Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.971129 | 7.5223 | 0 |
2 | 0.925615 | 7.1698 | 0 |
3 | 0.865176 | 6.7016 | 0 |
4 | 0.79317 | 6.1439 | 0 |
5 | 0.714767 | 5.5366 | 0 |
6 | 0.643624 | 4.9855 | 3e-06 |
7 | 0.574906 | 4.4532 | 1.9e-05 |
8 | 0.512256 | 3.9679 | 9.8e-05 |
9 | 0.454207 | 3.5183 | 0.000418 |
10 | 0.400433 | 3.1017 | 0.001465 |
11 | 0.349559 | 2.7077 | 0.004407 |
12 | 0.299252 | 2.318 | 0.011938 |
13 | 0.253482 | 1.9635 | 0.027116 |
14 | 0.210015 | 1.6268 | 0.054514 |
15 | 0.169076 | 1.3097 | 0.097653 |
16 | 0.125659 | 0.9734 | 0.167143 |
17 | 0.080959 | 0.6271 | 0.266483 |
18 | 0.034596 | 0.268 | 0.394818 |
19 | -0.00749 | -0.058 | 0.476965 |
20 | -0.052275 | -0.4049 | 0.343488 |
21 | -0.097107 | -0.7522 | 0.227439 |
22 | -0.135588 | -1.0503 | 0.148905 |
23 | -0.168188 | -1.3028 | 0.098814 |
24 | -0.200163 | -1.5505 | 0.063145 |
25 | -0.226916 | -1.7577 | 0.041951 |
26 | -0.249729 | -1.9344 | 0.028892 |
27 | -0.277451 | -2.1491 | 0.017834 |
28 | -0.303031 | -2.3473 | 0.011115 |
29 | -0.322396 | -2.4973 | 0.007638 |
30 | -0.336355 | -2.6054 | 0.005777 |
31 | -0.348764 | -2.7015 | 0.00448 |
32 | -0.35791 | -2.7724 | 0.003701 |
33 | -0.362022 | -2.8042 | 0.003393 |
34 | -0.365539 | -2.8315 | 0.003149 |
35 | -0.370172 | -2.8673 | 0.002852 |
36 | -0.374329 | -2.8995 | 0.002607 |
37 | -0.378382 | -2.9309 | 0.002388 |
38 | -0.381544 | -2.9554 | 0.002229 |
39 | -0.380831 | -2.9499 | 0.002264 |
40 | -0.37555 | -2.909 | 0.002539 |
41 | -0.366918 | -2.8421 | 0.003057 |
42 | -0.354443 | -2.7455 | 0.003981 |
43 | -0.335535 | -2.599 | 0.005874 |
44 | -0.311444 | -2.4124 | 0.00946 |
45 | -0.279905 | -2.1681 | 0.017063 |
46 | -0.243485 | -1.886 | 0.032067 |
47 | -0.206878 | -1.6025 | 0.057152 |
48 | -0.169648 | -1.3141 | 0.096909 |
49 | -0.131444 | -1.0182 | 0.156345 |
50 | -0.098238 | -0.7609 | 0.224834 |
51 | -0.073447 | -0.5689 | 0.285768 |
52 | -0.052949 | -0.4101 | 0.34158 |
53 | -0.044015 | -0.3409 | 0.36717 |
54 | -0.038577 | -0.2988 | 0.383056 |
55 | -0.033366 | -0.2585 | 0.398471 |
56 | -0.025583 | -0.1982 | 0.421793 |
57 | -0.01997 | -0.1547 | 0.438795 |
58 | -0.013332 | -0.1033 | 0.459046 |
59 | -0.006973 | -0.054 | 0.478552 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.971129 | 7.5223 | 0 |
2 | -0.307092 | -2.3787 | 0.010286 |
3 | -0.223747 | -1.7331 | 0.044104 |
4 | -0.141938 | -1.0994 | 0.137983 |
5 | -0.049087 | -0.3802 | 0.35256 |
6 | 0.194356 | 1.5055 | 0.068724 |
7 | -0.02606 | -0.2019 | 0.420355 |
8 | 0.005806 | 0.045 | 0.482139 |
9 | -0.058885 | -0.4561 | 0.324975 |
10 | -0.045919 | -0.3557 | 0.361662 |
11 | -0.003139 | -0.0243 | 0.490341 |
12 | -0.071814 | -0.5563 | 0.290047 |
13 | 0.065603 | 0.5082 | 0.306603 |
14 | -0.023505 | -0.1821 | 0.428072 |
15 | -0.015278 | -0.1183 | 0.453094 |
16 | -0.133026 | -1.0304 | 0.153475 |
17 | -0.092146 | -0.7138 | 0.239072 |
18 | -0.018906 | -0.1464 | 0.44203 |
19 | 0.097945 | 0.7587 | 0.225507 |
20 | -0.086147 | -0.6673 | 0.253571 |
21 | -0.087684 | -0.6792 | 0.249812 |
22 | 0.065899 | 0.5105 | 0.305803 |
23 | 0.022177 | 0.1718 | 0.432094 |
24 | -0.077778 | -0.6025 | 0.274568 |
25 | -0.026155 | -0.2026 | 0.420067 |
26 | -0.023972 | -0.1857 | 0.426658 |
27 | -0.158487 | -1.2276 | 0.11219 |
28 | 0.035373 | 0.274 | 0.392514 |
29 | 0.097703 | 0.7568 | 0.226065 |
30 | 0.052999 | 0.4105 | 0.341439 |
31 | -0.063025 | -0.4882 | 0.313597 |
32 | -0.112423 | -0.8708 | 0.19366 |
33 | 0.020808 | 0.1612 | 0.436246 |
34 | -0.062105 | -0.4811 | 0.316111 |
35 | -0.018914 | -0.1465 | 0.442005 |
36 | -0.003356 | -0.026 | 0.489672 |
37 | -0.015013 | -0.1163 | 0.453904 |
38 | -0.007064 | -0.0547 | 0.478273 |
39 | -0.004334 | -0.0336 | 0.486665 |
40 | 0.040155 | 0.311 | 0.378424 |
41 | -0.026861 | -0.2081 | 0.417941 |
42 | 0.000714 | 0.0055 | 0.497804 |
43 | 0.099312 | 0.7693 | 0.222377 |
44 | 0.031971 | 0.2476 | 0.402626 |
45 | 0.035396 | 0.2742 | 0.392445 |
46 | 0.028716 | 0.2224 | 0.412366 |
47 | -0.046674 | -0.3615 | 0.359485 |
48 | -0.054424 | -0.4216 | 0.337425 |
49 | -0.009871 | -0.0765 | 0.469652 |
50 | -0.011233 | -0.087 | 0.465477 |
51 | -0.073251 | -0.5674 | 0.286279 |
52 | 0.000483 | 0.0037 | 0.498514 |
53 | -0.144484 | -1.1192 | 0.133764 |
54 | 0.078731 | 0.6098 | 0.272133 |
55 | 0.060658 | 0.4699 | 0.32008 |
56 | 0.029634 | 0.2295 | 0.409615 |
57 | -0.059094 | -0.4577 | 0.324395 |
58 | -0.078341 | -0.6068 | 0.273128 |
59 | -0.064822 | -0.5021 | 0.308714 |
60 | NA | NA | NA |