Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.96631 | 7.485 | 0 |
2 | 0.921266 | 7.1361 | 0 |
3 | 0.872315 | 6.7569 | 0 |
4 | 0.810665 | 6.2794 | 0 |
5 | 0.734047 | 5.6859 | 0 |
6 | 0.644415 | 4.9916 | 3e-06 |
7 | 0.556628 | 4.3116 | 3.1e-05 |
8 | 0.46744 | 3.6208 | 0.000303 |
9 | 0.368549 | 2.8548 | 0.002953 |
10 | 0.271256 | 2.1011 | 0.019919 |
11 | 0.182973 | 1.4173 | 0.080783 |
12 | 0.088733 | 0.6873 | 0.247264 |
13 | -0.000823 | -0.0064 | 0.497467 |
14 | -0.08328 | -0.6451 | 0.260666 |
15 | -0.151082 | -1.1703 | 0.123258 |
16 | -0.213683 | -1.6552 | 0.051555 |
17 | -0.278821 | -2.1597 | 0.0174 |
18 | -0.329669 | -2.5536 | 0.00661 |
19 | -0.368964 | -2.858 | 0.002926 |
20 | -0.406549 | -3.1491 | 0.001276 |
21 | -0.442063 | -3.4242 | 0.000559 |
22 | -0.467907 | -3.6244 | 0.000299 |
23 | -0.48155 | -3.7301 | 0.000213 |
24 | -0.481777 | -3.7318 | 0.000212 |
25 | -0.476089 | -3.6878 | 0.000244 |
26 | -0.458987 | -3.5553 | 0.000372 |
27 | -0.438772 | -3.3987 | 0.000604 |
28 | -0.420719 | -3.2589 | 0.000922 |
29 | -0.395258 | -3.0617 | 0.001646 |
30 | -0.36593 | -2.8345 | 0.003123 |
31 | -0.334039 | -2.5875 | 0.006055 |
32 | -0.301343 | -2.3342 | 0.011476 |
33 | -0.276211 | -2.1395 | 0.018236 |
34 | -0.245317 | -1.9002 | 0.031106 |
35 | -0.210274 | -1.6288 | 0.0543 |
36 | -0.176651 | -1.3683 | 0.088155 |
37 | -0.142861 | -1.1066 | 0.136443 |
38 | -0.112768 | -0.8735 | 0.192938 |
39 | -0.085969 | -0.6659 | 0.25401 |
40 | -0.059507 | -0.4609 | 0.323254 |
41 | -0.032503 | -0.2518 | 0.401041 |
42 | -0.00938 | -0.0727 | 0.47116 |
43 | 0.014838 | 0.1149 | 0.45444 |
44 | 0.035286 | 0.2733 | 0.392771 |
45 | 0.056739 | 0.4395 | 0.330939 |
46 | 0.075097 | 0.5817 | 0.281475 |
47 | 0.08238 | 0.6381 | 0.262914 |
48 | 0.084379 | 0.6536 | 0.257934 |
49 | 0.082045 | 0.6355 | 0.263754 |
50 | 0.078273 | 0.6063 | 0.273301 |
51 | 0.072338 | 0.5603 | 0.288672 |
52 | 0.064046 | 0.4961 | 0.310818 |
53 | 0.055665 | 0.4312 | 0.333943 |
54 | 0.047747 | 0.3698 | 0.356401 |
55 | 0.038127 | 0.2953 | 0.384382 |
56 | 0.029439 | 0.228 | 0.410197 |
57 | 0.022391 | 0.1734 | 0.431446 |
58 | 0.016337 | 0.1265 | 0.449863 |
59 | 0.009023 | 0.0699 | 0.472256 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.96631 | 7.485 | 0 |
2 | -0.188526 | -1.4603 | 0.07471 |
3 | -0.055871 | -0.4328 | 0.333365 |
4 | -0.210868 | -1.6334 | 0.053813 |
5 | -0.219727 | -1.702 | 0.046966 |
6 | -0.208053 | -1.6116 | 0.056152 |
7 | 0.039266 | 0.3042 | 0.381033 |
8 | -0.036109 | -0.2797 | 0.390335 |
9 | -0.143159 | -1.1089 | 0.135948 |
10 | 0.011674 | 0.0904 | 0.464124 |
11 | 0.06626 | 0.5133 | 0.30483 |
12 | -0.211678 | -1.6396 | 0.053156 |
13 | 0.042702 | 0.3308 | 0.370987 |
14 | -0.002757 | -0.0214 | 0.491517 |
15 | 0.105129 | 0.8143 | 0.209339 |
16 | -0.066885 | -0.5181 | 0.30315 |
17 | -0.112922 | -0.8747 | 0.192615 |
18 | 0.041649 | 0.3226 | 0.374055 |
19 | -0.03918 | -0.3035 | 0.381285 |
20 | -0.0925 | -0.7165 | 0.238231 |
21 | -0.066549 | -0.5155 | 0.304053 |
22 | -0.002787 | -0.0216 | 0.491425 |
23 | 0.033351 | 0.2583 | 0.398516 |
24 | 0.138808 | 1.0752 | 0.143295 |
25 | 0.064604 | 0.5004 | 0.309304 |
26 | 0.014217 | 0.1101 | 0.45634 |
27 | -0.149255 | -1.1561 | 0.126107 |
28 | -0.116719 | -0.9041 | 0.184779 |
29 | -0.005219 | -0.0404 | 0.483943 |
30 | -0.038455 | -0.2979 | 0.383415 |
31 | 0.000412 | 0.0032 | 0.498731 |
32 | 0.06256 | 0.4846 | 0.314866 |
33 | -0.173909 | -1.3471 | 0.091508 |
34 | 0.018846 | 0.146 | 0.442213 |
35 | 0.024098 | 0.1867 | 0.426278 |
36 | 0.078034 | 0.6045 | 0.273911 |
37 | 0.014822 | 0.1148 | 0.454488 |
38 | -0.011348 | -0.0879 | 0.465125 |
39 | -0.076246 | -0.5906 | 0.278505 |
40 | -0.042708 | -0.3308 | 0.370969 |
41 | 0.065204 | 0.5051 | 0.307682 |
42 | -0.085656 | -0.6635 | 0.254779 |
43 | 0.059471 | 0.4607 | 0.323353 |
44 | -0.033638 | -0.2606 | 0.397661 |
45 | -0.016787 | -0.13 | 0.448488 |
46 | -0.005435 | -0.0421 | 0.483279 |
47 | -0.139191 | -1.0782 | 0.142638 |
48 | -0.047964 | -0.3715 | 0.355776 |
49 | -0.00924 | -0.0716 | 0.47159 |
50 | -0.013264 | -0.1027 | 0.459254 |
51 | 0.007843 | 0.0608 | 0.475879 |
52 | 0.020607 | 0.1596 | 0.436858 |
53 | 0.061079 | 0.4731 | 0.318924 |
54 | -0.0215 | -0.1665 | 0.434147 |
55 | -0.010415 | -0.0807 | 0.467984 |
56 | -0.095883 | -0.7427 | 0.230278 |
57 | 0.01896 | 0.1469 | 0.441866 |
58 | 0.064887 | 0.5026 | 0.308538 |
59 | 0.00121 | 0.0094 | 0.496276 |
60 | NA | NA | NA |