Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.768821 | 5.9553 | 0 |
2 | 0.609399 | 4.7204 | 7e-06 |
3 | 0.576111 | 4.4625 | 1.8e-05 |
4 | 0.562693 | 4.3586 | 2.6e-05 |
5 | 0.586342 | 4.5418 | 1.4e-05 |
6 | 0.496858 | 3.8486 | 0.000145 |
7 | 0.362507 | 2.808 | 0.003359 |
8 | 0.350834 | 2.7176 | 0.004292 |
9 | 0.318251 | 2.4652 | 0.008287 |
10 | 0.333321 | 2.5819 | 0.006143 |
11 | 0.226195 | 1.7521 | 0.042433 |
12 | -0.010816 | -0.0838 | 0.533244 |
13 | -0.014094 | -0.1092 | 0.543285 |
14 | 0.022481 | 0.1741 | 0.431173 |
15 | -0.05263 | -0.4077 | 0.657516 |
16 | -0.148093 | -1.1471 | 0.872058 |
17 | -0.297895 | -2.3075 | 0.987753 |
18 | -0.307673 | -2.3832 | 0.989828 |
19 | -0.259139 | -2.0073 | 0.975385 |
20 | -0.272037 | -2.1072 | 0.980355 |
21 | -0.308483 | -2.3895 | 0.989985 |
22 | -0.389239 | -3.015 | 0.998119 |
23 | -0.448861 | -3.4769 | 0.999525 |
24 | -0.381385 | -2.9542 | 0.997764 |
25 | -0.361635 | -2.8012 | 0.996579 |
26 | -0.41758 | -3.2346 | 0.999008 |
27 | -0.433413 | -3.3572 | 0.999314 |
28 | -0.414406 | -3.21 | 0.998933 |
29 | -0.346558 | -2.6844 | 0.995311 |
30 | -0.312286 | -2.419 | 0.990693 |
31 | -0.315342 | -2.4426 | 0.991229 |
32 | -0.303207 | -2.3486 | 0.988922 |
33 | -0.289214 | -2.2402 | 0.985605 |
34 | -0.24432 | -1.8925 | 0.968374 |
35 | -0.189397 | -1.4671 | 0.92621 |
36 | -0.183019 | -1.4177 | 0.919268 |
37 | -0.18964 | -1.4689 | 0.926464 |
38 | -0.11611 | -0.8994 | 0.813977 |
39 | -0.057027 | -0.4417 | 0.669864 |
40 | 0.000124 | 0.001 | 0.499619 |
41 | 0.036253 | 0.2808 | 0.38991 |
42 | 0.025175 | 0.195 | 0.423025 |
43 | 0.022639 | 0.1754 | 0.430693 |
44 | 0.047774 | 0.3701 | 0.356322 |
45 | 0.065963 | 0.511 | 0.30563 |
46 | 0.093921 | 0.7275 | 0.234871 |
47 | 0.099297 | 0.7691 | 0.222411 |
48 | 0.102147 | 0.7912 | 0.215965 |
49 | 0.115842 | 0.8973 | 0.18657 |
50 | 0.122369 | 0.9479 | 0.1735 |
51 | 0.108468 | 0.8402 | 0.202068 |
52 | 0.107641 | 0.8338 | 0.203854 |
53 | 0.081484 | 0.6312 | 0.265163 |
54 | 0.09867 | 0.7643 | 0.223843 |
55 | 0.093869 | 0.7271 | 0.234994 |
56 | 0.076848 | 0.5953 | 0.276952 |
57 | 0.045602 | 0.3532 | 0.362575 |
58 | 0.017328 | 0.1342 | 0.446839 |
59 | -0.011727 | -0.0908 | 0.536037 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.768821 | 5.9553 | 0 |
1 | 0.044786 | 0.3469 | 0.364935 |
2 | 0.230687 | 1.7869 | 0.039503 |
3 | 0.114258 | 0.885 | 0.189834 |
4 | 0.208055 | 1.6116 | 0.05615 |
5 | -0.160226 | -1.2411 | 0.890301 |
6 | -0.150187 | -1.1633 | 0.875352 |
7 | 0.094778 | 0.7341 | 0.23286 |
8 | -0.093247 | -0.7223 | 0.763538 |
9 | 0.140611 | 1.0892 | 0.140218 |
10 | -0.27769 | -2.151 | 0.982242 |
11 | -0.391647 | -3.0337 | 0.998216 |
12 | 0.200549 | 1.5534 | 0.062788 |
13 | 0.010059 | 0.0779 | 0.469077 |
14 | -0.210037 | -1.6269 | 0.945505 |
15 | -0.135024 | -1.0459 | 0.850096 |
16 | -0.094813 | -0.7344 | 0.767222 |
17 | 0.116118 | 0.8994 | 0.186006 |
18 | -0.041026 | -0.3178 | 0.624124 |
19 | 0.072896 | 0.5647 | 0.287208 |
20 | -0.023292 | -0.1804 | 0.571283 |
21 | 0.078475 | 0.6079 | 0.272785 |
22 | -0.142854 | -1.1065 | 0.863545 |
23 | -0.16594 | -1.2854 | 0.898198 |
24 | 0.192348 | 1.4899 | 0.070742 |
25 | -0.028398 | -0.22 | 0.58668 |
26 | -0.006122 | -0.0474 | 0.518832 |
27 | -0.087606 | -0.6786 | 0.749997 |
28 | -0.076458 | -0.5922 | 0.722043 |
29 | 0.077481 | 0.6002 | 0.275328 |
30 | 0.055761 | 0.4319 | 0.333673 |
31 | -0.038174 | -0.2957 | 0.615757 |
32 | -0.108272 | -0.8387 | 0.797509 |
33 | 0.032708 | 0.2534 | 0.40043 |
34 | -0.089474 | -0.6931 | 0.754529 |
35 | -0.043314 | -0.3355 | 0.630794 |
36 | 0.081792 | 0.6336 | 0.264388 |
37 | 0.111782 | 0.8659 | 0.195009 |
38 | -0.038355 | -0.2971 | 0.61629 |
39 | -0.001692 | -0.0131 | 0.505207 |
40 | 0.005426 | 0.042 | 0.483307 |
41 | -0.089286 | -0.6916 | 0.754073 |
42 | -0.052036 | -0.4031 | 0.655835 |
43 | -0.006505 | -0.0504 | 0.52001 |
44 | -0.082914 | -0.6422 | 0.73842 |
45 | 0.015234 | 0.118 | 0.453231 |
46 | -0.013222 | -0.1024 | 0.540618 |
47 | -0.039098 | -0.3029 | 0.618474 |
48 | -0.082837 | -0.6417 | 0.738228 |
49 | 0.075744 | 0.5867 | 0.279801 |
50 | -0.139996 | -1.0844 | 0.858738 |
51 | 0.000835 | 0.0065 | 0.497432 |
52 | 0.056911 | 0.4408 | 0.33046 |
53 | 0.01128 | 0.0874 | 0.465331 |
54 | -0.046026 | -0.3565 | 0.638647 |
55 | -0.005441 | -0.0421 | 0.516739 |
56 | -0.061538 | -0.4767 | 0.682335 |
57 | -0.006008 | -0.0465 | 0.518482 |
58 | -0.070712 | -0.5477 | 0.707047 |
59 | NA | NA | NA |