Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.975076 | 8.9367 | 0 |
2 | 0.939644 | 8.612 | 0 |
3 | 0.90207 | 8.2676 | 0 |
4 | 0.865179 | 7.9295 | 0 |
5 | 0.828713 | 7.5953 | 0 |
6 | 0.788696 | 7.2285 | 0 |
7 | 0.74427 | 6.8213 | 0 |
8 | 0.697793 | 6.3954 | 0 |
9 | 0.650694 | 5.9637 | 0 |
10 | 0.605451 | 5.549 | 0 |
11 | 0.556033 | 5.0961 | 1e-06 |
12 | 0.503672 | 4.6162 | 7e-06 |
13 | 0.448741 | 4.1128 | 4.5e-05 |
14 | 0.391895 | 3.5918 | 0.000276 |
15 | 0.34043 | 3.1201 | 0.001239 |
16 | 0.28499 | 2.612 | 0.005331 |
17 | 0.231878 | 2.1252 | 0.018254 |
18 | 0.180508 | 1.6544 | 0.050891 |
19 | 0.137453 | 1.2598 | 0.105619 |
20 | 0.100929 | 0.925 | 0.1788 |
21 | 0.066066 | 0.6055 | 0.273239 |
22 | 0.030474 | 0.2793 | 0.39035 |
23 | -0.002322 | -0.0213 | 0.491538 |
24 | -0.028308 | -0.2594 | 0.397964 |
25 | -0.046281 | -0.4242 | 0.336263 |
26 | -0.0604 | -0.5536 | 0.290671 |
27 | -0.073379 | -0.6725 | 0.251546 |
28 | -0.091951 | -0.8427 | 0.200883 |
29 | -0.112807 | -1.0339 | 0.152078 |
30 | -0.131893 | -1.2088 | 0.115063 |
31 | -0.150475 | -1.3791 | 0.085759 |
32 | -0.166039 | -1.5218 | 0.065911 |
33 | -0.184139 | -1.6877 | 0.047593 |
34 | -0.200865 | -1.841 | 0.034579 |
35 | -0.219037 | -2.0075 | 0.023955 |
36 | -0.234434 | -2.1486 | 0.017272 |
37 | -0.252728 | -2.3163 | 0.011489 |
38 | -0.275861 | -2.5283 | 0.006666 |
39 | -0.290202 | -2.6597 | 0.004682 |
40 | -0.299115 | -2.7414 | 0.003736 |
41 | -0.308212 | -2.8248 | 0.002954 |
42 | -0.318842 | -2.9222 | 0.002232 |
43 | -0.332471 | -3.0471 | 0.001544 |
44 | -0.347161 | -3.1818 | 0.001026 |
45 | -0.36109 | -3.3094 | 0.000689 |
46 | -0.371171 | -3.4018 | 0.000514 |
47 | -0.3715 | -3.4049 | 0.000509 |
48 | -0.375255 | -3.4393 | 0.000455 |
49 | -0.378782 | -3.4716 | 0.00041 |
50 | -0.382214 | -3.503 | 0.00037 |
51 | -0.381149 | -3.4933 | 0.000382 |
52 | -0.37589 | -3.4451 | 0.000447 |
53 | -0.368625 | -3.3785 | 0.000553 |
54 | -0.359513 | -3.295 | 0.000721 |
55 | -0.346748 | -3.178 | 0.001038 |
56 | -0.328849 | -3.0139 | 0.001704 |
57 | -0.306523 | -2.8093 | 0.003087 |
58 | -0.288004 | -2.6396 | 0.004946 |
59 | -0.268306 | -2.4591 | 0.007991 |
60 | -0.248885 | -2.2811 | 0.012538 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.975076 | 8.9367 | 0 |
2 | -0.226075 | -2.072 | 0.020666 |
3 | -0.018178 | -0.1666 | 0.434043 |
4 | 0.003889 | 0.0356 | 0.485826 |
5 | -0.018638 | -0.1708 | 0.432389 |
6 | -0.099207 | -0.9092 | 0.18291 |
7 | -0.085794 | -0.7863 | 0.216946 |
8 | -0.034577 | -0.3169 | 0.376053 |
9 | -0.030778 | -0.2821 | 0.389286 |
10 | 0.009611 | 0.0881 | 0.465007 |
11 | -0.134092 | -1.229 | 0.111257 |
12 | -0.052155 | -0.478 | 0.316944 |
13 | -0.062897 | -0.5765 | 0.282923 |
14 | -0.063809 | -0.5848 | 0.280117 |
15 | 0.080439 | 0.7372 | 0.231518 |
16 | -0.175702 | -1.6103 | 0.055539 |
17 | 0.062798 | 0.5756 | 0.283229 |
18 | -0.018452 | -0.1691 | 0.433057 |
19 | 0.148011 | 1.3565 | 0.089281 |
20 | 0.015537 | 0.1424 | 0.443552 |
21 | -0.035827 | -0.3284 | 0.371728 |
22 | -0.039107 | -0.3584 | 0.360464 |
23 | 0.041512 | 0.3805 | 0.35228 |
24 | 0.112727 | 1.0332 | 0.152247 |
25 | 0.02416 | 0.2214 | 0.412646 |
26 | 0.016583 | 0.152 | 0.439783 |
27 | -0.038107 | -0.3493 | 0.363886 |
28 | -0.143967 | -1.3195 | 0.095297 |
29 | -0.038979 | -0.3572 | 0.360902 |
30 | -0.079312 | -0.7269 | 0.234652 |
31 | -0.048835 | -0.4476 | 0.327804 |
32 | -0.024652 | -0.2259 | 0.4109 |
33 | -0.075372 | -0.6908 | 0.2458 |
34 | 0.002983 | 0.0273 | 0.489127 |
35 | -0.110977 | -1.0171 | 0.156009 |
36 | 0.032605 | 0.2988 | 0.382902 |
37 | -0.141894 | -1.3005 | 0.098497 |
38 | -0.075091 | -0.6882 | 0.246606 |
39 | 0.243372 | 2.2305 | 0.014189 |
40 | 0.007903 | 0.0724 | 0.471214 |
41 | -0.003909 | -0.0358 | 0.485753 |
42 | -0.065317 | -0.5986 | 0.275513 |
43 | 0.05056 | 0.4634 | 0.322141 |
44 | -0.027997 | -0.2566 | 0.399057 |
45 | -0.031643 | -0.29 | 0.38626 |
46 | 0.034843 | 0.3193 | 0.375132 |
47 | 0.129945 | 1.191 | 0.118511 |
48 | -0.087486 | -0.8018 | 0.212459 |
49 | -0.030351 | -0.2782 | 0.390783 |
50 | -0.001915 | -0.0176 | 0.493018 |
51 | -0.031969 | -0.293 | 0.385121 |
52 | -0.060226 | -0.552 | 0.291213 |
53 | 0.016551 | 0.1517 | 0.439896 |
54 | -0.025279 | -0.2317 | 0.408673 |
55 | 0.082201 | 0.7534 | 0.226664 |
56 | 0.057363 | 0.5257 | 0.300228 |
57 | 0.037422 | 0.343 | 0.366235 |
58 | -0.107683 | -0.9869 | 0.163256 |
59 | 0.04079 | 0.3738 | 0.35473 |
60 | -0.061339 | -0.5622 | 0.287745 |