Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.893948 | 6.9245 | 0 |
2 | 0.775844 | 6.0097 | 0 |
3 | 0.657999 | 5.0968 | 2e-06 |
4 | 0.539365 | 4.1779 | 4.8e-05 |
5 | 0.421626 | 3.2659 | 0.000903 |
6 | 0.318285 | 2.4654 | 0.008281 |
7 | 0.28526 | 2.2096 | 0.01548 |
8 | 0.231219 | 1.791 | 0.039167 |
9 | 0.1763 | 1.3656 | 0.088579 |
10 | 0.121088 | 0.9379 | 0.176018 |
11 | 0.079155 | 0.6131 | 0.271054 |
12 | 0.044159 | 0.3421 | 0.366754 |
13 | 0.006077 | 0.0471 | 0.481307 |
14 | -0.026551 | -0.2057 | 0.581126 |
15 | -0.057247 | -0.4434 | 0.670476 |
16 | -0.086708 | -0.6716 | 0.747804 |
17 | -0.115218 | -0.8925 | 0.812147 |
18 | -0.14447 | -1.1191 | 0.866213 |
19 | -0.17412 | -1.3487 | 0.908753 |
20 | -0.193134 | -1.496 | 0.930054 |
21 | -0.210391 | -1.6297 | 0.945796 |
22 | -0.223714 | -1.7329 | 0.955873 |
23 | -0.236912 | -1.8351 | 0.964276 |
24 | -0.240445 | -1.8625 | 0.966283 |
25 | -0.243335 | -1.8849 | 0.967853 |
26 | -0.255128 | -1.9762 | 0.973633 |
27 | -0.268726 | -2.0815 | 0.97917 |
28 | -0.28367 | -2.1973 | 0.984064 |
29 | -0.299338 | -2.3187 | 0.988081 |
30 | -0.314735 | -2.4379 | 0.991125 |
31 | -0.3311 | -2.5647 | 0.993577 |
32 | -0.325455 | -2.521 | 0.992811 |
33 | -0.317733 | -2.4611 | 0.991629 |
34 | -0.308631 | -2.3906 | 0.990013 |
35 | -0.293116 | -2.2705 | 0.986608 |
36 | -0.272297 | -2.1092 | 0.980446 |
37 | -0.251362 | -1.947 | 0.971893 |
38 | -0.23818 | -1.8449 | 0.965008 |
39 | -0.224539 | -1.7393 | 0.956443 |
40 | -0.208044 | -1.6115 | 0.94384 |
41 | -0.194012 | -1.5028 | 0.930934 |
42 | -0.179745 | -1.3923 | 0.915514 |
43 | -0.166028 | -1.286 | 0.898317 |
44 | -0.1367 | -1.0589 | 0.85305 |
45 | -0.077218 | -0.5981 | 0.723997 |
46 | -0.019142 | -0.1483 | 0.558686 |
47 | 0.038635 | 0.2993 | 0.382886 |
48 | 0.08591 | 0.6655 | 0.254156 |
49 | 0.132563 | 1.0268 | 0.154312 |
50 | 0.16855 | 1.3056 | 0.098339 |
51 | 0.18646 | 1.4443 | 0.076926 |
52 | 0.204209 | 1.5818 | 0.059477 |
53 | 0.223029 | 1.7276 | 0.044605 |
54 | 0.241899 | 1.8737 | 0.032919 |
55 | 0.20037 | 1.5521 | 0.062954 |
56 | 0.158489 | 1.2277 | 0.112186 |
57 | 0.116982 | 0.9061 | 0.184243 |
58 | 0.075417 | 0.5842 | 0.280647 |
59 | 0.034309 | 0.2658 | 0.395669 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.893948 | 6.9245 | 0 |
1 | -0.116001 | -0.8985 | 0.813755 |
2 | -0.062174 | -0.4816 | 0.684077 |
3 | -0.075412 | -0.5841 | 0.719341 |
4 | -0.072124 | -0.5587 | 0.710767 |
5 | -0.009604 | -0.0744 | 0.529527 |
6 | 0.273913 | 2.1217 | 0.019 |
7 | -0.192487 | -1.491 | 0.9294 |
8 | -0.044653 | -0.3459 | 0.63468 |
9 | -0.066036 | -0.5115 | 0.694566 |
10 | 0.020769 | 0.1609 | 0.436364 |
11 | 0.014042 | 0.1088 | 0.456875 |
12 | 0.0361 | 0.2796 | 0.390361 |
13 | -0.121873 | -0.944 | 0.825528 |
14 | -0.022144 | -0.1715 | 0.567808 |
15 | -0.04834 | -0.3744 | 0.6453 |
16 | 0.015183 | 0.1176 | 0.453386 |
17 | -0.041283 | -0.3198 | 0.624876 |
18 | -0.045435 | -0.3519 | 0.636942 |
19 | -0.021244 | -0.1646 | 0.565076 |
20 | -0.025458 | -0.1972 | 0.577828 |
21 | -0.02145 | -0.1662 | 0.565702 |
22 | -0.023993 | -0.1858 | 0.573405 |
23 | -0.004246 | -0.0329 | 0.513063 |
24 | -0.047379 | -0.367 | 0.642542 |
25 | -0.059095 | -0.4577 | 0.675606 |
26 | -0.055897 | -0.433 | 0.666709 |
27 | -0.040794 | -0.316 | 0.623446 |
28 | -0.055347 | -0.4287 | 0.665168 |
29 | -0.015885 | -0.123 | 0.54876 |
30 | -0.079633 | -0.6168 | 0.73016 |
31 | 0.055831 | 0.4325 | 0.333477 |
32 | -0.057332 | -0.4441 | 0.670712 |
33 | -0.027444 | -0.2126 | 0.583814 |
34 | -0.018555 | -0.1437 | 0.5569 |
35 | 0.001285 | 0.01 | 0.496045 |
36 | -0.058999 | -0.457 | 0.675342 |
37 | 0.002046 | 0.0158 | 0.493703 |
38 | -0.071393 | -0.553 | 0.708845 |
39 | -0.003505 | -0.0271 | 0.510784 |
40 | -0.038656 | -0.2994 | 0.617177 |
41 | -0.005314 | -0.0412 | 0.516348 |
42 | -0.048705 | -0.3773 | 0.646348 |
43 | 0.069008 | 0.5345 | 0.297474 |
44 | 0.138346 | 1.0716 | 0.144091 |
45 | 4.4e-05 | 3e-04 | 0.499865 |
46 | -0.0021 | -0.0163 | 0.506461 |
47 | -0.046918 | -0.3634 | 0.641217 |
48 | 0.020357 | 0.1577 | 0.437619 |
49 | 0.03384 | 0.2621 | 0.397063 |
50 | 0.032727 | 0.2535 | 0.400372 |
51 | -0.033323 | -0.2581 | 0.601402 |
52 | 0.029501 | 0.2285 | 0.410013 |
53 | -0.016496 | -0.1278 | 0.550624 |
54 | -0.282606 | -2.1891 | 0.983753 |
55 | 0.027636 | 0.2141 | 0.415611 |
56 | -0.040211 | -0.3115 | 0.621739 |
57 | -0.016795 | -0.1301 | 0.551536 |
58 | -0.018681 | -0.1447 | 0.557284 |
59 | NA | NA | NA |