Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.726281 | 5.0318 | 4e-06 |
2 | 0.723918 | 5.0154 | 4e-06 |
3 | 0.707927 | 4.9047 | 6e-06 |
4 | 0.483828 | 3.3521 | 0.000786 |
5 | 0.475874 | 3.297 | 0.000922 |
6 | 0.31998 | 2.2169 | 0.015701 |
7 | 0.145916 | 1.0109 | 0.158558 |
8 | 0.107184 | 0.7426 | 0.230674 |
9 | -0.067122 | -0.465 | 0.322006 |
10 | -0.156113 | -1.0816 | 0.142421 |
11 | -0.198899 | -1.378 | 0.087295 |
12 | -0.365468 | -2.532 | 0.007334 |
13 | -0.378814 | -2.6245 | 0.005801 |
14 | -0.390473 | -2.7053 | 0.004709 |
15 | -0.40019 | -2.7726 | 0.003947 |
16 | -0.387162 | -2.6823 | 0.004998 |
17 | -0.382702 | -2.6514 | 0.005414 |
18 | -0.319061 | -2.2105 | 0.015934 |
19 | -0.326807 | -2.2642 | 0.014059 |
20 | -0.279307 | -1.9351 | 0.029441 |
21 | -0.216 | -1.4965 | 0.070537 |
22 | -0.241713 | -1.6746 | 0.050255 |
23 | -0.177993 | -1.2332 | 0.111758 |
24 | -0.138064 | -0.9565 | 0.171797 |
25 | -0.116029 | -0.8039 | 0.212718 |
26 | -0.034707 | -0.2405 | 0.405501 |
27 | -0.066608 | -0.4615 | 0.323273 |
28 | -0.03373 | -0.2337 | 0.408111 |
29 | 0.029504 | 0.2044 | 0.419449 |
30 | -0.007283 | -0.0505 | 0.479983 |
31 | 0.016361 | 0.1134 | 0.455111 |
32 | 0.051414 | 0.3562 | 0.361623 |
33 | 0.009497 | 0.0658 | 0.473906 |
34 | 0.05167 | 0.358 | 0.360963 |
35 | 0.068291 | 0.4731 | 0.319132 |
36 | 0.028819 | 0.1997 | 0.421292 |
37 | 0.06966 | 0.4826 | 0.315781 |
38 | 0.014028 | 0.0972 | 0.461492 |
39 | 0.037064 | 0.2568 | 0.399221 |
40 | 0.045188 | 0.3131 | 0.377792 |
41 | 0.009507 | 0.0659 | 0.473878 |
42 | 0.019569 | 0.1356 | 0.44636 |
43 | 0.023652 | 0.1639 | 0.435262 |
44 | 0.00295 | 0.0204 | 0.491889 |
45 | 0.005285 | 0.0366 | 0.485472 |
46 | 0.008417 | 0.0583 | 0.476871 |
47 | 0.00246 | 0.017 | 0.493236 |
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 | 0.726281 | 5.0318 | 4e-06 |
2 | 0.415718 | 2.8802 | 0.002962 |
3 | 0.252786 | 1.7514 | 0.043137 |
4 | -0.407437 | -2.8228 | 0.003454 |
5 | -0.055722 | -0.3861 | 0.350581 |
6 | -0.198225 | -1.3733 | 0.088014 |
7 | -0.205566 | -1.4242 | 0.080429 |
8 | -0.047036 | -0.3259 | 0.372968 |
9 | -0.061695 | -0.4274 | 0.335486 |
10 | -0.028155 | -0.1951 | 0.423083 |
11 | 0.0253 | 0.1753 | 0.430798 |
12 | -0.171758 | -1.19 | 0.119955 |
13 | -0.063927 | -0.4429 | 0.329915 |
14 | 0.105407 | 0.7303 | 0.234383 |
15 | 0.279426 | 1.9359 | 0.02939 |
16 | -0.071493 | -0.4953 | 0.311318 |
17 | -0.120487 | -0.8348 | 0.203995 |
18 | 0.026161 | 0.1813 | 0.428467 |
19 | -0.201329 | -1.3948 | 0.084742 |
20 | -0.132643 | -0.919 | 0.181351 |
21 | 0.019253 | 0.1334 | 0.447223 |
22 | -0.087749 | -0.6079 | 0.273047 |
23 | -0.061692 | -0.4274 | 0.335494 |
24 | 0.042507 | 0.2945 | 0.384824 |
25 | 0.079987 | 0.5542 | 0.291018 |
26 | 0.060377 | 0.4183 | 0.338796 |
27 | -0.03099 | -0.2147 | 0.415452 |
28 | -0.034864 | -0.2415 | 0.405082 |
29 | -0.004569 | -0.0317 | 0.487439 |
30 | 0.018502 | 0.1282 | 0.44927 |
31 | -0.165503 | -1.1466 | 0.128608 |
32 | -0.055681 | -0.3858 | 0.350686 |
33 | -0.037611 | -0.2606 | 0.397768 |
34 | -0.001902 | -0.0132 | 0.494771 |
35 | -0.00483 | -0.0335 | 0.486721 |
36 | -0.081213 | -0.5627 | 0.288142 |
37 | 0.081275 | 0.5631 | 0.287998 |
38 | -0.058418 | -0.4047 | 0.343735 |
39 | 0.089317 | 0.6188 | 0.269484 |
40 | -0.021497 | -0.1489 | 0.441115 |
41 | 0.014792 | 0.1025 | 0.459399 |
42 | -0.061397 | -0.4254 | 0.336234 |
43 | -0.022583 | -0.1565 | 0.438164 |
44 | -0.100802 | -0.6984 | 0.244156 |
45 | -0.085004 | -0.5889 | 0.279337 |
46 | -0.006352 | -0.044 | 0.482541 |
47 | 0.053747 | 0.3724 | 0.355628 |
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 |