Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.94129 | 7.2912 | 0 |
2 | 0.884164 | 6.8487 | 0 |
3 | 0.822848 | 6.3738 | 0 |
4 | 0.747864 | 5.7929 | 0 |
5 | 0.676411 | 5.2395 | 1e-06 |
6 | 0.607538 | 4.706 | 8e-06 |
7 | 0.527347 | 4.0848 | 6.6e-05 |
8 | 0.455879 | 3.5312 | 0.000401 |
9 | 0.39003 | 3.0212 | 0.001849 |
10 | 0.320099 | 2.4795 | 0.007992 |
11 | 0.251999 | 1.952 | 0.027806 |
12 | 0.188874 | 1.463 | 0.074341 |
13 | 0.126311 | 0.9784 | 0.165903 |
14 | 0.070541 | 0.5464 | 0.293406 |
15 | 0.017925 | 0.1388 | 0.445018 |
16 | -0.027855 | -0.2158 | 0.585049 |
17 | -0.069384 | -0.5374 | 0.703527 |
18 | -0.103856 | -0.8045 | 0.787848 |
19 | -0.139594 | -1.0813 | 0.858052 |
20 | -0.173483 | -1.3438 | 0.907962 |
21 | -0.196985 | -1.5258 | 0.933848 |
22 | -0.220487 | -1.7079 | 0.953586 |
23 | -0.241912 | -1.8738 | 0.967088 |
24 | -0.252429 | -1.9553 | 0.972396 |
25 | -0.262947 | -2.0368 | 0.976954 |
26 | -0.273465 | -2.1183 | 0.980848 |
27 | -0.283983 | -2.1997 | 0.984155 |
28 | -0.294501 | -2.2812 | 0.986949 |
29 | -0.305019 | -2.3627 | 0.989298 |
30 | -0.314788 | -2.4383 | 0.991134 |
31 | -0.32142 | -2.4897 | 0.992213 |
32 | -0.327482 | -2.5367 | 0.993095 |
33 | -0.332456 | -2.5752 | 0.993749 |
34 | -0.332831 | -2.5781 | 0.993796 |
35 | -0.332209 | -2.5733 | 0.993718 |
36 | -0.329982 | -2.556 | 0.993431 |
37 | -0.320714 | -2.4842 | 0.992104 |
38 | -0.3136 | -2.4291 | 0.990927 |
39 | -0.303716 | -2.3526 | 0.989029 |
40 | -0.288002 | -2.2309 | 0.98528 |
41 | -0.272801 | -2.1131 | 0.98062 |
42 | -0.255313 | -1.9776 | 0.973716 |
43 | -0.232245 | -1.799 | 0.961473 |
44 | -0.207572 | -1.6078 | 0.94344 |
45 | -0.181499 | -1.4059 | 0.917542 |
46 | -0.154668 | -1.1981 | 0.882197 |
47 | -0.124682 | -0.9658 | 0.830985 |
48 | -0.096537 | -0.7478 | 0.77124 |
49 | -0.064276 | -0.4979 | 0.689805 |
50 | -0.031835 | -0.2466 | 0.596968 |
51 | -0.001364 | -0.0106 | 0.504198 |
52 | 0.03285 | 0.2545 | 0.400007 |
53 | 0.06023 | 0.4665 | 0.32126 |
54 | 0.06485 | 0.5023 | 0.308638 |
55 | 0.071966 | 0.5574 | 0.289649 |
56 | 0.074131 | 0.5742 | 0.283985 |
57 | 0.063388 | 0.491 | 0.312607 |
58 | 0.052646 | 0.4078 | 0.342437 |
59 | 0.03671 | 0.2844 | 0.388558 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.94129 | 7.2912 | 0 |
1 | -0.016344 | -0.1266 | 0.550161 |
2 | -0.066911 | -0.5183 | 0.69692 |
3 | -0.155133 | -1.2017 | 0.88289 |
4 | -0.015026 | -0.1164 | 0.546135 |
5 | -0.010636 | -0.0824 | 0.532693 |
6 | -0.132277 | -1.0246 | 0.84517 |
7 | 0.014166 | 0.1097 | 0.456495 |
8 | 0.006031 | 0.0467 | 0.481446 |
9 | -0.066023 | -0.5114 | 0.694529 |
10 | -0.060746 | -0.4705 | 0.68016 |
11 | -0.018081 | -0.1401 | 0.555458 |
12 | -0.026572 | -0.2058 | 0.581187 |
13 | -0.008234 | -0.0638 | 0.52532 |
14 | -0.03741 | -0.2898 | 0.613506 |
15 | 0.017697 | 0.1371 | 0.445714 |
16 | -0.020244 | -0.1568 | 0.562038 |
17 | 0.000972 | 0.0075 | 0.497008 |
18 | -0.065723 | -0.5091 | 0.693721 |
19 | -0.043463 | -0.3367 | 0.631228 |
20 | 0.042537 | 0.3295 | 0.371468 |
21 | -0.040212 | -0.3115 | 0.621743 |
22 | -0.032322 | -0.2504 | 0.598419 |
23 | 0.037755 | 0.2924 | 0.385477 |
24 | -0.019587 | -0.1517 | 0.560042 |
25 | -0.045962 | -0.356 | 0.638462 |
26 | -0.073443 | -0.5689 | 0.714221 |
27 | -0.021698 | -0.1681 | 0.566455 |
28 | -0.022323 | -0.1729 | 0.568348 |
29 | -0.051774 | -0.401 | 0.655092 |
30 | -0.000658 | -0.0051 | 0.502023 |
31 | -0.020143 | -0.156 | 0.561733 |
32 | -0.02876 | -0.2228 | 0.587766 |
33 | -0.00587 | -0.0455 | 0.518058 |
34 | -0.025156 | -0.1949 | 0.576918 |
35 | -0.011608 | -0.0899 | 0.535672 |
36 | 0.027473 | 0.2128 | 0.416101 |
37 | -0.042046 | -0.3257 | 0.627101 |
38 | -0.004869 | -0.0377 | 0.514979 |
39 | 0.014972 | 0.116 | 0.454031 |
40 | -0.008515 | -0.066 | 0.526185 |
41 | -0.015665 | -0.1213 | 0.548086 |
42 | 0.012378 | 0.0959 | 0.461968 |
43 | 0.029653 | 0.2297 | 0.409555 |
44 | -0.002979 | -0.0231 | 0.509166 |
45 | -0.020751 | -0.1607 | 0.563579 |
46 | 0.035516 | 0.2751 | 0.392091 |
47 | -0.008969 | -0.0695 | 0.527578 |
48 | 0.027471 | 0.2128 | 0.416105 |
49 | 0.002803 | 0.0217 | 0.491374 |
50 | 0.002903 | 0.0225 | 0.491069 |
51 | 0.048124 | 0.3728 | 0.355317 |
52 | -0.054111 | -0.4191 | 0.661695 |
53 | -0.191819 | -1.4858 | 0.928719 |
54 | 0.00737 | 0.0571 | 0.477331 |
55 | -0.008757 | -0.0678 | 0.526926 |
56 | -0.081983 | -0.635 | 0.73609 |
57 | -0.04911 | -0.3804 | 0.647506 |
58 | -0.034566 | -0.2677 | 0.605093 |
59 | NA | NA | NA |