Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.917353 | 6.3556 | 0 |
2 | 0.821381 | 5.6907 | 0 |
3 | 0.728702 | 5.0486 | 3e-06 |
4 | 0.628794 | 4.3564 | 3.5e-05 |
5 | 0.524155 | 3.6315 | 0.000342 |
6 | 0.418598 | 2.9001 | 0.002806 |
7 | 0.314501 | 2.1789 | 0.017139 |
8 | 0.223086 | 1.5456 | 0.064387 |
9 | 0.153821 | 1.0657 | 0.145944 |
10 | 0.098617 | 0.6832 | 0.24887 |
11 | 0.067692 | 0.469 | 0.320603 |
12 | 0.047965 | 0.3323 | 0.37055 |
13 | 0.028343 | 0.1964 | 0.422576 |
14 | -0.000834 | -0.0058 | 0.497707 |
15 | -0.035612 | -0.2467 | 0.403087 |
16 | -0.069865 | -0.484 | 0.31528 |
17 | -0.108914 | -0.7546 | 0.227095 |
18 | -0.141568 | -0.9808 | 0.165802 |
19 | -0.171718 | -1.1897 | 0.120009 |
20 | -0.203151 | -1.4075 | 0.082866 |
21 | -0.236473 | -1.6383 | 0.053946 |
22 | -0.259673 | -1.7991 | 0.039148 |
23 | -0.284331 | -1.9699 | 0.027317 |
24 | -0.298213 | -2.0661 | 0.02212 |
25 | -0.307421 | -2.1299 | 0.019168 |
26 | -0.307972 | -2.1337 | 0.019003 |
27 | -0.306046 | -2.1203 | 0.019586 |
28 | -0.301225 | -2.0869 | 0.021114 |
29 | -0.293452 | -2.0331 | 0.023796 |
30 | -0.283349 | -1.9631 | 0.027722 |
31 | -0.26855 | -1.8606 | 0.034469 |
32 | -0.250141 | -1.733 | 0.044756 |
33 | -0.22967 | -1.5912 | 0.059065 |
34 | -0.204761 | -1.4186 | 0.081234 |
35 | -0.177346 | -1.2287 | 0.11259 |
36 | -0.155154 | -1.0749 | 0.143888 |
37 | -0.131663 | -0.9122 | 0.183114 |
38 | -0.111298 | -0.7711 | 0.222214 |
39 | -0.092314 | -0.6396 | 0.262746 |
40 | -0.076669 | -0.5312 | 0.298873 |
41 | -0.05777 | -0.4002 | 0.345377 |
42 | -0.041036 | -0.2843 | 0.388698 |
43 | -0.029832 | -0.2067 | 0.418567 |
44 | -0.018823 | -0.1304 | 0.448394 |
45 | -0.00805 | -0.0558 | 0.477877 |
46 | -0.005745 | -0.0398 | 0.484209 |
47 | -0.004369 | -0.0303 | 0.487989 |
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 | 0.917353 | 6.3556 | 0 |
2 | -0.127197 | -0.8812 | 0.191287 |
3 | -0.025347 | -0.1756 | 0.43067 |
4 | -0.103731 | -0.7187 | 0.237914 |
5 | -0.084268 | -0.5838 | 0.281035 |
6 | -0.073507 | -0.5093 | 0.306447 |
7 | -0.063994 | -0.4434 | 0.329747 |
8 | 0.004517 | 0.0313 | 0.487582 |
9 | 0.060903 | 0.4219 | 0.337474 |
10 | 0.014799 | 0.1025 | 0.459381 |
11 | 0.093481 | 0.6477 | 0.260147 |
12 | 0.000416 | 0.0029 | 0.498856 |
13 | -0.051259 | -0.3551 | 0.362022 |
14 | -0.120996 | -0.8383 | 0.203013 |
15 | -0.093602 | -0.6485 | 0.259877 |
16 | -0.04676 | -0.324 | 0.373688 |
17 | -0.065368 | -0.4529 | 0.326338 |
18 | 0.03087 | 0.2139 | 0.415775 |
19 | 0.009769 | 0.0677 | 0.47316 |
20 | -0.019204 | -0.133 | 0.447357 |
21 | -0.048399 | -0.3353 | 0.369423 |
22 | -0.002779 | -0.0193 | 0.492359 |
23 | -0.097142 | -0.673 | 0.252081 |
24 | -0.011705 | -0.0811 | 0.467852 |
25 | -0.055747 | -0.3862 | 0.350517 |
26 | 0.022035 | 0.1527 | 0.439651 |
27 | -0.022022 | -0.1526 | 0.439688 |
28 | 0.002123 | 0.0147 | 0.494164 |
29 | -0.008427 | -0.0584 | 0.476843 |
30 | -0.01642 | -0.1138 | 0.45495 |
31 | -0.017901 | -0.124 | 0.450907 |
32 | -0.005754 | -0.0399 | 0.484184 |
33 | -0.013791 | -0.0955 | 0.462139 |
34 | 0.024509 | 0.1698 | 0.432938 |
35 | 0.006589 | 0.0456 | 0.48189 |
36 | -0.02657 | -0.1841 | 0.427362 |
37 | 0.006823 | 0.0473 | 0.481248 |
38 | -0.042474 | -0.2943 | 0.384911 |
39 | -0.007164 | -0.0496 | 0.48031 |
40 | -0.036565 | -0.2533 | 0.400548 |
41 | 0.032755 | 0.2269 | 0.41072 |
42 | -0.008741 | -0.0606 | 0.47598 |
43 | -0.01533 | -0.1062 | 0.45793 |
44 | -0.00451 | -0.0312 | 0.4876 |
45 | -0.001742 | -0.0121 | 0.495211 |
46 | -0.083513 | -0.5786 | 0.282784 |
47 | -0.015345 | -0.1063 | 0.457889 |
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 |