Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.862527 | 6.6811 | 0 |
2 | 0.683619 | 5.2953 | 1e-06 |
3 | 0.530642 | 4.1103 | 6.1e-05 |
4 | 0.436282 | 3.3794 | 0.000641 |
5 | 0.409749 | 3.1739 | 0.001187 |
6 | 0.392201 | 3.038 | 0.001762 |
7 | 0.381281 | 2.9534 | 0.002241 |
8 | 0.38858 | 3.0099 | 0.001909 |
9 | 0.392359 | 3.0392 | 0.001756 |
10 | 0.394319 | 3.0544 | 0.001681 |
11 | 0.341738 | 2.6471 | 0.005178 |
12 | 0.223443 | 1.7308 | 0.044316 |
13 | 0.113167 | 0.8766 | 0.192104 |
14 | 0.026869 | 0.2081 | 0.417917 |
15 | -5.1e-05 | -4e-04 | 0.499842 |
16 | -0.018014 | -0.1395 | 0.444746 |
17 | -0.041417 | -0.3208 | 0.374733 |
18 | -0.061743 | -0.4783 | 0.317102 |
19 | -0.077816 | -0.6028 | 0.274469 |
20 | -0.074531 | -0.5773 | 0.282944 |
21 | -0.06867 | -0.5319 | 0.298375 |
22 | -0.066744 | -0.517 | 0.303529 |
23 | -0.084354 | -0.6534 | 0.257996 |
24 | -0.113469 | -0.8789 | 0.191474 |
25 | -0.14034 | -1.0871 | 0.140676 |
26 | -0.182951 | -1.4171 | 0.080808 |
27 | -0.231781 | -1.7954 | 0.038816 |
28 | -0.258249 | -2.0004 | 0.024995 |
29 | -0.278326 | -2.1559 | 0.017556 |
30 | -0.294421 | -2.2806 | 0.01307 |
31 | -0.316365 | -2.4506 | 0.008598 |
32 | -0.333503 | -2.5833 | 0.00612 |
33 | -0.335757 | -2.6008 | 0.005848 |
34 | -0.326233 | -2.527 | 0.007079 |
35 | -0.302287 | -2.3415 | 0.011273 |
36 | -0.293421 | -2.2728 | 0.013316 |
37 | -0.274022 | -2.1226 | 0.018963 |
38 | -0.265698 | -2.0581 | 0.021967 |
39 | -0.248398 | -1.9241 | 0.029545 |
40 | -0.229331 | -1.7764 | 0.040369 |
41 | -0.226724 | -1.7562 | 0.042079 |
42 | -0.23556 | -1.8246 | 0.036518 |
43 | -0.234737 | -1.8183 | 0.037008 |
44 | -0.217301 | -1.6832 | 0.048766 |
45 | -0.139608 | -1.0814 | 0.141924 |
46 | -0.062416 | -0.4835 | 0.31526 |
47 | -0.01454 | -0.1126 | 0.455352 |
48 | 0.00809 | 0.0627 | 0.475122 |
49 | -0.006606 | -0.0512 | 0.479681 |
50 | -0.017889 | -0.1386 | 0.445127 |
51 | -0.028372 | -0.2198 | 0.4134 |
52 | -0.030819 | -0.2387 | 0.406066 |
53 | -0.035509 | -0.2751 | 0.39211 |
54 | -0.029939 | -0.2319 | 0.4087 |
55 | -0.011996 | -0.0929 | 0.463139 |
56 | 0.02159 | 0.1672 | 0.433874 |
57 | 0.04063 | 0.3147 | 0.377033 |
58 | 0.041878 | 0.3244 | 0.373389 |
59 | 0.020944 | 0.1622 | 0.435835 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.862527 | 6.6811 | 0 |
2 | -0.235631 | -1.8252 | 0.036476 |
3 | 0.021927 | 0.1698 | 0.432851 |
4 | 0.108167 | 0.8379 | 0.202718 |
5 | 0.155008 | 1.2007 | 0.117296 |
6 | -0.033986 | -0.2633 | 0.396629 |
7 | 0.067432 | 0.5223 | 0.301683 |
8 | 0.127117 | 0.9846 | 0.164376 |
9 | 0.020978 | 0.1625 | 0.435731 |
10 | 0.037122 | 0.2875 | 0.387342 |
11 | -0.169389 | -1.3121 | 0.097245 |
12 | -0.208304 | -1.6135 | 0.05594 |
13 | 0.003516 | 0.0272 | 0.489182 |
14 | -0.06359 | -0.4926 | 0.312058 |
15 | 0.03853 | 0.2985 | 0.383194 |
16 | -0.13492 | -1.0451 | 0.150088 |
17 | -0.026006 | -0.2014 | 0.420516 |
18 | -0.01643 | -0.1273 | 0.449579 |
19 | 0.001144 | 0.0089 | 0.49648 |
20 | 0.047742 | 0.3698 | 0.356414 |
21 | 0.016173 | 0.1253 | 0.450363 |
22 | 0.107212 | 0.8305 | 0.204785 |
23 | -0.028302 | -0.2192 | 0.41361 |
24 | -0.011572 | -0.0896 | 0.464437 |
25 | -0.039444 | -0.3055 | 0.380508 |
26 | -0.156234 | -1.2102 | 0.115477 |
27 | -0.051698 | -0.4005 | 0.345122 |
28 | -0.000672 | -0.0052 | 0.497931 |
29 | -0.083986 | -0.6505 | 0.25891 |
30 | -0.144825 | -1.1218 | 0.133207 |
31 | -0.125211 | -0.9699 | 0.168 |
32 | -0.030542 | -0.2366 | 0.406895 |
33 | -0.026992 | -0.2091 | 0.417549 |
34 | 0.052139 | 0.4039 | 0.343872 |
35 | 0.065435 | 0.5069 | 0.307057 |
36 | 0.004643 | 0.036 | 0.485716 |
37 | 0.182322 | 1.4123 | 0.08152 |
38 | -0.021267 | -0.1647 | 0.434852 |
39 | 0.096481 | 0.7473 | 0.228889 |
40 | 0.005712 | 0.0442 | 0.482427 |
41 | -0.015217 | -0.1179 | 0.453282 |
42 | -0.047986 | -0.3717 | 0.355714 |
43 | -0.06886 | -0.5334 | 0.297869 |
44 | -0.074705 | -0.5787 | 0.282491 |
45 | 0.105021 | 0.8135 | 0.209577 |
46 | -0.057494 | -0.4453 | 0.328836 |
47 | -0.07238 | -0.5607 | 0.288562 |
48 | -0.034211 | -0.265 | 0.39596 |
49 | -0.030674 | -0.2376 | 0.4065 |
50 | -0.029068 | -0.2252 | 0.41131 |
51 | 0.034558 | 0.2677 | 0.394931 |
52 | 0.077302 | 0.5988 | 0.275788 |
53 | -0.033256 | -0.2576 | 0.398798 |
54 | 0.083008 | 0.643 | 0.261345 |
55 | -0.022548 | -0.1747 | 0.430968 |
56 | -0.00273 | -0.0211 | 0.491599 |
57 | -0.052086 | -0.4035 | 0.344024 |
58 | -0.037568 | -0.291 | 0.386027 |
59 | -0.054962 | -0.4257 | 0.335912 |
60 | NA | NA | NA |