Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966343 | 7.4853 | 0 |
2 | 0.90639 | 7.0209 | 0 |
3 | 0.829113 | 6.4223 | 0 |
4 | 0.740584 | 5.7365 | 0 |
5 | 0.645329 | 4.9987 | 3e-06 |
6 | 0.552454 | 4.2793 | 3.4e-05 |
7 | 0.466108 | 3.6105 | 0.000313 |
8 | 0.385921 | 2.9893 | 0.002024 |
9 | 0.3197 | 2.4764 | 0.008055 |
10 | 0.268574 | 2.0804 | 0.020885 |
11 | 0.225324 | 1.7453 | 0.043022 |
12 | 0.180781 | 1.4003 | 0.083283 |
13 | 0.134197 | 1.0395 | 0.151376 |
14 | 0.086074 | 0.6667 | 0.253752 |
15 | 0.035604 | 0.2758 | 0.39183 |
16 | -0.015961 | -0.1236 | 0.45101 |
17 | -0.068925 | -0.5339 | 0.297695 |
18 | -0.119178 | -0.9232 | 0.179813 |
19 | -0.164529 | -1.2744 | 0.103712 |
20 | -0.205148 | -1.5891 | 0.05865 |
21 | -0.240866 | -1.8657 | 0.033484 |
22 | -0.274633 | -2.1273 | 0.018758 |
23 | -0.304022 | -2.3549 | 0.010907 |
24 | -0.329071 | -2.549 | 0.00669 |
25 | -0.351614 | -2.7236 | 0.004223 |
26 | -0.369648 | -2.8633 | 0.002884 |
27 | -0.386763 | -2.9959 | 0.001987 |
28 | -0.400058 | -3.0988 | 0.001478 |
29 | -0.40886 | -3.167 | 0.001211 |
30 | -0.415567 | -3.219 | 0.001039 |
31 | -0.41853 | -3.2419 | 0.00097 |
32 | -0.416612 | -3.2271 | 0.001014 |
33 | -0.410765 | -3.1818 | 0.001159 |
34 | -0.399549 | -3.0949 | 0.001495 |
35 | -0.380989 | -2.9511 | 0.002256 |
36 | -0.356527 | -2.7616 | 0.00381 |
37 | -0.324095 | -2.5104 | 0.007386 |
38 | -0.287143 | -2.2242 | 0.014955 |
39 | -0.249978 | -1.9363 | 0.028772 |
40 | -0.20912 | -1.6198 | 0.055256 |
41 | -0.169251 | -1.311 | 0.097424 |
42 | -0.131844 | -1.0213 | 0.155616 |
43 | -0.098608 | -0.7638 | 0.223985 |
44 | -0.068325 | -0.5292 | 0.299296 |
45 | -0.038616 | -0.2991 | 0.382942 |
46 | -0.010278 | -0.0796 | 0.468405 |
47 | 0.016849 | 0.1305 | 0.448298 |
48 | 0.041104 | 0.3184 | 0.375646 |
49 | 0.062914 | 0.4873 | 0.313901 |
50 | 0.082185 | 0.6366 | 0.263403 |
51 | 0.094712 | 0.7336 | 0.233014 |
52 | 0.097485 | 0.7551 | 0.226568 |
53 | 0.092208 | 0.7142 | 0.238924 |
54 | 0.083763 | 0.6488 | 0.259464 |
55 | 0.071527 | 0.554 | 0.290803 |
56 | 0.056618 | 0.4386 | 0.331278 |
57 | 0.041991 | 0.3253 | 0.373057 |
58 | 0.027607 | 0.2138 | 0.415697 |
59 | 0.013614 | 0.1055 | 0.458184 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966343 | 7.4853 | 0 |
2 | -0.414473 | -3.2105 | 0.001065 |
3 | -0.169267 | -1.3111 | 0.097404 |
4 | -0.09389 | -0.7273 | 0.234945 |
5 | -0.063509 | -0.4919 | 0.312279 |
6 | 0.057363 | 0.4443 | 0.329202 |
7 | 0.03324 | 0.2575 | 0.398846 |
8 | -0.032492 | -0.2517 | 0.401073 |
9 | 0.114443 | 0.8865 | 0.189452 |
10 | 0.054482 | 0.422 | 0.33726 |
11 | -0.094272 | -0.7302 | 0.234047 |
12 | -0.181183 | -1.4034 | 0.082821 |
13 | -0.093339 | -0.723 | 0.236245 |
14 | -0.02705 | -0.2095 | 0.417373 |
15 | -0.014881 | -0.1153 | 0.454308 |
16 | -0.00662 | -0.0513 | 0.479637 |
17 | -0.051897 | -0.402 | 0.344558 |
18 | 0.035067 | 0.2716 | 0.393421 |
19 | 0.02694 | 0.2087 | 0.417705 |
20 | -0.069447 | -0.5379 | 0.296306 |
21 | -0.088014 | -0.6818 | 0.249008 |
22 | -0.121628 | -0.9421 | 0.174952 |
23 | 0.003041 | 0.0236 | 0.490644 |
24 | 0.016346 | 0.1266 | 0.449835 |
25 | -0.047601 | -0.3687 | 0.356818 |
26 | 0.016546 | 0.1282 | 0.449225 |
27 | -0.062374 | -0.4831 | 0.315375 |
28 | 0.031037 | 0.2404 | 0.405415 |
29 | -0.001672 | -0.0129 | 0.494856 |
30 | -0.120224 | -0.9312 | 0.177729 |
31 | -0.032981 | -0.2555 | 0.399616 |
32 | 0.018411 | 0.1426 | 0.443538 |
33 | 0.003082 | 0.0239 | 0.490517 |
34 | 0.042542 | 0.3295 | 0.371452 |
35 | 0.032534 | 0.252 | 0.400947 |
36 | 0.003052 | 0.0236 | 0.490609 |
37 | 0.08825 | 0.6836 | 0.248434 |
38 | -0.018694 | -0.1448 | 0.442674 |
39 | -0.121171 | -0.9386 | 0.175854 |
40 | 0.043995 | 0.3408 | 0.367229 |
41 | -0.027869 | -0.2159 | 0.414911 |
42 | -0.006464 | -0.0501 | 0.480117 |
43 | 0.007418 | 0.0575 | 0.477184 |
44 | 0.000808 | 0.0063 | 0.497513 |
45 | 0.077199 | 0.598 | 0.276052 |
46 | 0.045521 | 0.3526 | 0.362811 |
47 | -0.053922 | -0.4177 | 0.338836 |
48 | -0.093957 | -0.7278 | 0.234788 |
49 | -0.039601 | -0.3067 | 0.380049 |
50 | -0.008528 | -0.0661 | 0.473776 |
51 | -0.096372 | -0.7465 | 0.229142 |
52 | -0.134247 | -1.0399 | 0.151286 |
53 | -0.021666 | -0.1678 | 0.433642 |
54 | 0.131149 | 1.0159 | 0.156883 |
55 | 0.03108 | 0.2407 | 0.405286 |
56 | -0.073319 | -0.5679 | 0.286102 |
57 | -0.055796 | -0.4322 | 0.333575 |
58 | -0.063059 | -0.4885 | 0.313505 |
59 | -0.01038 | -0.0804 | 0.468091 |
60 | NA | NA | NA |