Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.926267 | 8.4894 | 0 |
2 | 0.868507 | 7.96 | 0 |
3 | 0.831234 | 7.6184 | 0 |
4 | 0.801831 | 7.3489 | 0 |
5 | 0.763188 | 6.9947 | 0 |
6 | 0.718104 | 6.5815 | 0 |
7 | 0.671436 | 6.1538 | 0 |
8 | 0.631141 | 5.7845 | 0 |
9 | 0.588345 | 5.3923 | 0 |
10 | 0.557815 | 5.1125 | 1e-06 |
11 | 0.527686 | 4.8363 | 3e-06 |
12 | 0.497802 | 4.5624 | 9e-06 |
13 | 0.466677 | 4.2772 | 2.5e-05 |
14 | 0.436139 | 3.9973 | 6.9e-05 |
15 | 0.413968 | 3.7941 | 0.000139 |
16 | 0.408033 | 3.7397 | 0.000168 |
17 | 0.393574 | 3.6072 | 0.000262 |
18 | 0.37563 | 3.4427 | 0.00045 |
19 | 0.353992 | 3.2444 | 0.000845 |
20 | 0.334639 | 3.067 | 0.001454 |
21 | 0.319392 | 2.9273 | 0.002199 |
22 | 0.284529 | 2.6077 | 0.005392 |
23 | 0.250749 | 2.2981 | 0.012019 |
24 | 0.221465 | 2.0298 | 0.022773 |
25 | 0.191549 | 1.7556 | 0.041403 |
26 | 0.158371 | 1.4515 | 0.075183 |
27 | 0.11842 | 1.0853 | 0.140438 |
28 | 0.076105 | 0.6975 | 0.243703 |
29 | 0.048699 | 0.4463 | 0.328253 |
30 | 0.015674 | 0.1437 | 0.443057 |
31 | -0.016304 | -0.1494 | 0.440786 |
32 | -0.051278 | -0.47 | 0.319798 |
33 | -0.081504 | -0.747 | 0.228577 |
34 | -0.108756 | -0.9968 | 0.160872 |
35 | -0.133554 | -1.224 | 0.112179 |
36 | -0.14507 | -1.3296 | 0.093627 |
37 | -0.1627 | -1.4912 | 0.069831 |
38 | -0.191996 | -1.7597 | 0.041052 |
39 | -0.217311 | -1.9917 | 0.024827 |
40 | -0.231908 | -2.1255 | 0.018242 |
41 | -0.241661 | -2.2149 | 0.014739 |
42 | -0.260199 | -2.3848 | 0.009671 |
43 | -0.284318 | -2.6058 | 0.00542 |
44 | -0.311166 | -2.8519 | 0.002734 |
45 | -0.338838 | -3.1055 | 0.001295 |
46 | -0.352846 | -3.2339 | 0.000873 |
47 | -0.362065 | -3.3184 | 0.00067 |
48 | -0.376175 | -3.4477 | 0.000443 |
49 | -0.386012 | -3.5379 | 0.00033 |
50 | -0.39033 | -3.5774 | 0.00029 |
51 | -0.393308 | -3.6047 | 0.000264 |
52 | -0.389853 | -3.5731 | 0.000294 |
53 | -0.374738 | -3.4345 | 0.000462 |
54 | -0.367715 | -3.3702 | 0.000568 |
55 | -0.355288 | -3.2563 | 0.000814 |
56 | -0.352398 | -3.2298 | 0.000884 |
57 | -0.335251 | -3.0726 | 0.00143 |
58 | -0.323802 | -2.9677 | 0.001954 |
59 | -0.316495 | -2.9007 | 0.002376 |
60 | -0.315104 | -2.888 | 0.002465 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.926267 | 8.4894 | 0 |
2 | 0.074185 | 0.6799 | 0.249214 |
3 | 0.125517 | 1.1504 | 0.126626 |
4 | 0.068592 | 0.6287 | 0.265639 |
5 | -0.044592 | -0.4087 | 0.341904 |
6 | -0.058318 | -0.5345 | 0.297207 |
7 | -0.056211 | -0.5152 | 0.303891 |
8 | -0.005653 | -0.0518 | 0.4794 |
9 | -0.045069 | -0.4131 | 0.340305 |
10 | 0.068589 | 0.6286 | 0.26565 |
11 | 0.008346 | 0.0765 | 0.469606 |
12 | 0.008567 | 0.0785 | 0.468802 |
13 | -0.011045 | -0.1012 | 0.459804 |
14 | -0.020982 | -0.1923 | 0.423983 |
15 | 0.032776 | 0.3004 | 0.382309 |
16 | 0.107809 | 0.9881 | 0.162974 |
17 | -0.019686 | -0.1804 | 0.428627 |
18 | -0.007433 | -0.0681 | 0.472923 |
19 | -0.03839 | -0.3519 | 0.362915 |
20 | -0.030272 | -0.2774 | 0.391059 |
21 | -0.00195 | -0.0179 | 0.492891 |
22 | -0.153366 | -1.4056 | 0.081762 |
23 | -0.032874 | -0.3013 | 0.381966 |
24 | -0.021065 | -0.1931 | 0.423688 |
25 | -0.018569 | -0.1702 | 0.432637 |
26 | -0.033883 | -0.3105 | 0.378458 |
27 | -0.069054 | -0.6329 | 0.264262 |
28 | -0.066443 | -0.609 | 0.272097 |
29 | 0.049405 | 0.4528 | 0.325928 |
30 | -0.039217 | -0.3594 | 0.360086 |
31 | -0.010466 | -0.0959 | 0.461905 |
32 | -0.052275 | -0.4791 | 0.316552 |
33 | -0.015007 | -0.1375 | 0.445466 |
34 | -0.021286 | -0.1951 | 0.422896 |
35 | -0.013718 | -0.1257 | 0.450125 |
36 | 0.072377 | 0.6633 | 0.254463 |
37 | -0.079268 | -0.7265 | 0.234774 |
38 | -0.075583 | -0.6927 | 0.245196 |
39 | -0.030088 | -0.2758 | 0.391705 |
40 | 0.022014 | 0.2018 | 0.420296 |
41 | 0.008134 | 0.0746 | 0.470374 |
42 | -0.068841 | -0.6309 | 0.264896 |
43 | -0.033569 | -0.3077 | 0.37955 |
44 | -0.053883 | -0.4938 | 0.311352 |
45 | -0.071421 | -0.6546 | 0.257263 |
46 | 0.052064 | 0.4772 | 0.317239 |
47 | 0.01438 | 0.1318 | 0.44773 |
48 | -0.002643 | -0.0242 | 0.490365 |
49 | 0.056785 | 0.5204 | 0.302063 |
50 | 0.021918 | 0.2009 | 0.42064 |
51 | 0.018335 | 0.168 | 0.433477 |
52 | 0.01412 | 0.1294 | 0.44867 |
53 | 0.088373 | 0.81 | 0.210128 |
54 | -0.039027 | -0.3577 | 0.360736 |
55 | 0.064935 | 0.5951 | 0.276674 |
56 | -0.068438 | -0.6272 | 0.2661 |
57 | 0.045557 | 0.4175 | 0.338675 |
58 | -0.046522 | -0.4264 | 0.335462 |
59 | -0.01964 | -0.18 | 0.42879 |
60 | -0.056308 | -0.5161 | 0.303579 |