Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955067 | 8.7533 | 0 |
2 | 0.909278 | 8.3337 | 0 |
3 | 0.866447 | 7.9411 | 0 |
4 | 0.829425 | 7.6018 | 0 |
5 | 0.794158 | 7.2786 | 0 |
6 | 0.758413 | 6.951 | 0 |
7 | 0.720376 | 6.6024 | 0 |
8 | 0.681317 | 6.2444 | 0 |
9 | 0.643479 | 5.8976 | 0 |
10 | 0.606508 | 5.5587 | 0 |
11 | 0.570091 | 5.225 | 1e-06 |
12 | 0.534109 | 4.8952 | 2e-06 |
13 | 0.495862 | 4.5446 | 9e-06 |
14 | 0.457272 | 4.191 | 3.4e-05 |
15 | 0.420075 | 3.85 | 0.000115 |
16 | 0.386514 | 3.5425 | 0.000325 |
17 | 0.35608 | 3.2635 | 0.000796 |
18 | 0.325706 | 2.9851 | 0.001856 |
19 | 0.293655 | 2.6914 | 0.004293 |
20 | 0.263682 | 2.4167 | 0.008914 |
21 | 0.234367 | 2.148 | 0.017297 |
22 | 0.206598 | 1.8935 | 0.030867 |
23 | 0.180342 | 1.6529 | 0.051046 |
24 | 0.154652 | 1.4174 | 0.080031 |
25 | 0.127396 | 1.1676 | 0.123136 |
26 | 0.099894 | 0.9155 | 0.181263 |
27 | 0.074948 | 0.6869 | 0.247015 |
28 | 0.052664 | 0.4827 | 0.31529 |
29 | 0.030492 | 0.2795 | 0.390289 |
30 | 0.010597 | 0.0971 | 0.461429 |
31 | -0.010527 | -0.0965 | 0.461683 |
32 | -0.031338 | -0.2872 | 0.387328 |
33 | -0.05239 | -0.4802 | 0.31618 |
34 | -0.071253 | -0.653 | 0.257755 |
35 | -0.086276 | -0.7907 | 0.215662 |
36 | -0.099781 | -0.9145 | 0.181533 |
37 | -0.114295 | -1.0475 | 0.14893 |
38 | -0.128599 | -1.1786 | 0.120937 |
39 | -0.14253 | -1.3063 | 0.097506 |
40 | -0.157117 | -1.44 | 0.076791 |
41 | -0.172147 | -1.5778 | 0.059191 |
42 | -0.187186 | -1.7156 | 0.044962 |
43 | -0.203258 | -1.8629 | 0.032986 |
44 | -0.218948 | -2.0067 | 0.024 |
45 | -0.234654 | -2.1506 | 0.017189 |
46 | -0.250799 | -2.2986 | 0.012005 |
47 | -0.267449 | -2.4512 | 0.008156 |
48 | -0.284904 | -2.6112 | 0.005342 |
49 | -0.303598 | -2.7825 | 0.00333 |
50 | -0.32066 | -2.9389 | 0.002126 |
51 | -0.334142 | -3.0625 | 0.001474 |
52 | -0.344808 | -3.1602 | 0.001096 |
53 | -0.35592 | -3.2621 | 8e-04 |
54 | -0.366222 | -3.3565 | 0.000594 |
55 | -0.377518 | -3.46 | 0.000426 |
56 | -0.385365 | -3.5319 | 0.000336 |
57 | -0.392897 | -3.601 | 0.000268 |
58 | -0.397622 | -3.6443 | 0.000232 |
59 | -0.399857 | -3.6648 | 0.000216 |
60 | -0.401125 | -3.6764 | 0.000208 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955067 | 8.7533 | 0 |
2 | -0.032731 | -0.3 | 0.382464 |
3 | 0.009817 | 0.09 | 0.464261 |
4 | 0.042578 | 0.3902 | 0.348676 |
5 | -0.000626 | -0.0057 | 0.497717 |
6 | -0.021653 | -0.1985 | 0.421584 |
7 | -0.041281 | -0.3783 | 0.353065 |
8 | -0.031069 | -0.2847 | 0.388268 |
9 | -0.010406 | -0.0954 | 0.462124 |
10 | -0.016909 | -0.155 | 0.438606 |
11 | -0.018263 | -0.1674 | 0.433736 |
12 | -0.016607 | -0.1522 | 0.439694 |
13 | -0.047322 | -0.4337 | 0.332803 |
14 | -0.027302 | -0.2502 | 0.401512 |
15 | -0.011365 | -0.1042 | 0.458643 |
16 | 0.011775 | 0.1079 | 0.457159 |
17 | 0.010055 | 0.0922 | 0.463396 |
18 | -0.019146 | -0.1755 | 0.430565 |
19 | -0.03453 | -0.3165 | 0.376216 |
20 | 0.005598 | 0.0513 | 0.479601 |
21 | -0.017704 | -0.1623 | 0.435745 |
22 | -0.009354 | -0.0857 | 0.465944 |
23 | -0.005985 | -0.0549 | 0.478192 |
24 | -0.014745 | -0.1351 | 0.446411 |
25 | -0.036462 | -0.3342 | 0.369539 |
26 | -0.0246 | -0.2255 | 0.411082 |
27 | 0.002998 | 0.0275 | 0.489072 |
28 | 0.001897 | 0.0174 | 0.493084 |
29 | -0.024427 | -0.2239 | 0.411699 |
30 | 0.007511 | 0.0688 | 0.472639 |
31 | -0.029079 | -0.2665 | 0.395249 |
32 | -0.015678 | -0.1437 | 0.443044 |
33 | -0.025331 | -0.2322 | 0.40849 |
34 | -0.00229 | -0.021 | 0.491654 |
35 | 0.020106 | 0.1843 | 0.427121 |
36 | -0.002499 | -0.0229 | 0.49089 |
37 | -0.025319 | -0.2321 | 0.408532 |
38 | -0.009962 | -0.0913 | 0.463735 |
39 | -0.0143 | -0.1311 | 0.44802 |
40 | -0.033165 | -0.304 | 0.380953 |
41 | -0.029982 | -0.2748 | 0.392075 |
42 | -0.023225 | -0.2129 | 0.415975 |
43 | -0.031914 | -0.2925 | 0.385313 |
44 | -0.02 | -0.1833 | 0.427502 |
45 | -0.026189 | -0.24 | 0.405447 |
46 | -0.031278 | -0.2867 | 0.387536 |
47 | -0.033947 | -0.3111 | 0.378235 |
48 | -0.03937 | -0.3608 | 0.359564 |
49 | -0.039627 | -0.3632 | 0.358687 |
50 | -0.00936 | -0.0858 | 0.465922 |
51 | 0.011298 | 0.1035 | 0.458889 |
52 | 0.002503 | 0.0229 | 0.490876 |
53 | -0.027693 | -0.2538 | 0.40013 |
54 | -0.008539 | -0.0783 | 0.468903 |
55 | -0.03214 | -0.2946 | 0.384527 |
56 | 0.012266 | 0.1124 | 0.455381 |
57 | -0.023667 | -0.2169 | 0.414402 |
58 | 0.005047 | 0.0463 | 0.481607 |
59 | 0.006671 | 0.0611 | 0.475697 |
60 | -0.009898 | -0.0907 | 0.463966 |