Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.974719 | 10.6775 | 0 |
2 | 0.950395 | 10.4111 | 0 |
3 | 0.923516 | 10.1166 | 0 |
4 | 0.895875 | 9.8138 | 0 |
5 | 0.869072 | 9.5202 | 0 |
6 | 0.842311 | 9.2271 | 0 |
7 | 0.816446 | 8.9437 | 0 |
8 | 0.7898 | 8.6518 | 0 |
9 | 0.766717 | 8.399 | 0 |
10 | 0.743586 | 8.1456 | 0 |
11 | 0.722907 | 7.9191 | 0 |
12 | 0.700638 | 7.6751 | 0 |
13 | 0.675179 | 7.3962 | 0 |
14 | 0.649834 | 7.1186 | 0 |
15 | 0.622247 | 6.8164 | 0 |
16 | 0.594465 | 6.512 | 0 |
17 | 0.567806 | 6.22 | 0 |
18 | 0.541512 | 5.932 | 0 |
19 | 0.515623 | 5.6484 | 0 |
20 | 0.489259 | 5.3596 | 0 |
21 | 0.466548 | 5.1108 | 1e-06 |
22 | 0.44463 | 4.8707 | 2e-06 |
23 | 0.42505 | 4.6562 | 4e-06 |
24 | 0.404081 | 4.4265 | 1.1e-05 |
25 | 0.381288 | 4.1768 | 2.8e-05 |
26 | 0.359169 | 3.9345 | 7e-05 |
27 | 0.334733 | 3.6668 | 0.000184 |
28 | 0.310251 | 3.3986 | 0.00046 |
29 | 0.286982 | 3.1437 | 0.001051 |
30 | 0.263937 | 2.8913 | 0.002278 |
31 | 0.240166 | 2.6309 | 0.004817 |
32 | 0.215912 | 2.3652 | 0.009812 |
33 | 0.195336 | 2.1398 | 0.017198 |
34 | 0.175408 | 1.9215 | 0.02852 |
35 | 0.157581 | 1.7262 | 0.043441 |
36 | 0.139018 | 1.5229 | 0.065211 |
37 | 0.119111 | 1.3048 | 0.09723 |
38 | 0.100156 | 1.0971 | 0.137386 |
39 | 0.079028 | 0.8657 | 0.194189 |
40 | 0.057996 | 0.6353 | 0.263217 |
41 | 0.038273 | 0.4193 | 0.337888 |
42 | 0.018142 | 0.1987 | 0.421405 |
43 | -0.001973 | -0.0216 | 0.491396 |
44 | -0.022262 | -0.2439 | 0.403874 |
45 | -0.03994 | -0.4375 | 0.331261 |
46 | -0.056616 | -0.6202 | 0.268153 |
47 | -0.071658 | -0.785 | 0.217009 |
48 | -0.087163 | -0.9548 | 0.170793 |
49 | -0.103814 | -1.1372 | 0.128855 |
50 | -0.119635 | -1.3105 | 0.096259 |
51 | -0.136568 | -1.496 | 0.068637 |
52 | -0.153921 | -1.6861 | 0.047186 |
53 | -0.169469 | -1.8564 | 0.032922 |
54 | -0.184435 | -2.0204 | 0.022785 |
55 | -0.199432 | -2.1847 | 0.015429 |
56 | -0.213685 | -2.3408 | 0.010446 |
57 | -0.225838 | -2.4739 | 0.007381 |
58 | -0.237558 | -2.6023 | 0.005213 |
59 | -0.24825 | -2.7194 | 0.003755 |
60 | -0.25906 | -2.8379 | 0.002667 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.974719 | 10.6775 | 0 |
2 | 0.00637 | 0.0698 | 0.472244 |
3 | -0.063311 | -0.6935 | 0.244658 |
4 | -0.031201 | -0.3418 | 0.366554 |
5 | 0.004161 | 0.0456 | 0.481858 |
6 | -0.011187 | -0.1225 | 0.451335 |
7 | 0.002064 | 0.0226 | 0.490998 |
8 | -0.030063 | -0.3293 | 0.371243 |
9 | 0.054814 | 0.6005 | 0.274667 |
10 | -0.01043 | -0.1143 | 0.454611 |
11 | 0.030258 | 0.3315 | 0.370436 |
12 | -0.045709 | -0.5007 | 0.308746 |
13 | -0.080955 | -0.8868 | 0.188475 |
14 | -0.014006 | -0.1534 | 0.439159 |
15 | -0.049486 | -0.5421 | 0.294382 |
16 | -0.023285 | -0.2551 | 0.399552 |
17 | 0.01297 | 0.1421 | 0.443626 |
18 | -0.008737 | -0.0957 | 0.461954 |
19 | -0.006112 | -0.067 | 0.473364 |
20 | -0.030352 | -0.3325 | 0.370051 |
21 | 0.04836 | 0.5298 | 0.298631 |
22 | 0.002173 | 0.0238 | 0.490523 |
23 | 0.017364 | 0.1902 | 0.424733 |
24 | -0.043157 | -0.4728 | 0.318622 |
25 | -0.053012 | -0.5807 | 0.281261 |
26 | -7.7e-05 | -8e-04 | 0.499662 |
27 | -0.046986 | -0.5147 | 0.303852 |
28 | -0.025062 | -0.2745 | 0.39207 |
29 | 0.016523 | 0.181 | 0.428338 |
30 | -0.011394 | -0.1248 | 0.450439 |
31 | -0.026338 | -0.2885 | 0.386723 |
32 | -0.03544 | -0.3882 | 0.349267 |
33 | 0.045945 | 0.5033 | 0.307839 |
34 | -0.00261 | -0.0286 | 0.488619 |
35 | 0.004287 | 0.047 | 0.481313 |
36 | -0.0322 | -0.3527 | 0.362454 |
37 | -0.045083 | -0.4939 | 0.311152 |
38 | 0.005675 | 0.0622 | 0.475268 |
39 | -0.044362 | -0.486 | 0.313942 |
40 | -0.028291 | -0.3099 | 0.378581 |
41 | 0.018543 | 0.2031 | 0.419689 |
42 | -0.022864 | -0.2505 | 0.401327 |
43 | -0.008312 | -0.091 | 0.463803 |
44 | -0.029984 | -0.3285 | 0.371567 |
45 | 0.02162 | 0.2368 | 0.406596 |
46 | 0.003954 | 0.0433 | 0.482763 |
47 | -0.009773 | -0.1071 | 0.457463 |
48 | -0.030049 | -0.3292 | 0.371299 |
49 | -0.042057 | -0.4607 | 0.322918 |
50 | 0.001121 | 0.0123 | 0.495113 |
51 | -0.022239 | -0.2436 | 0.40397 |
52 | -0.043898 | -0.4809 | 0.315738 |
53 | 0.026885 | 0.2945 | 0.384439 |
54 | 0.002117 | 0.0232 | 0.490768 |
55 | -0.010624 | -0.1164 | 0.453772 |
56 | -0.01323 | -0.1449 | 0.442505 |
57 | 0.011644 | 0.1275 | 0.44936 |
58 | -0.0079 | -0.0865 | 0.465588 |
59 | -0.022428 | -0.2457 | 0.403173 |
60 | -0.025411 | -0.2784 | 0.390605 |