Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.794099 | 6.1511 | 0 |
2 | 0.654471 | 5.0695 | 2e-06 |
3 | 0.510242 | 3.9523 | 0.000103 |
4 | 0.390834 | 3.0274 | 0.001816 |
5 | 0.282331 | 2.1869 | 0.016329 |
6 | 0.203689 | 1.5778 | 0.059939 |
7 | 0.130523 | 1.011 | 0.158032 |
8 | 0.109735 | 0.85 | 0.19935 |
9 | 0.051621 | 0.3999 | 0.345342 |
10 | 0.012185 | 0.0944 | 0.462559 |
11 | -0.026217 | -0.2031 | 0.419882 |
12 | -0.060514 | -0.4687 | 0.320476 |
13 | -0.044688 | -0.3462 | 0.365219 |
14 | -0.048869 | -0.3785 | 0.353185 |
15 | -0.0643 | -0.4981 | 0.310129 |
16 | -0.044031 | -0.3411 | 0.367124 |
17 | -0.056336 | -0.4364 | 0.332065 |
18 | -0.092352 | -0.7154 | 0.238581 |
19 | -0.083733 | -0.6486 | 0.259538 |
20 | -0.157741 | -1.2219 | 0.11327 |
21 | -0.140014 | -1.0845 | 0.141232 |
22 | -0.147407 | -1.1418 | 0.129035 |
23 | -0.13215 | -1.0236 | 0.15506 |
24 | -0.123796 | -0.9589 | 0.170723 |
25 | -0.108274 | -0.8387 | 0.202487 |
26 | -0.127515 | -0.9877 | 0.163627 |
27 | -0.132117 | -1.0234 | 0.155119 |
28 | -0.151747 | -1.1754 | 0.122234 |
29 | -0.135998 | -1.0534 | 0.148183 |
30 | -0.146622 | -1.1357 | 0.130292 |
31 | -0.180371 | -1.3971 | 0.083758 |
32 | -0.159557 | -1.2359 | 0.110652 |
33 | -0.15433 | -1.1954 | 0.11831 |
34 | -0.193255 | -1.4969 | 0.069824 |
35 | -0.186436 | -1.4441 | 0.076952 |
36 | -0.160616 | -1.2441 | 0.109146 |
37 | -0.172065 | -1.3328 | 0.093816 |
38 | -0.151652 | -1.1747 | 0.12238 |
39 | -0.153871 | -1.1919 | 0.119001 |
40 | -0.123183 | -0.9542 | 0.171914 |
41 | -0.168191 | -1.3028 | 0.09881 |
42 | -0.200895 | -1.5561 | 0.062469 |
43 | -0.20597 | -1.5954 | 0.057934 |
44 | -0.209003 | -1.6189 | 0.055354 |
45 | -0.197414 | -1.5292 | 0.06574 |
46 | -0.172915 | -1.3394 | 0.092747 |
47 | -0.146262 | -1.1329 | 0.130874 |
48 | -0.094927 | -0.7353 | 0.23251 |
49 | -0.038897 | -0.3013 | 0.382117 |
50 | -0.019645 | -0.1522 | 0.439781 |
51 | 0.027895 | 0.2161 | 0.414833 |
52 | 0.09198 | 0.7125 | 0.239466 |
53 | 0.15359 | 1.1897 | 0.119425 |
54 | 0.203719 | 1.578 | 0.059912 |
55 | 0.234772 | 1.8185 | 0.036987 |
56 | 0.246926 | 1.9127 | 0.030283 |
57 | 0.238184 | 1.845 | 0.03499 |
58 | 0.172844 | 1.3388 | 0.092836 |
59 | 0.104236 | 0.8074 | 0.211309 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.794099 | 6.1511 | 0 |
2 | 0.06464 | 0.5007 | 0.309209 |
3 | -0.073963 | -0.5729 | 0.28442 |
4 | -0.02767 | -0.2143 | 0.415507 |
5 | -0.040747 | -0.3156 | 0.376691 |
6 | 0.004286 | 0.0332 | 0.486813 |
7 | -0.033405 | -0.2588 | 0.398355 |
8 | 0.080581 | 0.6242 | 0.267438 |
9 | -0.097808 | -0.7576 | 0.225823 |
10 | -0.02585 | -0.2002 | 0.420987 |
11 | -0.022938 | -0.1777 | 0.429789 |
12 | -0.034713 | -0.2689 | 0.39447 |
13 | 0.10614 | 0.8222 | 0.207121 |
14 | -0.039409 | -0.3053 | 0.380612 |
15 | -0.05163 | -0.3999 | 0.345316 |
16 | 0.05706 | 0.442 | 0.330045 |
17 | -0.061993 | -0.4802 | 0.316418 |
18 | -0.099427 | -0.7702 | 0.222115 |
19 | 0.078489 | 0.608 | 0.27275 |
20 | -0.204255 | -1.5822 | 0.059436 |
21 | 0.126282 | 0.9782 | 0.165958 |
22 | -0.034211 | -0.265 | 0.39596 |
23 | 0.018928 | 0.1466 | 0.441964 |
24 | -0.019796 | -0.1533 | 0.439324 |
25 | -0.005848 | -0.0453 | 0.48201 |
26 | -0.076856 | -0.5953 | 0.276932 |
27 | -0.055734 | -0.4317 | 0.333749 |
28 | 0.026834 | 0.2079 | 0.418024 |
29 | -0.003642 | -0.0282 | 0.488794 |
30 | -0.06727 | -0.5211 | 0.302118 |
31 | -0.099396 | -0.7699 | 0.222184 |
32 | 0.060952 | 0.4721 | 0.319272 |
33 | -0.023385 | -0.1811 | 0.428433 |
34 | -0.132108 | -1.0233 | 0.155136 |
35 | 0.028642 | 0.2219 | 0.412588 |
36 | 0.092389 | 0.7156 | 0.238494 |
37 | -0.146435 | -1.1343 | 0.130594 |
38 | -0.005468 | -0.0424 | 0.483178 |
39 | 0.02054 | 0.1591 | 0.437061 |
40 | -0.035526 | -0.2752 | 0.392061 |
41 | -0.193548 | -1.4992 | 0.069531 |
42 | -0.075681 | -0.5862 | 0.279963 |
43 | 0.076633 | 0.5936 | 0.277506 |
44 | -0.068677 | -0.532 | 0.298357 |
45 | 0.015737 | 0.1219 | 0.451693 |
46 | -0.059139 | -0.4581 | 0.324271 |
47 | 0.073813 | 0.5718 | 0.284813 |
48 | -0.008314 | -0.0644 | 0.474433 |
49 | 0.017883 | 0.1385 | 0.445145 |
50 | -0.00983 | -0.0761 | 0.469779 |
51 | 0.040195 | 0.3113 | 0.378308 |
52 | 0.086623 | 0.671 | 0.252405 |
53 | 0.050348 | 0.39 | 0.34896 |
54 | -0.007963 | -0.0617 | 0.475511 |
55 | 0.016308 | 0.1263 | 0.449951 |
56 | 0.034988 | 0.271 | 0.393654 |
57 | -0.109931 | -0.8515 | 0.198932 |
58 | -0.10802 | -0.8367 | 0.203036 |
59 | -0.095525 | -0.7399 | 0.231113 |
60 | NA | NA | NA |