Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.878311 | 6.0851 | 0 |
2 | 0.620389 | 4.2982 | 4.2e-05 |
3 | 0.367254 | 2.5444 | 0.007109 |
4 | 0.221115 | 1.5319 | 0.066052 |
5 | 0.204218 | 1.4149 | 0.081781 |
6 | 0.250768 | 1.7374 | 0.044367 |
7 | 0.279814 | 1.9386 | 0.029221 |
8 | 0.265592 | 1.8401 | 0.035972 |
9 | 0.201062 | 1.393 | 0.085019 |
10 | 0.126631 | 0.8773 | 0.19234 |
11 | 0.061491 | 0.426 | 0.335998 |
12 | 0.007708 | 0.0534 | 0.478816 |
13 | -0.035563 | -0.2464 | 0.403216 |
14 | -0.065084 | -0.4509 | 0.327041 |
15 | -0.093197 | -0.6457 | 0.260778 |
16 | -0.117227 | -0.8122 | 0.21035 |
17 | -0.152849 | -1.059 | 0.147457 |
18 | -0.200813 | -1.3913 | 0.085279 |
19 | -0.243286 | -1.6855 | 0.049188 |
20 | -0.266566 | -1.8468 | 0.035471 |
21 | -0.27999 | -1.9398 | 0.029144 |
22 | -0.282997 | -1.9607 | 0.027868 |
23 | -0.282671 | -1.9584 | 0.028004 |
24 | -0.281266 | -1.9487 | 0.028597 |
25 | -0.27911 | -1.9337 | 0.029527 |
26 | -0.278034 | -1.9263 | 0.030001 |
27 | -0.284044 | -1.9679 | 0.027435 |
28 | -0.276444 | -1.9153 | 0.030714 |
29 | -0.233648 | -1.6188 | 0.056026 |
30 | -0.155985 | -1.0807 | 0.142617 |
31 | -0.07405 | -0.513 | 0.30514 |
32 | -0.032334 | -0.224 | 0.411848 |
33 | -0.063122 | -0.4373 | 0.33192 |
34 | -0.140041 | -0.9702 | 0.168398 |
35 | -0.210859 | -1.4609 | 0.075283 |
36 | -0.211331 | -1.4641 | 0.074837 |
37 | -0.1217 | -0.8432 | 0.201659 |
38 | 0.009884 | 0.0685 | 0.472844 |
39 | 0.119413 | 0.8273 | 0.206076 |
40 | 0.16601 | 1.1501 | 0.12789 |
41 | 0.151037 | 1.0464 | 0.150306 |
42 | 0.110253 | 0.7639 | 0.224347 |
43 | 0.067451 | 0.4673 | 0.321195 |
44 | 0.034035 | 0.2358 | 0.407295 |
45 | 0.01404 | 0.0973 | 0.461457 |
46 | 0.004933 | 0.0342 | 0.486438 |
47 | 0.000801 | 0.0055 | 0.497798 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.878311 | 6.0851 | 0 |
2 | -0.660814 | -4.5783 | 1.7e-05 |
3 | 0.331512 | 2.2968 | 0.013018 |
4 | 0.207172 | 1.4353 | 0.078839 |
5 | 0.08794 | 0.6093 | 0.27261 |
6 | -0.139544 | -0.9668 | 0.169247 |
7 | -0.02381 | -0.165 | 0.434835 |
8 | 0.162145 | 1.1234 | 0.133434 |
9 | -0.195685 | -1.3557 | 0.090763 |
10 | 0.122315 | 0.8474 | 0.200482 |
11 | -0.193399 | -1.3399 | 0.093293 |
12 | 0.003556 | 0.0246 | 0.490224 |
13 | -0.04217 | -0.2922 | 0.385711 |
14 | 0.03557 | 0.2464 | 0.403197 |
15 | -0.156292 | -1.0828 | 0.142148 |
16 | -0.005525 | -0.0383 | 0.484812 |
17 | -0.11883 | -0.8233 | 0.207211 |
18 | -0.035662 | -0.2471 | 0.402952 |
19 | 0.050839 | 0.3522 | 0.363106 |
20 | -0.092744 | -0.6426 | 0.261786 |
21 | -0.137529 | -0.9528 | 0.172725 |
22 | 0.040956 | 0.2838 | 0.38891 |
23 | 0.051706 | 0.3582 | 0.360871 |
24 | -0.123859 | -0.8581 | 0.197545 |
25 | -0.014098 | -0.0977 | 0.4613 |
26 | -0.045349 | -0.3142 | 0.377371 |
27 | -0.059409 | -0.4116 | 0.341232 |
28 | 0.156182 | 1.0821 | 0.142316 |
29 | 0.152298 | 1.0552 | 0.148319 |
30 | -0.126302 | -0.875 | 0.192953 |
31 | -0.057639 | -0.3993 | 0.34571 |
32 | -0.032398 | -0.2245 | 0.411677 |
33 | -0.151509 | -1.0497 | 0.14956 |
34 | 0.043567 | 0.3018 | 0.382039 |
35 | -0.009509 | -0.0659 | 0.473875 |
36 | 0.093139 | 0.6453 | 0.260906 |
37 | 0.030409 | 0.2107 | 0.417014 |
38 | 0.00755 | 0.0523 | 0.47925 |
39 | -0.003381 | -0.0234 | 0.490704 |
40 | -0.039183 | -0.2715 | 0.393598 |
41 | 0.131917 | 0.9139 | 0.182657 |
42 | -0.175825 | -1.2182 | 0.11456 |
43 | -0.063827 | -0.4422 | 0.330162 |
44 | -0.017909 | -0.1241 | 0.450885 |
45 | -0.054513 | -0.3777 | 0.353669 |
46 | -0.076614 | -0.5308 | 0.299003 |
47 | -0.027141 | -0.188 | 0.42582 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |