Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.847702 | 5.8731 | 0 |
2 | 0.731422 | 5.0674 | 3e-06 |
3 | 0.622 | 4.3093 | 4e-05 |
4 | 0.443948 | 3.0758 | 0.001731 |
5 | 0.219284 | 1.5192 | 0.067631 |
6 | 0.045505 | 0.3153 | 0.376962 |
7 | -0.118714 | -0.8225 | 0.207436 |
8 | -0.330596 | -2.2904 | 0.013216 |
9 | -0.462258 | -3.2026 | 0.001209 |
10 | -0.563724 | -3.9056 | 0.000147 |
11 | -0.627341 | -4.3463 | 3.6e-05 |
12 | -0.693689 | -4.806 | 8e-06 |
13 | -0.644805 | -4.4673 | 2.4e-05 |
14 | -0.599227 | -4.1516 | 6.7e-05 |
15 | -0.52884 | -3.6639 | 0.00031 |
16 | -0.385506 | -2.6709 | 0.005149 |
17 | -0.224572 | -1.5559 | 0.063153 |
18 | -0.102492 | -0.7101 | 0.240544 |
19 | 0.020957 | 0.1452 | 0.442584 |
20 | 0.161843 | 1.1213 | 0.133873 |
21 | 0.238783 | 1.6543 | 0.052292 |
22 | 0.301481 | 2.0887 | 0.02103 |
23 | 0.334298 | 2.3161 | 0.012435 |
24 | 0.335582 | 2.325 | 0.012174 |
25 | 0.319219 | 2.2116 | 0.015894 |
26 | 0.309425 | 2.1438 | 0.018573 |
27 | 0.260522 | 1.805 | 0.038679 |
28 | 0.192006 | 1.3303 | 0.09486 |
29 | 0.126536 | 0.8767 | 0.192518 |
30 | 0.064949 | 0.45 | 0.327374 |
31 | -0.002402 | -0.0166 | 0.493397 |
32 | -0.056678 | -0.3927 | 0.348149 |
33 | -0.093547 | -0.6481 | 0.260001 |
34 | -0.117106 | -0.8113 | 0.21059 |
35 | -0.128964 | -0.8935 | 0.188028 |
36 | -0.120266 | -0.8332 | 0.204423 |
37 | -0.092592 | -0.6415 | 0.262126 |
38 | -0.075434 | -0.5226 | 0.30182 |
39 | -0.044737 | -0.3099 | 0.378971 |
40 | -0.038352 | -0.2657 | 0.3958 |
41 | -0.032288 | -0.2237 | 0.411971 |
42 | -0.025785 | -0.1786 | 0.429485 |
43 | 0.002815 | 0.0195 | 0.492261 |
44 | 0.008831 | 0.0612 | 0.475733 |
45 | 0.004767 | 0.033 | 0.486896 |
46 | 0.014165 | 0.0981 | 0.461115 |
47 | 0.003877 | 0.0269 | 0.489342 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.847702 | 5.8731 | 0 |
2 | 0.045566 | 0.3157 | 0.376803 |
3 | -0.02992 | -0.2073 | 0.418328 |
4 | -0.305869 | -2.1191 | 0.01964 |
5 | -0.36671 | -2.5406 | 0.007177 |
6 | -0.082882 | -0.5742 | 0.284248 |
7 | -0.052429 | -0.3632 | 0.35901 |
8 | -0.275637 | -1.9097 | 0.031081 |
9 | -0.016365 | -0.1134 | 0.455101 |
10 | -0.117644 | -0.8151 | 0.209532 |
11 | 0.032151 | 0.2227 | 0.412338 |
12 | -0.204821 | -1.419 | 0.081174 |
13 | 0.116789 | 0.8091 | 0.211215 |
14 | -0.117586 | -0.8147 | 0.209646 |
15 | 0.014452 | 0.1001 | 0.460329 |
16 | 0.093845 | 0.6502 | 0.259339 |
17 | 0.062279 | 0.4315 | 0.334024 |
18 | -0.13568 | -0.94 | 0.175957 |
19 | -0.065009 | -0.4504 | 0.327226 |
20 | -0.134664 | -0.933 | 0.177749 |
21 | -0.059523 | -0.4124 | 0.340946 |
22 | -0.08003 | -0.5545 | 0.290918 |
23 | -0.112485 | -0.7793 | 0.219809 |
24 | -0.171349 | -1.1871 | 0.120507 |
25 | 0.105051 | 0.7278 | 0.235131 |
26 | 0.080743 | 0.5594 | 0.289243 |
27 | -0.036057 | -0.2498 | 0.401901 |
28 | -0.051035 | -0.3536 | 0.362599 |
29 | -0.059336 | -0.4111 | 0.341417 |
30 | -0.005373 | -0.0372 | 0.485229 |
31 | 0.034687 | 0.2403 | 0.405555 |
32 | -0.002285 | -0.0158 | 0.493718 |
33 | -0.107475 | -0.7446 | 0.230069 |
34 | 0.016392 | 0.1136 | 0.455027 |
35 | 0.001054 | 0.0073 | 0.497101 |
36 | 0.00386 | 0.0267 | 0.489388 |
37 | 0.016226 | 0.1124 | 0.455482 |
38 | -0.044922 | -0.3112 | 0.378488 |
39 | -0.040336 | -0.2795 | 0.390548 |
40 | -0.073888 | -0.5119 | 0.305531 |
41 | -0.031388 | -0.2175 | 0.414385 |
42 | -0.059404 | -0.4116 | 0.341245 |
43 | 0.078735 | 0.5455 | 0.29397 |
44 | 0.034208 | 0.237 | 0.406833 |
45 | -0.030484 | -0.2112 | 0.416814 |
46 | 0.016415 | 0.1137 | 0.454965 |
47 | -0.065285 | -0.4523 | 0.326543 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |