Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.965509 | 8.1926 | 0 |
2 | 0.9269 | 7.865 | 0 |
3 | 0.886353 | 7.521 | 0 |
4 | 0.843559 | 7.1578 | 0 |
5 | 0.79839 | 6.7746 | 0 |
6 | 0.752831 | 6.388 | 0 |
7 | 0.706757 | 5.997 | 0 |
8 | 0.660788 | 5.607 | 0 |
9 | 0.616166 | 5.2283 | 1e-06 |
10 | 0.572467 | 4.8575 | 3e-06 |
11 | 0.529762 | 4.4952 | 1.3e-05 |
12 | 0.488546 | 4.1455 | 4.6e-05 |
13 | 0.448107 | 3.8023 | 0.000149 |
14 | 0.408309 | 3.4646 | 0.000449 |
15 | 0.368961 | 3.1307 | 0.00126 |
16 | 0.329178 | 2.7932 | 0.003341 |
17 | 0.287437 | 2.439 | 0.008597 |
18 | 0.24537 | 2.082 | 0.020447 |
19 | 0.205465 | 1.7434 | 0.042763 |
20 | 0.168195 | 1.4272 | 0.078925 |
21 | 0.134862 | 1.1443 | 0.128135 |
22 | 0.104569 | 0.8873 | 0.188938 |
23 | 0.077586 | 0.6583 | 0.25621 |
24 | 0.053179 | 0.4512 | 0.326586 |
25 | 0.030625 | 0.2599 | 0.397857 |
26 | 0.008746 | 0.0742 | 0.470525 |
27 | -0.012349 | -0.1048 | 0.458419 |
28 | -0.033927 | -0.2879 | 0.387134 |
29 | -0.056803 | -0.482 | 0.315638 |
30 | -0.080355 | -0.6818 | 0.248767 |
31 | -0.105221 | -0.8928 | 0.187462 |
32 | -0.130587 | -1.1081 | 0.13576 |
33 | -0.156265 | -1.326 | 0.094523 |
34 | -0.179721 | -1.525 | 0.065822 |
35 | -0.201726 | -1.7117 | 0.045628 |
36 | -0.222523 | -1.8882 | 0.031516 |
37 | -0.242358 | -2.0565 | 0.021681 |
38 | -0.261154 | -2.216 | 0.014928 |
39 | -0.278728 | -2.3651 | 0.010362 |
40 | -0.294177 | -2.4962 | 0.007422 |
41 | -0.309888 | -2.6295 | 0.005224 |
42 | -0.325724 | -2.7639 | 0.003624 |
43 | -0.342372 | -2.9051 | 0.002437 |
44 | -0.358905 | -3.0454 | 0.001623 |
45 | -0.375698 | -3.1879 | 0.001061 |
46 | -0.391703 | -3.3237 | 7e-04 |
47 | -0.405656 | -3.4421 | 0.000482 |
48 | -0.417863 | -3.5457 | 0.000346 |
49 | -0.427364 | -3.6263 | 0.000267 |
50 | -0.433706 | -3.6801 | 0.000223 |
51 | -0.43622 | -3.7015 | 0.000208 |
52 | -0.435148 | -3.6924 | 0.000215 |
53 | -0.429631 | -3.6455 | 0.00025 |
54 | -0.420904 | -3.5715 | 0.000319 |
55 | -0.409304 | -3.4731 | 0.000437 |
56 | -0.397231 | -3.3706 | 0.000604 |
57 | -0.386094 | -3.2761 | 0.00081 |
58 | -0.37416 | -3.1749 | 0.001103 |
59 | -0.360445 | -3.0585 | 0.001561 |
60 | -0.344619 | -2.9242 | 0.002307 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.965509 | 8.1926 | 0 |
2 | -0.078288 | -0.6643 | 0.254313 |
3 | -0.045295 | -0.3843 | 0.350929 |
4 | -0.051885 | -0.4403 | 0.330536 |
5 | -0.054514 | -0.4626 | 0.322536 |
6 | -0.026038 | -0.2209 | 0.412883 |
7 | -0.031071 | -0.2636 | 0.396402 |
8 | -0.022854 | -0.1939 | 0.42339 |
9 | -0.006405 | -0.0543 | 0.478405 |
10 | -0.015508 | -0.1316 | 0.447838 |
11 | -0.014839 | -0.1259 | 0.450076 |
12 | -0.008794 | -0.0746 | 0.470363 |
13 | -0.02072 | -0.1758 | 0.430467 |
14 | -0.021872 | -0.1856 | 0.426644 |
15 | -0.025161 | -0.2135 | 0.415769 |
16 | -0.038289 | -0.3249 | 0.373102 |
17 | -0.059923 | -0.5085 | 0.30634 |
18 | -0.034921 | -0.2963 | 0.383921 |
19 | 0.00078 | 0.0066 | 0.497368 |
20 | 0.006306 | 0.0535 | 0.478736 |
21 | 0.025025 | 0.2123 | 0.416221 |
22 | 0.008283 | 0.0703 | 0.472083 |
23 | 0.012034 | 0.1021 | 0.459475 |
24 | 0.000115 | 0.001 | 0.499612 |
25 | -0.010872 | -0.0922 | 0.463379 |
26 | -0.025997 | -0.2206 | 0.413018 |
27 | -0.021625 | -0.1835 | 0.427461 |
28 | -0.038558 | -0.3272 | 0.372242 |
29 | -0.046768 | -0.3968 | 0.346329 |
30 | -0.034894 | -0.2961 | 0.384008 |
31 | -0.044091 | -0.3741 | 0.354705 |
32 | -0.029806 | -0.2529 | 0.400528 |
33 | -0.028671 | -0.2433 | 0.40424 |
34 | 0.006371 | 0.0541 | 0.47852 |
35 | -0.010981 | -0.0932 | 0.463013 |
36 | -0.018298 | -0.1553 | 0.438526 |
37 | -0.025131 | -0.2132 | 0.415869 |
38 | -0.024677 | -0.2094 | 0.417366 |
39 | -0.020302 | -0.1723 | 0.431856 |
40 | -0.004746 | -0.0403 | 0.483995 |
41 | -0.037898 | -0.3216 | 0.374354 |
42 | -0.031296 | -0.2656 | 0.395669 |
43 | -0.041264 | -0.3501 | 0.36363 |
44 | -0.026253 | -0.2228 | 0.412174 |
45 | -0.031124 | -0.2641 | 0.39623 |
46 | -0.018493 | -0.1569 | 0.437874 |
47 | -0.001931 | -0.0164 | 0.493487 |
48 | -0.011095 | -0.0941 | 0.462627 |
49 | -0.000521 | -0.0044 | 0.498243 |
50 | 0.001708 | 0.0145 | 0.494239 |
51 | 0.011161 | 0.0947 | 0.462405 |
52 | 0.011017 | 0.0935 | 0.462888 |
53 | 0.027669 | 0.2348 | 0.407523 |
54 | 0.013715 | 0.1164 | 0.45384 |
55 | 0.012983 | 0.1102 | 0.456294 |
56 | -0.019481 | -0.1653 | 0.434584 |
57 | -0.034531 | -0.293 | 0.385181 |
58 | -0.002217 | -0.0188 | 0.492522 |
59 | 0.014037 | 0.1191 | 0.45276 |
60 | 0.022669 | 0.1924 | 0.424004 |