Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.8884 | 6.8815 | 0 |
2 | 0.724491 | 5.6119 | 0 |
3 | 0.614834 | 4.7625 | 6e-06 |
4 | 0.572351 | 4.4334 | 2e-05 |
5 | 0.576027 | 4.4619 | 1.8e-05 |
6 | 0.56586 | 4.3831 | 2.4e-05 |
7 | 0.508864 | 3.9416 | 0.000107 |
8 | 0.4132 | 3.2006 | 0.001097 |
9 | 0.352172 | 2.7279 | 0.004174 |
10 | 0.349085 | 2.704 | 0.00445 |
11 | 0.400334 | 3.101 | 0.001469 |
12 | 0.410441 | 3.1793 | 0.001168 |
13 | 0.268581 | 2.0804 | 0.020883 |
14 | 0.098194 | 0.7606 | 0.224936 |
15 | -0.019332 | -0.1497 | 0.440734 |
16 | -0.073801 | -0.5717 | 0.284844 |
17 | -0.085607 | -0.6631 | 0.254901 |
18 | -0.106471 | -0.8247 | 0.206398 |
19 | -0.159959 | -1.239 | 0.110078 |
20 | -0.243602 | -1.8869 | 0.032005 |
21 | -0.292432 | -2.2652 | 0.013563 |
22 | -0.289211 | -2.2402 | 0.014396 |
23 | -0.23785 | -1.8424 | 0.035181 |
24 | -0.215635 | -1.6703 | 0.050035 |
25 | -0.295867 | -2.2918 | 0.012722 |
26 | -0.391813 | -3.035 | 0.001777 |
27 | -0.437655 | -3.3901 | 0.00062 |
28 | -0.433817 | -3.3603 | 0.000679 |
29 | -0.401522 | -3.1102 | 0.00143 |
30 | -0.371411 | -2.8769 | 0.002777 |
31 | -0.356623 | -2.7624 | 0.003803 |
32 | -0.370571 | -2.8704 | 0.002827 |
33 | -0.361048 | -2.7967 | 0.003464 |
34 | -0.310675 | -2.4065 | 0.009602 |
35 | -0.238869 | -1.8503 | 0.0346 |
36 | -0.191277 | -1.4816 | 0.071837 |
37 | -0.209873 | -1.6257 | 0.054631 |
38 | -0.241318 | -1.8692 | 0.033236 |
39 | -0.245769 | -1.9037 | 0.030873 |
40 | -0.21615 | -1.6743 | 0.04964 |
41 | -0.172678 | -1.3376 | 0.093044 |
42 | -0.125959 | -0.9757 | 0.166572 |
43 | -0.092716 | -0.7182 | 0.237718 |
44 | -0.086057 | -0.6666 | 0.253793 |
45 | -0.073873 | -0.5722 | 0.284656 |
46 | -0.043732 | -0.3387 | 0.367991 |
47 | -0.00207 | -0.016 | 0.493631 |
48 | 0.027056 | 0.2096 | 0.417354 |
49 | 0.018829 | 0.1459 | 0.442264 |
50 | -0.001135 | -0.0088 | 0.496508 |
51 | -0.009998 | -0.0774 | 0.469263 |
52 | -0.003633 | -0.0281 | 0.488822 |
53 | 0.008471 | 0.0656 | 0.473952 |
54 | 0.026306 | 0.2038 | 0.419612 |
55 | 0.038607 | 0.299 | 0.382969 |
56 | 0.028996 | 0.2246 | 0.411525 |
57 | 0.013846 | 0.1073 | 0.457474 |
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 | 0.8884 | 6.8815 | 0 |
2 | -0.30731 | -2.3804 | 0.010243 |
3 | 0.243201 | 1.8838 | 0.032218 |
4 | 0.131126 | 1.0157 | 0.156926 |
5 | 0.150575 | 1.1664 | 0.124044 |
6 | -0.06308 | -0.4886 | 0.313448 |
7 | -0.087407 | -0.6771 | 0.250487 |
8 | -0.116957 | -0.9059 | 0.184294 |
9 | 0.160369 | 1.2422 | 0.109496 |
10 | 0.060678 | 0.47 | 0.320027 |
11 | 0.208576 | 1.6156 | 0.055711 |
12 | -0.251267 | -1.9463 | 0.028153 |
13 | -0.591153 | -4.5791 | 1.2e-05 |
14 | 0.139901 | 1.0837 | 0.141423 |
15 | -0.044175 | -0.3422 | 0.366707 |
16 | -0.082816 | -0.6415 | 0.261825 |
17 | -0.078253 | -0.6061 | 0.273351 |
18 | -0.125042 | -0.9686 | 0.168323 |
19 | 0.120163 | 0.9308 | 0.17785 |
20 | 0.021375 | 0.1656 | 0.434526 |
21 | -0.005742 | -0.0445 | 0.482335 |
22 | -0.039177 | -0.3035 | 0.381295 |
23 | -0.003528 | -0.0273 | 0.489143 |
24 | 0.058906 | 0.4563 | 0.324916 |
25 | 0.022536 | 0.1746 | 0.431006 |
26 | -0.054239 | -0.4201 | 0.337946 |
27 | 0.055163 | 0.4273 | 0.335349 |
28 | -0.082353 | -0.6379 | 0.262983 |
29 | 0.008529 | 0.0661 | 0.473773 |
30 | 0.060583 | 0.4693 | 0.320286 |
31 | 0.077393 | 0.5995 | 0.275554 |
32 | -0.069183 | -0.5359 | 0.297008 |
33 | -0.000874 | -0.0068 | 0.49731 |
34 | 0.015522 | 0.1202 | 0.452349 |
35 | -0.089908 | -0.6964 | 0.244427 |
36 | 0.064932 | 0.503 | 0.308418 |
37 | 0.008299 | 0.0643 | 0.47448 |
38 | -0.103328 | -0.8004 | 0.213326 |
39 | -0.078585 | -0.6087 | 0.272506 |
40 | 0.026174 | 0.2027 | 0.420011 |
41 | -0.002994 | -0.0232 | 0.490786 |
42 | 0.054171 | 0.4196 | 0.338136 |
43 | -0.131894 | -1.0216 | 0.155524 |
44 | 0.026037 | 0.2017 | 0.420422 |
45 | -0.079184 | -0.6134 | 0.270979 |
46 | -0.033367 | -0.2585 | 0.398469 |
47 | 0.088683 | 0.6869 | 0.247386 |
48 | -0.063796 | -0.4942 | 0.3115 |
49 | 0.008123 | 0.0629 | 0.475019 |
50 | -0.010268 | -0.0795 | 0.468435 |
51 | -0.026336 | -0.204 | 0.419521 |
52 | 0.020331 | 0.1575 | 0.437698 |
53 | -0.002394 | -0.0185 | 0.492633 |
54 | -0.079605 | -0.6166 | 0.269909 |
55 | -0.001411 | -0.0109 | 0.495658 |
56 | -0.045393 | -0.3516 | 0.36318 |
57 | -0.003857 | -0.0299 | 0.488133 |
58 | -0.040469 | -0.3135 | 0.377505 |
59 | -0.072335 | -0.5603 | 0.288679 |
60 | NA | NA | NA |