Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947211 | 7.3371 | 0 |
2 | 0.889916 | 6.8933 | 0 |
3 | 0.832021 | 6.4448 | 0 |
4 | 0.773224 | 5.9894 | 0 |
5 | 0.717526 | 5.5579 | 0 |
6 | 0.658223 | 5.0986 | 2e-06 |
7 | 0.598225 | 4.6338 | 1e-05 |
8 | 0.548961 | 4.2522 | 3.8e-05 |
9 | 0.496392 | 3.845 | 0.000147 |
10 | 0.447223 | 3.4642 | 0.000494 |
11 | 0.397753 | 3.081 | 0.001556 |
12 | 0.348679 | 2.7009 | 0.004488 |
13 | 0.300601 | 2.3284 | 0.011638 |
14 | 0.251923 | 1.9514 | 0.027842 |
15 | 0.20024 | 1.5511 | 0.063074 |
16 | 0.152257 | 1.1794 | 0.121451 |
17 | 0.104275 | 0.8077 | 0.211225 |
18 | 0.059992 | 0.4647 | 0.321916 |
19 | 0.019108 | 0.148 | 0.441415 |
20 | -0.024479 | -0.1896 | 0.425127 |
21 | -0.068066 | -0.5272 | 0.299988 |
22 | -0.111653 | -0.8649 | 0.195281 |
23 | -0.15154 | -1.1738 | 0.122553 |
24 | -0.158128 | -1.2249 | 0.112708 |
25 | -0.164717 | -1.2759 | 0.103455 |
26 | -0.171306 | -1.3269 | 0.09478 |
27 | -0.177894 | -1.378 | 0.086666 |
28 | -0.184483 | -1.429 | 0.079095 |
29 | -0.191072 | -1.48 | 0.072048 |
30 | -0.19766 | -1.5311 | 0.065504 |
31 | -0.215063 | -1.6659 | 0.050476 |
32 | -0.236371 | -1.8309 | 0.036039 |
33 | -0.257979 | -1.9983 | 0.025111 |
34 | -0.279588 | -2.1657 | 0.017161 |
35 | -0.301196 | -2.3331 | 0.011508 |
36 | -0.324006 | -2.5097 | 0.007399 |
37 | -0.348318 | -2.6981 | 0.004522 |
38 | -0.346751 | -2.6859 | 0.004671 |
39 | -0.343476 | -2.6606 | 0.004996 |
40 | -0.340503 | -2.6375 | 0.00531 |
41 | -0.337529 | -2.6145 | 0.005641 |
42 | -0.335757 | -2.6008 | 0.005848 |
43 | -0.332578 | -2.5761 | 0.006235 |
44 | -0.32679 | -2.5313 | 0.007001 |
45 | -0.322204 | -2.4958 | 0.007667 |
46 | -0.31501 | -2.4401 | 0.008828 |
47 | -0.307816 | -2.3843 | 0.010145 |
48 | -0.300621 | -2.3286 | 0.011634 |
49 | -0.290518 | -2.2503 | 0.014053 |
50 | -0.278708 | -2.1589 | 0.017435 |
51 | -0.267198 | -2.0697 | 0.021397 |
52 | -0.252779 | -1.958 | 0.027441 |
53 | -0.23836 | -1.8463 | 0.034889 |
54 | -0.209142 | -1.62 | 0.055237 |
55 | -0.176225 | -1.365 | 0.08867 |
56 | -0.143307 | -1.11 | 0.135704 |
57 | -0.10748 | -0.8325 | 0.204204 |
58 | -0.071653 | -0.555 | 0.290471 |
59 | -0.035827 | -0.2775 | 0.39117 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947211 | 7.3371 | 0 |
2 | -0.070945 | -0.5495 | 0.292337 |
3 | -0.03442 | -0.2666 | 0.395341 |
4 | -0.040033 | -0.3101 | 0.378781 |
5 | -0.002078 | -0.0161 | 0.493606 |
6 | -0.070172 | -0.5436 | 0.294382 |
7 | -0.039873 | -0.3089 | 0.379251 |
8 | 0.068544 | 0.5309 | 0.29871 |
9 | -0.072054 | -0.5581 | 0.289417 |
10 | -0.001621 | -0.0126 | 0.495012 |
11 | -0.040693 | -0.3152 | 0.376849 |
12 | -0.024561 | -0.1902 | 0.424879 |
13 | -0.037411 | -0.2898 | 0.38649 |
14 | -0.041371 | -0.3205 | 0.374866 |
15 | -0.0604 | -0.4679 | 0.32079 |
16 | -0.01095 | -0.0848 | 0.466344 |
17 | -0.037162 | -0.2879 | 0.387226 |
18 | -0.010848 | -0.084 | 0.466656 |
19 | -0.01062 | -0.0823 | 0.467356 |
20 | -0.06868 | -0.532 | 0.298347 |
21 | -0.046728 | -0.362 | 0.359329 |
22 | -0.052043 | -0.4031 | 0.344145 |
23 | -0.004943 | -0.0383 | 0.484793 |
24 | 0.277356 | 2.1484 | 0.017864 |
25 | -0.04622 | -0.358 | 0.360792 |
26 | -0.027012 | -0.2092 | 0.417486 |
27 | -0.037089 | -0.2873 | 0.387439 |
28 | -0.010218 | -0.0791 | 0.468589 |
29 | -0.054265 | -0.4203 | 0.337872 |
30 | -0.025111 | -0.1945 | 0.423217 |
31 | -0.08186 | -0.6341 | 0.264219 |
32 | -0.095676 | -0.7411 | 0.230761 |
33 | -0.020671 | -0.1601 | 0.436664 |
34 | -0.042725 | -0.3309 | 0.370918 |
35 | -0.0387 | -0.2998 | 0.382696 |
36 | -0.059292 | -0.4593 | 0.32385 |
37 | -0.067794 | -0.5251 | 0.300714 |
38 | 0.207935 | 1.6107 | 0.056252 |
39 | -0.018454 | -0.1429 | 0.443408 |
40 | -0.028255 | -0.2189 | 0.41375 |
41 | -0.018945 | -0.1467 | 0.441913 |
42 | -0.01657 | -0.1284 | 0.44915 |
43 | -0.053918 | -0.4176 | 0.338849 |
44 | -0.012278 | -0.0951 | 0.462274 |
45 | -0.00112 | -0.0087 | 0.496555 |
46 | -0.007327 | -0.0568 | 0.477465 |
47 | 0.08917 | 0.6907 | 0.246207 |
48 | -0.047973 | -0.3716 | 0.35575 |
49 | 0.004959 | 0.0384 | 0.484744 |
50 | -0.008059 | -0.0624 | 0.475216 |
51 | -0.0263 | -0.2037 | 0.419633 |
52 | 0.00303 | 0.0235 | 0.490675 |
53 | -0.009186 | -0.0712 | 0.471755 |
54 | 0.116429 | 0.9019 | 0.185369 |
55 | -0.00523 | -0.0405 | 0.48391 |
56 | 0.018952 | 0.1468 | 0.441892 |
57 | 0.006493 | 0.0503 | 0.480026 |
58 | -0.00315 | -0.0244 | 0.490308 |
59 | -0.020626 | -0.1598 | 0.4368 |
60 | NA | NA | NA |