Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.941403 | 7.2921 | 0 |
2 | 0.866809 | 6.7143 | 0 |
3 | 0.806212 | 6.2449 | 0 |
4 | 0.74743 | 5.7896 | 0 |
5 | 0.703624 | 5.4502 | 0 |
6 | 0.656437 | 5.0847 | 2e-06 |
7 | 0.559228 | 4.3318 | 2.9e-05 |
8 | 0.454536 | 3.5208 | 0.000414 |
9 | 0.378883 | 2.9348 | 0.002362 |
10 | 0.316079 | 2.4483 | 0.008646 |
11 | 0.293258 | 2.2716 | 0.013356 |
12 | 0.255991 | 1.9829 | 0.025981 |
13 | 0.166381 | 1.2888 | 0.101211 |
14 | 0.074366 | 0.576 | 0.283372 |
15 | 0.009734 | 0.0754 | 0.470073 |
16 | -0.056243 | -0.4357 | 0.332324 |
17 | -0.097273 | -0.7535 | 0.227056 |
18 | -0.144576 | -1.1199 | 0.133613 |
19 | -0.229479 | -1.7775 | 0.040274 |
20 | -0.308855 | -2.3924 | 0.009944 |
21 | -0.360183 | -2.79 | 0.003528 |
22 | -0.394487 | -3.0557 | 0.001674 |
23 | -0.405659 | -3.1422 | 0.001302 |
24 | -0.413245 | -3.201 | 0.001095 |
25 | -0.456885 | -3.539 | 0.000391 |
26 | -0.480596 | -3.7227 | 0.000219 |
27 | -0.480751 | -3.7239 | 0.000218 |
28 | -0.464969 | -3.6016 | 0.000321 |
29 | -0.427475 | -3.3112 | 0.000788 |
30 | -0.387391 | -3.0007 | 0.00196 |
31 | -0.371843 | -2.8803 | 0.002751 |
32 | -0.348845 | -2.7021 | 0.004473 |
33 | -0.309633 | -2.3984 | 0.009796 |
34 | -0.267416 | -2.0714 | 0.021315 |
35 | -0.21854 | -1.6928 | 0.04784 |
36 | -0.187121 | -1.4494 | 0.076212 |
37 | -0.18099 | -1.4019 | 0.083042 |
38 | -0.179465 | -1.3901 | 0.084813 |
39 | -0.16598 | -1.2857 | 0.101748 |
40 | -0.150893 | -1.1688 | 0.123551 |
41 | -0.125009 | -0.9683 | 0.168387 |
42 | -0.103829 | -0.8043 | 0.212213 |
43 | -0.094695 | -0.7335 | 0.233053 |
44 | -0.082897 | -0.6421 | 0.261622 |
45 | -0.062666 | -0.4854 | 0.314577 |
46 | -0.03463 | -0.2682 | 0.394717 |
47 | -0.002694 | -0.0209 | 0.49171 |
48 | 0.023668 | 0.1833 | 0.427578 |
49 | 0.032038 | 0.2482 | 0.402426 |
50 | 0.035497 | 0.275 | 0.392145 |
51 | 0.035434 | 0.2745 | 0.392332 |
52 | 0.032428 | 0.2512 | 0.401266 |
53 | 0.030719 | 0.2379 | 0.406367 |
54 | 0.028252 | 0.2188 | 0.413759 |
55 | 0.021749 | 0.1685 | 0.433391 |
56 | 0.013708 | 0.1062 | 0.457896 |
57 | 0.007578 | 0.0587 | 0.476693 |
58 | 0.002886 | 0.0224 | 0.491118 |
59 | 0.000885 | 0.0069 | 0.497276 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.941403 | 7.2921 | 0 |
2 | -0.170807 | -1.3231 | 0.095416 |
3 | 0.105153 | 0.8145 | 0.209287 |
4 | -0.056129 | -0.4348 | 0.332644 |
5 | 0.122005 | 0.945 | 0.174213 |
6 | -0.106554 | -0.8254 | 0.206218 |
7 | -0.441554 | -3.4203 | 0.000565 |
8 | -0.018798 | -0.1456 | 0.442361 |
9 | 0.157996 | 1.2238 | 0.1129 |
10 | 0.01346 | 0.1043 | 0.458655 |
11 | 0.307581 | 2.3825 | 0.01019 |
12 | -0.327009 | -2.533 | 0.006971 |
13 | -0.312743 | -2.4225 | 0.009225 |
14 | 0.021517 | 0.1667 | 0.434095 |
15 | 0.079403 | 0.6151 | 0.270422 |
16 | -0.198673 | -1.5389 | 0.064541 |
17 | -0.035834 | -0.2776 | 0.391148 |
18 | -0.114865 | -0.8897 | 0.188579 |
19 | 0.073885 | 0.5723 | 0.284624 |
20 | 0.042291 | 0.3276 | 0.372182 |
21 | 0.012871 | 0.0997 | 0.460458 |
22 | -0.081413 | -0.6306 | 0.265342 |
23 | -0.100074 | -0.7752 | 0.220643 |
24 | 0.135356 | 1.0485 | 0.149316 |
25 | -0.069478 | -0.5382 | 0.296224 |
26 | 0.051829 | 0.4015 | 0.344751 |
27 | -0.032736 | -0.2536 | 0.400346 |
28 | 0.096755 | 0.7495 | 0.228255 |
29 | 0.094262 | 0.7302 | 0.234069 |
30 | 0.084898 | 0.6576 | 0.25665 |
31 | 0.053584 | 0.4151 | 0.33979 |
32 | -0.068973 | -0.5343 | 0.297567 |
33 | -0.115902 | -0.8978 | 0.186448 |
34 | 0.052022 | 0.403 | 0.344206 |
35 | -0.194408 | -1.5059 | 0.068673 |
36 | -0.093204 | -0.722 | 0.236564 |
37 | -0.019076 | -0.1478 | 0.441514 |
38 | -0.144328 | -1.118 | 0.13402 |
39 | 0.041814 | 0.3239 | 0.373575 |
40 | 0.050132 | 0.3883 | 0.349577 |
41 | -0.050215 | -0.389 | 0.349339 |
42 | 0.086973 | 0.6737 | 0.251548 |
43 | -0.032681 | -0.2531 | 0.400511 |
44 | -0.027806 | -0.2154 | 0.4151 |
45 | -0.117603 | -0.9109 | 0.182984 |
46 | 0.008477 | 0.0657 | 0.473931 |
47 | 0.086181 | 0.6676 | 0.253489 |
48 | -0.005588 | -0.0433 | 0.48281 |
49 | 0.031822 | 0.2465 | 0.403071 |
50 | -0.018562 | -0.1438 | 0.443078 |
51 | -0.028477 | -0.2206 | 0.413085 |
52 | -0.016401 | -0.127 | 0.449665 |
53 | 0.023486 | 0.1819 | 0.428128 |
54 | -0.020319 | -0.1574 | 0.437734 |
55 | 0.044004 | 0.3409 | 0.367201 |
56 | 0.00175 | 0.0136 | 0.494614 |
57 | 0.029117 | 0.2255 | 0.411162 |
58 | -0.118493 | -0.9178 | 0.181188 |
59 | -0.024963 | -0.1934 | 0.423664 |
60 | NA | NA | NA |