Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.935977 | 7.25 | 0 |
2 | 0.852066 | 6.6001 | 0 |
3 | 0.799646 | 6.194 | 0 |
4 | 0.774288 | 5.9976 | 0 |
5 | 0.758976 | 5.879 | 0 |
6 | 0.721206 | 5.5864 | 0 |
7 | 0.646132 | 5.0049 | 3e-06 |
8 | 0.550092 | 4.261 | 3.6e-05 |
9 | 0.470132 | 3.6416 | 0.000283 |
10 | 0.417344 | 3.2327 | 0.000997 |
11 | 0.401568 | 3.1105 | 0.001428 |
12 | 0.363149 | 2.8129 | 0.003313 |
13 | 0.254784 | 1.9735 | 0.026522 |
14 | 0.145805 | 1.1294 | 0.131612 |
15 | 0.067951 | 0.5263 | 0.300295 |
16 | 0.017348 | 0.1344 | 0.446778 |
17 | -0.016106 | -0.1248 | 0.450566 |
18 | -0.058613 | -0.454 | 0.325728 |
19 | -0.12403 | -0.9607 | 0.170271 |
20 | -0.208225 | -1.6129 | 0.056007 |
21 | -0.268956 | -2.0833 | 0.020745 |
22 | -0.302886 | -2.3461 | 0.011145 |
23 | -0.311426 | -2.4123 | 0.009463 |
24 | -0.336165 | -2.6039 | 0.0058 |
25 | -0.394857 | -3.0585 | 0.001661 |
26 | -0.445895 | -3.4539 | 0.00051 |
27 | -0.464463 | -3.5977 | 0.000325 |
28 | -0.460553 | -3.5674 | 0.000358 |
29 | -0.440402 | -3.4113 | 0.000581 |
30 | -0.419206 | -3.2472 | 0.000955 |
31 | -0.412944 | -3.1987 | 0.001103 |
32 | -0.416555 | -3.2266 | 0.001015 |
33 | -0.39446 | -3.0555 | 0.001675 |
34 | -0.364271 | -2.8216 | 0.003235 |
35 | -0.330425 | -2.5595 | 0.006511 |
36 | -0.303192 | -2.3485 | 0.011081 |
37 | -0.299563 | -2.3204 | 0.011868 |
38 | -0.294937 | -2.2846 | 0.012945 |
39 | -0.280159 | -2.1701 | 0.016984 |
40 | -0.254479 | -1.9712 | 0.02666 |
41 | -0.221593 | -1.7164 | 0.04562 |
42 | -0.188573 | -1.4607 | 0.07466 |
43 | -0.168018 | -1.3015 | 0.099038 |
44 | -0.148544 | -1.1506 | 0.127228 |
45 | -0.122749 | -0.9508 | 0.172758 |
46 | -0.101149 | -0.7835 | 0.218209 |
47 | -0.077965 | -0.6039 | 0.274088 |
48 | -0.054532 | -0.4224 | 0.33712 |
49 | -0.041139 | -0.3187 | 0.375545 |
50 | -0.029881 | -0.2315 | 0.408874 |
51 | -0.018055 | -0.1399 | 0.444622 |
52 | -0.004428 | -0.0343 | 0.486376 |
53 | 0.007109 | 0.0551 | 0.478134 |
54 | 0.014397 | 0.1115 | 0.455788 |
55 | 0.01656 | 0.1283 | 0.449181 |
56 | 0.020838 | 0.1614 | 0.436156 |
57 | 0.023726 | 0.1838 | 0.427404 |
58 | 0.015602 | 0.1209 | 0.452106 |
59 | 0.004694 | 0.0364 | 0.485558 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.935977 | 7.25 | 0 |
2 | -0.193531 | -1.4991 | 0.069548 |
3 | 0.242476 | 1.8782 | 0.032607 |
4 | 0.10879 | 0.8427 | 0.201377 |
5 | 0.076844 | 0.5952 | 0.276964 |
6 | -0.151818 | -1.176 | 0.122125 |
7 | -0.234042 | -1.8129 | 0.037426 |
8 | -0.213774 | -1.6559 | 0.051483 |
9 | -0.036167 | -0.2801 | 0.390165 |
10 | -0.003349 | -0.0259 | 0.489694 |
11 | 0.273837 | 2.1211 | 0.019026 |
12 | -0.1811 | -1.4028 | 0.082916 |
13 | -0.425171 | -3.2934 | 0.000832 |
14 | 0.084682 | 0.6559 | 0.257184 |
15 | -0.028948 | -0.2242 | 0.411669 |
16 | -0.051981 | -0.4026 | 0.344322 |
17 | 0.0474 | 0.3672 | 0.357396 |
18 | 0.017286 | 0.1339 | 0.446968 |
19 | 0.048404 | 0.3749 | 0.354514 |
20 | -0.158285 | -1.2261 | 0.112481 |
21 | 0.093192 | 0.7219 | 0.236592 |
22 | -0.11994 | -0.929 | 0.178293 |
23 | -0.096207 | -0.7452 | 0.229526 |
24 | 0.008827 | 0.0684 | 0.472857 |
25 | 0.026969 | 0.2089 | 0.417617 |
26 | -0.00044 | -0.0034 | 0.498645 |
27 | 0.143569 | 1.1121 | 0.13527 |
28 | -0.035565 | -0.2755 | 0.391946 |
29 | 0.094746 | 0.7339 | 0.232935 |
30 | 0.005317 | 0.0412 | 0.483643 |
31 | 0.087067 | 0.6744 | 0.251317 |
32 | -0.01072 | -0.083 | 0.46705 |
33 | 0.067141 | 0.5201 | 0.302463 |
34 | -0.206214 | -1.5973 | 0.057723 |
35 | -0.06715 | -0.5201 | 0.30244 |
36 | 0.013073 | 0.1013 | 0.459839 |
37 | -0.07277 | -0.5637 | 0.287538 |
38 | -0.120512 | -0.9335 | 0.177156 |
39 | -0.070117 | -0.5431 | 0.294529 |
40 | -0.000221 | -0.0017 | 0.49932 |
41 | 0.029227 | 0.2264 | 0.410833 |
42 | -0.014722 | -0.114 | 0.454796 |
43 | 0.148688 | 1.1517 | 0.127 |
44 | 0.025465 | 0.1972 | 0.422149 |
45 | -0.13175 | -1.0205 | 0.155788 |
46 | 0.041595 | 0.3222 | 0.374212 |
47 | 0.003866 | 0.0299 | 0.488104 |
48 | -0.081364 | -0.6302 | 0.265463 |
49 | 0.031014 | 0.2402 | 0.405485 |
50 | -0.043622 | -0.3379 | 0.368312 |
51 | 0.035272 | 0.2732 | 0.392812 |
52 | -0.091471 | -0.7085 | 0.240679 |
53 | 0.015124 | 0.1172 | 0.453566 |
54 | -0.053075 | -0.4111 | 0.341226 |
55 | -0.053582 | -0.415 | 0.339795 |
56 | 0.051077 | 0.3956 | 0.346887 |
57 | 0.07637 | 0.5916 | 0.278184 |
58 | -0.04107 | -0.3181 | 0.375747 |
59 | 0.001663 | 0.0129 | 0.494881 |
60 | NA | NA | NA |