Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.956618 | 7.4099 | 0 |
2 | 0.900469 | 6.975 | 0 |
3 | 0.851864 | 6.5985 | 0 |
4 | 0.809579 | 6.271 | 0 |
5 | 0.762599 | 5.9071 | 0 |
6 | 0.713437 | 5.5263 | 0 |
7 | 0.662345 | 5.1305 | 2e-06 |
8 | 0.61625 | 4.7735 | 6e-06 |
9 | 0.582432 | 4.5115 | 1.5e-05 |
10 | 0.553349 | 4.2862 | 3.3e-05 |
11 | 0.507104 | 3.928 | 0.000112 |
12 | 0.44115 | 3.4171 | 0.000571 |
13 | 0.380455 | 2.947 | 0.002282 |
14 | 0.32388 | 2.5088 | 0.007418 |
15 | 0.260528 | 2.018 | 0.024033 |
16 | 0.192915 | 1.4943 | 0.070167 |
17 | 0.124769 | 0.9665 | 0.168848 |
18 | 0.063539 | 0.4922 | 0.312197 |
19 | 0.01605 | 0.1243 | 0.450737 |
20 | -0.022039 | -0.1707 | 0.567489 |
21 | -0.064383 | -0.4987 | 0.690096 |
22 | -0.104997 | -0.8133 | 0.79037 |
23 | -0.143568 | -1.1121 | 0.864728 |
24 | -0.175321 | -1.358 | 0.91023 |
25 | -0.212527 | -1.6462 | 0.947527 |
26 | -0.260008 | -2.014 | 0.975751 |
27 | -0.30432 | -2.3573 | 0.989155 |
28 | -0.334398 | -2.5902 | 0.993989 |
29 | -0.350723 | -2.7167 | 0.995698 |
30 | -0.36238 | -2.807 | 0.996632 |
31 | -0.377008 | -2.9203 | 0.99754 |
32 | -0.394058 | -3.0524 | 0.99831 |
33 | -0.402655 | -3.119 | 0.998606 |
34 | -0.397901 | -3.0821 | 0.998449 |
35 | -0.393503 | -3.0481 | 0.998289 |
36 | -0.396861 | -3.0741 | 0.998412 |
37 | -0.406918 | -3.152 | 0.998734 |
38 | -0.407561 | -3.157 | 0.998753 |
39 | -0.400801 | -3.1046 | 0.998547 |
40 | -0.387994 | -3.0054 | 0.998066 |
41 | -0.380092 | -2.9442 | 0.9977 |
42 | -0.371262 | -2.8758 | 0.997214 |
43 | -0.355722 | -2.7554 | 0.996125 |
44 | -0.3315 | -2.5678 | 0.993628 |
45 | -0.299879 | -2.3229 | 0.988202 |
46 | -0.27586 | -2.1368 | 0.98165 |
47 | -0.263917 | -2.0443 | 0.97734 |
48 | -0.25246 | -1.9555 | 0.97241 |
49 | -0.234489 | -1.8163 | 0.962843 |
50 | -0.216804 | -1.6794 | 0.950858 |
51 | -0.201191 | -1.5584 | 0.937803 |
52 | -0.17951 | -1.3905 | 0.91524 |
53 | -0.155772 | -1.2066 | 0.883839 |
54 | -0.129677 | -1.0045 | 0.840407 |
55 | -0.097868 | -0.7581 | 0.774316 |
56 | -0.067345 | -0.5216 | 0.698082 |
57 | -0.050738 | -0.393 | 0.652148 |
58 | -0.036092 | -0.2796 | 0.609614 |
59 | -0.019231 | -0.149 | 0.55896 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.956618 | 7.4099 | 0 |
1 | -0.172562 | -1.3367 | 0.90681 |
2 | 0.083653 | 0.648 | 0.259736 |
3 | 0.019666 | 0.1523 | 0.439717 |
4 | -0.090594 | -0.7017 | 0.757223 |
5 | -0.022377 | -0.1733 | 0.568512 |
6 | -0.055997 | -0.4338 | 0.666988 |
7 | 0.029056 | 0.2251 | 0.411347 |
8 | 0.102649 | 0.7951 | 0.214839 |
9 | -0.000173 | -0.0013 | 0.500531 |
10 | -0.213921 | -1.657 | 0.948632 |
11 | -0.205843 | -1.5945 | 0.941955 |
12 | 0.041662 | 0.3227 | 0.374018 |
13 | -0.071483 | -0.5537 | 0.70908 |
14 | -0.130796 | -1.0131 | 0.84247 |
15 | -0.039409 | -0.3053 | 0.619389 |
16 | -0.050809 | -0.3936 | 0.652353 |
17 | 0.021103 | 0.1635 | 0.435352 |
18 | 0.048284 | 0.374 | 0.354858 |
19 | -0.015501 | -0.1201 | 0.547586 |
20 | -0.069454 | -0.538 | 0.703713 |
21 | 0.085705 | 0.6639 | 0.254658 |
22 | -0.049143 | -0.3807 | 0.6476 |
23 | -0.014822 | -0.1148 | 0.545512 |
24 | -0.089849 | -0.696 | 0.755433 |
25 | -0.111183 | -0.8612 | 0.803728 |
26 | 0.051191 | 0.3965 | 0.346562 |
27 | 0.103192 | 0.7993 | 0.213629 |
28 | 0.043306 | 0.3354 | 0.369229 |
29 | -0.034958 | -0.2708 | 0.606257 |
30 | -0.044261 | -0.3428 | 0.633544 |
31 | -0.060457 | -0.4683 | 0.679365 |
32 | -0.004277 | -0.0331 | 0.513159 |
33 | 0.07127 | 0.5521 | 0.291481 |
34 | -0.05668 | -0.439 | 0.668895 |
35 | -0.00418 | -0.0324 | 0.512861 |
36 | -0.02887 | -0.2236 | 0.588096 |
37 | 0.023208 | 0.1798 | 0.42897 |
38 | -0.047092 | -0.3648 | 0.641719 |
39 | 0.03626 | 0.2809 | 0.389888 |
40 | -0.057716 | -0.4471 | 0.671781 |
41 | 0.031626 | 0.245 | 0.403656 |
42 | 0.03877 | 0.3003 | 0.38249 |
43 | -0.055128 | -0.427 | 0.664553 |
44 | 0.068803 | 0.5329 | 0.29802 |
45 | -0.036961 | -0.2863 | 0.612182 |
46 | -0.095038 | -0.7362 | 0.76775 |
47 | 0.003474 | 0.0269 | 0.489312 |
48 | 0.003154 | 0.0244 | 0.490296 |
49 | -0.037221 | -0.2883 | 0.612948 |
50 | 0.023168 | 0.1795 | 0.429092 |
51 | 0.122519 | 0.949 | 0.173207 |
52 | -0.077505 | -0.6004 | 0.724734 |
53 | -0.015469 | -0.1198 | 0.547487 |
54 | 0.083096 | 0.6437 | 0.261124 |
55 | -0.046677 | -0.3616 | 0.640523 |
56 | -0.081741 | -0.6332 | 0.735483 |
57 | 0.021453 | 0.1662 | 0.43429 |
58 | -0.061703 | -0.4779 | 0.682788 |
59 | NA | NA | NA |