Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.909255 | 7.0431 | 0 |
2 | 0.804833 | 6.2342 | 0 |
3 | 0.70041 | 5.4254 | 1e-06 |
4 | 0.595988 | 4.6165 | 1.1e-05 |
5 | 0.488597 | 3.7847 | 0.000179 |
6 | 0.390712 | 3.0264 | 0.001821 |
7 | 0.292827 | 2.2682 | 0.013464 |
8 | 0.225402 | 1.746 | 0.042969 |
9 | 0.1921 | 1.488 | 0.070994 |
10 | 0.16762 | 1.2984 | 0.099563 |
11 | 0.143139 | 1.1088 | 0.135981 |
12 | 0.125289 | 0.9705 | 0.167851 |
13 | 0.143843 | 1.1142 | 0.134818 |
14 | 0.162397 | 1.2579 | 0.106646 |
15 | 0.180952 | 1.4016 | 0.083087 |
16 | 0.199506 | 1.5454 | 0.063758 |
17 | 0.21806 | 1.6891 | 0.048197 |
18 | 0.225309 | 1.7452 | 0.043031 |
19 | 0.232558 | 1.8014 | 0.038333 |
20 | 0.225043 | 1.7432 | 0.043213 |
21 | 0.206508 | 1.5996 | 0.05747 |
22 | 0.187973 | 1.456 | 0.075298 |
23 | 0.169438 | 1.3125 | 0.097182 |
24 | 0.126294 | 0.9783 | 0.165934 |
25 | 0.042969 | 0.3328 | 0.370208 |
26 | -0.040356 | -0.3126 | 0.377836 |
27 | -0.123681 | -0.958 | 0.170946 |
28 | -0.207006 | -1.6035 | 0.057042 |
29 | -0.290331 | -2.2489 | 0.014101 |
30 | -0.338371 | -2.621 | 0.005546 |
31 | -0.38641 | -2.9931 | 0.002003 |
32 | -0.379649 | -2.9407 | 0.002323 |
33 | -0.369918 | -2.8654 | 0.002867 |
34 | -0.360188 | -2.79 | 0.003528 |
35 | -0.350458 | -2.7146 | 0.004325 |
36 | -0.332843 | -2.5782 | 0.006202 |
37 | -0.304179 | -2.3562 | 0.010875 |
38 | -0.275515 | -2.1341 | 0.018464 |
39 | -0.246851 | -1.9121 | 0.030321 |
40 | -0.218187 | -1.6901 | 0.048102 |
41 | -0.189523 | -1.468 | 0.073658 |
42 | -0.170366 | -1.3196 | 0.095983 |
43 | -0.151208 | -1.1713 | 0.123063 |
44 | -0.155761 | -1.2065 | 0.116177 |
45 | -0.166438 | -1.2892 | 0.101134 |
46 | -0.177115 | -1.3719 | 0.087597 |
47 | -0.187793 | -1.4546 | 0.075491 |
48 | -0.2051 | -1.5887 | 0.058692 |
49 | -0.229008 | -1.7739 | 0.040578 |
50 | -0.252917 | -1.9591 | 0.027377 |
51 | -0.276825 | -2.1443 | 0.018036 |
52 | -0.287033 | -2.2233 | 0.014985 |
53 | -0.277542 | -2.1498 | 0.017805 |
54 | -0.248439 | -1.9244 | 0.029525 |
55 | -0.219336 | -1.699 | 0.047252 |
56 | -0.175469 | -1.3592 | 0.089589 |
57 | -0.131602 | -1.0194 | 0.156057 |
58 | -0.087735 | -0.6796 | 0.249689 |
59 | -0.043867 | -0.3398 | 0.367599 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.909255 | 7.0431 | 0 |
2 | -0.126475 | -0.9797 | 0.165592 |
3 | -0.052465 | -0.4064 | 0.342951 |
4 | -0.061857 | -0.4791 | 0.316788 |
5 | -0.08297 | -0.6427 | 0.261439 |
6 | -0.013378 | -0.1036 | 0.458907 |
7 | -0.07842 | -0.6074 | 0.272925 |
8 | 0.107206 | 0.8304 | 0.204798 |
9 | 0.121206 | 0.9389 | 0.175785 |
10 | -0.012908 | -0.1 | 0.460346 |
11 | -0.038181 | -0.2957 | 0.384223 |
12 | -0.008349 | -0.0647 | 0.474324 |
13 | 0.190918 | 1.4788 | 0.072207 |
14 | -0.028728 | -0.2225 | 0.412329 |
15 | 0.012104 | 0.0938 | 0.462807 |
16 | 0.044409 | 0.344 | 0.366029 |
17 | 0.031755 | 0.246 | 0.403271 |
18 | -0.041619 | -0.3224 | 0.374142 |
19 | -0.004539 | -0.0352 | 0.486036 |
20 | -0.016241 | -0.1258 | 0.450155 |
21 | 0.005683 | 0.044 | 0.482516 |
22 | 0.008464 | 0.0656 | 0.473971 |
23 | -0.009003 | -0.0697 | 0.472319 |
24 | -0.136579 | -1.0579 | 0.147163 |
25 | -0.237645 | -1.8408 | 0.035299 |
26 | -0.051463 | -0.3986 | 0.34579 |
27 | -0.070821 | -0.5486 | 0.292665 |
28 | -0.083662 | -0.648 | 0.259715 |
29 | -0.098594 | -0.7637 | 0.224018 |
30 | 0.120563 | 0.9339 | 0.177055 |
31 | -0.109374 | -0.8472 | 0.200123 |
32 | 0.165245 | 1.28 | 0.102739 |
33 | -0.156994 | -1.2161 | 0.11436 |
34 | -0.035636 | -0.276 | 0.391735 |
35 | -0.033705 | -0.2611 | 0.397464 |
36 | -0.076133 | -0.5897 | 0.278795 |
37 | 0.044132 | 0.3418 | 0.366832 |
38 | -0.010639 | -0.0824 | 0.467299 |
39 | 0.062585 | 0.4848 | 0.314798 |
40 | 0.038164 | 0.2956 | 0.384271 |
41 | -0.001491 | -0.0116 | 0.495411 |
42 | 0.021909 | 0.1697 | 0.432906 |
43 | -0.005477 | -0.0424 | 0.48315 |
44 | -0.008139 | -0.063 | 0.474971 |
45 | -0.018253 | -0.1414 | 0.444018 |
46 | 0.002716 | 0.021 | 0.491641 |
47 | 0.012985 | 0.1006 | 0.460108 |
48 | 0.022747 | 0.1762 | 0.430367 |
49 | -0.03355 | -0.2599 | 0.397924 |
50 | -0.005291 | -0.041 | 0.483721 |
51 | -0.032536 | -0.252 | 0.400942 |
52 | 0.072766 | 0.5636 | 0.28755 |
53 | 0.081339 | 0.6301 | 0.265526 |
54 | 0.052978 | 0.4104 | 0.341501 |
55 | -0.060461 | -0.4683 | 0.320624 |
56 | -0.045835 | -0.355 | 0.361905 |
57 | -0.021672 | -0.1679 | 0.433626 |
58 | -0.02027 | -0.157 | 0.437883 |
59 | 0.051817 | 0.4014 | 0.344785 |
60 | NA | NA | NA |