Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.802613 | 6.217 | 0 |
2 | 0.471165 | 3.6496 | 0.000276 |
3 | 0.07859 | 0.6088 | 0.272493 |
4 | -0.290623 | -2.2512 | 0.014026 |
5 | -0.535233 | -4.1459 | 5.4e-05 |
6 | -0.614509 | -4.76 | 6e-06 |
7 | -0.51252 | -3.97 | 9.7e-05 |
8 | -0.251061 | -1.9447 | 0.028251 |
9 | 0.104766 | 0.8115 | 0.21014 |
10 | 0.444977 | 3.4468 | 0.000521 |
11 | 0.665309 | 5.1535 | 2e-06 |
12 | 0.74526 | 5.7728 | 0 |
13 | 0.572052 | 4.4311 | 2e-05 |
14 | 0.294389 | 2.2803 | 0.013078 |
15 | -0.023663 | -0.1833 | 0.427594 |
16 | -0.319515 | -2.475 | 0.008084 |
17 | -0.508492 | -3.9388 | 0.000108 |
18 | -0.557567 | -4.3189 | 3e-05 |
19 | -0.465414 | -3.6051 | 0.000318 |
20 | -0.254927 | -1.9747 | 0.026457 |
21 | 0.031723 | 0.2457 | 0.403367 |
22 | 0.296265 | 2.2949 | 0.012627 |
23 | 0.458746 | 3.5534 | 0.000374 |
24 | 0.50991 | 3.9497 | 0.000104 |
25 | 0.371982 | 2.8814 | 0.002743 |
26 | 0.160733 | 1.245 | 0.108981 |
27 | -0.069772 | -0.5405 | 0.295443 |
28 | -0.275695 | -2.1355 | 0.018405 |
29 | -0.400444 | -3.1018 | 0.001465 |
30 | -0.432586 | -3.3508 | 0.000699 |
31 | -0.360289 | -2.7908 | 0.00352 |
32 | -0.206805 | -1.6019 | 0.057215 |
33 | -0.001397 | -0.0108 | 0.495702 |
34 | 0.18187 | 1.4088 | 0.082034 |
35 | 0.284787 | 2.206 | 0.015614 |
36 | 0.305292 | 2.3648 | 0.010646 |
37 | 0.198788 | 1.5398 | 0.064433 |
38 | 0.047604 | 0.3687 | 0.35681 |
39 | -0.098457 | -0.7626 | 0.224333 |
40 | -0.223093 | -1.7281 | 0.04456 |
41 | -0.290964 | -2.2538 | 0.013937 |
42 | -0.298836 | -2.3148 | 0.012032 |
43 | -0.23865 | -1.8486 | 0.034724 |
44 | -0.14201 | -1.1 | 0.137862 |
45 | -0.017717 | -0.1372 | 0.445654 |
46 | 0.08663 | 0.671 | 0.252387 |
47 | 0.130712 | 1.0125 | 0.157685 |
48 | 0.12771 | 0.9892 | 0.163259 |
49 | 0.058198 | 0.4508 | 0.32688 |
50 | -0.023332 | -0.1807 | 0.428595 |
51 | -0.084592 | -0.6552 | 0.257406 |
52 | -0.128579 | -0.996 | 0.161633 |
53 | -0.13592 | -1.0528 | 0.148319 |
54 | -0.124928 | -0.9677 | 0.168542 |
55 | -0.087565 | -0.6783 | 0.250102 |
56 | -0.040606 | -0.3145 | 0.377103 |
57 | 0.012473 | 0.0966 | 0.461676 |
58 | 0.04329 | 0.3353 | 0.369277 |
59 | 0.029929 | 0.2318 | 0.40873 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.802613 | 6.217 | 0 |
2 | -0.486271 | -3.7666 | 0.00019 |
3 | -0.342966 | -2.6566 | 0.005049 |
4 | -0.248823 | -1.9274 | 0.029336 |
5 | -0.058897 | -0.4562 | 0.324943 |
6 | -0.0115 | -0.0891 | 0.464657 |
7 | 0.09142 | 0.7081 | 0.240801 |
8 | 0.192044 | 1.4876 | 0.071051 |
9 | 0.253735 | 1.9654 | 0.027 |
10 | 0.179915 | 1.3936 | 0.084288 |
11 | 0.072981 | 0.5653 | 0.286986 |
12 | 0.205669 | 1.5931 | 0.058196 |
13 | -0.315823 | -2.4464 | 0.00869 |
14 | 0.140147 | 1.0856 | 0.141005 |
15 | 0.044497 | 0.3447 | 0.365772 |
16 | -0.003473 | -0.0269 | 0.489313 |
17 | -0.037954 | -0.294 | 0.384889 |
18 | -0.066425 | -0.5145 | 0.304389 |
19 | -0.125317 | -0.9707 | 0.167797 |
20 | -0.119614 | -0.9265 | 0.178943 |
21 | 0.003235 | 0.0251 | 0.490046 |
22 | -0.062257 | -0.4822 | 0.315694 |
23 | -0.009249 | -0.0716 | 0.471562 |
24 | -0.008426 | -0.0653 | 0.47409 |
25 | -0.139931 | -1.0839 | 0.141372 |
26 | 0.040002 | 0.3099 | 0.378872 |
27 | 0.049434 | 0.3829 | 0.351567 |
28 | 0.080343 | 0.6223 | 0.26804 |
29 | 0.045425 | 0.3519 | 0.363088 |
30 | -0.033364 | -0.2584 | 0.398476 |
31 | -0.004646 | -0.036 | 0.485705 |
32 | -0.037339 | -0.2892 | 0.386703 |
33 | -0.008876 | -0.0688 | 0.472709 |
34 | -0.026453 | -0.2049 | 0.419172 |
35 | -0.009814 | -0.076 | 0.469828 |
36 | -0.079488 | -0.6157 | 0.270207 |
37 | -0.097873 | -0.7581 | 0.225673 |
38 | -0.070804 | -0.5484 | 0.292709 |
39 | 0.009033 | 0.07 | 0.472225 |
40 | 0.001672 | 0.0129 | 0.494856 |
41 | -0.000693 | -0.0054 | 0.497866 |
42 | -0.010247 | -0.0794 | 0.468501 |
43 | -0.011507 | -0.0891 | 0.464636 |
44 | -0.085465 | -0.662 | 0.255249 |
45 | -0.022487 | -0.1742 | 0.431153 |
46 | 0.004172 | 0.0323 | 0.487163 |
47 | -0.015826 | -0.1226 | 0.451421 |
48 | -0.011646 | -0.0902 | 0.464212 |
49 | -0.013623 | -0.1055 | 0.458155 |
50 | -0.01685 | -0.1305 | 0.448297 |
51 | 0.008229 | 0.0637 | 0.474694 |
52 | 0.02089 | 0.1618 | 0.435998 |
53 | 0.058607 | 0.454 | 0.325744 |
54 | -0.001939 | -0.015 | 0.494032 |
55 | -0.00685 | -0.0531 | 0.478931 |
56 | 0.012606 | 0.0976 | 0.461269 |
57 | -0.009768 | -0.0757 | 0.469971 |
58 | -0.026475 | -0.2051 | 0.419103 |
59 | -0.043088 | -0.3338 | 0.369862 |
60 | NA | NA | NA |