Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.867198 | 6.6611 | 0 |
2 | 0.628376 | 4.8267 | 5e-06 |
3 | 0.394192 | 3.0278 | 0.001825 |
4 | 0.24551 | 1.8858 | 0.032124 |
5 | 0.18774 | 1.4421 | 0.077287 |
6 | 0.164971 | 1.2672 | 0.105037 |
7 | 0.120484 | 0.9255 | 0.179249 |
8 | 0.087642 | 0.6732 | 0.251728 |
9 | 0.089853 | 0.6902 | 0.246396 |
10 | 0.142511 | 1.0946 | 0.13906 |
11 | 0.212684 | 1.6337 | 0.053828 |
12 | 0.252417 | 1.9389 | 0.028653 |
13 | 0.221932 | 1.7047 | 0.046757 |
14 | 0.155122 | 1.1915 | 0.119111 |
15 | 0.049897 | 0.3833 | 0.35145 |
16 | -0.077028 | -0.5917 | 0.278169 |
17 | -0.186983 | -1.4362 | 0.078107 |
18 | -0.261072 | -2.0053 | 0.024761 |
19 | -0.294811 | -2.2645 | 0.013616 |
20 | -0.283735 | -2.1794 | 0.016653 |
21 | -0.254807 | -1.9572 | 0.02753 |
22 | -0.225299 | -1.7306 | 0.044379 |
23 | -0.193605 | -1.4871 | 0.071156 |
24 | -0.1592 | -1.2228 | 0.113127 |
25 | -0.142523 | -1.0947 | 0.139039 |
26 | -0.124988 | -0.9601 | 0.170474 |
27 | -0.158024 | -1.2138 | 0.11483 |
28 | -0.222498 | -1.709 | 0.04635 |
29 | -0.298004 | -2.289 | 0.012837 |
30 | -0.359923 | -2.7646 | 0.003797 |
31 | -0.381732 | -2.9321 | 0.002392 |
32 | -0.353223 | -2.7132 | 0.004361 |
33 | -0.274775 | -2.1106 | 0.019528 |
34 | -0.161492 | -1.2404 | 0.10986 |
35 | -0.055164 | -0.4237 | 0.336654 |
36 | 0.019073 | 0.1465 | 0.442013 |
37 | 0.039341 | 0.3022 | 0.381788 |
38 | 0.028429 | 0.2184 | 0.413949 |
39 | 0.009762 | 0.075 | 0.47024 |
40 | -1.3e-05 | -1e-04 | 0.499959 |
41 | -0.01245 | -0.0956 | 0.46207 |
42 | -0.03827 | -0.294 | 0.38491 |
43 | -0.078706 | -0.6046 | 0.273896 |
44 | -0.108883 | -0.8363 | 0.203167 |
45 | -0.10217 | -0.7848 | 0.217861 |
46 | -0.058955 | -0.4528 | 0.326162 |
47 | -0.014358 | -0.1103 | 0.456278 |
48 | 0.020523 | 0.1576 | 0.43764 |
49 | 0.036706 | 0.2819 | 0.389485 |
50 | 0.055908 | 0.4294 | 0.334583 |
51 | 0.065633 | 0.5041 | 0.308021 |
52 | 0.07726 | 0.5934 | 0.277575 |
53 | 0.071349 | 0.548 | 0.292864 |
54 | 0.055862 | 0.4291 | 0.334712 |
55 | 0.033786 | 0.2595 | 0.398071 |
56 | 0.019262 | 0.148 | 0.441443 |
57 | 0.017025 | 0.1308 | 0.4482 |
58 | 0.012243 | 0.094 | 0.462698 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.867198 | 6.6611 | 0 |
2 | -0.498681 | -3.8304 | 0.000156 |
3 | 0.053548 | 0.4113 | 0.341168 |
4 | 0.179386 | 1.3779 | 0.08672 |
5 | 0.047764 | 0.3669 | 0.357511 |
6 | -0.106029 | -0.8144 | 0.209339 |
7 | -0.116089 | -0.8917 | 0.188088 |
8 | 0.227095 | 1.7443 | 0.043153 |
9 | 0.090997 | 0.699 | 0.243662 |
10 | 0.071586 | 0.5499 | 0.292246 |
11 | -0.017942 | -0.1378 | 0.445429 |
12 | -0.012321 | -0.0946 | 0.462461 |
13 | -0.091433 | -0.7023 | 0.242624 |
14 | 0.04775 | 0.3668 | 0.357549 |
15 | -0.239032 | -1.836 | 0.035696 |
16 | -0.196787 | -1.5116 | 0.067993 |
17 | 0.047018 | 0.3611 | 0.359639 |
18 | 0.005964 | 0.0458 | 0.481808 |
19 | -0.067948 | -0.5219 | 0.301842 |
20 | -0.053349 | -0.4098 | 0.341726 |
21 | -0.006024 | -0.0463 | 0.481625 |
22 | -0.020246 | -0.1555 | 0.438476 |
23 | 0.012922 | 0.0993 | 0.460636 |
24 | -0.019119 | -0.1469 | 0.441873 |
25 | -0.134108 | -1.0301 | 0.153582 |
26 | 0.131692 | 1.0115 | 0.157944 |
27 | -0.197179 | -1.5146 | 0.067611 |
28 | 0.007649 | 0.0588 | 0.476674 |
29 | -0.098625 | -0.7575 | 0.225868 |
30 | -0.01352 | -0.1039 | 0.458819 |
31 | 0.036882 | 0.2833 | 0.388972 |
32 | -0.03273 | -0.2514 | 0.401188 |
33 | 0.201941 | 1.5511 | 0.063109 |
34 | 0.016353 | 0.1256 | 0.450234 |
35 | -0.029027 | -0.223 | 0.412168 |
36 | -0.019395 | -0.149 | 0.441041 |
37 | -0.062257 | -0.4782 | 0.317137 |
38 | 0.002113 | 0.0162 | 0.493552 |
39 | 0.064385 | 0.4946 | 0.311377 |
40 | -0.035288 | -0.2711 | 0.393649 |
41 | -0.071768 | -0.5513 | 0.291769 |
42 | 0.064019 | 0.4917 | 0.312365 |
43 | -0.05911 | -0.454 | 0.325735 |
44 | -0.04149 | -0.3187 | 0.375543 |
45 | -0.055795 | -0.4286 | 0.3349 |
46 | -0.056484 | -0.4339 | 0.332985 |
47 | -0.132621 | -1.0187 | 0.156256 |
48 | 0.01331 | 0.1022 | 0.459459 |
49 | 0.029288 | 0.225 | 0.411392 |
50 | 0.007561 | 0.0581 | 0.476941 |
51 | -0.051455 | -0.3952 | 0.347048 |
52 | 0.069483 | 0.5337 | 0.297774 |
53 | 0.028871 | 0.2218 | 0.412631 |
54 | -0.016346 | -0.1256 | 0.450255 |
55 | -0.009009 | -0.0692 | 0.472533 |
56 | 0.017807 | 0.1368 | 0.445835 |
57 | -0.016461 | -0.1264 | 0.449909 |
58 | -0.045688 | -0.3509 | 0.363443 |
59 | NA | NA | NA |
60 | NA | NA | NA |