Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.961158 | 7.4451 | 0 |
2 | 0.916531 | 7.0994 | 0 |
3 | 0.870573 | 6.7434 | 0 |
4 | 0.825996 | 6.3981 | 0 |
5 | 0.782588 | 6.0619 | 0 |
6 | 0.737076 | 5.7094 | 0 |
7 | 0.68682 | 5.3201 | 1e-06 |
8 | 0.63291 | 4.9025 | 4e-06 |
9 | 0.581194 | 4.5019 | 1.6e-05 |
10 | 0.534132 | 4.1374 | 5.6e-05 |
11 | 0.485424 | 3.7601 | 0.000194 |
12 | 0.43243 | 3.3496 | 0.000702 |
13 | 0.3743 | 2.8993 | 0.002609 |
14 | 0.3132 | 2.426 | 0.009144 |
15 | 0.257282 | 1.9929 | 0.025413 |
16 | 0.20493 | 1.5874 | 0.058842 |
17 | 0.155567 | 1.205 | 0.116464 |
18 | 0.104168 | 0.8069 | 0.21146 |
19 | 0.050773 | 0.3933 | 0.34775 |
20 | -0.002953 | -0.0229 | 0.490913 |
21 | -0.052191 | -0.4043 | 0.343726 |
22 | -0.092171 | -0.714 | 0.239012 |
23 | -0.129234 | -1.001 | 0.160413 |
24 | -0.166195 | -1.2873 | 0.101459 |
25 | -0.205013 | -1.588 | 0.058769 |
26 | -0.244167 | -1.8913 | 0.031707 |
27 | -0.27842 | -2.1566 | 0.017526 |
28 | -0.304759 | -2.3607 | 0.010755 |
29 | -0.328662 | -2.5458 | 0.006745 |
30 | -0.352096 | -2.7273 | 0.00418 |
31 | -0.375248 | -2.9067 | 0.002556 |
32 | -0.397639 | -3.0801 | 0.00156 |
33 | -0.412335 | -3.1939 | 0.001119 |
34 | -0.417892 | -3.237 | 0.000984 |
35 | -0.416901 | -3.2293 | 0.001007 |
36 | -0.414884 | -3.2137 | 0.001055 |
37 | -0.411408 | -3.1868 | 0.001142 |
38 | -0.407221 | -3.1543 | 0.001257 |
39 | -0.398844 | -3.0894 | 0.001519 |
40 | -0.391193 | -3.0302 | 0.001802 |
41 | -0.383627 | -2.9716 | 0.002129 |
42 | -0.375797 | -2.9109 | 0.002526 |
43 | -0.367269 | -2.8449 | 0.003035 |
44 | -0.357694 | -2.7707 | 0.003718 |
45 | -0.343394 | -2.6599 | 0.005005 |
46 | -0.324528 | -2.5138 | 0.007323 |
47 | -0.302965 | -2.3468 | 0.011129 |
48 | -0.27908 | -2.1617 | 0.017319 |
49 | -0.253756 | -1.9656 | 0.02699 |
50 | -0.225507 | -1.7468 | 0.042897 |
51 | -0.20185 | -1.5635 | 0.061594 |
52 | -0.176959 | -1.3707 | 0.087785 |
53 | -0.154345 | -1.1955 | 0.118288 |
54 | -0.132641 | -1.0274 | 0.154171 |
55 | -0.110783 | -0.8581 | 0.197121 |
56 | -0.087559 | -0.6782 | 0.250116 |
57 | -0.064591 | -0.5003 | 0.309341 |
58 | -0.043917 | -0.3402 | 0.367455 |
59 | -0.021363 | -0.1655 | 0.434563 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.961158 | 7.4451 | 0 |
2 | -0.09575 | -0.7417 | 0.230587 |
3 | -0.035467 | -0.2747 | 0.392235 |
4 | -0.004155 | -0.0322 | 0.487217 |
5 | -0.011459 | -0.0888 | 0.464783 |
6 | -0.054844 | -0.4248 | 0.336244 |
7 | -0.085333 | -0.661 | 0.255576 |
8 | -0.069048 | -0.5348 | 0.297368 |
9 | 0.002975 | 0.023 | 0.490844 |
10 | 0.023599 | 0.1828 | 0.427786 |
11 | -0.06465 | -0.5008 | 0.309181 |
12 | -0.086778 | -0.6722 | 0.252024 |
13 | -0.090694 | -0.7025 | 0.242537 |
14 | -0.069476 | -0.5382 | 0.296229 |
15 | 0.022786 | 0.1765 | 0.430247 |
16 | -0.015415 | -0.1194 | 0.452677 |
17 | -0.012905 | -0.1 | 0.460354 |
18 | -0.062905 | -0.4873 | 0.313926 |
19 | -0.055632 | -0.4309 | 0.334035 |
20 | -0.049678 | -0.3848 | 0.350872 |
21 | -0.003537 | -0.0274 | 0.489117 |
22 | 0.052835 | 0.4093 | 0.341905 |
23 | -0.020683 | -0.1602 | 0.436626 |
24 | -0.032785 | -0.2539 | 0.400202 |
25 | -0.056831 | -0.4402 | 0.330683 |
26 | -0.049758 | -0.3854 | 0.350643 |
27 | -0.003541 | -0.0274 | 0.489105 |
28 | 0.027511 | 0.2131 | 0.415985 |
29 | -0.031372 | -0.243 | 0.404416 |
30 | -0.028863 | -0.2236 | 0.411925 |
31 | -0.020465 | -0.1585 | 0.437289 |
32 | -0.041262 | -0.3196 | 0.375186 |
33 | 0.033699 | 0.261 | 0.397481 |
34 | 0.041631 | 0.3225 | 0.374107 |
35 | 0.030985 | 0.24 | 0.405571 |
36 | -0.004673 | -0.0362 | 0.485622 |
37 | 0.008528 | 0.0661 | 0.473777 |
38 | -0.021128 | -0.1637 | 0.435275 |
39 | 0.002566 | 0.0199 | 0.492103 |
40 | -0.07503 | -0.5812 | 0.281648 |
41 | -0.042488 | -0.3291 | 0.371609 |
42 | -0.000218 | -0.0017 | 0.499329 |
43 | 0.005347 | 0.0414 | 0.48355 |
44 | -0.01707 | -0.1322 | 0.447624 |
45 | 0.011398 | 0.0883 | 0.464969 |
46 | 0.006654 | 0.0515 | 0.479531 |
47 | 0.008873 | 0.0687 | 0.472718 |
48 | 0.033409 | 0.2588 | 0.398344 |
49 | 0.027401 | 0.2123 | 0.416315 |
50 | 0.035006 | 0.2712 | 0.393603 |
51 | -0.078662 | -0.6093 | 0.272309 |
52 | -0.000701 | -0.0054 | 0.497842 |
53 | -0.03647 | -0.2825 | 0.389268 |
54 | 0.001143 | 0.0089 | 0.496483 |
55 | 0.017027 | 0.1319 | 0.447756 |
56 | 0.020381 | 0.1579 | 0.437546 |
57 | -0.008171 | -0.0633 | 0.474872 |
58 | -0.0376 | -0.2912 | 0.385933 |
59 | 0.028549 | 0.2211 | 0.412866 |
60 | NA | NA | NA |