Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.863757 | 5.9843 | 0 |
2 | 0.666427 | 4.6171 | 1.5e-05 |
3 | 0.492743 | 3.4138 | 0.000655 |
4 | 0.384335 | 2.6628 | 0.005258 |
5 | 0.351234 | 2.4334 | 0.009365 |
6 | 0.289213 | 2.0037 | 0.025381 |
7 | 0.203361 | 1.4089 | 0.082651 |
8 | 0.11509 | 0.7974 | 0.214582 |
9 | 0.054529 | 0.3778 | 0.353626 |
10 | 0.0352 | 0.2439 | 0.404185 |
11 | 0.002827 | 0.0196 | 0.492229 |
12 | -0.062096 | -0.4302 | 0.334483 |
13 | -0.136927 | -0.9487 | 0.173773 |
14 | -0.160091 | -1.1091 | 0.136448 |
15 | -0.137015 | -0.9493 | 0.173619 |
16 | -0.09573 | -0.6632 | 0.255177 |
17 | -0.091671 | -0.6351 | 0.264185 |
18 | -0.148678 | -1.0301 | 0.154069 |
19 | -0.224347 | -1.5543 | 0.063338 |
20 | -0.295237 | -2.0455 | 0.023156 |
21 | -0.346179 | -2.3984 | 0.010201 |
22 | -0.374428 | -2.5941 | 0.006269 |
23 | -0.403139 | -2.793 | 0.003739 |
24 | -0.394341 | -2.7321 | 0.004391 |
25 | -0.317958 | -2.2029 | 0.016219 |
26 | -0.249332 | -1.7274 | 0.045261 |
27 | -0.200068 | -1.3861 | 0.086059 |
28 | -0.181145 | -1.255 | 0.107775 |
29 | -0.200149 | -1.3867 | 0.085974 |
30 | -0.168217 | -1.1654 | 0.124799 |
31 | -0.10507 | -0.7279 | 0.235092 |
32 | -0.033458 | -0.2318 | 0.408837 |
33 | 0.014815 | 0.1026 | 0.459338 |
34 | 0.032237 | 0.2233 | 0.412106 |
35 | 0.036514 | 0.253 | 0.400684 |
36 | 0.045869 | 0.3178 | 0.376011 |
37 | 0.059752 | 0.414 | 0.34037 |
38 | 0.050749 | 0.3516 | 0.363338 |
39 | 0.016262 | 0.1127 | 0.455382 |
40 | -0.03105 | -0.2151 | 0.415291 |
41 | -0.049576 | -0.3435 | 0.366371 |
42 | -0.01166 | -0.0808 | 0.467975 |
43 | 0.034397 | 0.2383 | 0.406327 |
44 | 0.068567 | 0.475 | 0.318454 |
45 | 0.055846 | 0.3869 | 0.350265 |
46 | 0.027218 | 0.1886 | 0.425611 |
47 | 0.01662 | 0.1151 | 0.454404 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.863757 | 5.9843 | 0 |
2 | -0.31367 | -2.1732 | 0.017367 |
3 | 0.03271 | 0.2266 | 0.41084 |
4 | 0.112321 | 0.7782 | 0.220139 |
5 | 0.145789 | 1.0101 | 0.158767 |
6 | -0.256106 | -1.7744 | 0.041173 |
7 | -0.013758 | -0.0953 | 0.462229 |
8 | 0.006101 | 0.0423 | 0.483229 |
9 | 0.043975 | 0.3047 | 0.380968 |
10 | -0.025834 | -0.179 | 0.429352 |
11 | -0.126419 | -0.8759 | 0.192735 |
12 | -0.104147 | -0.7216 | 0.237035 |
13 | 0.001193 | 0.0083 | 0.496721 |
14 | 0.158958 | 1.1013 | 0.13813 |
15 | -0.044582 | -0.3089 | 0.379378 |
16 | -0.009677 | -0.067 | 0.473411 |
17 | -0.109072 | -0.7557 | 0.226769 |
18 | -0.095943 | -0.6647 | 0.254708 |
19 | -0.084721 | -0.587 | 0.279988 |
20 | -0.120311 | -0.8335 | 0.204335 |
21 | -0.133011 | -0.9215 | 0.180691 |
22 | -0.023802 | -0.1649 | 0.434855 |
23 | -0.038933 | -0.2697 | 0.39426 |
24 | 0.106602 | 0.7386 | 0.231886 |
25 | 0.196314 | 1.3601 | 0.090076 |
26 | -0.193528 | -1.3408 | 0.093148 |
27 | -0.018082 | -0.1253 | 0.450414 |
28 | 0.05409 | 0.3747 | 0.354749 |
29 | -0.089917 | -0.623 | 0.268129 |
30 | 0.111742 | 0.7742 | 0.221312 |
31 | -0.013885 | -0.0962 | 0.461882 |
32 | -0.04086 | -0.2831 | 0.389164 |
33 | -0.052164 | -0.3614 | 0.359692 |
34 | 0.121691 | 0.8431 | 0.201677 |
35 | -0.130592 | -0.9048 | 0.185053 |
36 | -0.005143 | -0.0356 | 0.485863 |
37 | 0.024572 | 0.1702 | 0.43277 |
38 | -0.0341 | -0.2363 | 0.40712 |
39 | -0.072315 | -0.501 | 0.309325 |
40 | -0.069917 | -0.4844 | 0.315153 |
41 | -0.039742 | -0.2753 | 0.392119 |
42 | 0.036391 | 0.2521 | 0.40101 |
43 | 0.006273 | 0.0435 | 0.482756 |
44 | -0.03305 | -0.229 | 0.409931 |
45 | -0.048589 | -0.3366 | 0.36893 |
46 | 0.027346 | 0.1895 | 0.425265 |
47 | -0.04237 | -0.2935 | 0.385186 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |