Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.841388 | 6.5174 | 0 |
2 | 0.68595 | 5.3133 | 1e-06 |
3 | 0.532694 | 4.1262 | 5.8e-05 |
4 | 0.479648 | 3.7153 | 0.000224 |
5 | 0.427941 | 3.3148 | 0.00078 |
6 | 0.37731 | 2.9226 | 0.002444 |
7 | 0.333325 | 2.5819 | 0.006142 |
8 | 0.295242 | 2.2869 | 0.012871 |
9 | 0.263898 | 2.0441 | 0.022668 |
10 | 0.22569 | 1.7482 | 0.042773 |
11 | 0.192619 | 1.492 | 0.070467 |
12 | 0.160153 | 1.2405 | 0.109803 |
13 | 0.138812 | 1.0752 | 0.143287 |
14 | 0.115834 | 0.8972 | 0.186586 |
15 | 0.093855 | 0.727 | 0.235026 |
16 | 0.064884 | 0.5026 | 0.308547 |
17 | 0.044078 | 0.3414 | 0.366988 |
18 | 0.020843 | 0.1614 | 0.436141 |
19 | -0.000841 | -0.0065 | 0.497413 |
20 | -0.021576 | -0.1671 | 0.433917 |
21 | -0.040142 | -0.3109 | 0.378463 |
22 | -0.061233 | -0.4743 | 0.3185 |
23 | -0.082347 | -0.6379 | 0.262996 |
24 | -0.10088 | -0.7814 | 0.218816 |
25 | -0.115699 | -0.8962 | 0.186864 |
26 | -0.131146 | -1.0159 | 0.156889 |
27 | -0.146036 | -1.1312 | 0.131238 |
28 | -0.163544 | -1.2668 | 0.10506 |
29 | -0.17894 | -1.3861 | 0.085429 |
30 | -0.191062 | -1.48 | 0.072058 |
31 | -0.201353 | -1.5597 | 0.062048 |
32 | -0.209072 | -1.6195 | 0.055296 |
33 | -0.216804 | -1.6794 | 0.049142 |
34 | -0.225247 | -1.7448 | 0.043074 |
35 | -0.231721 | -1.7949 | 0.038853 |
36 | -0.236743 | -1.8338 | 0.035822 |
37 | -0.240701 | -1.8645 | 0.033575 |
38 | -0.243771 | -1.8882 | 0.031916 |
39 | -0.24585 | -1.9043 | 0.030831 |
40 | -0.248528 | -1.9251 | 0.029481 |
41 | -0.251812 | -1.9505 | 0.027894 |
42 | -0.251521 | -1.9483 | 0.028032 |
43 | -0.248225 | -1.9227 | 0.029631 |
44 | -0.24187 | -1.8735 | 0.032935 |
45 | -0.232346 | -1.7997 | 0.038464 |
46 | -0.221138 | -1.7129 | 0.045945 |
47 | -0.206386 | -1.5987 | 0.057575 |
48 | -0.187351 | -1.4512 | 0.075964 |
49 | -0.166279 | -1.288 | 0.101347 |
50 | -0.142859 | -1.1066 | 0.136446 |
51 | -0.117945 | -0.9136 | 0.182292 |
52 | -0.091351 | -0.7076 | 0.240967 |
53 | -0.062752 | -0.4861 | 0.314343 |
54 | -0.031597 | -0.2447 | 0.403744 |
55 | 0.00096 | 0.0074 | 0.497044 |
56 | 0.037408 | 0.2898 | 0.386499 |
57 | 0.076498 | 0.5926 | 0.277854 |
58 | 0.051614 | 0.3998 | 0.345361 |
59 | 0.026028 | 0.2016 | 0.420451 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.841388 | 6.5174 | 0 |
2 | -0.075273 | -0.5831 | 0.281018 |
3 | -0.084591 | -0.6552 | 0.257409 |
4 | 0.247667 | 1.9184 | 0.02991 |
5 | -0.041552 | -0.3219 | 0.374338 |
6 | -0.045909 | -0.3556 | 0.361689 |
7 | 0.083965 | 0.6504 | 0.25896 |
8 | -0.0153 | -0.1185 | 0.45303 |
9 | -0.012267 | -0.095 | 0.462307 |
10 | -0.009169 | -0.071 | 0.471807 |
11 | -0.002872 | -0.0222 | 0.491162 |
12 | -0.015334 | -0.1188 | 0.452924 |
13 | 0.010504 | 0.0814 | 0.467712 |
14 | -0.015981 | -0.1238 | 0.450948 |
15 | -0.015949 | -0.1235 | 0.451045 |
16 | -0.029086 | -0.2253 | 0.411255 |
17 | 0.004657 | 0.0361 | 0.485673 |
18 | -0.030308 | -0.2348 | 0.407595 |
19 | -0.027188 | -0.2106 | 0.416957 |
20 | -0.004404 | -0.0341 | 0.48645 |
21 | -0.022841 | -0.1769 | 0.430081 |
22 | -0.03935 | -0.3048 | 0.380784 |
23 | -0.017453 | -0.1352 | 0.446456 |
24 | -0.017854 | -0.1383 | 0.445234 |
25 | -0.022056 | -0.1708 | 0.432462 |
26 | -0.029174 | -0.226 | 0.410993 |
27 | -0.020023 | -0.1551 | 0.438632 |
28 | -0.036005 | -0.2789 | 0.390643 |
29 | -0.025343 | -0.1963 | 0.422518 |
30 | -0.016066 | -0.1244 | 0.450688 |
31 | -0.02835 | -0.2196 | 0.413465 |
32 | -0.019263 | -0.1492 | 0.440945 |
33 | -0.020672 | -0.1601 | 0.43666 |
34 | -0.033133 | -0.2566 | 0.399164 |
35 | -0.017356 | -0.1344 | 0.446754 |
36 | -0.020555 | -0.1592 | 0.437017 |
37 | -0.026713 | -0.2069 | 0.418389 |
38 | -0.020461 | -0.1585 | 0.437302 |
39 | -0.02102 | -0.1628 | 0.435603 |
40 | -0.029844 | -0.2312 | 0.408984 |
41 | -0.027618 | -0.2139 | 0.415666 |
42 | -0.012817 | -0.0993 | 0.460623 |
43 | -0.017068 | -0.1322 | 0.447631 |
44 | -0.016632 | -0.1288 | 0.448962 |
45 | -0.00368 | -0.0285 | 0.488677 |
46 | -0.009526 | -0.0738 | 0.470714 |
47 | -0.0014 | -0.0108 | 0.495692 |
48 | 0.011579 | 0.0897 | 0.464417 |
49 | 0.00333 | 0.0258 | 0.489753 |
50 | 0.011026 | 0.0854 | 0.466112 |
51 | 0.017416 | 0.1349 | 0.44657 |
52 | 0.014974 | 0.116 | 0.454026 |
53 | 0.022522 | 0.1745 | 0.431046 |
54 | 0.030419 | 0.2356 | 0.407264 |
55 | 0.029414 | 0.2278 | 0.410273 |
56 | 0.044038 | 0.3411 | 0.367105 |
57 | 0.047073 | 0.3646 | 0.358335 |
58 | -0.203417 | -1.5757 | 0.060181 |
59 | 0.00928 | 0.0719 | 0.471468 |
60 | NA | NA | NA |