Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.838096 | 6.4919 | 0 |
2 | 0.657426 | 5.0924 | 2e-06 |
3 | 0.53532 | 4.1466 | 5.4e-05 |
4 | 0.449018 | 3.4781 | 0.000473 |
5 | 0.350597 | 2.7157 | 0.004313 |
6 | 0.238971 | 1.8511 | 0.034542 |
7 | 0.138566 | 1.0733 | 0.143711 |
8 | 0.083438 | 0.6463 | 0.260272 |
9 | 0.046523 | 0.3604 | 0.35992 |
10 | -0.016797 | -0.1301 | 0.551543 |
11 | -0.102936 | -0.7973 | 0.785802 |
12 | -0.205815 | -1.5942 | 0.941931 |
13 | -0.288337 | -2.2334 | 0.98537 |
14 | -0.311221 | -2.4107 | 0.990499 |
15 | -0.332959 | -2.5791 | 0.993812 |
16 | -0.370769 | -2.872 | 0.997185 |
17 | -0.352918 | -2.7337 | 0.995891 |
18 | -0.316652 | -2.4528 | 0.99145 |
19 | -0.306549 | -2.3745 | 0.989606 |
20 | -0.290986 | -2.254 | 0.986068 |
21 | -0.230584 | -1.7861 | 0.960432 |
22 | -0.1544 | -1.196 | 0.881795 |
23 | -0.075815 | -0.5873 | 0.720385 |
24 | -0.058321 | -0.4518 | 0.673462 |
25 | -0.015078 | -0.1168 | 0.546294 |
26 | 0.053412 | 0.4137 | 0.340275 |
27 | 0.113838 | 0.8818 | 0.190706 |
28 | 0.161288 | 1.2493 | 0.108198 |
29 | 0.193955 | 1.5024 | 0.069123 |
30 | 0.229455 | 1.7773 | 0.04029 |
31 | 0.249217 | 1.9304 | 0.029142 |
32 | 0.279085 | 2.1618 | 0.017317 |
33 | 0.305835 | 2.369 | 0.010537 |
34 | 0.275671 | 2.1353 | 0.018413 |
35 | 0.23306 | 1.8053 | 0.038025 |
36 | 0.186952 | 1.4481 | 0.076394 |
37 | 0.125725 | 0.9739 | 0.167018 |
38 | 0.036305 | 0.2812 | 0.389757 |
39 | -0.011414 | -0.0884 | 0.535079 |
40 | -0.043354 | -0.3358 | 0.630911 |
41 | -0.06075 | -0.4706 | 0.680173 |
42 | -0.106761 | -0.827 | 0.794233 |
43 | -0.151467 | -1.1733 | 0.877336 |
44 | -0.169665 | -1.3142 | 0.903112 |
45 | -0.154211 | -1.1945 | 0.88151 |
46 | -0.166862 | -1.2925 | 0.899431 |
47 | -0.21272 | -1.6477 | 0.947681 |
48 | -0.234704 | -1.818 | 0.962972 |
49 | -0.211323 | -1.6369 | 0.946557 |
50 | -0.162048 | -1.2552 | 0.892867 |
51 | -0.13412 | -1.0389 | 0.848487 |
52 | -0.161365 | -1.2499 | 0.89191 |
53 | -0.178882 | -1.3856 | 0.914503 |
54 | -0.172971 | -1.3398 | 0.907323 |
55 | -0.149792 | -1.1603 | 0.874736 |
56 | -0.12019 | -0.931 | 0.822204 |
57 | -0.11654 | -0.9027 | 0.814857 |
58 | -0.08646 | -0.6697 | 0.747197 |
59 | -0.046017 | -0.3564 | 0.63862 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.838096 | 6.4919 | 0 |
1 | -0.151144 | -1.1708 | 0.876837 |
2 | 0.095355 | 0.7386 | 0.23151 |
3 | 0.016561 | 0.1283 | 0.449178 |
4 | -0.091193 | -0.7064 | 0.758657 |
5 | -0.083794 | -0.6491 | 0.740614 |
6 | -0.046661 | -0.3614 | 0.640478 |
7 | 0.050842 | 0.3938 | 0.347554 |
8 | -0.014988 | -0.1161 | 0.546019 |
9 | -0.10902 | -0.8445 | 0.799119 |
10 | -0.107499 | -0.8327 | 0.795836 |
11 | -0.167571 | -1.298 | 0.900372 |
12 | -0.075849 | -0.5875 | 0.720473 |
13 | 0.06981 | 0.5407 | 0.295341 |
14 | -0.077076 | -0.597 | 0.723632 |
15 | -0.07055 | -0.5465 | 0.706618 |
16 | 0.127573 | 0.9882 | 0.163517 |
17 | -0.054062 | -0.4188 | 0.661557 |
18 | -0.118843 | -0.9206 | 0.819516 |
19 | 0.033821 | 0.262 | 0.397118 |
20 | 0.144785 | 1.1215 | 0.133272 |
21 | 0.037524 | 0.2907 | 0.386158 |
22 | 0.05375 | 0.4163 | 0.339321 |
23 | -0.154152 | -1.1941 | 0.881422 |
24 | 0.110569 | 0.8565 | 0.197574 |
25 | 0.015679 | 0.1215 | 0.45187 |
26 | 0.008636 | 0.0669 | 0.473445 |
27 | 0.055298 | 0.4283 | 0.334971 |
28 | 0.005388 | 0.0417 | 0.483425 |
29 | 0.090215 | 0.6988 | 0.243687 |
30 | -0.090976 | -0.7047 | 0.758136 |
31 | 0.019545 | 0.1514 | 0.440086 |
32 | 0.111977 | 0.8674 | 0.194597 |
33 | -0.112371 | -0.8704 | 0.80623 |
34 | 0.003724 | 0.0288 | 0.488542 |
35 | -0.06075 | -0.4706 | 0.680171 |
36 | -0.112951 | -0.8749 | 0.807445 |
37 | -0.096615 | -0.7484 | 0.771421 |
38 | 0.147489 | 1.1424 | 0.128904 |
39 | -0.075967 | -0.5884 | 0.720776 |
40 | 0.088403 | 0.6848 | 0.248065 |
41 | -0.072196 | -0.5592 | 0.710956 |
42 | -0.022469 | -0.174 | 0.568791 |
43 | -0.016632 | -0.1288 | 0.55104 |
44 | 0.143405 | 1.1108 | 0.135541 |
45 | -0.039543 | -0.3063 | 0.619782 |
46 | -0.088141 | -0.6827 | 0.751301 |
47 | 0.02653 | 0.2055 | 0.418939 |
48 | 0.10438 | 0.8085 | 0.210991 |
49 | -0.05005 | -0.3877 | 0.650191 |
50 | -0.087244 | -0.6758 | 0.749113 |
51 | -0.067161 | -0.5202 | 0.697589 |
52 | -0.047696 | -0.3694 | 0.643453 |
53 | -0.101706 | -0.7878 | 0.783045 |
54 | 0.015745 | 0.122 | 0.45167 |
55 | -0.03724 | -0.2885 | 0.613006 |
56 | -0.00098 | -0.0076 | 0.503017 |
57 | 0.061273 | 0.4746 | 0.31839 |
58 | -0.080708 | -0.6252 | 0.732882 |
59 | NA | NA | NA |