Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.842931 | 6.5293 | 0 |
2 | 0.585771 | 4.5374 | 1.4e-05 |
3 | 0.412013 | 3.1914 | 0.001127 |
4 | 0.422585 | 3.2733 | 0.000883 |
5 | 0.55374 | 4.2893 | 3.3e-05 |
6 | 0.654831 | 5.0723 | 2e-06 |
7 | 0.601042 | 4.6556 | 9e-06 |
8 | 0.466592 | 3.6142 | 0.000309 |
9 | 0.348155 | 2.6968 | 0.004537 |
10 | 0.305758 | 2.3684 | 0.010552 |
11 | 0.324061 | 2.5102 | 0.007391 |
12 | 0.338743 | 2.6239 | 0.005504 |
13 | 0.26755 | 2.0724 | 0.021265 |
14 | 0.180691 | 1.3996 | 0.083387 |
15 | 0.112525 | 0.8716 | 0.193447 |
16 | 0.08295 | 0.6425 | 0.261489 |
17 | 0.078879 | 0.611 | 0.271756 |
18 | 0.065911 | 0.5105 | 0.305771 |
19 | -0.004955 | -0.0384 | 0.484756 |
20 | -0.075391 | -0.584 | 0.280712 |
21 | -0.123986 | -0.9604 | 0.170357 |
22 | -0.145645 | -1.1282 | 0.131871 |
23 | -0.141843 | -1.0987 | 0.138142 |
24 | -0.139553 | -1.081 | 0.142017 |
25 | -0.181726 | -1.4076 | 0.082198 |
26 | -0.218683 | -1.6939 | 0.047734 |
27 | -0.238768 | -1.8495 | 0.034657 |
28 | -0.238299 | -1.8459 | 0.034924 |
29 | -0.228054 | -1.7665 | 0.041199 |
30 | -0.227053 | -1.7587 | 0.04186 |
31 | -0.264092 | -2.0457 | 0.022591 |
32 | -0.303852 | -2.3536 | 0.010942 |
33 | -0.321176 | -2.4878 | 0.007824 |
34 | -0.303527 | -2.3511 | 0.01101 |
35 | -0.264098 | -2.0457 | 0.022589 |
36 | -0.238167 | -1.8448 | 0.035 |
37 | -0.265635 | -2.0576 | 0.021991 |
38 | -0.290055 | -2.2468 | 0.014174 |
39 | -0.279197 | -2.1626 | 0.017282 |
40 | -0.239133 | -1.8523 | 0.03445 |
41 | -0.197904 | -1.533 | 0.065271 |
42 | -0.194224 | -1.5045 | 0.068855 |
43 | -0.255969 | -1.9827 | 0.025991 |
44 | -0.298694 | -2.3137 | 0.012064 |
45 | -0.271822 | -2.1055 | 0.01972 |
46 | -0.176478 | -1.367 | 0.088364 |
47 | -0.074058 | -0.5736 | 0.284174 |
48 | -0.045857 | -0.3552 | 0.361842 |
49 | -0.118297 | -0.9163 | 0.181582 |
50 | -0.209206 | -1.6205 | 0.055184 |
51 | -0.229822 | -1.7802 | 0.040054 |
52 | -0.15039 | -1.1649 | 0.124332 |
53 | -0.028991 | -0.2246 | 0.411542 |
54 | 0.045145 | 0.3497 | 0.363898 |
55 | 0.01463 | 0.1133 | 0.455077 |
56 | -0.043188 | -0.3345 | 0.369571 |
57 | -0.078632 | -0.6091 | 0.272385 |
58 | -0.067406 | -0.5221 | 0.301754 |
59 | -0.030676 | -0.2376 | 0.406495 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.842931 | 6.5293 | 0 |
2 | -0.431 | -3.3385 | 0.000726 |
3 | 0.291645 | 2.2591 | 0.013763 |
4 | 0.401172 | 3.1075 | 0.001441 |
5 | 0.207037 | 1.6037 | 0.057016 |
6 | 0.015926 | 0.1234 | 0.451117 |
7 | -0.189985 | -1.4716 | 0.073175 |
8 | 0.163068 | 1.2631 | 0.105716 |
9 | -0.042184 | -0.3268 | 0.372494 |
10 | -0.131439 | -1.0181 | 0.156354 |
11 | -0.071287 | -0.5522 | 0.291436 |
12 | -0.045578 | -0.353 | 0.362647 |
13 | -0.241947 | -1.8741 | 0.032893 |
14 | 0.113242 | 0.8772 | 0.191948 |
15 | -0.101389 | -0.7854 | 0.217668 |
16 | -0.089678 | -0.6946 | 0.244981 |
17 | -0.006814 | -0.0528 | 0.47904 |
18 | -0.002855 | -0.0221 | 0.491214 |
19 | -0.130438 | -1.0104 | 0.158188 |
20 | 0.037828 | 0.293 | 0.385262 |
21 | -0.029544 | -0.2288 | 0.409883 |
22 | -0.058011 | -0.4494 | 0.327398 |
23 | 0.046712 | 0.3618 | 0.359374 |
24 | 0.006633 | 0.0514 | 0.479598 |
25 | -0.05723 | -0.4433 | 0.32957 |
26 | 0.070427 | 0.5455 | 0.293708 |
27 | 0.038158 | 0.2956 | 0.384291 |
28 | 0.00382 | 0.0296 | 0.488248 |
29 | -0.025715 | -0.1992 | 0.421395 |
30 | 0.001516 | 0.0117 | 0.495334 |
31 | -0.045408 | -0.3517 | 0.363136 |
32 | -0.111965 | -0.8673 | 0.194624 |
33 | 0.020768 | 0.1609 | 0.43637 |
34 | 0.025114 | 0.1945 | 0.423209 |
35 | -0.064844 | -0.5023 | 0.308655 |
36 | -0.035331 | -0.2737 | 0.392639 |
37 | -0.036716 | -0.2844 | 0.388541 |
38 | 0.085992 | 0.6661 | 0.253952 |
39 | 0.070465 | 0.5458 | 0.293607 |
40 | -0.048187 | -0.3733 | 0.355136 |
41 | -0.030233 | -0.2342 | 0.40782 |
42 | -0.052413 | -0.406 | 0.343098 |
43 | -0.151309 | -1.172 | 0.122908 |
44 | 0.056003 | 0.4338 | 0.332996 |
45 | 0.050192 | 0.3888 | 0.349405 |
46 | 0.074878 | 0.58 | 0.282043 |
47 | 0.034283 | 0.2656 | 0.395746 |
48 | -0.051837 | -0.4015 | 0.34473 |
49 | -0.001962 | -0.0152 | 0.493963 |
50 | -0.078747 | -0.61 | 0.272092 |
51 | 0.011126 | 0.0862 | 0.465805 |
52 | 0.072519 | 0.5617 | 0.288195 |
53 | -0.033216 | -0.2573 | 0.398919 |
54 | -0.010706 | -0.0829 | 0.467091 |
55 | 0.007486 | 0.058 | 0.476976 |
56 | 0.097702 | 0.7568 | 0.226066 |
57 | -0.123677 | -0.958 | 0.170954 |
58 | -0.103033 | -0.7981 | 0.213982 |
59 | -0.054717 | -0.4238 | 0.336601 |
60 | NA | NA | NA |