Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.896506 | 6.9443 | 0 |
2 | 0.807642 | 6.256 | 0 |
3 | 0.725219 | 5.6175 | 0 |
4 | 0.670669 | 5.195 | 1e-06 |
5 | 0.623945 | 4.8331 | 5e-06 |
6 | 0.569286 | 4.4097 | 2.2e-05 |
7 | 0.495254 | 3.8362 | 0.000151 |
8 | 0.402798 | 3.1201 | 0.001389 |
9 | 0.328616 | 2.5455 | 0.006751 |
10 | 0.237597 | 1.8404 | 0.035327 |
11 | 0.145033 | 1.1234 | 0.132866 |
12 | 0.052878 | 0.4096 | 0.341783 |
13 | -0.021176 | -0.164 | 0.56487 |
14 | -0.076246 | -0.5906 | 0.721497 |
15 | -0.119062 | -0.9222 | 0.819954 |
16 | -0.162027 | -1.2551 | 0.892837 |
17 | -0.19685 | -1.5248 | 0.933718 |
18 | -0.267533 | -2.0723 | 0.978729 |
19 | -0.333731 | -2.5851 | 0.993908 |
20 | -0.375908 | -2.9118 | 0.99748 |
21 | -0.389634 | -3.0181 | 0.998135 |
22 | -0.389673 | -3.0184 | 0.998137 |
23 | -0.379924 | -2.9429 | 0.997691 |
24 | -0.381188 | -2.9527 | 0.997754 |
25 | -0.403147 | -3.1228 | 0.998622 |
26 | -0.420784 | -3.2594 | 0.999079 |
27 | -0.440319 | -3.4107 | 0.999418 |
28 | -0.45303 | -3.5092 | 0.99957 |
29 | -0.457271 | -3.542 | 0.999612 |
30 | -0.438489 | -3.3965 | 0.999392 |
31 | -0.406785 | -3.1509 | 0.998731 |
32 | -0.384251 | -2.9764 | 0.9979 |
33 | -0.361417 | -2.7995 | 0.996563 |
34 | -0.342622 | -2.6539 | 0.994915 |
35 | -0.323682 | -2.5072 | 0.992553 |
36 | -0.321973 | -2.494 | 0.992298 |
37 | -0.296234 | -2.2946 | 0.987365 |
38 | -0.237727 | -1.8414 | 0.964748 |
39 | -0.167017 | -1.2937 | 0.899637 |
40 | -0.096725 | -0.7492 | 0.771676 |
41 | -0.044312 | -0.3432 | 0.633691 |
42 | -0.010422 | -0.0807 | 0.532036 |
43 | 0.010419 | 0.0807 | 0.467973 |
44 | 0.057828 | 0.4479 | 0.327908 |
45 | 0.093388 | 0.7234 | 0.236129 |
46 | 0.124672 | 0.9657 | 0.169034 |
47 | 0.152449 | 1.1809 | 0.121158 |
48 | 0.173803 | 1.3463 | 0.09164 |
49 | 0.18822 | 1.4579 | 0.075036 |
50 | 0.194939 | 1.51 | 0.068147 |
51 | 0.185615 | 1.4378 | 0.077848 |
52 | 0.188762 | 1.4621 | 0.07446 |
53 | 0.165407 | 1.2812 | 0.10252 |
54 | 0.147532 | 1.1428 | 0.128836 |
55 | 0.139488 | 1.0805 | 0.142129 |
56 | 0.132005 | 1.0225 | 0.155323 |
57 | 0.124137 | 0.9616 | 0.170066 |
58 | 0.099427 | 0.7702 | 0.222114 |
59 | 0.065626 | 0.5083 | 0.306541 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.896506 | 6.9443 | 0 |
1 | 0.019965 | 0.1547 | 0.438808 |
2 | -0.011625 | -0.09 | 0.535726 |
3 | 0.098719 | 0.7647 | 0.223733 |
4 | 0.025719 | 0.1992 | 0.421384 |
5 | -0.05555 | -0.4303 | 0.665736 |
6 | -0.118 | -0.914 | 0.81782 |
7 | -0.14617 | -1.1322 | 0.868978 |
8 | 0.006395 | 0.0495 | 0.480328 |
9 | -0.166818 | -1.2922 | 0.899373 |
10 | -0.126965 | -0.9835 | 0.835337 |
11 | -0.07916 | -0.6132 | 0.728959 |
12 | 0.001498 | 0.0116 | 0.49539 |
13 | 0.036036 | 0.2791 | 0.390551 |
14 | 0.025707 | 0.1991 | 0.421419 |
15 | -0.004965 | -0.0385 | 0.515274 |
16 | 0.06774 | 0.5247 | 0.300859 |
17 | -0.218553 | -1.6929 | 0.952169 |
18 | -0.097533 | -0.7555 | 0.773544 |
19 | 0.010733 | 0.0831 | 0.467011 |
20 | 0.034174 | 0.2647 | 0.39607 |
21 | 0.00457 | 0.0354 | 0.485939 |
22 | 0.035332 | 0.2737 | 0.392636 |
23 | -0.032899 | -0.2548 | 0.600138 |
24 | -0.094079 | -0.7287 | 0.765499 |
25 | -0.097417 | -0.7546 | 0.773277 |
26 | -0.095023 | -0.736 | 0.767715 |
27 | -0.071925 | -0.5571 | 0.710244 |
28 | -0.050788 | -0.3934 | 0.652292 |
29 | 0.027169 | 0.2104 | 0.417016 |
30 | 0.046829 | 0.3627 | 0.359039 |
31 | -0.054027 | -0.4185 | 0.661458 |
32 | 0.022354 | 0.1732 | 0.431556 |
33 | 0.003944 | 0.0306 | 0.487864 |
34 | 0.014376 | 0.1114 | 0.455854 |
35 | -0.137904 | -1.0682 | 0.855145 |
36 | 0.002728 | 0.0211 | 0.491605 |
37 | 0.124801 | 0.9667 | 0.168786 |
38 | 0.063719 | 0.4936 | 0.311707 |
39 | 0.007313 | 0.0566 | 0.477507 |
40 | 0.014065 | 0.1089 | 0.456804 |
41 | 0.007337 | 0.0568 | 0.477434 |
42 | -0.068106 | -0.5275 | 0.70012 |
43 | 0.038816 | 0.3007 | 0.382355 |
44 | -0.091977 | -0.7124 | 0.760526 |
45 | -0.067467 | -0.5226 | 0.698411 |
46 | -0.070091 | -0.5429 | 0.705402 |
47 | -0.090095 | -0.6979 | 0.756023 |
48 | -0.01812 | -0.1404 | 0.555577 |
49 | -0.000283 | -0.0022 | 0.500871 |
50 | -0.046618 | -0.3611 | 0.640355 |
51 | 0.138607 | 1.0736 | 0.14364 |
52 | -0.114318 | -0.8855 | 0.81029 |
53 | -0.059675 | -0.4622 | 0.677211 |
54 | -0.024887 | -0.1928 | 0.576106 |
55 | -0.05255 | -0.4071 | 0.65729 |
56 | 0.008738 | 0.0677 | 0.473132 |
57 | -0.051861 | -0.4017 | 0.655338 |
58 | -0.027012 | -0.2092 | 0.582512 |
59 | NA | NA | NA |