Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.804718 | 6.1812 | 0 |
2 | 0.712194 | 5.4705 | 0 |
3 | 0.690553 | 5.3042 | 1e-06 |
4 | 0.624572 | 4.7974 | 6e-06 |
5 | 0.58077 | 4.461 | 1.9e-05 |
6 | 0.482716 | 3.7078 | 0.000232 |
7 | 0.429842 | 3.3017 | 0.000818 |
8 | 0.370336 | 2.8446 | 0.003052 |
9 | 0.230936 | 1.7739 | 0.040624 |
10 | 0.162172 | 1.2457 | 0.108906 |
11 | 0.160055 | 1.2294 | 0.1119 |
12 | 0.115285 | 0.8855 | 0.189735 |
13 | 0.061281 | 0.4707 | 0.319793 |
14 | -0.012012 | -0.0923 | 0.463399 |
15 | -0.083341 | -0.6402 | 0.262276 |
16 | -0.064834 | -0.498 | 0.310167 |
17 | -0.087305 | -0.6706 | 0.252546 |
18 | -0.127878 | -0.9822 | 0.164994 |
19 | -0.125104 | -0.9609 | 0.170251 |
20 | -0.143269 | -1.1005 | 0.137799 |
21 | -0.150952 | -1.1595 | 0.125464 |
22 | -0.215724 | -1.657 | 0.051414 |
23 | -0.170666 | -1.3109 | 0.097484 |
24 | -0.117956 | -0.906 | 0.184301 |
25 | -0.146016 | -1.1216 | 0.133294 |
26 | -0.196396 | -1.5085 | 0.068376 |
27 | -0.197221 | -1.5149 | 0.067571 |
28 | -0.180473 | -1.3862 | 0.085445 |
29 | -0.178139 | -1.3683 | 0.088201 |
30 | -0.197799 | -1.5193 | 0.067011 |
31 | -0.168522 | -1.2944 | 0.100278 |
32 | -0.179212 | -1.3766 | 0.086926 |
33 | -0.235356 | -1.8078 | 0.037867 |
34 | -0.243386 | -1.8695 | 0.03326 |
35 | -0.229759 | -1.7648 | 0.041386 |
36 | -0.213872 | -1.6428 | 0.052874 |
37 | -0.212644 | -1.6334 | 0.053861 |
38 | -0.24583 | -1.8883 | 0.031956 |
39 | -0.248495 | -1.9087 | 0.030583 |
40 | -0.232103 | -1.7828 | 0.03988 |
41 | -0.231105 | -1.7752 | 0.040515 |
42 | -0.202287 | -1.5538 | 0.06279 |
43 | -0.174792 | -1.3426 | 0.092272 |
44 | -0.154588 | -1.1874 | 0.119911 |
45 | -0.135436 | -1.0403 | 0.151222 |
46 | -0.128809 | -0.9894 | 0.163253 |
47 | -0.112299 | -0.8626 | 0.19593 |
48 | -0.058084 | -0.4462 | 0.328561 |
49 | -0.038226 | -0.2936 | 0.385039 |
50 | -0.033207 | -0.2551 | 0.39978 |
51 | -0.032163 | -0.247 | 0.402864 |
52 | -0.022425 | -0.1722 | 0.431916 |
53 | -0.013203 | -0.1014 | 0.459784 |
54 | -0.006863 | -0.0527 | 0.479068 |
55 | 0.005596 | 0.043 | 0.482929 |
56 | 0.009924 | 0.0762 | 0.469747 |
57 | 0.005668 | 0.0435 | 0.48271 |
58 | 0.001135 | 0.0087 | 0.496536 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.804718 | 6.1812 | 0 |
2 | 0.183364 | 1.4084 | 0.082124 |
3 | 0.220126 | 1.6908 | 0.048074 |
4 | -0.018714 | -0.1437 | 0.443096 |
5 | 0.04877 | 0.3746 | 0.354647 |
6 | -0.182546 | -1.4022 | 0.083053 |
7 | 0.019705 | 0.1514 | 0.440105 |
8 | -0.084518 | -0.6492 | 0.259365 |
9 | -0.25014 | -1.9214 | 0.029761 |
10 | -0.037897 | -0.2911 | 0.386 |
11 | 0.161442 | 1.2401 | 0.109932 |
12 | 0.023172 | 0.178 | 0.429671 |
13 | -0.004507 | -0.0346 | 0.486252 |
14 | -0.096309 | -0.7398 | 0.231189 |
15 | -0.154673 | -1.1881 | 0.119784 |
16 | 0.150586 | 1.1567 | 0.126034 |
17 | 0.044587 | 0.3425 | 0.366605 |
18 | -0.084703 | -0.6506 | 0.25891 |
19 | -0.020347 | -0.1563 | 0.438169 |
20 | 0.018431 | 0.1416 | 0.443951 |
21 | 0.02201 | 0.1691 | 0.433162 |
22 | -0.188492 | -1.4478 | 0.076479 |
23 | 0.20416 | 1.5682 | 0.061093 |
24 | -0.018238 | -0.1401 | 0.444535 |
25 | -0.047299 | -0.3633 | 0.358837 |
26 | -0.145314 | -1.1162 | 0.134435 |
27 | 0.01588 | 0.122 | 0.451667 |
28 | -0.05863 | -0.4503 | 0.327057 |
29 | 0.058083 | 0.4461 | 0.328563 |
30 | -0.06764 | -0.5196 | 0.30266 |
31 | 0.058224 | 0.4472 | 0.328175 |
32 | -0.129781 | -0.9969 | 0.16145 |
33 | -0.054543 | -0.419 | 0.338386 |
34 | 0.000646 | 0.005 | 0.498029 |
35 | -0.00626 | -0.0481 | 0.480907 |
36 | -0.014636 | -0.1124 | 0.455436 |
37 | -0.038043 | -0.2922 | 0.385574 |
38 | -0.006456 | -0.0496 | 0.480308 |
39 | 0.007281 | 0.0559 | 0.477795 |
40 | -0.001755 | -0.0135 | 0.494646 |
41 | -0.018124 | -0.1392 | 0.444878 |
42 | 0.017313 | 0.133 | 0.447328 |
43 | 0.073697 | 0.5661 | 0.286744 |
44 | -0.060917 | -0.4679 | 0.320785 |
45 | 0.060178 | 0.4622 | 0.322805 |
46 | 0.024086 | 0.185 | 0.42693 |
47 | -0.077496 | -0.5953 | 0.276973 |
48 | -0.074686 | -0.5737 | 0.284185 |
49 | 0.084572 | 0.6496 | 0.259232 |
50 | -0.045223 | -0.3474 | 0.364777 |
51 | -0.038701 | -0.2973 | 0.383654 |
52 | -0.053687 | -0.4124 | 0.34078 |
53 | 0.014259 | 0.1095 | 0.45658 |
54 | -0.031588 | -0.2426 | 0.404567 |
55 | 0.006267 | 0.0481 | 0.480884 |
56 | -0.045612 | -0.3504 | 0.36366 |
57 | 0.048787 | 0.3747 | 0.3546 |
58 | 0.036122 | 0.2775 | 0.3912 |
59 | NA | NA | NA |
60 | NA | NA | NA |