Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.610069 | 4.7256 | 7e-06 |
2 | 0.48991 | 3.7948 | 0.000173 |
3 | 0.64607 | 5.0044 | 3e-06 |
4 | 0.409083 | 3.1687 | 0.001205 |
5 | 0.400578 | 3.1029 | 0.001461 |
6 | 0.588461 | 4.5582 | 1.3e-05 |
7 | 0.326609 | 2.5299 | 0.007027 |
8 | 0.239663 | 1.8564 | 0.034153 |
9 | 0.386449 | 2.9934 | 0.002001 |
10 | 0.164908 | 1.2774 | 0.103197 |
11 | 0.213205 | 1.6515 | 0.051933 |
12 | 0.430581 | 3.3353 | 0.000733 |
13 | 0.191358 | 1.4822 | 0.071754 |
14 | 0.123946 | 0.9601 | 0.170434 |
15 | 0.201579 | 1.5614 | 0.061842 |
16 | 0.018133 | 0.1405 | 0.444385 |
17 | 0.015653 | 0.1212 | 0.451949 |
18 | 0.174068 | 1.3483 | 0.091311 |
19 | -0.005858 | -0.0454 | 0.51802 |
20 | -0.019197 | -0.1487 | 0.558857 |
21 | 0.049174 | 0.3809 | 0.352312 |
22 | -0.13634 | -1.0561 | 0.852418 |
23 | -0.068075 | -0.5273 | 0.700037 |
24 | 0.069705 | 0.5399 | 0.29562 |
25 | -0.080109 | -0.6205 | 0.731368 |
26 | -0.103844 | -0.8044 | 0.787821 |
27 | -0.061049 | -0.4729 | 0.680993 |
28 | -0.197765 | -1.5319 | 0.934596 |
29 | -0.150997 | -1.1696 | 0.87661 |
30 | -0.065136 | -0.5045 | 0.692135 |
31 | -0.164187 | -1.2718 | 0.895821 |
32 | -0.137369 | -1.0641 | 0.854217 |
33 | -0.135114 | -1.0466 | 0.850257 |
34 | -0.234155 | -1.8138 | 0.962642 |
35 | -0.194153 | -1.5039 | 0.931074 |
36 | -0.136481 | -1.0572 | 0.852666 |
37 | -0.238115 | -1.8444 | 0.964971 |
38 | -0.272717 | -2.1125 | 0.980591 |
39 | -0.222165 | -1.7209 | 0.954787 |
40 | -0.300015 | -2.3239 | 0.988232 |
41 | -0.284235 | -2.2017 | 0.984228 |
42 | -0.250644 | -1.9415 | 0.97155 |
43 | -0.271477 | -2.1029 | 0.980159 |
44 | -0.252024 | -1.9522 | 0.972205 |
45 | -0.238132 | -1.8446 | 0.96498 |
46 | -0.269414 | -2.0869 | 0.979422 |
47 | -0.260787 | -2.02 | 0.976075 |
48 | -0.209453 | -1.6224 | 0.945022 |
49 | -0.216563 | -1.6775 | 0.950675 |
50 | -0.215213 | -1.667 | 0.94964 |
51 | -0.196894 | -1.5251 | 0.93376 |
52 | -0.179153 | -1.3877 | 0.914821 |
53 | -0.147878 | -1.1455 | 0.871716 |
54 | -0.136282 | -1.0556 | 0.852317 |
55 | -0.087724 | -0.6795 | 0.750285 |
56 | -0.056317 | -0.4362 | 0.667882 |
57 | -0.034322 | -0.2659 | 0.604371 |
58 | -0.017669 | -0.1369 | 0.554201 |
59 | -0.00218 | -0.0169 | 0.50671 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.610069 | 4.7256 | 7e-06 |
1 | 0.187517 | 1.4525 | 0.075787 |
2 | 0.476835 | 3.6935 | 0.00024 |
3 | -0.257181 | -1.9921 | 0.974543 |
4 | 0.219627 | 1.7012 | 0.047039 |
5 | 0.230665 | 1.7867 | 0.039517 |
6 | -0.261899 | -2.0287 | 0.976531 |
7 | -0.079309 | -0.6143 | 0.729339 |
8 | 0.048708 | 0.3773 | 0.353646 |
9 | -0.139656 | -1.0818 | 0.858158 |
10 | 0.249217 | 1.9304 | 0.029142 |
11 | 0.154343 | 1.1955 | 0.118291 |
12 | -0.127672 | -0.9889 | 0.836669 |
13 | -0.097852 | -0.758 | 0.774278 |
14 | -0.222957 | -1.727 | 0.955345 |
15 | 0.02628 | 0.2036 | 0.419691 |
16 | -0.083146 | -0.644 | 0.739 |
17 | 0.059638 | 0.462 | 0.322893 |
18 | 0.014936 | 0.1157 | 0.454141 |
19 | 0.108129 | 0.8376 | 0.202799 |
20 | -0.09294 | -0.7199 | 0.762812 |
21 | -0.060309 | -0.4672 | 0.678958 |
22 | 0.033702 | 0.2611 | 0.397472 |
23 | -0.023981 | -0.1858 | 0.573368 |
24 | -0.030098 | -0.2331 | 0.591777 |
25 | -0.086804 | -0.6724 | 0.748039 |
26 | -0.038219 | -0.296 | 0.615889 |
27 | 0.067061 | 0.5194 | 0.302679 |
28 | 0.017823 | 0.1381 | 0.44533 |
29 | -0.063701 | -0.4934 | 0.688244 |
30 | 0.067368 | 0.5218 | 0.301855 |
31 | -0.076859 | -0.5953 | 0.723074 |
32 | -0.052458 | -0.4063 | 0.657029 |
33 | 0.020811 | 0.1612 | 0.436237 |
34 | -0.105839 | -0.8198 | 0.792219 |
35 | -0.014779 | -0.1145 | 0.545381 |
36 | -0.13815 | -1.0701 | 0.85557 |
37 | -0.159904 | -1.2386 | 0.889843 |
38 | 0.216743 | 1.6789 | 0.049188 |
39 | -0.042706 | -0.3308 | 0.629025 |
40 | 0.000816 | 0.0063 | 0.497489 |
41 | -0.076542 | -0.5929 | 0.72226 |
42 | 0.016131 | 0.125 | 0.450489 |
43 | 0.01759 | 0.1363 | 0.446038 |
44 | -0.054214 | -0.4199 | 0.661985 |
45 | -0.009846 | -0.0763 | 0.530271 |
46 | -0.032293 | -0.2501 | 0.598333 |
47 | 0.008034 | 0.0622 | 0.475291 |
48 | 0.080905 | 0.6267 | 0.26662 |
49 | 0.038273 | 0.2965 | 0.383951 |
50 | 0.003448 | 0.0267 | 0.489389 |
51 | 0.016747 | 0.1297 | 0.44861 |
52 | 0.03991 | 0.3091 | 0.379143 |
53 | -0.026739 | -0.2071 | 0.581692 |
54 | -0.024084 | -0.1866 | 0.57368 |
55 | 0.104998 | 0.8133 | 0.209629 |
56 | 0.02807 | 0.2174 | 0.414305 |
57 | 0.01373 | 0.1064 | 0.45783 |
58 | -0.021621 | -0.1675 | 0.566221 |
59 | NA | NA | NA |