Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.948314 | 7.3456 | 0 |
2 | 0.899238 | 6.9655 | 0 |
3 | 0.849246 | 6.5782 | 0 |
4 | 0.802748 | 6.2181 | 0 |
5 | 0.751448 | 5.8207 | 0 |
6 | 0.696023 | 5.3914 | 1e-06 |
7 | 0.648129 | 5.0204 | 2e-06 |
8 | 0.601098 | 4.6561 | 9e-06 |
9 | 0.55561 | 4.3037 | 3.1e-05 |
10 | 0.493302 | 3.8211 | 0.000159 |
11 | 0.429711 | 3.3285 | 0.000748 |
12 | 0.365865 | 2.834 | 0.003127 |
13 | 0.313461 | 2.4281 | 0.009098 |
14 | 0.259792 | 2.0123 | 0.02434 |
15 | 0.211642 | 1.6394 | 0.053185 |
16 | 0.170359 | 1.3196 | 0.095992 |
17 | 0.138604 | 1.0736 | 0.143645 |
18 | 0.112012 | 0.8676 | 0.194523 |
19 | 0.080676 | 0.6249 | 0.267198 |
20 | 0.050726 | 0.3929 | 0.347886 |
21 | 0.015687 | 0.1215 | 0.451847 |
22 | -0.015959 | -0.1236 | 0.451015 |
23 | -0.055498 | -0.4299 | 0.33441 |
24 | -0.085718 | -0.664 | 0.254627 |
25 | -0.109086 | -0.845 | 0.20074 |
26 | -0.134241 | -1.0398 | 0.151296 |
27 | -0.159398 | -1.2347 | 0.11088 |
28 | -0.178818 | -1.3851 | 0.085573 |
29 | -0.194046 | -1.5031 | 0.069032 |
30 | -0.228503 | -1.77 | 0.040906 |
31 | -0.248336 | -1.9236 | 0.029576 |
32 | -0.285916 | -2.2147 | 0.015295 |
33 | -0.321192 | -2.4879 | 0.007822 |
34 | -0.348688 | -2.7009 | 0.004487 |
35 | -0.372481 | -2.8852 | 0.002713 |
36 | -0.395591 | -3.0642 | 0.001634 |
37 | -0.411769 | -3.1895 | 0.001133 |
38 | -0.418119 | -3.2387 | 0.000979 |
39 | -0.422504 | -3.2727 | 0.000885 |
40 | -0.422299 | -3.2711 | 0.000889 |
41 | -0.421297 | -3.2634 | 0.00091 |
42 | -0.420795 | -3.2595 | 0.000921 |
43 | -0.421319 | -3.2635 | 0.000909 |
44 | -0.416526 | -3.2264 | 0.001016 |
45 | -0.405231 | -3.1389 | 0.001315 |
46 | -0.388436 | -3.0088 | 0.001915 |
47 | -0.367192 | -2.8443 | 0.00304 |
48 | -0.346514 | -2.6841 | 0.004694 |
49 | -0.316102 | -2.4485 | 0.008642 |
50 | -0.282222 | -2.1861 | 0.016361 |
51 | -0.248101 | -1.9218 | 0.029693 |
52 | -0.223998 | -1.7351 | 0.04393 |
53 | -0.200068 | -1.5497 | 0.063233 |
54 | -0.173431 | -1.3434 | 0.092103 |
55 | -0.142957 | -1.1073 | 0.136284 |
56 | -0.118711 | -0.9195 | 0.18075 |
57 | -0.095933 | -0.7431 | 0.230162 |
58 | -0.06422 | -0.4974 | 0.310346 |
59 | -0.032473 | -0.2515 | 0.401129 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.948314 | 7.3456 | 0 |
2 | -0.000611 | -0.0047 | 0.49812 |
3 | -0.034316 | -0.2658 | 0.395648 |
4 | 0.007289 | 0.0565 | 0.477582 |
5 | -0.071882 | -0.5568 | 0.28987 |
6 | -0.07324 | -0.5673 | 0.286309 |
7 | 0.04265 | 0.3304 | 0.371137 |
8 | -0.019368 | -0.15 | 0.440624 |
9 | -0.01575 | -0.122 | 0.451655 |
10 | -0.189404 | -1.4671 | 0.073783 |
11 | -0.068228 | -0.5285 | 0.299554 |
12 | -0.052014 | -0.4029 | 0.344227 |
13 | 0.065291 | 0.5057 | 0.307446 |
14 | -0.033875 | -0.2624 | 0.396957 |
15 | 0.02902 | 0.2248 | 0.411454 |
16 | 0.018677 | 0.1447 | 0.442727 |
17 | 0.051327 | 0.3976 | 0.346176 |
18 | 0.01668 | 0.1292 | 0.448816 |
19 | -0.036457 | -0.2824 | 0.389307 |
20 | -0.017557 | -0.136 | 0.446138 |
21 | -0.08083 | -0.6261 | 0.266809 |
22 | -0.042164 | -0.3266 | 0.372553 |
23 | -0.110773 | -0.858 | 0.197141 |
24 | 0.037645 | 0.2916 | 0.385799 |
25 | 0.031549 | 0.2444 | 0.403886 |
26 | -0.079719 | -0.6175 | 0.269621 |
27 | -0.049053 | -0.38 | 0.352659 |
28 | 0.044721 | 0.3464 | 0.365123 |
29 | 0.01178 | 0.0913 | 0.463799 |
30 | -0.199786 | -1.5475 | 0.063496 |
31 | 0.124756 | 0.9664 | 0.168873 |
32 | -0.193657 | -1.5001 | 0.069422 |
33 | -0.075208 | -0.5826 | 0.281185 |
34 | 0.045798 | 0.3547 | 0.362012 |
35 | -0.021372 | -0.1655 | 0.434536 |
36 | -0.054504 | -0.4222 | 0.3372 |
37 | 0.053571 | 0.415 | 0.339825 |
38 | 0.016486 | 0.1277 | 0.449406 |
39 | 0.026573 | 0.2058 | 0.418808 |
40 | 0.028489 | 0.2207 | 0.413046 |
41 | 0.055524 | 0.4301 | 0.334335 |
42 | -0.085062 | -0.6589 | 0.256244 |
43 | -0.022828 | -0.1768 | 0.43012 |
44 | -0.025342 | -0.1963 | 0.42252 |
45 | 0.045004 | 0.3486 | 0.364305 |
46 | -0.011694 | -0.0906 | 0.464063 |
47 | 0.013411 | 0.1039 | 0.458805 |
48 | -0.040134 | -0.3109 | 0.378485 |
49 | 0.07813 | 0.6052 | 0.273668 |
50 | 0.057451 | 0.445 | 0.328954 |
51 | 0.031472 | 0.2438 | 0.404117 |
52 | -0.027561 | -0.2135 | 0.415834 |
53 | -0.039411 | -0.3053 | 0.380605 |
54 | 0.013118 | 0.1016 | 0.459702 |
55 | 0.064927 | 0.5029 | 0.308429 |
56 | -0.111605 | -0.8645 | 0.195381 |
57 | 0.00022 | 0.0017 | 0.499324 |
58 | 0.104882 | 0.8124 | 0.209882 |
59 | -0.022065 | -0.1709 | 0.432432 |
60 | NA | NA | NA |