Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.858187 | 6.6475 | 0 |
2 | 0.6716 | 5.2022 | 1e-06 |
3 | 0.560884 | 4.3446 | 2.7e-05 |
4 | 0.545335 | 4.2241 | 4.1e-05 |
5 | 0.583365 | 4.5187 | 1.5e-05 |
6 | 0.600225 | 4.6493 | 9e-06 |
7 | 0.547021 | 4.2372 | 4e-05 |
8 | 0.462158 | 3.5799 | 0.000344 |
9 | 0.406519 | 3.1489 | 0.001277 |
10 | 0.408205 | 3.1619 | 0.001229 |
11 | 0.411577 | 3.1881 | 0.001138 |
12 | 0.395279 | 3.0618 | 0.001645 |
13 | 0.311353 | 2.4117 | 0.009477 |
14 | 0.228925 | 1.7732 | 0.040632 |
15 | 0.176845 | 1.3698 | 0.087921 |
16 | 0.136006 | 1.0535 | 0.148168 |
17 | 0.101161 | 0.7836 | 0.218181 |
18 | 0.054327 | 0.4208 | 0.337695 |
19 | -0.001873 | -0.0145 | 0.494235 |
20 | -0.052267 | -0.4049 | 0.343511 |
21 | -0.07662 | -0.5935 | 0.277539 |
22 | -0.066317 | -0.5137 | 0.304678 |
23 | -0.074185 | -0.5746 | 0.283843 |
24 | -0.114088 | -0.8837 | 0.190188 |
25 | -0.190895 | -1.4787 | 0.07223 |
26 | -0.249906 | -1.9358 | 0.028806 |
27 | -0.267891 | -2.0751 | 0.021138 |
28 | -0.26583 | -2.0591 | 0.021916 |
29 | -0.26021 | -2.0156 | 0.024165 |
30 | -0.274447 | -2.1259 | 0.01882 |
31 | -0.319595 | -2.4756 | 0.008071 |
32 | -0.386474 | -2.9936 | 0.002 |
33 | -0.408393 | -3.1634 | 0.001224 |
34 | -0.363994 | -2.8195 | 0.003254 |
35 | -0.310229 | -2.403 | 0.009685 |
36 | -0.274073 | -2.123 | 0.018946 |
37 | -0.275759 | -2.136 | 0.018384 |
38 | -0.30873 | -2.3914 | 0.009968 |
39 | -0.31997 | -2.4785 | 0.008012 |
40 | -0.304796 | -2.3609 | 0.010747 |
41 | -0.277632 | -2.1505 | 0.017776 |
42 | -0.269389 | -2.0867 | 0.020587 |
43 | -0.2855 | -2.2115 | 0.015412 |
44 | -0.303297 | -2.3493 | 0.011058 |
45 | -0.265268 | -2.0548 | 0.022132 |
46 | -0.182278 | -1.4119 | 0.08157 |
47 | -0.129449 | -1.0027 | 0.160014 |
48 | -0.116898 | -0.9055 | 0.184415 |
49 | -0.127389 | -0.9867 | 0.163865 |
50 | -0.138629 | -1.0738 | 0.143603 |
51 | -0.120832 | -0.936 | 0.176523 |
52 | -0.094417 | -0.7314 | 0.233705 |
53 | -0.082053 | -0.6356 | 0.263733 |
54 | -0.084489 | -0.6544 | 0.257663 |
55 | -0.099475 | -0.7705 | 0.222003 |
56 | -0.10341 | -0.801 | 0.213144 |
57 | -0.074185 | -0.5746 | 0.283843 |
58 | -0.029599 | -0.2293 | 0.409718 |
59 | -0.008243 | -0.0638 | 0.474652 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.858187 | 6.6475 | 0 |
2 | -0.246226 | -1.9073 | 0.030639 |
3 | 0.217823 | 1.6872 | 0.048374 |
4 | 0.213234 | 1.6517 | 0.05191 |
5 | 0.174284 | 1.35 | 0.091044 |
6 | 0.026991 | 0.2091 | 0.417549 |
7 | -0.094942 | -0.7354 | 0.232475 |
8 | -0.011933 | -0.0924 | 0.463333 |
9 | 0.041265 | 0.3196 | 0.375176 |
10 | 0.077511 | 0.6004 | 0.27525 |
11 | -0.08848 | -0.6854 | 0.247878 |
12 | 0.010857 | 0.0841 | 0.466629 |
13 | -0.214268 | -1.6597 | 0.051095 |
14 | 0.052886 | 0.4097 | 0.341758 |
15 | -0.085962 | -0.6659 | 0.254027 |
16 | -0.142488 | -1.1037 | 0.137064 |
17 | -0.048433 | -0.3752 | 0.354432 |
18 | -0.084499 | -0.6545 | 0.257636 |
19 | -0.015498 | -0.12 | 0.452423 |
20 | -0.064558 | -0.5001 | 0.30943 |
21 | 0.031149 | 0.2413 | 0.405081 |
22 | 0.064988 | 0.5034 | 0.308264 |
23 | -0.030697 | -0.2378 | 0.406431 |
24 | -0.051606 | -0.3997 | 0.345383 |
25 | -0.106713 | -0.8266 | 0.205871 |
26 | 0.027482 | 0.2129 | 0.416073 |
27 | -0.018797 | -0.1456 | 0.442361 |
28 | -0.011587 | -0.0898 | 0.464391 |
29 | 0.001176 | 0.0091 | 0.496383 |
30 | -0.001886 | -0.0146 | 0.494197 |
31 | -0.065293 | -0.5058 | 0.307441 |
32 | -0.167166 | -1.2949 | 0.100164 |
33 | 0.079859 | 0.6186 | 0.269265 |
34 | 0.063933 | 0.4952 | 0.311126 |
35 | 0.049074 | 0.3801 | 0.352597 |
36 | 0.061399 | 0.4756 | 0.318045 |
37 | 0.02084 | 0.1614 | 0.436151 |
38 | -0.027569 | -0.2135 | 0.415811 |
39 | 0.042791 | 0.3315 | 0.370727 |
40 | -0.027651 | -0.2142 | 0.415566 |
41 | -0.048379 | -0.3747 | 0.354585 |
42 | -0.046005 | -0.3564 | 0.361412 |
43 | -0.06097 | -0.4723 | 0.319223 |
44 | -0.011152 | -0.0864 | 0.465726 |
45 | 0.117568 | 0.9107 | 0.183055 |
46 | 0.046911 | 0.3634 | 0.358803 |
47 | -0.039343 | -0.3047 | 0.380807 |
48 | 0.009957 | 0.0771 | 0.469391 |
49 | -0.02228 | -0.1726 | 0.43178 |
50 | -0.02496 | -0.1933 | 0.423673 |
51 | -0.045527 | -0.3527 | 0.362792 |
52 | -0.076486 | -0.5925 | 0.277885 |
53 | -0.0423 | -0.3277 | 0.372156 |
54 | 0.046924 | 0.3635 | 0.358765 |
55 | -0.054831 | -0.4247 | 0.336281 |
56 | -0.034184 | -0.2648 | 0.396039 |
57 | -0.016833 | -0.1304 | 0.448349 |
58 | -0.028864 | -0.2236 | 0.411923 |
59 | -0.016772 | -0.1299 | 0.448534 |
60 | NA | NA | NA |