Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.943294 | 6.6701 | 0 |
2 | 0.889374 | 6.2888 | 0 |
3 | 0.851396 | 6.0203 | 0 |
4 | 0.813445 | 5.7519 | 0 |
5 | 0.760624 | 5.3784 | 1e-06 |
6 | 0.688606 | 4.8692 | 6e-06 |
7 | 0.624422 | 4.4153 | 2.7e-05 |
8 | 0.559729 | 3.9579 | 0.00012 |
9 | 0.501835 | 3.5485 | 0.000427 |
10 | 0.460211 | 3.2542 | 0.001021 |
11 | 0.397815 | 2.813 | 0.003499 |
12 | 0.325989 | 2.3051 | 0.012675 |
13 | 0.255936 | 1.8097 | 0.038174 |
14 | 0.192837 | 1.3636 | 0.089407 |
15 | 0.131643 | 0.9309 | 0.1782 |
16 | 0.060856 | 0.4303 | 0.334408 |
17 | -0.0054 | -0.0382 | 0.484846 |
18 | -0.066513 | -0.4703 | 0.320085 |
19 | -0.114132 | -0.807 | 0.211734 |
20 | -0.152613 | -1.0791 | 0.142852 |
21 | -0.198093 | -1.4007 | 0.083735 |
22 | -0.241799 | -1.7098 | 0.046753 |
23 | -0.2803 | -1.982 | 0.026493 |
24 | -0.302017 | -2.1356 | 0.018817 |
25 | -0.325027 | -2.2983 | 0.012882 |
26 | -0.361287 | -2.5547 | 0.00686 |
27 | -0.397634 | -2.8117 | 0.003511 |
28 | -0.423999 | -2.9981 | 0.002112 |
29 | -0.433439 | -3.0649 | 0.001753 |
30 | -0.43671 | -3.088 | 0.001642 |
31 | -0.446687 | -3.1586 | 0.001345 |
32 | -0.451417 | -3.192 | 0.001222 |
33 | -0.4468 | -3.1594 | 0.001341 |
34 | -0.427916 | -3.0258 | 0.001955 |
35 | -0.40412 | -2.8576 | 0.003103 |
36 | -0.387631 | -2.741 | 0.004237 |
37 | -0.375311 | -2.6538 | 0.005321 |
38 | -0.358854 | -2.5375 | 0.007165 |
39 | -0.331967 | -2.3474 | 0.011453 |
40 | -0.304565 | -2.1536 | 0.018059 |
41 | -0.279354 | -1.9753 | 0.026882 |
42 | -0.244596 | -1.7296 | 0.04494 |
43 | -0.213013 | -1.5062 | 0.06915 |
44 | -0.179236 | -1.2674 | 0.105443 |
45 | -0.131689 | -0.9312 | 0.178117 |
46 | -0.088196 | -0.6236 | 0.26785 |
47 | -0.066847 | -0.4727 | 0.319249 |
48 | -0.050833 | -0.3594 | 0.360389 |
49 | -0.030017 | -0.2123 | 0.416386 |
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 | 0.943294 | 6.6701 | 0 |
2 | -0.003895 | -0.0275 | 0.489068 |
3 | 0.116715 | 0.8253 | 0.206562 |
4 | -0.013992 | -0.0989 | 0.46079 |
5 | -0.137983 | -0.9757 | 0.166958 |
6 | -0.214838 | -1.5191 | 0.067514 |
7 | -0.0169 | -0.1195 | 0.45268 |
8 | -0.091997 | -0.6505 | 0.259168 |
9 | 0.049877 | 0.3527 | 0.362903 |
10 | 0.166289 | 1.1758 | 0.122614 |
11 | -0.176727 | -1.2496 | 0.108623 |
12 | -0.123576 | -0.8738 | 0.193199 |
13 | -0.106988 | -0.7565 | 0.226444 |
14 | -0.093081 | -0.6582 | 0.25672 |
15 | -0.043669 | -0.3088 | 0.379383 |
16 | -0.03567 | -0.2522 | 0.400951 |
17 | 0.003525 | 0.0249 | 0.490107 |
18 | 0.006235 | 0.0441 | 0.482505 |
19 | 0.089757 | 0.6347 | 0.264266 |
20 | -0.001176 | -0.0083 | 0.496698 |
21 | -0.093509 | -0.6612 | 0.255758 |
22 | -0.049992 | -0.3535 | 0.362602 |
23 | -0.052514 | -0.3713 | 0.35598 |
24 | 0.069562 | 0.4919 | 0.31248 |
25 | -0.032167 | -0.2275 | 0.410499 |
26 | -0.099094 | -0.7007 | 0.243369 |
27 | -0.080587 | -0.5698 | 0.285669 |
28 | -0.004767 | -0.0337 | 0.486623 |
29 | 0.055362 | 0.3915 | 0.348556 |
30 | 0.048013 | 0.3395 | 0.367827 |
31 | -0.027462 | -0.1942 | 0.423407 |
32 | 0.010823 | 0.0765 | 0.46965 |
33 | 0.021658 | 0.1531 | 0.43945 |
34 | 0.011774 | 0.0833 | 0.46699 |
35 | 0.002196 | 0.0155 | 0.493836 |
36 | -0.03227 | -0.2282 | 0.410217 |
37 | -0.038739 | -0.2739 | 0.392634 |
38 | 0.019195 | 0.1357 | 0.446291 |
39 | 0.020042 | 0.1417 | 0.443936 |
40 | -0.031046 | -0.2195 | 0.413567 |
41 | 0.02914 | 0.2061 | 0.418793 |
42 | 0.12722 | 0.8996 | 0.186327 |
43 | -0.045278 | -0.3202 | 0.375088 |
44 | -0.0452 | -0.3196 | 0.375298 |
45 | 0.087316 | 0.6174 | 0.269881 |
46 | -0.041826 | -0.2958 | 0.384321 |
47 | -0.176132 | -1.2454 | 0.109388 |
48 | -0.044512 | -0.3147 | 0.377131 |
49 | -0.097013 | -0.686 | 0.247945 |
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 |