Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.90356 | 6.9989 | 0 |
2 | 0.836039 | 6.4759 | 0 |
3 | 0.751492 | 5.821 | 0 |
4 | 0.685712 | 5.3115 | 1e-06 |
5 | 0.623557 | 4.83 | 5e-06 |
6 | 0.537332 | 4.1622 | 5.1e-05 |
7 | 0.443249 | 3.4334 | 0.000543 |
8 | 0.347742 | 2.6936 | 0.004576 |
9 | 0.268527 | 2.08 | 0.020903 |
10 | 0.220993 | 1.7118 | 0.046049 |
11 | 0.181496 | 1.4059 | 0.082462 |
12 | 0.149663 | 1.1593 | 0.125467 |
13 | 0.118956 | 0.9214 | 0.180258 |
14 | 0.101698 | 0.7877 | 0.216972 |
15 | 0.080563 | 0.624 | 0.267484 |
16 | 0.100061 | 0.7751 | 0.22067 |
17 | 0.099539 | 0.771 | 0.22186 |
18 | 0.09219 | 0.7141 | 0.238966 |
19 | 0.084458 | 0.6542 | 0.257739 |
20 | 0.067604 | 0.5237 | 0.301224 |
21 | 0.057158 | 0.4427 | 0.329772 |
22 | 0.030071 | 0.2329 | 0.408305 |
23 | 0.006339 | 0.0491 | 0.480501 |
24 | -0.019758 | -0.153 | 0.439439 |
25 | -0.042078 | -0.3259 | 0.372803 |
26 | -0.075033 | -0.5812 | 0.28164 |
27 | -0.107345 | -0.8315 | 0.204497 |
28 | -0.137294 | -1.0635 | 0.145914 |
29 | -0.149534 | -1.1583 | 0.125669 |
30 | -0.151251 | -1.1716 | 0.122998 |
31 | -0.158577 | -1.2283 | 0.112059 |
32 | -0.164275 | -1.2725 | 0.104058 |
33 | -0.155443 | -1.2041 | 0.116648 |
34 | -0.137778 | -1.0672 | 0.145074 |
35 | -0.125552 | -0.9725 | 0.167348 |
36 | -0.116885 | -0.9054 | 0.18444 |
37 | -0.12026 | -0.9315 | 0.177656 |
38 | -0.134157 | -1.0392 | 0.151446 |
39 | -0.143461 | -1.1112 | 0.135448 |
40 | -0.167958 | -1.301 | 0.099117 |
41 | -0.178511 | -1.3827 | 0.085935 |
42 | -0.204728 | -1.5858 | 0.059019 |
43 | -0.239727 | -1.8569 | 0.034117 |
44 | -0.279711 | -2.1666 | 0.017122 |
45 | -0.335645 | -2.5999 | 0.005861 |
46 | -0.354069 | -2.7426 | 0.004012 |
47 | -0.365004 | -2.8273 | 0.003185 |
48 | -0.379795 | -2.9419 | 0.002315 |
49 | -0.397281 | -3.0773 | 0.001573 |
50 | -0.39578 | -3.0657 | 0.001627 |
51 | -0.386389 | -2.993 | 0.002004 |
52 | -0.356704 | -2.763 | 0.003796 |
53 | -0.307416 | -2.3812 | 0.010222 |
54 | -0.269843 | -2.0902 | 0.020423 |
55 | -0.221647 | -1.7169 | 0.045581 |
56 | -0.19882 | -1.5401 | 0.064402 |
57 | -0.152538 | -1.1816 | 0.121022 |
58 | -0.101018 | -0.7825 | 0.218504 |
59 | -0.05673 | -0.4394 | 0.330966 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.90356 | 6.9989 | 0 |
2 | 0.106868 | 0.8278 | 0.205534 |
3 | -0.108839 | -0.8431 | 0.201271 |
4 | 0.033923 | 0.2628 | 0.396816 |
5 | 0.010538 | 0.0816 | 0.467608 |
6 | -0.176789 | -1.3694 | 0.087989 |
7 | -0.134146 | -1.0391 | 0.151466 |
8 | -0.064299 | -0.4981 | 0.310131 |
9 | 0.007944 | 0.0615 | 0.475568 |
10 | 0.125803 | 0.9745 | 0.166869 |
11 | 0.059115 | 0.4579 | 0.324338 |
12 | 0.031574 | 0.2446 | 0.403813 |
13 | 0.017507 | 0.1356 | 0.446293 |
14 | 0.042582 | 0.3298 | 0.371336 |
15 | -0.083015 | -0.643 | 0.261326 |
16 | 0.147599 | 1.1433 | 0.128728 |
17 | -0.069463 | -0.5381 | 0.296263 |
18 | -0.110321 | -0.8545 | 0.198102 |
19 | 0.019466 | 0.1508 | 0.440327 |
20 | -0.039221 | -0.3038 | 0.381163 |
21 | -0.045743 | -0.3543 | 0.362168 |
22 | -0.086844 | -0.6727 | 0.251862 |
23 | 0.002576 | 0.02 | 0.492074 |
24 | 0.010024 | 0.0776 | 0.469185 |
25 | 0.056166 | 0.4351 | 0.332539 |
26 | -0.087266 | -0.676 | 0.250831 |
27 | -0.038406 | -0.2975 | 0.383561 |
28 | 0.001423 | 0.011 | 0.495622 |
29 | 0.067887 | 0.5258 | 0.300466 |
30 | 0.016124 | 0.1249 | 0.450512 |
31 | -0.025147 | -0.1948 | 0.423109 |
32 | -0.033373 | -0.2585 | 0.398451 |
33 | 0.063796 | 0.4942 | 0.311499 |
34 | 0.065001 | 0.5035 | 0.308231 |
35 | -0.109239 | -0.8462 | 0.200413 |
36 | -0.049747 | -0.3853 | 0.350673 |
37 | -0.086493 | -0.67 | 0.252722 |
38 | -0.080416 | -0.6229 | 0.267855 |
39 | -0.005847 | -0.0453 | 0.482012 |
40 | -0.098262 | -0.7611 | 0.224778 |
41 | 0.011105 | 0.086 | 0.46587 |
42 | -0.00974 | -0.0754 | 0.470056 |
43 | -0.053775 | -0.4165 | 0.33925 |
44 | -0.051381 | -0.398 | 0.346024 |
45 | -0.142743 | -1.1057 | 0.13664 |
46 | 0.074324 | 0.5757 | 0.283482 |
47 | 0.074317 | 0.5757 | 0.283499 |
48 | -0.053442 | -0.414 | 0.340189 |
49 | -0.069284 | -0.5367 | 0.296739 |
50 | 0.069348 | 0.5372 | 0.29657 |
51 | 0.004917 | 0.0381 | 0.484872 |
52 | 0.02974 | 0.2304 | 0.409296 |
53 | 0.107354 | 0.8316 | 0.204477 |
54 | -0.059528 | -0.4611 | 0.323197 |
55 | 0.020863 | 0.1616 | 0.436081 |
56 | -0.059285 | -0.4592 | 0.323869 |
57 | 0.066429 | 0.5146 | 0.304375 |
58 | 0.050715 | 0.3928 | 0.347918 |
59 | -0.007538 | -0.0584 | 0.476816 |
60 | NA | NA | NA |