Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.608871 | 4.7163 | 7e-06 |
2 | 0.338603 | 2.6228 | 0.00552 |
3 | 0.00848 | 0.0657 | 0.473924 |
4 | -0.36037 | -2.7914 | 0.996486 |
5 | -0.563124 | -4.3619 | 0.999974 |
6 | -0.634098 | -4.9117 | 0.999996 |
7 | -0.501664 | -3.8859 | 0.999871 |
8 | -0.316994 | -2.4554 | 0.991507 |
9 | 0.047129 | 0.3651 | 0.358174 |
10 | 0.320429 | 2.482 | 0.00794 |
11 | 0.530909 | 4.1124 | 6e-05 |
12 | 0.718575 | 5.5661 | 0 |
13 | 0.454814 | 3.523 | 0.000411 |
14 | 0.236604 | 1.8327 | 0.035903 |
15 | -0.01938 | -0.1501 | 0.559413 |
16 | -0.254024 | -1.9677 | 0.973133 |
17 | -0.430286 | -3.333 | 0.999262 |
18 | -0.502594 | -3.8931 | 0.999874 |
19 | -0.373385 | -2.8922 | 0.997339 |
20 | -0.283328 | -2.1947 | 0.983965 |
21 | 0.043623 | 0.3379 | 0.368307 |
22 | 0.233782 | 1.8109 | 0.037584 |
23 | 0.422324 | 3.2713 | 0.000889 |
24 | 0.525375 | 4.0695 | 7e-05 |
25 | 0.333469 | 2.583 | 0.006124 |
26 | 0.141028 | 1.0924 | 0.139513 |
27 | -0.066582 | -0.5157 | 0.696036 |
28 | -0.216423 | -1.6764 | 0.950569 |
29 | -0.332431 | -2.575 | 0.993746 |
30 | -0.392354 | -3.0392 | 0.998244 |
31 | -0.277836 | -2.1521 | 0.982289 |
32 | -0.200563 | -1.5536 | 0.937225 |
33 | 0.029617 | 0.2294 | 0.409665 |
34 | 0.171074 | 1.3251 | 0.095076 |
35 | 0.282229 | 2.1861 | 0.016359 |
36 | 0.329159 | 2.5497 | 0.006678 |
37 | 0.22861 | 1.7708 | 0.040836 |
38 | 0.078716 | 0.6097 | 0.27217 |
39 | -0.054018 | -0.4184 | 0.661433 |
40 | -0.140286 | -1.0867 | 0.859232 |
41 | -0.263473 | -2.0408 | 0.977164 |
42 | -0.277911 | -2.1527 | 0.982313 |
43 | -0.188159 | -1.4575 | 0.9249 |
44 | -0.125559 | -0.9726 | 0.832665 |
45 | 0.012487 | 0.0967 | 0.461634 |
46 | 0.121231 | 0.9391 | 0.175734 |
47 | 0.168643 | 1.3063 | 0.098217 |
48 | 0.164237 | 1.2722 | 0.10411 |
49 | 0.10285 | 0.7967 | 0.214392 |
50 | 0.007794 | 0.0604 | 0.476029 |
51 | -0.047105 | -0.3649 | 0.641756 |
52 | -0.054531 | -0.4224 | 0.662877 |
53 | -0.114576 | -0.8875 | 0.810824 |
54 | -0.104642 | -0.8106 | 0.789588 |
55 | -0.044645 | -0.3458 | 0.634657 |
56 | -0.045357 | -0.3513 | 0.636715 |
57 | -0.016266 | -0.126 | 0.549921 |
58 | 0.025425 | 0.1969 | 0.422269 |
59 | 0.015875 | 0.123 | 0.451271 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.608871 | 4.7163 | 7e-06 |
1 | -0.051044 | -0.3954 | 0.653019 |
2 | -0.282218 | -2.1861 | 0.983638 |
3 | -0.411515 | -3.1876 | 0.99886 |
4 | -0.254558 | -1.9718 | 0.973376 |
5 | -0.20582 | -1.5943 | 0.941935 |
6 | -0.038832 | -0.3008 | 0.617694 |
7 | -0.144288 | -1.1176 | 0.865914 |
8 | 0.145185 | 1.1246 | 0.132618 |
9 | 0.051015 | 0.3952 | 0.347064 |
10 | 0.138613 | 1.0737 | 0.14363 |
11 | 0.374772 | 2.903 | 0.002582 |
12 | -0.236132 | -1.8291 | 0.96382 |
13 | -0.016522 | -0.128 | 0.550704 |
14 | 0.12287 | 0.9517 | 0.172521 |
15 | 0.215145 | 1.6665 | 0.050412 |
16 | 0.052245 | 0.4047 | 0.343573 |
17 | -0.094134 | -0.7292 | 0.76563 |
18 | 0.053812 | 0.4168 | 0.339146 |
19 | -0.100701 | -0.78 | 0.780779 |
20 | 0.139245 | 1.0786 | 0.142544 |
21 | -0.050576 | -0.3918 | 0.651689 |
22 | 0.072155 | 0.5589 | 0.289152 |
23 | -0.000543 | -0.0042 | 0.50167 |
24 | -0.086813 | -0.6725 | 0.748061 |
25 | -0.142634 | -1.1048 | 0.863179 |
26 | -0.032301 | -0.2502 | 0.598357 |
27 | 0.02867 | 0.2221 | 0.412505 |
28 | 0.124253 | 0.9625 | 0.169841 |
29 | -0.116958 | -0.906 | 0.815708 |
30 | -0.062644 | -0.4852 | 0.685364 |
31 | -0.054275 | -0.4204 | 0.662156 |
32 | -0.066056 | -0.5117 | 0.694619 |
33 | -0.002645 | -0.0205 | 0.50814 |
34 | -0.124354 | -0.9632 | 0.830354 |
35 | -0.015523 | -0.1202 | 0.547654 |
36 | 0.085569 | 0.6628 | 0.254993 |
37 | -0.100413 | -0.7778 | 0.780127 |
38 | -0.008052 | -0.0624 | 0.524761 |
39 | -0.115847 | -0.8973 | 0.81344 |
40 | -0.045886 | -0.3554 | 0.638244 |
41 | 0.090098 | 0.6979 | 0.243969 |
42 | 0.083067 | 0.6434 | 0.261197 |
43 | -0.005951 | -0.0461 | 0.518308 |
44 | -0.130127 | -1.008 | 0.841239 |
45 | -0.024264 | -0.188 | 0.574226 |
46 | -0.042262 | -0.3274 | 0.627732 |
47 | -0.105578 | -0.8178 | 0.791648 |
48 | 0.014538 | 0.1126 | 0.455357 |
49 | -0.015138 | -0.1173 | 0.546475 |
50 | 0.11848 | 0.9177 | 0.181214 |
51 | 0.01412 | 0.1094 | 0.456636 |
52 | -0.051062 | -0.3955 | 0.653072 |
53 | 0.027181 | 0.2105 | 0.416978 |
54 | 0.06218 | 0.4816 | 0.315904 |
55 | 0.002209 | 0.0171 | 0.493202 |
56 | -0.001233 | -0.0096 | 0.503795 |
57 | -0.070033 | -0.5425 | 0.705248 |
58 | 0.04672 | 0.3619 | 0.359351 |
59 | NA | NA | NA |