.000991 |
56 | -0.360417 | -3.0582 | 0.001562 |
57 | -0.350418 | -2.9734 | 0.002002 |
58 | -0.336422 | -2.8546 | 0.002812 |
59 | -0.324544 | -2.7538 | 0.003726 |
60 | -0.315906 | -2.6806 | 0.004553 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.946952 | 8.0352 | 0 |
2 | -0.006216 | -0.0527 | 0.47904 |
3 | -0.054987 | -0.4666 | 0.321104 |
4 | 0.028614 | 0.2428 | 0.404427 |
5 | 0.013619 | 0.1156 | 0.454163 |
6 | 0.053822 | 0.4567 | 0.324631 |
7 | -0.037707 | -0.32 | 0.374965 |
8 | -0.059856 | -0.5079 | 0.30654 |
9 | -0.127132 | -1.0788 | 0.14215 |
10 | 0.166262 | 1.4108 | 0.081308 |
11 | -0.011555 | -0.0981 | 0.461082 |
12 | 0.010816 | 0.0918 | 0.463566 |
13 | -0.007904 | -0.0671 | 0.473357 |
14 | -0.113286 | -0.9613 | 0.169818 |
15 | -0.033945 | -0.288 | 0.387075 |
16 | 0.046535 | 0.3949 | 0.347057 |
17 | -0.109753 | -0.9313 | 0.17741 |
18 | -0.08134 | -0.6902 | 0.246145 |
19 | 0.080579 | 0.6837 | 0.248168 |
20 | -0.07807 | -0.6624 | 0.254901 |
21 | 0.026766 | 0.2271 | 0.410489 |
22 | -0.092583 | -0.7856 | 0.217341 |
23 | 0.015463 | 0.1312 | 0.447989 |
24 | -0.021922 | -0.186 | 0.426478 |
25 | 0.007855 | 0.0666 | 0.473523 |
26 | -0.079376 | -0.6735 | 0.251383 |
27 | -0.048378 | -0.4105 | 0.341327 |
28 | 0.061578 | 0.5225 | 0.30146 |
29 | 0.030464 | 0.2585 | 0.39838 |
30 | -0.025046 | -0.2125 | 0.41615 |
31 | -0.074723 | -0.634 | 0.26403 |
32 | -0.037127 | -0.315 | 0.376823 |
33 | 0.01301 | 0.1104 | 0.456203 |
34 | 0.013554 | 0.115 | 0.454378 |
35 | -0.010697 | -0.0908 | 0.463964 |
36 | -0.118763 | -1.0077 | 0.158479 |
37 | 0.006891 | 0.0585 | 0.476767 |
38 | -0.005166 | -0.0438 | 0.482578 |
39 | 0.136386 | 1.1573 | 0.125492 |
40 | -0.20261 | -1.7192 | 0.044937 |
41 | -0.018525 | -0.1572 | 0.437767 |
42 | 0.015244 | 0.1294 | 0.44872 |
43 | -0.057191 | -0.4853 | 0.314476 |
44 | -0.01472 | -0.1249 | 0.450476 |
45 | 0.038287 | 0.3249 | 0.373109 |
46 | -0.047968 | -0.407 | 0.342601 |
47 | -0.031628 | -0.2684 | 0.39459 |
48 | 0.043739 | 0.3711 | 0.355811 |
49 | -0.052705 | -0.4472 | 0.328032 |
50 | 0.063468 | 0.5385 | 0.295931 |
51 | -0.01545 | -0.1311 | 0.448032 |
52 | -0.025672 | -0.2178 | 0.414088 |
53 | -0.018634 | -0.1581 | 0.437403 |
54 | -0.04902 | -0.416 | 0.339342 |
55 | 0.145131 | 1.2315 | 0.111075 |
56 | 0.047317 | 0.4015 | 0.344622 |
57 | -0.06907 | -0.5861 | 0.279826 |
58 | -0.0873 | -0.7408 | 0.230622 |
59 | 0.052993 | 0.4497 | 0.327152 |
60 | -0.044786 | -0.38 | 0.352524 |