Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.936824 | 7.2566 | 0 |
2 | 0.848005 | 6.5686 | 0 |
3 | 0.748609 | 5.7987 | 0 |
4 | 0.636274 | 4.9286 | 3e-06 |
5 | 0.516723 | 4.0025 | 8.7e-05 |
6 | 0.398529 | 3.087 | 0.00153 |
7 | 0.2807 | 2.1743 | 0.016819 |
8 | 0.176793 | 1.3694 | 0.087984 |
9 | 0.091168 | 0.7062 | 0.241403 |
10 | 0.025571 | 0.1981 | 0.42183 |
11 | -0.017439 | -0.1351 | 0.446499 |
12 | -0.044787 | -0.3469 | 0.364934 |
13 | -0.070718 | -0.5478 | 0.292938 |
14 | -0.102283 | -0.7923 | 0.215658 |
15 | -0.14086 | -1.0911 | 0.139795 |
16 | -0.179391 | -1.3896 | 0.084899 |
17 | -0.217527 | -1.685 | 0.048596 |
18 | -0.250663 | -1.9416 | 0.028441 |
19 | -0.281071 | -2.1772 | 0.016706 |
20 | -0.308424 | -2.389 | 0.010027 |
21 | -0.337199 | -2.6119 | 0.005679 |
22 | -0.357533 | -2.7694 | 0.003731 |
23 | -0.375581 | -2.9092 | 0.002537 |
24 | -0.385714 | -2.9877 | 0.002034 |
25 | -0.389218 | -3.0149 | 0.001882 |
26 | -0.383709 | -2.9722 | 0.002125 |
27 | -0.375482 | -2.9085 | 0.002543 |
28 | -0.364563 | -2.8239 | 0.003215 |
29 | -0.34519 | -2.6738 | 0.004823 |
30 | -0.32552 | -2.5215 | 0.00718 |
31 | -0.303844 | -2.3536 | 0.010944 |
32 | -0.276156 | -2.1391 | 0.018253 |
33 | -0.246673 | -1.9107 | 0.030411 |
34 | -0.216412 | -1.6763 | 0.04944 |
35 | -0.181787 | -1.4081 | 0.082129 |
36 | -0.150377 | -1.1648 | 0.124351 |
37 | -0.117661 | -0.9114 | 0.182866 |
38 | -0.087783 | -0.68 | 0.249571 |
39 | -0.05875 | -0.4551 | 0.325349 |
40 | -0.033732 | -0.2613 | 0.397384 |
41 | -0.004029 | -0.0312 | 0.487604 |
42 | 0.022411 | 0.1736 | 0.431386 |
43 | 0.044141 | 0.3419 | 0.366806 |
44 | 0.065239 | 0.5053 | 0.307585 |
45 | 0.084964 | 0.6581 | 0.256486 |
46 | 0.098086 | 0.7598 | 0.225183 |
47 | 0.112368 | 0.8704 | 0.193776 |
48 | 0.128071 | 0.992 | 0.162582 |
49 | 0.142475 | 1.1036 | 0.137085 |
50 | 0.15268 | 1.1827 | 0.120805 |
51 | 0.155636 | 1.2056 | 0.116362 |
52 | 0.152556 | 1.1817 | 0.120994 |
53 | 0.143047 | 1.108 | 0.136134 |
54 | 0.12715 | 0.9849 | 0.164314 |
55 | 0.109441 | 0.8477 | 0.19998 |
56 | 0.089973 | 0.6969 | 0.244269 |
57 | 0.06882 | 0.5331 | 0.297974 |
58 | 0.048492 | 0.3756 | 0.354263 |
59 | 0.025327 | 0.1962 | 0.422566 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.936824 | 7.2566 | 0 |
2 | -0.242198 | -1.8761 | 0.032757 |
3 | -0.09841 | -0.7623 | 0.22444 |
4 | -0.145466 | -1.1268 | 0.132163 |
5 | -0.097164 | -0.7526 | 0.227307 |
6 | -0.045864 | -0.3553 | 0.361819 |
7 | -0.080316 | -0.6221 | 0.268108 |
8 | 0.036 | 0.2789 | 0.390658 |
9 | 0.034773 | 0.2694 | 0.394291 |
10 | 0.046933 | 0.3635 | 0.358738 |
11 | 0.061739 | 0.4782 | 0.317113 |
12 | -0.00653 | -0.0506 | 0.479914 |
13 | -0.107395 | -0.8319 | 0.204387 |
14 | -0.14495 | -1.1228 | 0.133003 |
15 | -0.133493 | -1.034 | 0.152635 |
16 | -0.04168 | -0.3229 | 0.373964 |
17 | -0.030064 | -0.2329 | 0.408326 |
18 | 0.03533 | 0.2737 | 0.392642 |
19 | 0.007886 | 0.0611 | 0.475749 |
20 | -0.002885 | -0.0223 | 0.491122 |
21 | -0.081349 | -0.6301 | 0.265503 |
22 | -0.022388 | -0.1734 | 0.431455 |
23 | -0.119212 | -0.9234 | 0.179746 |
24 | -0.054153 | -0.4195 | 0.338187 |
25 | -0.056305 | -0.4361 | 0.332152 |
26 | 0.015229 | 0.118 | 0.453246 |
27 | -0.011593 | -0.0898 | 0.464373 |
28 | -0.006175 | -0.0478 | 0.481006 |
29 | 0.04502 | 0.3487 | 0.364258 |
30 | -0.072167 | -0.559 | 0.289121 |
31 | -0.049554 | -0.3838 | 0.351225 |
32 | -0.027999 | -0.2169 | 0.414518 |
33 | -0.040692 | -0.3152 | 0.376851 |
34 | -0.019534 | -0.1513 | 0.440119 |
35 | 0.028716 | 0.2224 | 0.412367 |
36 | -0.028496 | -0.2207 | 0.413026 |
37 | 0.03043 | 0.2357 | 0.407231 |
38 | -0.054248 | -0.4202 | 0.337918 |
39 | -0.008461 | -0.0655 | 0.473982 |
40 | -0.065923 | -0.5106 | 0.305739 |
41 | 0.036671 | 0.2841 | 0.388674 |
42 | -0.041871 | -0.3243 | 0.373408 |
43 | -0.018291 | -0.1417 | 0.443904 |
44 | 0.012565 | 0.0973 | 0.461395 |
45 | -0.000572 | -0.0044 | 0.498241 |
46 | -0.054516 | -0.4223 | 0.337166 |
47 | 0.013274 | 0.1028 | 0.459223 |
48 | 0.001622 | 0.0126 | 0.495008 |
49 | -0.010367 | -0.0803 | 0.468133 |
50 | -0.021764 | -0.1686 | 0.433346 |
51 | -0.061503 | -0.4764 | 0.31776 |
52 | -0.025928 | -0.2008 | 0.420752 |
53 | -0.067624 | -0.5238 | 0.301169 |
54 | -0.048224 | -0.3735 | 0.355031 |
55 | -0.021357 | -0.1654 | 0.434582 |
56 | -0.003932 | -0.0305 | 0.487903 |
57 | -0.015959 | -0.1236 | 0.451014 |
58 | 0.015126 | 0.1172 | 0.453559 |
59 | -0.068354 | -0.5295 | 0.299216 |
60 | NA | NA | NA |