Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.960464 | 8.1498 | 0 |
2 | 0.920214 | 7.8083 | 0 |
3 | 0.879787 | 7.4652 | 0 |
4 | 0.84076 | 7.1341 | 0 |
5 | 0.803882 | 6.8212 | 0 |
6 | 0.766043 | 6.5001 | 0 |
7 | 0.727856 | 6.1761 | 0 |
8 | 0.688495 | 5.8421 | 0 |
9 | 0.64896 | 5.5066 | 0 |
10 | 0.608605 | 5.1642 | 1e-06 |
11 | 0.568978 | 4.8279 | 4e-06 |
12 | 0.528937 | 4.4882 | 1.3e-05 |
13 | 0.490788 | 4.1645 | 4.3e-05 |
14 | 0.453615 | 3.849 | 0.000127 |
15 | 0.414577 | 3.5178 | 0.000379 |
16 | 0.375796 | 3.1887 | 0.001058 |
17 | 0.338358 | 2.8711 | 0.002684 |
18 | 0.301386 | 2.5573 | 0.006327 |
19 | 0.262086 | 2.2239 | 0.014647 |
20 | 0.221754 | 1.8816 | 0.031963 |
21 | 0.183043 | 1.5532 | 0.062383 |
22 | 0.143289 | 1.2158 | 0.114007 |
23 | 0.106878 | 0.9069 | 0.183744 |
24 | 0.07187 | 0.6098 | 0.271944 |
25 | 0.036181 | 0.307 | 0.379863 |
26 | 0.001903 | 0.0161 | 0.493581 |
27 | -0.031073 | -0.2637 | 0.396395 |
28 | -0.063678 | -0.5403 | 0.295319 |
29 | -0.095352 | -0.8091 | 0.210565 |
30 | -0.127082 | -1.0783 | 0.142244 |
31 | -0.158057 | -1.3412 | 0.092043 |
32 | -0.187861 | -1.594 | 0.057653 |
33 | -0.216927 | -1.8407 | 0.034894 |
34 | -0.24496 | -2.0786 | 0.020611 |
35 | -0.268094 | -2.2749 | 0.012947 |
36 | -0.289529 | -2.4567 | 0.008216 |
37 | -0.310966 | -2.6386 | 0.005098 |
38 | -0.331209 | -2.8104 | 0.003184 |
39 | -0.346667 | -2.9416 | 0.002195 |
40 | -0.360928 | -3.0626 | 0.001543 |
41 | -0.374294 | -3.176 | 0.0011 |
42 | -0.385347 | -3.2698 | 0.000826 |
43 | -0.394665 | -3.3488 | 0.000647 |
44 | -0.403569 | -3.4244 | 0.00051 |
45 | -0.411116 | -3.4884 | 0.000416 |
46 | -0.417384 | -3.5416 | 0.000351 |
47 | -0.42115 | -3.5736 | 0.000317 |
48 | -0.422131 | -3.5819 | 0.000308 |
49 | -0.422539 | -3.5854 | 0.000305 |
50 | -0.420911 | -3.5715 | 0.000319 |
51 | -0.415003 | -3.5214 | 0.000375 |
52 | -0.40915 | -3.4718 | 0.000439 |
53 | -0.400566 | -3.3989 | 0.000553 |
54 | -0.391454 | -3.3216 | 0.000704 |
55 | -0.38297 | -3.2496 | 0.000879 |
56 | -0.373163 | -3.1664 | 0.001132 |
57 | -0.361216 | -3.065 | 0.001531 |
58 | -0.348263 | -2.9551 | 0.002111 |
59 | -0.335984 | -2.8509 | 0.002842 |
60 | -0.321005 | -2.7238 | 0.004046 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.960464 | 8.1498 | 0 |
2 | -0.029379 | -0.2493 | 0.401924 |
3 | -0.023163 | -0.1965 | 0.422368 |
4 | -0.00339 | -0.0288 | 0.488565 |
5 | 0.006249 | 0.053 | 0.478928 |
6 | -0.033484 | -0.2841 | 0.388567 |
7 | -0.025569 | -0.217 | 0.414428 |
8 | -0.036218 | -0.3073 | 0.379743 |
9 | -0.024946 | -0.2117 | 0.41648 |
10 | -0.03528 | -0.2994 | 0.382763 |
11 | -0.015998 | -0.1357 | 0.446199 |
12 | -0.03148 | -0.2671 | 0.39507 |
13 | -0.001663 | -0.0141 | 0.494392 |
14 | -0.013491 | -0.1145 | 0.45459 |
15 | -0.049444 | -0.4195 | 0.338032 |
16 | -0.023504 | -0.1994 | 0.42124 |
17 | -0.008484 | -0.072 | 0.471404 |
18 | -0.023128 | -0.1962 | 0.422484 |
19 | -0.060444 | -0.5129 | 0.304802 |
20 | -0.043699 | -0.3708 | 0.355939 |
21 | -0.010227 | -0.0868 | 0.465543 |
22 | -0.047865 | -0.4061 | 0.34292 |
23 | 0.007016 | 0.0595 | 0.476345 |
24 | -0.014709 | -0.1248 | 0.450512 |
25 | -0.041578 | -0.3528 | 0.362633 |
26 | -0.014408 | -0.1223 | 0.451517 |
27 | -0.014916 | -0.1266 | 0.449819 |
28 | -0.030816 | -0.2615 | 0.397233 |
29 | -0.02243 | -0.1903 | 0.424795 |
30 | -0.03584 | -0.3041 | 0.380958 |
31 | -0.02857 | -0.2424 | 0.404569 |
32 | -0.025316 | -0.2148 | 0.415261 |
33 | -0.025777 | -0.2187 | 0.413742 |
34 | -0.025682 | -0.2179 | 0.414053 |
35 | 0.024652 | 0.2092 | 0.417449 |
36 | -0.011959 | -0.1015 | 0.459726 |
37 | -0.036214 | -0.3073 | 0.379756 |
38 | -0.018542 | -0.1573 | 0.43771 |
39 | 0.032363 | 0.2746 | 0.392202 |
40 | -0.018353 | -0.1557 | 0.438341 |
41 | -0.024823 | -0.2106 | 0.416885 |
42 | -0.003634 | -0.0308 | 0.487743 |
43 | -0.004256 | -0.0361 | 0.485646 |
44 | -0.028416 | -0.2411 | 0.405073 |
45 | -0.013079 | -0.111 | 0.45597 |
46 | -0.012633 | -0.1072 | 0.457466 |
47 | 0.00339 | 0.0288 | 0.488564 |
48 | 0.008923 | 0.0757 | 0.469929 |
49 | -0.019454 | -0.1651 | 0.434673 |
50 | -0.001183 | -0.01 | 0.496008 |
51 | 0.039055 | 0.3314 | 0.370654 |
52 | -0.020351 | -0.1727 | 0.431691 |
53 | 0.007292 | 0.0619 | 0.475418 |
54 | -0.0114 | -0.0967 | 0.461605 |
55 | -0.020745 | -0.176 | 0.430383 |
56 | -0.00514 | -0.0436 | 0.482667 |
57 | 0.010398 | 0.0882 | 0.464971 |
58 | -0.002988 | -0.0254 | 0.48992 |
59 | -0.024564 | -0.2084 | 0.417739 |
60 | 0.020862 | 0.177 | 0.429996 |