Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956646 | 7.4102 | 0 |
2 | 0.905267 | 7.0122 | 0 |
3 | 0.845884 | 6.5522 | 0 |
4 | 0.781973 | 6.0571 | 0 |
5 | 0.716638 | 5.5511 | 0 |
6 | 0.656902 | 5.0883 | 2e-06 |
7 | 0.599922 | 4.647 | 9e-06 |
8 | 0.543316 | 4.2085 | 4.4e-05 |
9 | 0.487909 | 3.7793 | 0.000182 |
10 | 0.431233 | 3.3403 | 0.000722 |
11 | 0.371019 | 2.8739 | 0.0028 |
12 | 0.306459 | 2.3738 | 0.010412 |
13 | 0.23997 | 1.8588 | 0.033981 |
14 | 0.172127 | 1.3333 | 0.093738 |
15 | 0.107782 | 0.8349 | 0.20355 |
16 | 0.049698 | 0.385 | 0.350815 |
17 | 0.005875 | 0.0455 | 0.481926 |
18 | -0.031998 | -0.2479 | 0.402546 |
19 | -0.062531 | -0.4844 | 0.314945 |
20 | -0.089152 | -0.6906 | 0.246249 |
21 | -0.11465 | -0.8881 | 0.189024 |
22 | -0.138269 | -1.071 | 0.144223 |
23 | -0.159152 | -1.2328 | 0.111233 |
24 | -0.176745 | -1.3691 | 0.088041 |
25 | -0.191587 | -1.484 | 0.071519 |
26 | -0.20507 | -1.5885 | 0.058719 |
27 | -0.217061 | -1.6813 | 0.048947 |
28 | -0.227567 | -1.7627 | 0.041519 |
29 | -0.236829 | -1.8345 | 0.035772 |
30 | -0.245364 | -1.9006 | 0.031082 |
31 | -0.25501 | -1.9753 | 0.02642 |
32 | -0.263291 | -2.0394 | 0.022908 |
33 | -0.270796 | -2.0976 | 0.020082 |
34 | -0.277711 | -2.1511 | 0.017751 |
35 | -0.283898 | -2.1991 | 0.01587 |
36 | -0.289682 | -2.2439 | 0.014272 |
37 | -0.29447 | -2.281 | 0.013058 |
38 | -0.297234 | -2.3024 | 0.0124 |
39 | -0.299103 | -2.3168 | 0.011972 |
40 | -0.29956 | -2.3204 | 0.011869 |
41 | -0.300368 | -2.3266 | 0.011689 |
42 | -0.299471 | -2.3197 | 0.011889 |
43 | -0.29613 | -2.2938 | 0.012659 |
44 | -0.290847 | -2.2529 | 0.013968 |
45 | -0.280262 | -2.1709 | 0.016953 |
46 | -0.26674 | -2.0662 | 0.021569 |
47 | -0.252099 | -1.9528 | 0.027759 |
48 | -0.238466 | -1.8472 | 0.034829 |
49 | -0.224713 | -1.7406 | 0.043438 |
50 | -0.211363 | -1.6372 | 0.053411 |
51 | -0.198104 | -1.5345 | 0.065081 |
52 | -0.183481 | -1.4212 | 0.080213 |
53 | -0.166518 | -1.2898 | 0.101028 |
54 | -0.148602 | -1.1511 | 0.127136 |
55 | -0.128524 | -0.9955 | 0.161735 |
56 | -0.104679 | -0.8108 | 0.210332 |
57 | -0.079812 | -0.6182 | 0.269385 |
58 | -0.053936 | -0.4178 | 0.338798 |
59 | -0.027776 | -0.2152 | 0.415189 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956646 | 7.4102 | 0 |
2 | -0.116769 | -0.9045 | 0.184678 |
3 | -0.114184 | -0.8845 | 0.189988 |
4 | -0.071972 | -0.5575 | 0.289632 |
5 | -0.038772 | -0.3003 | 0.382484 |
6 | 0.038823 | 0.3007 | 0.382334 |
7 | -0.009506 | -0.0736 | 0.470774 |
8 | -0.046356 | -0.3591 | 0.3604 |
9 | -0.033214 | -0.2573 | 0.398924 |
10 | -0.058479 | -0.453 | 0.326099 |
11 | -0.07792 | -0.6036 | 0.274203 |
12 | -0.086007 | -0.6662 | 0.253915 |
13 | -0.059087 | -0.4577 | 0.324416 |
14 | -0.05572 | -0.4316 | 0.333788 |
15 | -0.006661 | -0.0516 | 0.479512 |
16 | 0.01268 | 0.0982 | 0.461042 |
17 | 0.100042 | 0.7749 | 0.220714 |
18 | -0.011397 | -0.0883 | 0.464975 |
19 | 0.005948 | 0.0461 | 0.481701 |
20 | -0.020356 | -0.1577 | 0.437619 |
21 | -0.036938 | -0.2861 | 0.387887 |
22 | -0.003088 | -0.0239 | 0.4905 |
23 | 0.004619 | 0.0358 | 0.485789 |
24 | 0.00739 | 0.0572 | 0.47727 |
25 | -0.005097 | -0.0395 | 0.484319 |
26 | -0.039132 | -0.3031 | 0.381427 |
27 | -0.040221 | -0.3116 | 0.378231 |
28 | -0.038861 | -0.301 | 0.382221 |
29 | -0.034265 | -0.2654 | 0.395799 |
30 | -0.03568 | -0.2764 | 0.391606 |
31 | -0.045951 | -0.3559 | 0.361568 |
32 | -0.00634 | -0.0491 | 0.480498 |
33 | -0.002577 | -0.02 | 0.492071 |
34 | -0.018915 | -0.1465 | 0.442004 |
35 | -0.017811 | -0.138 | 0.445366 |
36 | -0.031094 | -0.2409 | 0.405244 |
37 | -0.020202 | -0.1565 | 0.438088 |
38 | 0.002626 | 0.0203 | 0.49192 |
39 | -0.010191 | -0.0789 | 0.46867 |
40 | -0.000389 | -0.003 | 0.498804 |
41 | -0.02587 | -0.2004 | 0.420926 |
42 | -0.006123 | -0.0474 | 0.481163 |
43 | 0.003402 | 0.0264 | 0.489532 |
44 | -0.007727 | -0.0599 | 0.476236 |
45 | 0.034327 | 0.2659 | 0.395615 |
46 | 0.003133 | 0.0243 | 0.49036 |
47 | -0.019457 | -0.1507 | 0.440353 |
48 | -0.033173 | -0.257 | 0.399046 |
49 | -0.016585 | -0.1285 | 0.449105 |
50 | -0.012806 | -0.0992 | 0.460656 |
51 | -0.008204 | -0.0635 | 0.474771 |
52 | 0.002854 | 0.0221 | 0.491218 |
53 | 0.013719 | 0.1063 | 0.457861 |
54 | -0.001515 | -0.0117 | 0.495338 |
55 | 0.01057 | 0.0819 | 0.46751 |
56 | 0.035854 | 0.2777 | 0.39109 |
57 | 0.001926 | 0.0149 | 0.494072 |
58 | 0.013596 | 0.1053 | 0.458238 |
59 | 0.014247 | 0.1104 | 0.456248 |
60 | NA | NA | NA |