Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.965158 | 7.4761 | 0 |
2 | 0.919736 | 7.1242 | 0 |
3 | 0.871062 | 6.7472 | 0 |
4 | 0.810548 | 6.2785 | 0 |
5 | 0.737101 | 5.7096 | 0 |
6 | 0.649998 | 5.0349 | 2e-06 |
7 | 0.562613 | 4.358 | 2.6e-05 |
8 | 0.473694 | 3.6692 | 0.000259 |
9 | 0.375781 | 2.9108 | 0.002527 |
10 | 0.278576 | 2.1578 | 0.017477 |
11 | 0.188709 | 1.4617 | 0.074516 |
12 | 0.091711 | 0.7104 | 0.240108 |
13 | -0.000976 | -0.0076 | 0.496998 |
14 | -0.08629 | -0.6684 | 0.253221 |
15 | -0.158419 | -1.2271 | 0.112287 |
16 | -0.225258 | -1.7448 | 0.043067 |
17 | -0.294338 | -2.2799 | 0.01309 |
18 | -0.348593 | -2.7002 | 0.004496 |
19 | -0.390544 | -3.0251 | 0.001828 |
20 | -0.430354 | -3.3335 | 0.000737 |
21 | -0.468064 | -3.6256 | 0.000298 |
22 | -0.495516 | -3.8382 | 0.00015 |
23 | -0.509593 | -3.9473 | 0.000105 |
24 | -0.508826 | -3.9413 | 0.000107 |
25 | -0.501493 | -3.8845 | 0.000129 |
26 | -0.481535 | -3.73 | 0.000213 |
27 | -0.459048 | -3.5558 | 0.000371 |
28 | -0.439505 | -3.4044 | 0.000594 |
29 | -0.410437 | -3.1792 | 0.001168 |
30 | -0.376571 | -2.9169 | 0.002484 |
31 | -0.339565 | -2.6303 | 0.005413 |
32 | -0.30209 | -2.34 | 0.011315 |
33 | -0.273888 | -2.1215 | 0.019008 |
34 | -0.238993 | -1.8512 | 0.03453 |
35 | -0.19993 | -1.5486 | 0.063362 |
36 | -0.163828 | -1.269 | 0.10467 |
37 | -0.127906 | -0.9908 | 0.162891 |
38 | -0.096499 | -0.7475 | 0.228847 |
39 | -0.069269 | -0.5366 | 0.296779 |
40 | -0.042834 | -0.3318 | 0.370602 |
41 | -0.015828 | -0.1226 | 0.451415 |
42 | 0.007193 | 0.0557 | 0.477876 |
43 | 0.031293 | 0.2424 | 0.404649 |
44 | 0.051319 | 0.3975 | 0.346201 |
45 | 0.07237 | 0.5606 | 0.288588 |
46 | 0.090059 | 0.6976 | 0.244064 |
47 | 0.096342 | 0.7463 | 0.229212 |
48 | 0.097167 | 0.7527 | 0.227301 |
49 | 0.093656 | 0.7255 | 0.235496 |
50 | 0.088634 | 0.6866 | 0.247503 |
51 | 0.081666 | 0.6326 | 0.264706 |
52 | 0.072631 | 0.5626 | 0.287902 |
53 | 0.063241 | 0.4899 | 0.313009 |
54 | 0.054145 | 0.4194 | 0.338209 |
55 | 0.043464 | 0.3367 | 0.36877 |
56 | 0.033791 | 0.2617 | 0.397208 |
57 | 0.025682 | 0.1989 | 0.421494 |
58 | 0.018534 | 0.1436 | 0.443162 |
59 | 0.010116 | 0.0784 | 0.468902 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.965158 | 7.4761 | 0 |
2 | -0.172257 | -1.3343 | 0.093574 |
3 | -0.049419 | -0.3828 | 0.351611 |
4 | -0.194125 | -1.5037 | 0.068954 |
5 | -0.187287 | -1.4507 | 0.076033 |
6 | -0.21831 | -1.691 | 0.048011 |
7 | -0.002759 | -0.0214 | 0.491511 |
8 | -0.048374 | -0.3747 | 0.354601 |
9 | -0.138161 | -1.0702 | 0.144411 |
10 | -0.005566 | -0.0431 | 0.482877 |
11 | 0.051922 | 0.4022 | 0.344489 |
12 | -0.210097 | -1.6274 | 0.054446 |
13 | 0.021197 | 0.1642 | 0.435067 |
14 | 0.004582 | 0.0355 | 0.485903 |
15 | 0.093308 | 0.7228 | 0.236317 |
16 | -0.058321 | -0.4518 | 0.326537 |
17 | -0.107457 | -0.8324 | 0.204253 |
18 | 0.061628 | 0.4774 | 0.317416 |
19 | -0.021116 | -0.1636 | 0.435313 |
20 | -0.093211 | -0.722 | 0.236546 |
21 | -0.088376 | -0.6846 | 0.248129 |
22 | -0.00117 | -0.0091 | 0.4964 |
23 | 0.04436 | 0.3436 | 0.366171 |
24 | 0.134732 | 1.0436 | 0.150422 |
25 | 0.050296 | 0.3896 | 0.349109 |
26 | 0.053027 | 0.4107 | 0.34136 |
27 | -0.156907 | -1.2154 | 0.114488 |
28 | -0.127911 | -0.9908 | 0.162882 |
29 | 0.01646 | 0.1275 | 0.449486 |
30 | -0.037488 | -0.2904 | 0.386263 |
31 | 0.001973 | 0.0153 | 0.493929 |
32 | 0.050417 | 0.3905 | 0.348764 |
33 | -0.191245 | -1.4814 | 0.071869 |
34 | 0.015568 | 0.1206 | 0.45221 |
35 | 0.006388 | 0.0495 | 0.480351 |
36 | 0.05971 | 0.4625 | 0.322692 |
37 | 0.012558 | 0.0973 | 0.461416 |
38 | -0.021207 | -0.1643 | 0.435036 |
39 | -0.063223 | -0.4897 | 0.313057 |
40 | -0.031303 | -0.2425 | 0.404619 |
41 | 0.082088 | 0.6359 | 0.263645 |
42 | -0.084802 | -0.6569 | 0.256888 |
43 | 0.070256 | 0.5442 | 0.29416 |
44 | -0.01854 | -0.1436 | 0.443143 |
45 | -0.022176 | -0.1718 | 0.432097 |
46 | -0.026717 | -0.207 | 0.418374 |
47 | -0.118194 | -0.9155 | 0.18179 |
48 | -0.052555 | -0.4071 | 0.342695 |
49 | -0.019688 | -0.1525 | 0.439651 |
50 | -0.045858 | -0.3552 | 0.361838 |
51 | 0.004509 | 0.0349 | 0.486128 |
52 | 0.024939 | 0.1932 | 0.423737 |
53 | 0.068327 | 0.5293 | 0.299291 |
54 | 0.002764 | 0.0214 | 0.491496 |
55 | -0.021085 | -0.1633 | 0.435405 |
56 | -0.096213 | -0.7453 | 0.229512 |
57 | 0.018901 | 0.1464 | 0.442046 |
58 | 0.056661 | 0.4389 | 0.331157 |
59 | 0.012296 | 0.0952 | 0.462219 |
60 | NA | NA | NA |