Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.850174 | 6.5854 | 0 |
2 | 0.647968 | 5.0191 | 2e-06 |
3 | 0.496422 | 3.8453 | 0.000147 |
4 | 0.450418 | 3.4889 | 0.000457 |
5 | 0.479241 | 3.7122 | 0.000226 |
6 | 0.469216 | 3.6345 | 0.00029 |
7 | 0.401713 | 3.1117 | 0.001424 |
8 | 0.332724 | 2.5773 | 0.006217 |
9 | 0.316679 | 2.453 | 0.008546 |
10 | 0.349535 | 2.7075 | 0.004409 |
11 | 0.371893 | 2.8807 | 0.002748 |
12 | 0.354086 | 2.7427 | 0.00401 |
13 | 0.202984 | 1.5723 | 0.060569 |
14 | 0.073104 | 0.5663 | 0.286665 |
15 | -0.006385 | -0.0495 | 0.48036 |
16 | -0.030755 | -0.2382 | 0.406259 |
17 | -0.014444 | -0.1119 | 0.455645 |
18 | -0.055943 | -0.4333 | 0.333164 |
19 | -0.116683 | -0.9038 | 0.184852 |
20 | -0.150178 | -1.1633 | 0.124662 |
21 | -0.17494 | -1.3551 | 0.090236 |
22 | -0.186763 | -1.4467 | 0.076598 |
23 | -0.207447 | -1.6069 | 0.056666 |
24 | -0.236794 | -1.8342 | 0.035792 |
25 | -0.298018 | -2.3084 | 0.012219 |
26 | -0.332853 | -2.5783 | 0.006201 |
27 | -0.351195 | -2.7203 | 0.00426 |
28 | -0.358657 | -2.7781 | 0.003643 |
29 | -0.354707 | -2.7475 | 0.003959 |
30 | -0.361003 | -2.7963 | 0.003467 |
31 | -0.335275 | -2.597 | 0.005905 |
32 | -0.276682 | -2.1432 | 0.018082 |
33 | -0.238023 | -1.8437 | 0.035082 |
34 | -0.218797 | -1.6948 | 0.04765 |
35 | -0.217959 | -1.6883 | 0.048272 |
36 | -0.225248 | -1.7448 | 0.043073 |
37 | -0.23157 | -1.7937 | 0.038948 |
38 | -0.225327 | -1.7454 | 0.043019 |
39 | -0.225405 | -1.746 | 0.042967 |
40 | -0.223808 | -1.7336 | 0.044062 |
41 | -0.213604 | -1.6546 | 0.051617 |
42 | -0.190148 | -1.4729 | 0.073005 |
43 | -0.138898 | -1.0759 | 0.14314 |
44 | -0.07523 | -0.5827 | 0.281131 |
45 | -0.028832 | -0.2233 | 0.412018 |
46 | -0.023294 | -0.1804 | 0.42871 |
47 | -0.040258 | -0.3118 | 0.378122 |
48 | -0.049003 | -0.3796 | 0.352799 |
49 | -0.035942 | -0.2784 | 0.390829 |
50 | -0.019472 | -0.1508 | 0.440308 |
51 | -0.004402 | -0.0341 | 0.486457 |
52 | 0.011101 | 0.086 | 0.465881 |
53 | 0.02874 | 0.2226 | 0.412294 |
54 | 0.041298 | 0.3199 | 0.37508 |
55 | 0.045998 | 0.3563 | 0.361432 |
56 | 0.031193 | 0.2416 | 0.404949 |
57 | 0.014386 | 0.1114 | 0.455822 |
58 | 0.004143 | 0.0321 | 0.487253 |
59 | 0.000923 | 0.0072 | 0.497159 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.850174 | 6.5854 | 0 |
2 | -0.269939 | -2.0909 | 0.020388 |
3 | 0.102436 | 0.7935 | 0.215316 |
4 | 0.236745 | 1.8338 | 0.035821 |
5 | 0.157495 | 1.2199 | 0.113629 |
6 | -0.139546 | -1.0809 | 0.14203 |
7 | -0.045866 | -0.3553 | 0.361815 |
8 | 0.104854 | 0.8122 | 0.209946 |
9 | 0.122291 | 0.9473 | 0.173652 |
10 | 0.033581 | 0.2601 | 0.397832 |
11 | -0.037235 | -0.2884 | 0.387008 |
12 | 0.021178 | 0.164 | 0.435123 |
13 | -0.445502 | -3.4508 | 0.000515 |
14 | 0.140203 | 1.086 | 0.14091 |
15 | -0.109692 | -0.8497 | 0.199442 |
16 | -0.078869 | -0.6109 | 0.271782 |
17 | 0.006798 | 0.0527 | 0.47909 |
18 | -0.138147 | -1.0701 | 0.144434 |
19 | 0.070014 | 0.5423 | 0.294801 |
20 | -0.005916 | -0.0458 | 0.4818 |
21 | -0.184164 | -1.4265 | 0.07945 |
22 | -0.031596 | -0.2447 | 0.403745 |
23 | 0.063938 | 0.4953 | 0.311112 |
24 | -0.054071 | -0.4188 | 0.338418 |
25 | -0.000754 | -0.0058 | 0.497681 |
26 | -0.047574 | -0.3685 | 0.356896 |
27 | -0.007959 | -0.0617 | 0.475522 |
28 | -0.032041 | -0.2482 | 0.402417 |
29 | -0.120165 | -0.9308 | 0.177846 |
30 | 0.160945 | 1.2467 | 0.108681 |
31 | 0.088752 | 0.6875 | 0.247218 |
32 | 0.007702 | 0.0597 | 0.476311 |
33 | 0.040572 | 0.3143 | 0.377203 |
34 | 0.004841 | 0.0375 | 0.485106 |
35 | 0.048474 | 0.3755 | 0.354313 |
36 | -0.095914 | -0.7429 | 0.230206 |
37 | -0.074711 | -0.5787 | 0.282475 |
38 | 0.050953 | 0.3947 | 0.34724 |
39 | -0.049315 | -0.382 | 0.351909 |
40 | -0.094946 | -0.7354 | 0.232467 |
41 | 0.004529 | 0.0351 | 0.486064 |
42 | 0.014778 | 0.1145 | 0.454625 |
43 | -0.039955 | -0.3095 | 0.379011 |
44 | -0.017968 | -0.1392 | 0.444886 |
45 | 0.064348 | 0.4984 | 0.309999 |
46 | -0.060013 | -0.4649 | 0.321859 |
47 | -0.053399 | -0.4136 | 0.340312 |
48 | 0.025353 | 0.1964 | 0.422487 |
49 | 0.037806 | 0.2928 | 0.385327 |
50 | -0.07954 | -0.6161 | 0.270074 |
51 | 0.056792 | 0.4399 | 0.330791 |
52 | 0.001333 | 0.0103 | 0.495897 |
53 | 0.044862 | 0.3475 | 0.364717 |
54 | -0.090892 | -0.704 | 0.242065 |
55 | -0.123689 | -0.9581 | 0.170931 |
56 | -0.03067 | -0.2376 | 0.406513 |
57 | -0.002882 | -0.0223 | 0.491131 |
58 | 0.046105 | 0.3571 | 0.361124 |
59 | -0.063615 | -0.4928 | 0.311991 |
60 | NA | NA | NA |