Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.927656 | 10.0769 | 0 |
2 | 0.881093 | 9.5711 | 0 |
3 | 0.853423 | 9.2705 | 0 |
4 | 0.807836 | 8.7753 | 0 |
5 | 0.796502 | 8.6522 | 0 |
6 | 0.774416 | 8.4123 | 0 |
7 | 0.749256 | 8.139 | 0 |
8 | 0.74445 | 8.0868 | 0 |
9 | 0.711673 | 7.7308 | 0 |
10 | 0.68121 | 7.3998 | 0 |
11 | 0.683985 | 7.43 | 0 |
12 | 0.668497 | 7.2617 | 0 |
13 | 0.628434 | 6.8265 | 0 |
14 | 0.599425 | 6.5114 | 0 |
15 | 0.550381 | 5.9787 | 0 |
16 | 0.519451 | 5.6427 | 0 |
17 | 0.505351 | 5.4895 | 0 |
18 | 0.483207 | 5.249 | 0 |
19 | 0.477599 | 5.1881 | 0 |
20 | 0.464527 | 5.0461 | 1e-06 |
21 | 0.434123 | 4.7158 | 3e-06 |
22 | 0.428087 | 4.6502 | 4e-06 |
23 | 0.411517 | 4.4702 | 9e-06 |
24 | 0.393606 | 4.2757 | 1.9e-05 |
25 | 0.376862 | 4.0938 | 3.9e-05 |
26 | 0.343066 | 3.7267 | 0.00015 |
27 | 0.307159 | 3.3366 | 0.000567 |
28 | 0.286313 | 3.1102 | 0.001172 |
29 | 0.260898 | 2.8341 | 0.002704 |
30 | 0.244967 | 2.661 | 0.004438 |
31 | 0.23334 | 2.5347 | 0.006281 |
32 | 0.210258 | 2.284 | 0.01208 |
33 | 0.196249 | 2.1318 | 0.017548 |
34 | 0.185795 | 2.0183 | 0.022917 |
35 | 0.172706 | 1.8761 | 0.031558 |
36 | 0.168377 | 1.829 | 0.034959 |
37 | 0.152982 | 1.6618 | 0.049603 |
38 | 0.123035 | 1.3365 | 0.091978 |
39 | 0.105298 | 1.1438 | 0.127505 |
40 | 0.062516 | 0.6791 | 0.249203 |
41 | 0.035882 | 0.3898 | 0.348703 |
42 | 0.01707 | 0.1854 | 0.426608 |
43 | -0.012611 | -0.137 | 0.445634 |
44 | -0.031493 | -0.3421 | 0.366443 |
45 | -0.048345 | -0.5252 | 0.30023 |
46 | -0.062489 | -0.6788 | 0.249296 |
47 | -0.072099 | -0.7832 | 0.217541 |
48 | -0.094604 | -1.0277 | 0.153106 |
49 | -0.12451 | -1.3525 | 0.089397 |
50 | -0.144531 | -1.57 | 0.059546 |
51 | -0.167827 | -1.8231 | 0.035412 |
52 | -0.193051 | -2.0971 | 0.019061 |
53 | -0.212538 | -2.3088 | 0.011349 |
54 | -0.237937 | -2.5847 | 0.005483 |
55 | -0.245773 | -2.6698 | 0.00433 |
56 | -0.263124 | -2.8583 | 0.002519 |
57 | -0.270438 | -2.9377 | 0.001989 |
58 | -0.272326 | -2.9582 | 0.00187 |
59 | -0.277784 | -3.0175 | 0.001561 |
60 | -0.284002 | -3.0851 | 0.001268 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.927656 | 10.0769 | 0 |
2 | 0.147346 | 1.6006 | 0.056071 |
3 | 0.145266 | 1.578 | 0.058622 |
4 | -0.091894 | -0.9982 | 0.160107 |
5 | 0.21708 | 2.3581 | 0.010007 |
6 | -0.033553 | -0.3645 | 0.358077 |
7 | 0.031706 | 0.3444 | 0.365573 |
8 | 0.091813 | 0.9973 | 0.160319 |
9 | -0.11603 | -1.2604 | 0.105005 |
10 | -0.032385 | -0.3518 | 0.36281 |
11 | 0.188027 | 2.0425 | 0.021665 |
12 | -0.006822 | -0.0741 | 0.470525 |
13 | -0.245318 | -2.6648 | 0.004391 |
14 | -0.024909 | -0.2706 | 0.393592 |
15 | -0.123749 | -1.3443 | 0.090722 |
16 | 0.031462 | 0.3418 | 0.366569 |
17 | 0.065276 | 0.7091 | 0.239837 |
18 | 0.065421 | 0.7107 | 0.239349 |
19 | -0.004895 | -0.0532 | 0.478841 |
20 | -0.017456 | -0.1896 | 0.424968 |
21 | -0.002401 | -0.0261 | 0.489618 |
22 | 0.100152 | 1.0879 | 0.139421 |
23 | -0.059625 | -0.6477 | 0.259221 |
24 | 0.010071 | 0.1094 | 0.456537 |
25 | -0.077704 | -0.8441 | 0.200165 |
26 | -0.064687 | -0.7027 | 0.241818 |
27 | -0.065825 | -0.715 | 0.237996 |
28 | 0.050916 | 0.5531 | 0.290626 |
29 | -0.030751 | -0.334 | 0.369471 |
30 | -0.045694 | -0.4964 | 0.310279 |
31 | -0.025587 | -0.278 | 0.390768 |
32 | 0.001948 | 0.0212 | 0.491577 |
33 | 0.037362 | 0.4059 | 0.342792 |
34 | 0.045642 | 0.4958 | 0.310479 |
35 | 0.065476 | 0.7113 | 0.239166 |
36 | -0.029606 | -0.3216 | 0.374162 |
37 | -0.025206 | -0.2738 | 0.392356 |
38 | -0.080515 | -0.8746 | 0.191779 |
39 | 0.058311 | 0.6334 | 0.263843 |
40 | -0.24229 | -2.6319 | 0.004812 |
41 | 0.038259 | 0.4156 | 0.33923 |
42 | -0.122304 | -1.3286 | 0.093278 |
43 | -0.014721 | -0.1599 | 0.436611 |
44 | -0.071922 | -0.7813 | 0.218103 |
45 | 0.101489 | 1.1025 | 0.136254 |
46 | 0.026982 | 0.2931 | 0.384982 |
47 | -0.037626 | -0.4087 | 0.341741 |
48 | -0.073236 | -0.7955 | 0.213947 |
49 | -0.040345 | -0.4383 | 0.331 |
50 | 0.02885 | 0.3134 | 0.377268 |
51 | 0.034269 | 0.3723 | 0.355186 |
52 | 0.066671 | 0.7242 | 0.235178 |
53 | -0.143378 | -1.5575 | 0.061017 |
54 | -0.048456 | -0.5264 | 0.299811 |
55 | 0.072141 | 0.7837 | 0.217406 |
56 | -0.048183 | -0.5234 | 0.30084 |
57 | 0.070946 | 0.7707 | 0.221221 |
58 | -0.06599 | -0.7168 | 0.237446 |
59 | -0.014277 | -0.1551 | 0.438507 |
60 | 0.005058 | 0.0549 | 0.478137 |