Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.939338 | 7.2761 | 0 |
2 | 0.879155 | 6.8099 | 0 |
3 | 0.840626 | 6.5115 | 0 |
4 | 0.809677 | 6.2717 | 0 |
5 | 0.773031 | 5.9879 | 0 |
6 | 0.715811 | 5.5446 | 0 |
7 | 0.663167 | 5.1369 | 2e-06 |
8 | 0.615202 | 4.7653 | 6e-06 |
9 | 0.578428 | 4.4805 | 1.7e-05 |
10 | 0.544347 | 4.2165 | 4.2e-05 |
11 | 0.486822 | 3.7709 | 0.000187 |
12 | 0.430847 | 3.3373 | 0.000728 |
13 | 0.388351 | 3.0082 | 0.001919 |
14 | 0.359516 | 2.7848 | 0.003578 |
15 | 0.320683 | 2.484 | 0.007901 |
16 | 0.256504 | 1.9869 | 0.025754 |
17 | 0.195432 | 1.5138 | 0.067663 |
18 | 0.14213 | 1.1009 | 0.137661 |
19 | 0.09889 | 0.766 | 0.22334 |
20 | 0.062937 | 0.4875 | 0.313838 |
21 | 0.006635 | 0.0514 | 0.479592 |
22 | -0.045122 | -0.3495 | 0.636035 |
23 | -0.091502 | -0.7088 | 0.759395 |
24 | -0.128479 | -0.9952 | 0.838181 |
25 | -0.159358 | -1.2344 | 0.889064 |
26 | -0.202509 | -1.5686 | 0.939003 |
27 | -0.246802 | -1.9117 | 0.969655 |
28 | -0.282863 | -2.191 | 0.983828 |
29 | -0.306373 | -2.3732 | 0.989571 |
30 | -0.330568 | -2.5606 | 0.993508 |
31 | -0.354871 | -2.7488 | 0.996055 |
32 | -0.376843 | -2.919 | 0.997531 |
33 | -0.39144 | -3.0321 | 0.998208 |
34 | -0.389824 | -3.0196 | 0.998143 |
35 | -0.393168 | -3.0455 | 0.998276 |
36 | -0.408596 | -3.165 | 0.998782 |
37 | -0.417572 | -3.2345 | 0.999008 |
38 | -0.422456 | -3.2723 | 0.999114 |
39 | -0.413163 | -3.2003 | 0.998902 |
40 | -0.400793 | -3.1045 | 0.998546 |
41 | -0.401618 | -3.1109 | 0.998573 |
42 | -0.395318 | -3.0621 | 0.998356 |
43 | -0.387358 | -3.0005 | 0.998039 |
44 | -0.366796 | -2.8412 | 0.996935 |
45 | -0.340771 | -2.6396 | 0.994719 |
46 | -0.327282 | -2.5351 | 0.993067 |
47 | -0.326138 | -2.5263 | 0.992907 |
48 | -0.320882 | -2.4855 | 0.99213 |
49 | -0.303054 | -2.3474 | 0.98889 |
50 | -0.28328 | -2.1943 | 0.983951 |
51 | -0.267116 | -2.0691 | 0.978572 |
52 | -0.244528 | -1.8941 | 0.968483 |
53 | -0.219679 | -1.7016 | 0.952999 |
54 | -0.192344 | -1.4899 | 0.929254 |
55 | -0.153909 | -1.1922 | 0.881057 |
56 | -0.116513 | -0.9025 | 0.814801 |
57 | -0.091541 | -0.7091 | 0.759488 |
58 | -0.069507 | -0.5384 | 0.703853 |
59 | -0.037592 | -0.2912 | 0.614045 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.939338 | 7.2761 | 0 |
1 | -0.027207 | -0.2107 | 0.5831 |
2 | 0.15219 | 1.1789 | 0.121554 |
3 | 0.044791 | 0.347 | 0.36492 |
4 | -0.034961 | -0.2708 | 0.606267 |
5 | -0.177905 | -1.378 | 0.913346 |
6 | -0.001875 | -0.0145 | 0.505769 |
7 | -0.049902 | -0.3865 | 0.649768 |
8 | 0.06498 | 0.5033 | 0.308287 |
9 | 0.017312 | 0.1341 | 0.446888 |
10 | -0.176003 | -1.3633 | 0.911061 |
11 | -0.017996 | -0.1394 | 0.555198 |
12 | 0.023566 | 0.1825 | 0.427887 |
13 | 0.056862 | 0.4405 | 0.330596 |
14 | -0.080516 | -0.6237 | 0.732396 |
15 | -0.174102 | -1.3486 | 0.908731 |
16 | -0.054277 | -0.4204 | 0.662163 |
17 | -0.059592 | -0.4616 | 0.676981 |
18 | -0.001576 | -0.0122 | 0.50485 |
19 | 0.065223 | 0.5052 | 0.30763 |
20 | -0.12682 | -0.9823 | 0.835062 |
21 | 0.013015 | 0.1008 | 0.460016 |
22 | -0.071216 | -0.5516 | 0.708377 |
23 | -0.028352 | -0.2196 | 0.586541 |
24 | 0.031182 | 0.2415 | 0.404982 |
25 | -0.039768 | -0.308 | 0.620443 |
26 | -0.068868 | -0.5334 | 0.702153 |
27 | -0.01774 | -0.1374 | 0.554419 |
28 | -0.004626 | -0.0358 | 0.514231 |
29 | -0.039433 | -0.3054 | 0.619458 |
30 | 0.08804 | 0.682 | 0.248945 |
31 | -0.017234 | -0.1335 | 0.552875 |
32 | 0.02664 | 0.2063 | 0.418608 |
33 | 0.058155 | 0.4505 | 0.326998 |
34 | -0.080701 | -0.6251 | 0.732865 |
35 | -0.063287 | -0.4902 | 0.687115 |
36 | 0.034866 | 0.2701 | 0.394016 |
37 | -0.043666 | -0.3382 | 0.631817 |
38 | 0.062272 | 0.4824 | 0.315655 |
39 | 0.019593 | 0.1518 | 0.439941 |
40 | -0.072682 | -0.563 | 0.71223 |
41 | 0.06339 | 0.491 | 0.312604 |
42 | -0.043862 | -0.3398 | 0.632385 |
43 | 0.047343 | 0.3667 | 0.357561 |
44 | 0.055648 | 0.4311 | 0.333988 |
45 | -0.072851 | -0.5643 | 0.712675 |
46 | -0.150425 | -1.1652 | 0.875723 |
47 | -0.030153 | -0.2336 | 0.591941 |
48 | -0.038 | -0.2943 | 0.615246 |
49 | 0.065844 | 0.51 | 0.305951 |
50 | 0.051586 | 0.3996 | 0.345442 |
51 | 0.088721 | 0.6872 | 0.247294 |
52 | 0.013608 | 0.1054 | 0.458202 |
53 | -0.081146 | -0.6286 | 0.733987 |
54 | 0.119097 | 0.9225 | 0.179975 |
55 | 0.062559 | 0.4846 | 0.31487 |
56 | -0.083583 | -0.6474 | 0.740088 |
57 | 0.012643 | 0.0979 | 0.461157 |
58 | -0.043609 | -0.3378 | 0.63165 |
59 | NA | NA | NA |