Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.897378 | 6.9511 | 0 |
2 | 0.826687 | 6.4035 | 0 |
3 | 0.750085 | 5.8101 | 0 |
4 | 0.653187 | 5.0596 | 2e-06 |
5 | 0.560313 | 4.3402 | 2.8e-05 |
6 | 0.443986 | 3.4391 | 0.000534 |
7 | 0.359035 | 2.7811 | 0.003614 |
8 | 0.267406 | 2.0713 | 0.021319 |
9 | 0.154859 | 1.1995 | 0.117519 |
10 | 0.100756 | 0.7805 | 0.219097 |
11 | 0.047944 | 0.3714 | 0.355835 |
12 | -0.029664 | -0.2298 | 0.409522 |
13 | -0.092121 | -0.7136 | 0.239131 |
14 | -0.171523 | -1.3286 | 0.094503 |
15 | -0.236733 | -1.8337 | 0.035828 |
16 | -0.329322 | -2.5509 | 0.006656 |
17 | -0.383741 | -2.9724 | 0.002124 |
18 | -0.419638 | -3.2505 | 0.000946 |
19 | -0.475976 | -3.6869 | 0.000245 |
20 | -0.523961 | -4.0586 | 7.2e-05 |
21 | -0.576565 | -4.4661 | 1.8e-05 |
22 | -0.59588 | -4.6157 | 1.1e-05 |
23 | -0.576905 | -4.4687 | 1.8e-05 |
24 | -0.562313 | -4.3557 | 2.6e-05 |
25 | -0.504091 | -3.9047 | 0.000121 |
26 | -0.460849 | -3.5697 | 0.000355 |
27 | -0.406049 | -3.1452 | 0.001291 |
28 | -0.327293 | -2.5352 | 0.006931 |
29 | -0.269839 | -2.0902 | 0.020425 |
30 | -0.198311 | -1.5361 | 0.064884 |
31 | -0.150429 | -1.1652 | 0.124272 |
32 | -0.098885 | -0.766 | 0.223351 |
33 | -0.062753 | -0.4861 | 0.31434 |
34 | -0.042176 | -0.3267 | 0.372517 |
35 | -0.007957 | -0.0616 | 0.475528 |
36 | 0.025375 | 0.1966 | 0.42242 |
37 | 0.062991 | 0.4879 | 0.313692 |
38 | 0.097521 | 0.7554 | 0.226484 |
39 | 0.118341 | 0.9167 | 0.181494 |
40 | 0.142894 | 1.1069 | 0.136387 |
41 | 0.158068 | 1.2244 | 0.112796 |
42 | 0.164265 | 1.2724 | 0.104071 |
43 | 0.176592 | 1.3679 | 0.088227 |
44 | 0.166352 | 1.2886 | 0.10125 |
45 | 0.167721 | 1.2992 | 0.099429 |
46 | 0.160691 | 1.2447 | 0.10904 |
47 | 0.135735 | 1.0514 | 0.148646 |
48 | 0.135191 | 1.0472 | 0.149607 |
49 | 0.105496 | 0.8172 | 0.208533 |
50 | 0.078818 | 0.6105 | 0.271911 |
51 | 0.059872 | 0.4638 | 0.322247 |
52 | 0.035372 | 0.274 | 0.392516 |
53 | 0.010945 | 0.0848 | 0.46636 |
54 | -0.006181 | -0.0479 | 0.480985 |
55 | -0.017661 | -0.1368 | 0.445823 |
56 | -0.010354 | -0.0802 | 0.468173 |
57 | -0.013293 | -0.103 | 0.459167 |
58 | -0.012737 | -0.0987 | 0.460868 |
59 | -0.00067 | -0.0052 | 0.497939 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.897378 | 6.9511 | 0 |
2 | 0.109905 | 0.8513 | 0.198987 |
3 | -0.046054 | -0.3567 | 0.361271 |
4 | -0.154622 | -1.1977 | 0.117872 |
5 | -0.069593 | -0.5391 | 0.295918 |
6 | -0.180484 | -1.398 | 0.083627 |
7 | 0.062588 | 0.4848 | 0.314791 |
8 | -0.050943 | -0.3946 | 0.347267 |
9 | -0.171574 | -1.329 | 0.094439 |
10 | 0.174768 | 1.3537 | 0.090448 |
11 | 0.050408 | 0.3905 | 0.348789 |
12 | -0.21228 | -1.6443 | 0.052671 |
13 | -0.060575 | -0.4692 | 0.32031 |
14 | -0.155322 | -1.2031 | 0.116829 |
15 | -0.115523 | -0.8948 | 0.187224 |
16 | -0.184998 | -1.433 | 0.078525 |
17 | 0.129981 | 1.0068 | 0.15903 |
18 | -0.015236 | -0.118 | 0.453224 |
19 | -0.090156 | -0.6983 | 0.243829 |
20 | -0.078108 | -0.605 | 0.273724 |
21 | -0.224432 | -1.7384 | 0.043631 |
22 | -0.022878 | -0.1772 | 0.42997 |
23 | 0.221464 | 1.7154 | 0.045712 |
24 | 0.012267 | 0.095 | 0.462308 |
25 | 0.097693 | 0.7567 | 0.226088 |
26 | -0.018247 | -0.1413 | 0.444036 |
27 | 0.036157 | 0.2801 | 0.390194 |
28 | -0.010902 | -0.0844 | 0.466491 |
29 | -0.061309 | -0.4749 | 0.318293 |
30 | -0.090377 | -0.7001 | 0.243298 |
31 | -0.103073 | -0.7984 | 0.213895 |
32 | 0.121522 | 0.9413 | 0.175162 |
33 | -0.084282 | -0.6528 | 0.258175 |
34 | -0.029997 | -0.2324 | 0.408526 |
35 | 0.008316 | 0.0644 | 0.474427 |
36 | -0.091352 | -0.7076 | 0.240963 |
37 | -5.6e-05 | -4e-04 | 0.499826 |
38 | -0.067736 | -0.5247 | 0.300869 |
39 | -0.021468 | -0.1663 | 0.434245 |
40 | -0.053818 | -0.4169 | 0.33913 |
41 | 0.013659 | 0.1058 | 0.458045 |
42 | -0.131924 | -1.0219 | 0.155471 |
43 | -0.11024 | -0.8539 | 0.198275 |
44 | 0.051379 | 0.398 | 0.346029 |
45 | 0.042853 | 0.3319 | 0.370545 |
46 | 0.047479 | 0.3678 | 0.35717 |
47 | -0.084532 | -0.6548 | 0.257555 |
48 | 0.07352 | 0.5695 | 0.285576 |
49 | -0.076348 | -0.5914 | 0.27824 |
50 | -0.102676 | -0.7953 | 0.21478 |
51 | 0.039118 | 0.303 | 0.381465 |
52 | -0.022311 | -0.1728 | 0.431688 |
53 | -0.057218 | -0.4432 | 0.329604 |
54 | 0.140069 | 1.085 | 0.141138 |
55 | -0.05502 | -0.4262 | 0.335751 |
56 | -0.007578 | -0.0587 | 0.476693 |
57 | -0.003015 | -0.0234 | 0.490721 |
58 | -0.033247 | -0.2575 | 0.398827 |
59 | -0.065167 | -0.5048 | 0.307781 |
60 | NA | NA | NA |