Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.873987 | 7.416 | 0 |
2 | 0.816632 | 6.9293 | 0 |
3 | 0.78653 | 6.6739 | 0 |
4 | 0.709364 | 6.0192 | 0 |
5 | 0.68356 | 5.8002 | 0 |
6 | 0.673375 | 5.7138 | 0 |
7 | 0.614133 | 5.2111 | 1e-06 |
8 | 0.574703 | 4.8765 | 3e-06 |
9 | 0.545231 | 4.6264 | 8e-06 |
10 | 0.481796 | 4.0882 | 5.6e-05 |
11 | 0.465531 | 3.9502 | 9e-05 |
12 | 0.45566 | 3.8664 | 0.00012 |
13 | 0.390339 | 3.3121 | 0.000725 |
14 | 0.339378 | 2.8797 | 0.002619 |
15 | 0.28978 | 2.4589 | 0.008171 |
16 | 0.248777 | 2.1109 | 0.019125 |
17 | 0.235762 | 2.0005 | 0.024609 |
18 | 0.209224 | 1.7753 | 0.040035 |
19 | 0.168536 | 1.4301 | 0.07851 |
20 | 0.159189 | 1.3508 | 0.0905 |
21 | 0.129717 | 1.1007 | 0.13735 |
22 | 0.110832 | 0.9404 | 0.175069 |
23 | 0.109766 | 0.9314 | 0.177381 |
24 | 0.11153 | 0.9464 | 0.173563 |
25 | 0.079333 | 0.6732 | 0.2515 |
26 | 0.051537 | 0.4373 | 0.331598 |
27 | 0.008962 | 0.076 | 0.469796 |
28 | -0.030259 | -0.2568 | 0.399051 |
29 | -0.043064 | -0.3654 | 0.357937 |
30 | -0.074528 | -0.6324 | 0.264566 |
31 | -0.102324 | -0.8682 | 0.194073 |
32 | -0.134416 | -1.1406 | 0.128916 |
33 | -0.138627 | -1.1763 | 0.121677 |
34 | -0.154577 | -1.3116 | 0.096906 |
35 | -0.17514 | -1.4861 | 0.070808 |
36 | -0.181761 | -1.5423 | 0.063693 |
37 | -0.214797 | -1.8226 | 0.036257 |
38 | -0.226555 | -1.9224 | 0.029257 |
39 | -0.262631 | -2.2285 | 0.014485 |
40 | -0.293885 | -2.4937 | 0.00747 |
41 | -0.278809 | -2.3658 | 0.010344 |
42 | -0.306604 | -2.6016 | 0.005628 |
43 | -0.304734 | -2.5858 | 0.00587 |
44 | -0.306219 | -2.5984 | 0.005677 |
45 | -0.321541 | -2.7284 | 0.003996 |
46 | -0.313802 | -2.6627 | 0.004778 |
47 | -0.302603 | -2.5677 | 0.006157 |
48 | -0.332285 | -2.8195 | 0.003104 |
49 | -0.341212 | -2.8953 | 0.002506 |
50 | -0.339133 | -2.8776 | 0.002635 |
51 | -0.369969 | -3.1393 | 0.001228 |
52 | -0.381202 | -3.2346 | 0.00092 |
53 | -0.369794 | -3.1378 | 0.001233 |
54 | -0.38218 | -3.2429 | 0.000897 |
55 | -0.384189 | -3.26 | 0.000852 |
56 | -0.374563 | -3.1783 | 0.001092 |
57 | -0.369025 | -3.1313 | 0.001258 |
58 | -0.337491 | -2.8637 | 0.002741 |
59 | -0.321157 | -2.7251 | 0.004032 |
60 | -0.316667 | -2.687 | 0.004474 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.873987 | 7.416 | 0 |
2 | 0.2235 | 1.8965 | 0.030956 |
3 | 0.164861 | 1.3989 | 0.08307 |
4 | -0.140528 | -1.1924 | 0.118506 |
5 | 0.122752 | 1.0416 | 0.150545 |
6 | 0.117501 | 0.997 | 0.161044 |
7 | -0.109533 | -0.9294 | 0.177889 |
8 | -0.050818 | -0.4312 | 0.333804 |
9 | 0.008432 | 0.0715 | 0.47158 |
10 | -0.08278 | -0.7024 | 0.242344 |
11 | 0.088635 | 0.7521 | 0.227224 |
12 | 0.053111 | 0.4507 | 0.326794 |
13 | -0.159302 | -1.3517 | 0.090348 |
14 | -0.131188 | -1.1132 | 0.13467 |
15 | -0.064119 | -0.5441 | 0.294039 |
16 | 0.105471 | 0.895 | 0.186898 |
17 | 0.068645 | 0.5825 | 0.281035 |
18 | -0.068928 | -0.5849 | 0.28023 |
19 | -0.073618 | -0.6247 | 0.267082 |
20 | 0.092904 | 0.7883 | 0.216551 |
21 | 0.018419 | 0.1563 | 0.438121 |
22 | 0.060047 | 0.5095 | 0.305975 |
23 | -0.025783 | -0.2188 | 0.413722 |
24 | 0.05704 | 0.484 | 0.314926 |
25 | -0.116236 | -0.9863 | 0.163645 |
26 | -0.053425 | -0.4533 | 0.325838 |
27 | -0.081253 | -0.6895 | 0.246377 |
28 | -0.059441 | -0.5044 | 0.307771 |
29 | -0.033118 | -0.281 | 0.389753 |
30 | -0.06562 | -0.5568 | 0.289695 |
31 | -0.004684 | -0.0397 | 0.484204 |
32 | -0.089364 | -0.7583 | 0.22538 |
33 | 0.141902 | 1.2041 | 0.116252 |
34 | 0.002291 | 0.0194 | 0.49227 |
35 | -0.06548 | -0.5556 | 0.290097 |
36 | -0.042304 | -0.359 | 0.360338 |
37 | -0.06374 | -0.5408 | 0.29514 |
38 | 0.113184 | 0.9604 | 0.170034 |
39 | -0.101703 | -0.863 | 0.195507 |
40 | -0.085925 | -0.7291 | 0.234154 |
41 | 0.124884 | 1.0597 | 0.146418 |
42 | -0.132933 | -1.128 | 0.131537 |
43 | 0.148633 | 1.2612 | 0.105656 |
44 | -0.07103 | -0.6027 | 0.274297 |
45 | -0.042061 | -0.3569 | 0.361107 |
46 | 0.005648 | 0.0479 | 0.480953 |
47 | -0.006561 | -0.0557 | 0.477879 |
48 | -0.105773 | -0.8975 | 0.186219 |
49 | -0.05988 | -0.5081 | 0.30647 |
50 | -0.023351 | -0.1981 | 0.421746 |
51 | -0.017691 | -0.1501 | 0.440549 |
52 | -0.027194 | -0.2307 | 0.409082 |
53 | -0.002046 | -0.0174 | 0.493098 |
54 | 0.02413 | 0.2048 | 0.419172 |
55 | -0.057897 | -0.4913 | 0.312363 |
56 | 0.064924 | 0.5509 | 0.291705 |
57 | 0.079634 | 0.6757 | 0.250693 |
58 | 0.051472 | 0.4368 | 0.331799 |
59 | -0.064333 | -0.5459 | 0.293416 |
60 | 0.010772 | 0.0914 | 0.463714 |