Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.75339 | 5.7869 | 0 |
2 | 0.623958 | 4.7927 | 6e-06 |
3 | 0.4283 | 3.2898 | 0.000847 |
4 | 0.262931 | 2.0196 | 0.023987 |
5 | 0.160568 | 1.2333 | 0.111168 |
6 | 0.177484 | 1.3633 | 0.088987 |
7 | 0.144228 | 1.1078 | 0.136214 |
8 | 0.145845 | 1.1203 | 0.133572 |
9 | 0.082644 | 0.6348 | 0.264005 |
10 | 0.031604 | 0.2428 | 0.404519 |
11 | 0.012624 | 0.097 | 0.461541 |
12 | 0.019774 | 0.1519 | 0.439898 |
13 | 0.068712 | 0.5278 | 0.299814 |
14 | 0.048334 | 0.3713 | 0.355888 |
15 | 0.071373 | 0.5482 | 0.292802 |
16 | -0.002191 | -0.0168 | 0.493315 |
17 | -0.024915 | -0.1914 | 0.424444 |
18 | -0.076178 | -0.5851 | 0.280343 |
19 | -0.05571 | -0.4279 | 0.335134 |
20 | -0.104913 | -0.8059 | 0.211782 |
21 | -0.061226 | -0.4703 | 0.319942 |
22 | -0.10727 | -0.824 | 0.206641 |
23 | -0.08744 | -0.6716 | 0.252217 |
24 | -0.14804 | -1.1371 | 0.130043 |
25 | -0.179086 | -1.3756 | 0.087075 |
26 | -0.165151 | -1.2686 | 0.104792 |
27 | -0.202405 | -1.5547 | 0.062683 |
28 | -0.204367 | -1.5698 | 0.060908 |
29 | -0.143782 | -1.1044 | 0.13695 |
30 | -0.1535 | -1.1791 | 0.121555 |
31 | -0.159215 | -1.223 | 0.113105 |
32 | -0.135475 | -1.0406 | 0.151152 |
33 | -0.159592 | -1.2258 | 0.112563 |
34 | -0.167389 | -1.2857 | 0.101778 |
35 | -0.172774 | -1.3271 | 0.094794 |
36 | -0.138671 | -1.0651 | 0.145574 |
37 | -0.130177 | -0.9999 | 0.160718 |
38 | -0.089499 | -0.6875 | 0.247246 |
39 | -0.073805 | -0.5669 | 0.286464 |
40 | -0.074101 | -0.5692 | 0.285697 |
41 | -0.043524 | -0.3343 | 0.369664 |
42 | -0.049277 | -0.3785 | 0.353207 |
43 | -0.065985 | -0.5068 | 0.307077 |
44 | -0.039239 | -0.3014 | 0.382084 |
45 | -0.035394 | -0.2719 | 0.393337 |
46 | -0.039934 | -0.3067 | 0.380062 |
47 | -0.030203 | -0.232 | 0.408673 |
48 | -0.043557 | -0.3346 | 0.369568 |
49 | -0.041133 | -0.3159 | 0.376579 |
50 | -0.031357 | -0.2409 | 0.405251 |
51 | -0.036156 | -0.2777 | 0.391101 |
52 | -0.022915 | -0.176 | 0.430442 |
53 | -0.008902 | -0.0684 | 0.472859 |
54 | -0.01425 | -0.1095 | 0.456606 |
55 | 0.000559 | 0.0043 | 0.498293 |
56 | -0.003069 | -0.0236 | 0.490636 |
57 | -0.011243 | -0.0864 | 0.465736 |
58 | 0.000684 | 0.0053 | 0.497913 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.75339 | 5.7869 | 0 |
2 | 0.130344 | 1.0012 | 0.160412 |
3 | -0.185176 | -1.4224 | 0.080093 |
4 | -0.110957 | -0.8523 | 0.198753 |
5 | 0.048613 | 0.3734 | 0.355094 |
6 | 0.250601 | 1.9249 | 0.029533 |
7 | -0.058404 | -0.4486 | 0.327677 |
8 | -0.066292 | -0.5092 | 0.306256 |
9 | -0.134193 | -1.0308 | 0.153431 |
10 | 0.005561 | 0.0427 | 0.483036 |
11 | 0.142015 | 1.0908 | 0.139889 |
12 | 0.059115 | 0.4541 | 0.325721 |
13 | 0.061545 | 0.4727 | 0.319074 |
14 | -0.221434 | -1.7009 | 0.047117 |
15 | 0.045307 | 0.348 | 0.364535 |
16 | -0.078459 | -0.6027 | 0.274523 |
17 | 0.094759 | 0.7279 | 0.234791 |
18 | -0.03818 | -0.2933 | 0.385173 |
19 | 0.001639 | 0.0126 | 0.494998 |
20 | -0.165517 | -1.2714 | 0.104294 |
21 | 0.050497 | 0.3879 | 0.349751 |
22 | -0.013524 | -0.1039 | 0.458809 |
23 | 0.078021 | 0.5993 | 0.275637 |
24 | -0.154293 | -1.1852 | 0.120355 |
25 | -0.165532 | -1.2715 | 0.104275 |
26 | 0.13432 | 1.0317 | 0.153205 |
27 | -0.105508 | -0.8104 | 0.210477 |
28 | 0.028484 | 0.2188 | 0.413784 |
29 | 0.104274 | 0.8009 | 0.213189 |
30 | -0.135212 | -1.0386 | 0.151618 |
31 | -0.097545 | -0.7493 | 0.228339 |
32 | -0.007012 | -0.0539 | 0.478613 |
33 | 0.116216 | 0.8927 | 0.18783 |
34 | -0.115137 | -0.8844 | 0.19004 |
35 | -0.017531 | -0.1347 | 0.446671 |
36 | -0.019646 | -0.1509 | 0.440283 |
37 | 0.039157 | 0.3008 | 0.382323 |
38 | 0.005205 | 0.04 | 0.484122 |
39 | 0.046014 | 0.3534 | 0.36251 |
40 | -0.071938 | -0.5526 | 0.291323 |
41 | 0.046783 | 0.3593 | 0.360309 |
42 | -0.100538 | -0.7722 | 0.221526 |
43 | 0.000249 | 0.0019 | 0.499242 |
44 | 0.047922 | 0.3681 | 0.35706 |
45 | -0.015426 | -0.1185 | 0.453042 |
46 | 0.011264 | 0.0865 | 0.465674 |
47 | -0.096934 | -0.7446 | 0.229746 |
48 | -0.029001 | -0.2228 | 0.412245 |
49 | 0.040105 | 0.308 | 0.379565 |
50 | 0.06341 | 0.4871 | 0.314011 |
51 | -0.050289 | -0.3863 | 0.350342 |
52 | -0.139332 | -1.0702 | 0.144437 |
53 | 0.069566 | 0.5343 | 0.297555 |
54 | -0.015171 | -0.1165 | 0.453813 |
55 | 0.044058 | 0.3384 | 0.368126 |
56 | -0.036144 | -0.2776 | 0.391134 |
57 | -0.014488 | -0.1113 | 0.455884 |
58 | -0.079824 | -0.6131 | 0.27107 |
59 | NA | NA | NA |
60 | NA | NA | NA |