Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.961988 | 11.1358 | 0 |
2 | 0.920574 | 10.6564 | 0 |
3 | 0.886112 | 10.2575 | 0 |
4 | 0.850005 | 9.8395 | 0 |
5 | 0.816571 | 9.4525 | 0 |
6 | 0.783359 | 9.068 | 0 |
7 | 0.749678 | 8.6782 | 0 |
8 | 0.718446 | 8.3166 | 0 |
9 | 0.687243 | 7.9554 | 0 |
10 | 0.652396 | 7.552 | 0 |
11 | 0.624062 | 7.224 | 0 |
12 | 0.599592 | 6.9408 | 0 |
13 | 0.573385 | 6.6374 | 0 |
14 | 0.538371 | 6.2321 | 0 |
15 | 0.507624 | 5.8762 | 0 |
16 | 0.484879 | 5.6129 | 0 |
17 | 0.456312 | 5.2822 | 0 |
18 | 0.424653 | 4.9157 | 1e-06 |
19 | 0.402944 | 4.6644 | 4e-06 |
20 | 0.386353 | 4.4724 | 8e-06 |
21 | 0.362597 | 4.1974 | 2.4e-05 |
22 | 0.331665 | 3.8393 | 9.5e-05 |
23 | 0.300421 | 3.4776 | 0.000341 |
24 | 0.269717 | 3.1222 | 0.0011 |
25 | 0.24285 | 2.8112 | 0.002838 |
26 | 0.216915 | 2.511 | 0.006614 |
27 | 0.18667 | 2.1609 | 0.016242 |
28 | 0.156093 | 1.8069 | 0.03651 |
29 | 0.126756 | 1.4673 | 0.072318 |
30 | 0.095134 | 1.1013 | 0.136381 |
31 | 0.065316 | 0.7561 | 0.225464 |
32 | 0.04425 | 0.5122 | 0.304666 |
33 | 0.025927 | 0.3001 | 0.382273 |
34 | -0.000531 | -0.0062 | 0.49755 |
35 | -0.023786 | -0.2753 | 0.391738 |
36 | -0.055057 | -0.6373 | 0.262497 |
37 | -0.079592 | -0.9213 | 0.179264 |
38 | -0.096697 | -1.1193 | 0.132497 |
39 | -0.109935 | -1.2726 | 0.102684 |
40 | -0.121282 | -1.4039 | 0.081324 |
41 | -0.134921 | -1.5618 | 0.060344 |
42 | -0.151538 | -1.7542 | 0.040843 |
43 | -0.169215 | -1.9588 | 0.026106 |
44 | -0.184857 | -2.1399 | 0.017088 |
45 | -0.199068 | -2.3044 | 0.01137 |
46 | -0.204384 | -2.3659 | 0.009709 |
47 | -0.211863 | -2.4525 | 0.007736 |
48 | -0.2198 | -2.5444 | 0.006041 |
49 | -0.227447 | -2.6329 | 0.00473 |
50 | -0.239017 | -2.7668 | 0.003231 |
51 | -0.247181 | -2.8613 | 0.002448 |
52 | -0.256021 | -2.9637 | 0.001799 |
53 | -0.264211 | -3.0585 | 0.001344 |
54 | -0.274306 | -3.1753 | 0.000929 |
55 | -0.28917 | -3.3474 | 0.00053 |
56 | -0.31006 | -3.5892 | 0.000232 |
57 | -0.330733 | -3.8285 | 9.9e-05 |
58 | -0.350141 | -4.0532 | 4.3e-05 |
59 | -0.364329 | -4.2174 | 2.3e-05 |
60 | -0.375115 | -4.3423 | 1.4e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.961988 | 11.1358 | 0 |
2 | -0.064992 | -0.7523 | 0.226584 |
3 | 0.074008 | 0.8567 | 0.19657 |
4 | -0.049455 | -0.5725 | 0.283976 |
5 | 0.028022 | 0.3244 | 0.373078 |
6 | -0.024805 | -0.2871 | 0.387225 |
7 | -0.016346 | -0.1892 | 0.425104 |
8 | 0.011706 | 0.1355 | 0.446207 |
9 | -0.020096 | -0.2326 | 0.408202 |
10 | -0.061932 | -0.7169 | 0.237337 |
11 | 0.070833 | 0.82 | 0.206849 |
12 | 0.018771 | 0.2173 | 0.414156 |
13 | -0.025533 | -0.2956 | 0.384012 |
14 | -0.136613 | -1.5814 | 0.058071 |
15 | 0.053321 | 0.6172 | 0.269064 |
16 | 0.066797 | 0.7732 | 0.220374 |
17 | -0.09576 | -1.1085 | 0.134815 |
18 | -0.04786 | -0.554 | 0.290246 |
19 | 0.118004 | 1.366 | 0.087115 |
20 | 0.040437 | 0.4681 | 0.32024 |
21 | -0.118968 | -1.3772 | 0.08538 |
22 | -0.103366 | -1.1965 | 0.116798 |
23 | 0.009246 | 0.107 | 0.457464 |
24 | -0.046514 | -0.5384 | 0.295583 |
25 | 0.003798 | 0.044 | 0.482499 |
26 | 0.015956 | 0.1847 | 0.426869 |
27 | -0.053733 | -0.622 | 0.267496 |
28 | -0.074615 | -0.8637 | 0.19464 |
29 | -0.021411 | -0.2479 | 0.402313 |
30 | 0.008765 | 0.1015 | 0.459668 |
31 | -0.003326 | -0.0385 | 0.484672 |
32 | 0.014787 | 0.1712 | 0.432175 |
33 | 0.018066 | 0.2091 | 0.417332 |
34 | -0.078839 | -0.9126 | 0.18154 |
35 | 0.033532 | 0.3882 | 0.349256 |
36 | -0.192802 | -2.2318 | 0.013643 |
37 | 0.11566 | 1.3389 | 0.091441 |
38 | 0.059733 | 0.6915 | 0.245238 |
39 | 0.041541 | 0.4809 | 0.315697 |
40 | -0.029435 | -0.3407 | 0.36692 |
41 | -0.050345 | -0.5828 | 0.280509 |
42 | -0.043538 | -0.504 | 0.307548 |
43 | -0.009523 | -0.1102 | 0.456194 |
44 | 0.002993 | 0.0346 | 0.486207 |
45 | -7.6e-05 | -9e-04 | 0.499649 |
46 | 0.069996 | 0.8103 | 0.209612 |
47 | -0.023545 | -0.2726 | 0.392807 |
48 | -0.016118 | -0.1866 | 0.426138 |
49 | 0.004301 | 0.0498 | 0.480182 |
50 | -0.059273 | -0.6861 | 0.246907 |
51 | 0.015092 | 0.1747 | 0.430789 |
52 | -0.050625 | -0.586 | 0.27942 |
53 | 0.016383 | 0.1897 | 0.424934 |
54 | -0.085509 | -0.9898 | 0.162018 |
55 | -0.093385 | -1.081 | 0.140817 |
56 | -0.06245 | -0.7229 | 0.235498 |
57 | 0.023565 | 0.2728 | 0.392721 |
58 | -0.062516 | -0.7237 | 0.235264 |
59 | 0.00789 | 0.0913 | 0.46368 |
60 | -0.015286 | -0.177 | 0.429906 |