Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.735806 | 5.6995 | 0 |
2 | 0.382008 | 2.959 | 0.002206 |
3 | -0.0234 | -0.1813 | 0.428388 |
4 | -0.428421 | -3.3185 | 0.000771 |
5 | -0.714546 | -5.5348 | 0 |
6 | -0.775354 | -6.0059 | 0 |
7 | -0.662668 | -5.133 | 2e-06 |
8 | -0.3424 | -2.6522 | 0.005108 |
9 | 0.042642 | 0.3303 | 0.371161 |
10 | 0.363318 | 2.8142 | 0.003301 |
11 | 0.620079 | 4.8031 | 5e-06 |
12 | 0.761022 | 5.8949 | 0 |
13 | 0.574647 | 4.4512 | 1.9e-05 |
14 | 0.298881 | 2.3151 | 0.012022 |
15 | -0.039346 | -0.3048 | 0.380796 |
16 | -0.335411 | -2.5981 | 0.005889 |
17 | -0.553885 | -4.2904 | 3.3e-05 |
18 | -0.605433 | -4.6897 | 8e-06 |
19 | -0.510487 | -3.9542 | 0.000103 |
20 | -0.260596 | -2.0186 | 0.024004 |
21 | 0.03181 | 0.2464 | 0.403108 |
22 | 0.278378 | 2.1563 | 0.017539 |
23 | 0.479784 | 3.7164 | 0.000223 |
24 | 0.555925 | 4.3062 | 3.1e-05 |
25 | 0.438135 | 3.3938 | 0.000613 |
26 | 0.217537 | 1.685 | 0.048589 |
27 | -0.040754 | -0.3157 | 0.37667 |
28 | -0.245143 | -1.8989 | 0.031197 |
29 | -0.414433 | -3.2102 | 0.001066 |
30 | -0.445617 | -3.4517 | 0.000513 |
31 | -0.351592 | -2.7234 | 0.004225 |
32 | -0.188122 | -1.4572 | 0.07514 |
33 | 0.027993 | 0.2168 | 0.414538 |
34 | 0.197977 | 1.5335 | 0.065201 |
35 | 0.330077 | 2.5568 | 0.006556 |
36 | 0.382426 | 2.9623 | 0.002186 |
37 | 0.3029 | 2.3463 | 0.011142 |
38 | 0.117694 | 0.9117 | 0.1828 |
39 | -0.041184 | -0.319 | 0.375414 |
40 | -0.168429 | -1.3046 | 0.098497 |
41 | -0.272311 | -2.1093 | 0.019549 |
42 | -0.280265 | -2.1709 | 0.016952 |
43 | -0.211813 | -1.6407 | 0.053047 |
44 | -0.109299 | -0.8466 | 0.200284 |
45 | 0.032554 | 0.2522 | 0.400888 |
46 | 0.125262 | 0.9703 | 0.167903 |
47 | 0.177266 | 1.3731 | 0.087417 |
48 | 0.202602 | 1.5694 | 0.060913 |
49 | 0.150197 | 1.1634 | 0.124632 |
50 | 0.033951 | 0.263 | 0.396731 |
51 | -0.039295 | -0.3044 | 0.380947 |
52 | -0.095155 | -0.7371 | 0.231977 |
53 | -0.122242 | -0.9469 | 0.173748 |
54 | -0.100241 | -0.7765 | 0.220263 |
55 | -0.054629 | -0.4232 | 0.336849 |
56 | -0.017634 | -0.1366 | 0.445905 |
57 | 0.034701 | 0.2688 | 0.394506 |
58 | 0.037559 | 0.2909 | 0.386053 |
59 | 0.016975 | 0.1315 | 0.447915 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.735806 | 5.6995 | 0 |
2 | -0.347593 | -2.6924 | 0.00459 |
3 | -0.363174 | -2.8131 | 0.003311 |
4 | -0.416363 | -3.2251 | 0.00102 |
5 | -0.34813 | -2.6966 | 0.004539 |
6 | -0.161931 | -1.2543 | 0.107296 |
7 | -0.233533 | -1.8089 | 0.037736 |
8 | 0.01997 | 0.1547 | 0.438792 |
9 | -0.043567 | -0.3375 | 0.36847 |
10 | -0.150901 | -1.1689 | 0.123538 |
11 | 0.077637 | 0.6014 | 0.274928 |
12 | 0.282107 | 2.1852 | 0.016395 |
13 | -0.265498 | -2.0565 | 0.022044 |
14 | 0.045529 | 0.3527 | 0.362786 |
15 | 0.001112 | 0.0086 | 0.496579 |
16 | 0.185282 | 1.4352 | 0.078213 |
17 | -0.007196 | -0.0557 | 0.477868 |
18 | 0.011342 | 0.0879 | 0.465141 |
19 | 0.05338 | 0.4135 | 0.340363 |
20 | -0.01137 | -0.0881 | 0.465058 |
21 | 0.000768 | 0.0059 | 0.497636 |
22 | 0.005765 | 0.0447 | 0.482265 |
23 | 0.084357 | 0.6534 | 0.25799 |
24 | -0.060789 | -0.4709 | 0.319721 |
25 | 0.009104 | 0.0705 | 0.472006 |
26 | -0.077026 | -0.5966 | 0.276496 |
27 | 0.040715 | 0.3154 | 0.376785 |
28 | 0.060622 | 0.4696 | 0.320181 |
29 | -0.06368 | -0.4933 | 0.311813 |
30 | 0.062816 | 0.4866 | 0.314168 |
31 | 0.077827 | 0.6028 | 0.274441 |
32 | -0.128495 | -0.9953 | 0.161789 |
33 | 0.074583 | 0.5777 | 0.282807 |
34 | -0.06446 | -0.4993 | 0.309694 |
35 | 0.026578 | 0.2059 | 0.418793 |
36 | 0.027017 | 0.2093 | 0.417473 |
37 | -0.096708 | -0.7491 | 0.228362 |
38 | -0.081574 | -0.6319 | 0.264936 |
39 | 0.038425 | 0.2976 | 0.383504 |
40 | -0.000843 | -0.0065 | 0.497405 |
41 | 0.040916 | 0.3169 | 0.376197 |
42 | -0.026487 | -0.2052 | 0.419068 |
43 | -0.019045 | -0.1475 | 0.441609 |
44 | -0.009317 | -0.0722 | 0.471352 |
45 | -0.014128 | -0.1094 | 0.456611 |
46 | 0.009785 | 0.0758 | 0.469918 |
47 | -0.104866 | -0.8123 | 0.209918 |
48 | -0.03144 | -0.2435 | 0.404213 |
49 | -0.067123 | -0.5199 | 0.302511 |
50 | 0.001288 | 0.01 | 0.496038 |
51 | -0.066538 | -0.5154 | 0.304083 |
52 | -0.005503 | -0.0426 | 0.483072 |
53 | 0.018931 | 0.1466 | 0.441955 |
54 | 0.018456 | 0.143 | 0.443399 |
55 | 0.044675 | 0.3461 | 0.365256 |
56 | -0.080228 | -0.6214 | 0.26833 |
57 | 0.020141 | 0.156 | 0.438273 |
58 | -0.044779 | -0.3469 | 0.364956 |
59 | -0.095104 | -0.7367 | 0.232097 |
60 | NA | NA | NA |