Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.933161 | 7.2282 | 0 |
2 | 0.82057 | 6.3561 | 0 |
3 | 0.72408 | 5.6087 | 0 |
4 | 0.691015 | 5.3526 | 1e-06 |
5 | 0.705993 | 5.4686 | 0 |
6 | 0.722542 | 5.5968 | 0 |
7 | 0.694452 | 5.3792 | 1e-06 |
8 | 0.624733 | 4.8392 | 5e-06 |
9 | 0.535443 | 4.1475 | 5.4e-05 |
10 | 0.448706 | 3.4757 | 0.000477 |
11 | 0.382718 | 2.9645 | 0.002172 |
12 | 0.334926 | 2.5943 | 0.005947 |
13 | 0.293483 | 2.2733 | 0.0133 |
14 | 0.251647 | 1.9493 | 0.027972 |
15 | 0.194495 | 1.5066 | 0.068586 |
16 | 0.125365 | 0.9711 | 0.167704 |
17 | 0.054926 | 0.4255 | 0.336012 |
18 | -0.000851 | -0.0066 | 0.497382 |
19 | -0.039938 | -0.3094 | 0.379062 |
20 | -0.065803 | -0.5097 | 0.306064 |
21 | -0.098279 | -0.7613 | 0.224741 |
22 | -0.146202 | -1.1325 | 0.130971 |
23 | -0.19851 | -1.5377 | 0.064696 |
24 | -0.240215 | -1.8607 | 0.033845 |
25 | -0.260254 | -2.0159 | 0.024146 |
26 | -0.267662 | -2.0733 | 0.021223 |
27 | -0.283709 | -2.1976 | 0.015924 |
28 | -0.311145 | -2.4101 | 0.009515 |
29 | -0.342442 | -2.6525 | 0.005103 |
30 | -0.358097 | -2.7738 | 0.003687 |
31 | -0.347439 | -2.6912 | 0.004605 |
32 | -0.335537 | -2.5991 | 0.005874 |
33 | -0.342551 | -2.6534 | 0.005092 |
34 | -0.364097 | -2.8203 | 0.003247 |
35 | -0.386427 | -2.9933 | 0.002002 |
36 | -0.390758 | -3.0268 | 0.001819 |
37 | -0.366878 | -2.8418 | 0.00306 |
38 | -0.329253 | -2.5504 | 0.006665 |
39 | -0.298239 | -2.3102 | 0.012168 |
40 | -0.291443 | -2.2575 | 0.013814 |
41 | -0.302777 | -2.3453 | 0.011168 |
42 | -0.317515 | -2.4595 | 0.008407 |
43 | -0.318704 | -2.4687 | 0.008214 |
44 | -0.296461 | -2.2964 | 0.012581 |
45 | -0.254844 | -1.974 | 0.026495 |
46 | -0.206353 | -1.5984 | 0.057603 |
47 | -0.170038 | -1.3171 | 0.096406 |
48 | -0.161212 | -1.2487 | 0.108304 |
49 | -0.17091 | -1.3239 | 0.095285 |
50 | -0.183488 | -1.4213 | 0.080204 |
51 | -0.168118 | -1.3022 | 0.098907 |
52 | -0.124667 | -0.9657 | 0.169043 |
53 | -0.066359 | -0.514 | 0.304565 |
54 | -0.02965 | -0.2297 | 0.409564 |
55 | -0.029203 | -0.2262 | 0.410905 |
56 | -0.046821 | -0.3627 | 0.359061 |
57 | -0.057501 | -0.4454 | 0.328817 |
58 | -0.045992 | -0.3563 | 0.36145 |
59 | -0.021916 | -0.1698 | 0.432885 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.933161 | 7.2282 | 0 |
2 | -0.388664 | -3.0106 | 0.001905 |
3 | 0.213629 | 1.6548 | 0.051597 |
4 | 0.375716 | 2.9103 | 0.00253 |
5 | 0.096374 | 0.7465 | 0.229136 |
6 | -0.067195 | -0.5205 | 0.30232 |
7 | -0.172593 | -1.3369 | 0.093151 |
8 | -0.028539 | -0.2211 | 0.412898 |
9 | -0.116522 | -0.9026 | 0.185181 |
10 | -0.221484 | -1.7156 | 0.045697 |
11 | -0.078106 | -0.605 | 0.273727 |
12 | -0.060839 | -0.4713 | 0.319583 |
13 | -0.054581 | -0.4228 | 0.336983 |
14 | 0.018907 | 0.1465 | 0.442028 |
15 | -0.101844 | -0.7889 | 0.216645 |
16 | -0.000618 | -0.0048 | 0.4981 |
17 | 0.016395 | 0.127 | 0.449686 |
18 | 0.049287 | 0.3818 | 0.351988 |
19 | 0.002118 | 0.0164 | 0.493483 |
20 | 0.019029 | 0.1474 | 0.441655 |
21 | -0.054203 | -0.4199 | 0.338047 |
22 | -0.065764 | -0.5094 | 0.306168 |
23 | 0.021912 | 0.1697 | 0.432897 |
24 | 0.006105 | 0.0473 | 0.48122 |
25 | 0.015298 | 0.1185 | 0.453033 |
26 | -0.051409 | -0.3982 | 0.345943 |
27 | -0.103728 | -0.8035 | 0.212436 |
28 | 0.022998 | 0.1781 | 0.429605 |
29 | -0.010594 | -0.0821 | 0.467437 |
30 | 0.058978 | 0.4568 | 0.324719 |
31 | 0.100233 | 0.7764 | 0.220281 |
32 | -0.168539 | -1.3055 | 0.098354 |
33 | -0.085685 | -0.6637 | 0.254707 |
34 | 0.037773 | 0.2926 | 0.385422 |
35 | -0.038004 | -0.2944 | 0.384742 |
36 | -0.012361 | -0.0957 | 0.46202 |
37 | 0.063729 | 0.4936 | 0.311682 |
38 | 0.060601 | 0.4694 | 0.320237 |
39 | 0.002139 | 0.0166 | 0.493418 |
40 | -0.121807 | -0.9435 | 0.174601 |
41 | 0.023625 | 0.183 | 0.427708 |
42 | -0.022132 | -0.1714 | 0.432231 |
43 | -0.074595 | -0.5778 | 0.282777 |
44 | 0.036081 | 0.2795 | 0.390419 |
45 | 0.021959 | 0.1701 | 0.432755 |
46 | 0.053183 | 0.412 | 0.34092 |
47 | 0.025999 | 0.2014 | 0.420538 |
48 | -0.081091 | -0.6281 | 0.266153 |
49 | 0.012829 | 0.0994 | 0.460586 |
50 | -0.05315 | -0.4117 | 0.341015 |
51 | 0.079938 | 0.6192 | 0.269066 |
52 | -0.022615 | -0.1752 | 0.430765 |
53 | 0.045163 | 0.3498 | 0.363845 |
54 | -0.065176 | -0.5048 | 0.307757 |
55 | -0.095947 | -0.7432 | 0.23013 |
56 | 0.064582 | 0.5002 | 0.309366 |
57 | -0.076607 | -0.5934 | 0.277573 |
58 | -0.055146 | -0.4272 | 0.335395 |
59 | -0.092267 | -0.7147 | 0.238783 |
60 | NA | NA | NA |