Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.96224 | 8.2775 | 0 |
2 | 0.926638 | 7.9712 | 0 |
3 | 0.88896 | 7.6471 | 0 |
4 | 0.852961 | 7.3374 | 0 |
5 | 0.817306 | 7.0307 | 0 |
6 | 0.780083 | 6.7105 | 0 |
7 | 0.741928 | 6.3823 | 0 |
8 | 0.702875 | 6.0464 | 0 |
9 | 0.662738 | 5.7011 | 0 |
10 | 0.622384 | 5.354 | 0 |
11 | 0.580838 | 4.9966 | 2e-06 |
12 | 0.540271 | 4.6476 | 7e-06 |
13 | 0.500609 | 4.3064 | 2.5e-05 |
14 | 0.46085 | 3.9644 | 8.4e-05 |
15 | 0.420145 | 3.6142 | 0.000273 |
16 | 0.37887 | 3.2592 | 0.000845 |
17 | 0.338248 | 2.9097 | 0.002388 |
18 | 0.297769 | 2.5615 | 0.006229 |
19 | 0.257872 | 2.2183 | 0.014801 |
20 | 0.218403 | 1.8788 | 0.032107 |
21 | 0.17845 | 1.5351 | 0.064514 |
22 | 0.137696 | 1.1845 | 0.120001 |
23 | 0.095759 | 0.8238 | 0.206363 |
24 | 0.053152 | 0.4572 | 0.324421 |
25 | 0.011746 | 0.101 | 0.459894 |
26 | -0.027753 | -0.2387 | 0.405983 |
27 | -0.060069 | -0.5167 | 0.303442 |
28 | -0.092355 | -0.7945 | 0.214732 |
29 | -0.115013 | -0.9894 | 0.162852 |
30 | -0.13786 | -1.1859 | 0.119725 |
31 | -0.161537 | -1.3896 | 0.08441 |
32 | -0.183024 | -1.5744 | 0.059827 |
33 | -0.204895 | -1.7626 | 0.041051 |
34 | -0.224162 | -1.9283 | 0.028826 |
35 | -0.243382 | -2.0937 | 0.019859 |
36 | -0.262072 | -2.2544 | 0.013564 |
37 | -0.280945 | -2.4168 | 0.009062 |
38 | -0.298749 | -2.5699 | 0.006092 |
39 | -0.316532 | -2.7229 | 0.004033 |
40 | -0.333945 | -2.8727 | 0.002654 |
41 | -0.351104 | -3.0203 | 0.001732 |
42 | -0.365677 | -3.1457 | 0.001193 |
43 | -0.380782 | -3.2756 | 0.000803 |
44 | -0.393315 | -3.3834 | 0.000574 |
45 | -0.406289 | -3.495 | 0.000402 |
46 | -0.419641 | -3.6099 | 0.000277 |
47 | -0.424766 | -3.654 | 0.00024 |
48 | -0.429327 | -3.6932 | 0.000211 |
49 | -0.427515 | -3.6776 | 0.000222 |
50 | -0.42225 | -3.6323 | 0.000258 |
51 | -0.414786 | -3.5681 | 0.000318 |
52 | -0.405937 | -3.492 | 0.000406 |
53 | -0.396974 | -3.4149 | 0.000519 |
54 | -0.387725 | -3.3353 | 0.000667 |
55 | -0.378423 | -3.2553 | 0.000855 |
56 | -0.367772 | -3.1637 | 0.00113 |
57 | -0.35572 | -3.06 | 0.001541 |
58 | -0.342203 | -2.9437 | 0.002165 |
59 | -0.327239 | -2.815 | 0.003123 |
60 | -0.311529 | -2.6799 | 0.004536 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.96224 | 8.2775 | 0 |
2 | 0.009871 | 0.0849 | 0.466279 |
3 | -0.045688 | -0.393 | 0.347716 |
4 | 0.001233 | 0.0106 | 0.495783 |
5 | -0.012874 | -0.1107 | 0.456058 |
6 | -0.041677 | -0.3585 | 0.360486 |
7 | -0.034539 | -0.2971 | 0.383605 |
8 | -0.033435 | -0.2876 | 0.38722 |
9 | -0.038525 | -0.3314 | 0.370639 |
10 | -0.028206 | -0.2426 | 0.404479 |
11 | -0.040832 | -0.3513 | 0.363199 |
12 | -0.014088 | -0.1212 | 0.451934 |
13 | -0.012266 | -0.1055 | 0.458124 |
14 | -0.027568 | -0.2372 | 0.406597 |
15 | -0.039887 | -0.3431 | 0.366239 |
16 | -0.035337 | -0.304 | 0.380998 |
17 | -0.02055 | -0.1768 | 0.430084 |
18 | -0.028514 | -0.2453 | 0.403458 |
19 | -0.024174 | -0.208 | 0.417918 |
20 | -0.025252 | -0.2172 | 0.414316 |
21 | -0.038437 | -0.3306 | 0.370923 |
22 | -0.045575 | -0.3921 | 0.348074 |
23 | -0.052155 | -0.4487 | 0.327497 |
24 | -0.04815 | -0.4142 | 0.339961 |
25 | -0.024543 | -0.2111 | 0.416686 |
26 | -0.01445 | -0.1243 | 0.450706 |
27 | 0.058358 | 0.502 | 0.308575 |
28 | -0.028301 | -0.2435 | 0.404164 |
29 | 0.096105 | 0.8267 | 0.205526 |
30 | -0.017624 | -0.1516 | 0.439954 |
31 | -0.044742 | -0.3849 | 0.350714 |
32 | 0.00046 | 0.004 | 0.498428 |
33 | -0.035071 | -0.3017 | 0.381866 |
34 | -0.006152 | -0.0529 | 0.47897 |
35 | -0.033899 | -0.2916 | 0.385699 |
36 | -0.028663 | -0.2466 | 0.402961 |
37 | -0.039079 | -0.3362 | 0.368848 |
38 | -0.017034 | -0.1465 | 0.441949 |
39 | -0.035597 | -0.3062 | 0.380151 |
40 | -0.030493 | -0.2623 | 0.396904 |
41 | -0.030819 | -0.2651 | 0.395828 |
42 | -0.003085 | -0.0265 | 0.48945 |
43 | -0.042091 | -0.3621 | 0.359161 |
44 | -0.003097 | -0.0266 | 0.489408 |
45 | -0.03361 | -0.2891 | 0.386647 |
46 | -0.04378 | -0.3766 | 0.353771 |
47 | 0.076202 | 0.6555 | 0.257086 |
48 | -0.021055 | -0.1811 | 0.428385 |
49 | 0.047635 | 0.4098 | 0.341579 |
50 | 0.027221 | 0.2342 | 0.407752 |
51 | 0.008156 | 0.0702 | 0.472126 |
52 | -0.000977 | -0.0084 | 0.496659 |
53 | -0.006168 | -0.0531 | 0.478912 |
54 | -0.014046 | -0.1208 | 0.452076 |
55 | -0.003173 | -0.0273 | 0.489149 |
56 | -0.004729 | -0.0407 | 0.483831 |
57 | 0.007432 | 0.0639 | 0.474599 |
58 | 0.008758 | 0.0753 | 0.470074 |
59 | 0.000585 | 0.005 | 0.498 |
60 | 0.009834 | 0.0846 | 0.466406 |