Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.893848 | 6.7484 | 0 |
2 | 0.773905 | 5.8429 | 0 |
3 | 0.613693 | 4.6333 | 1.1e-05 |
4 | 0.451666 | 3.41 | 6e-04 |
5 | 0.286762 | 2.165 | 0.017294 |
6 | 0.142891 | 1.0788 | 0.14261 |
7 | -0.018755 | -0.1416 | 0.443949 |
8 | -0.151526 | -1.144 | 0.128704 |
9 | -0.281087 | -2.1222 | 0.019091 |
10 | -0.376882 | -2.8454 | 0.003076 |
11 | -0.453031 | -3.4203 | 0.000581 |
12 | -0.49843 | -3.7631 | 0.000199 |
13 | -0.47836 | -3.6115 | 0.000322 |
14 | -0.434122 | -3.2775 | 0.000893 |
15 | -0.374305 | -2.8259 | 0.003244 |
16 | -0.319281 | -2.4105 | 0.009589 |
17 | -0.259749 | -1.9611 | 0.027382 |
18 | -0.212319 | -1.603 | 0.057234 |
19 | -0.15389 | -1.1618 | 0.125071 |
20 | -0.108178 | -0.8167 | 0.208743 |
21 | -0.050585 | -0.3819 | 0.351975 |
22 | -0.004279 | -0.0323 | 0.48717 |
23 | 0.034548 | 0.2608 | 0.39758 |
24 | 0.070058 | 0.5289 | 0.299454 |
25 | 0.095577 | 0.7216 | 0.236749 |
26 | 0.099936 | 0.7545 | 0.226828 |
27 | 0.100052 | 0.7554 | 0.226568 |
28 | 0.105252 | 0.7946 | 0.215061 |
29 | 0.104009 | 0.7852 | 0.21778 |
30 | 0.108264 | 0.8174 | 0.208558 |
31 | 0.113996 | 0.8607 | 0.196518 |
32 | 0.114445 | 0.864 | 0.195593 |
33 | 0.110177 | 0.8318 | 0.204491 |
34 | 0.100706 | 0.7603 | 0.225101 |
35 | 0.093476 | 0.7057 | 0.241615 |
36 | 0.087925 | 0.6638 | 0.254741 |
37 | 0.060306 | 0.4553 | 0.325311 |
38 | 0.043427 | 0.3279 | 0.372106 |
39 | 0.033125 | 0.2501 | 0.40171 |
40 | 0.01841 | 0.139 | 0.444972 |
41 | 0.007217 | 0.0545 | 0.47837 |
42 | -0.008826 | -0.0666 | 0.473552 |
43 | -0.036033 | -0.272 | 0.393287 |
44 | -0.050606 | -0.3821 | 0.351916 |
45 | -0.065964 | -0.498 | 0.310194 |
46 | -0.073153 | -0.5523 | 0.291453 |
47 | -0.085268 | -0.6438 | 0.261156 |
48 | -0.106296 | -0.8025 | 0.212793 |
49 | -0.093618 | -0.7068 | 0.241285 |
50 | -0.089503 | -0.6757 | 0.250971 |
51 | -0.092271 | -0.6966 | 0.244432 |
52 | -0.087291 | -0.659 | 0.256265 |
53 | -0.084657 | -0.6391 | 0.262645 |
54 | -0.068517 | -0.5173 | 0.303477 |
55 | -0.033741 | -0.2547 | 0.399922 |
56 | -0.013151 | -0.0993 | 0.46063 |
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 | 0.893848 | 6.7484 | 0 |
2 | -0.124654 | -0.9411 | 0.175309 |
3 | -0.267132 | -2.0168 | 0.024218 |
4 | -0.094695 | -0.7149 | 0.238784 |
5 | -0.095175 | -0.7186 | 0.237676 |
6 | -0.01513 | -0.1142 | 0.454728 |
7 | -0.231548 | -1.7481 | 0.042912 |
8 | -0.035028 | -0.2645 | 0.396191 |
9 | -0.116274 | -0.8778 | 0.191855 |
10 | -0.02774 | -0.2094 | 0.417428 |
11 | -0.064557 | -0.4874 | 0.313924 |
12 | -0.06216 | -0.4693 | 0.320324 |
13 | 0.227694 | 1.7191 | 0.045516 |
14 | -0.030481 | -0.2301 | 0.40941 |
15 | -0.059592 | -0.4499 | 0.32724 |
16 | -0.143241 | -1.0814 | 0.142027 |
17 | -0.010834 | -0.0818 | 0.467548 |
18 | -0.062357 | -0.4708 | 0.319795 |
19 | -0.04541 | -0.3428 | 0.36649 |
20 | -0.054822 | -0.4139 | 0.340252 |
21 | 0.023424 | 0.1768 | 0.430129 |
22 | 0.021163 | 0.1598 | 0.43681 |
23 | -0.080174 | -0.6053 | 0.273692 |
24 | 0.051333 | 0.3876 | 0.349893 |
25 | 0.019425 | 0.1467 | 0.441962 |
26 | -0.053995 | -0.4077 | 0.342527 |
27 | -0.062085 | -0.4687 | 0.320525 |
28 | 0.033554 | 0.2533 | 0.400463 |
29 | -0.014209 | -0.1073 | 0.457472 |
30 | -0.010144 | -0.0766 | 0.469612 |
31 | 0.039521 | 0.2984 | 0.38325 |
32 | -0.025852 | -0.1952 | 0.422974 |
33 | 0.041429 | 0.3128 | 0.377793 |
34 | -0.041895 | -0.3163 | 0.376465 |
35 | 0.03422 | 0.2584 | 0.398531 |
36 | 0.032162 | 0.2428 | 0.404509 |
37 | -0.131365 | -0.9918 | 0.162746 |
38 | 0.019415 | 0.1466 | 0.441991 |
39 | 0.055205 | 0.4168 | 0.339198 |
40 | 0.015655 | 0.1182 | 0.453165 |
41 | -0.024453 | -0.1846 | 0.427093 |
42 | -0.02366 | -0.1786 | 0.429433 |
43 | -0.023066 | -0.1741 | 0.431184 |
44 | 0.05224 | 0.3944 | 0.347376 |
45 | -0.024121 | -0.1821 | 0.428072 |
46 | -0.026717 | -0.2017 | 0.420431 |
47 | -0.026789 | -0.2023 | 0.42022 |
48 | -0.077754 | -0.587 | 0.27975 |
49 | 0.147282 | 1.112 | 0.135413 |
50 | -0.082425 | -0.6223 | 0.268115 |
51 | -0.04977 | -0.3758 | 0.354247 |
52 | 0.022206 | 0.1677 | 0.433725 |
53 | -0.011854 | -0.0895 | 0.464502 |
54 | 0.087013 | 0.6569 | 0.256934 |
55 | -0.00258 | -0.0195 | 0.492262 |
56 | -0.042651 | -0.322 | 0.374313 |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |