Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.891282 | 6.9038 | 0 |
2 | 0.829418 | 6.4246 | 0 |
3 | 0.748515 | 5.798 | 0 |
4 | 0.638581 | 4.9464 | 3e-06 |
5 | 0.533779 | 4.1346 | 5.6e-05 |
6 | 0.39468 | 3.0572 | 0.001667 |
7 | 0.279211 | 2.1628 | 0.017278 |
8 | 0.167387 | 1.2966 | 0.099871 |
9 | 0.071091 | 0.5507 | 0.291953 |
10 | 0.016113 | 0.1248 | 0.450545 |
11 | -0.072216 | -0.5594 | 0.711009 |
12 | -0.127194 | -0.9852 | 0.835769 |
13 | -0.094405 | -0.7313 | 0.766267 |
14 | -0.092673 | -0.7178 | 0.762179 |
15 | -0.066635 | -0.5162 | 0.696178 |
16 | -0.038977 | -0.3019 | 0.618121 |
17 | -0.019286 | -0.1494 | 0.559127 |
18 | 0.012557 | 0.0973 | 0.461418 |
19 | 0.047236 | 0.3659 | 0.357866 |
20 | 0.067603 | 0.5236 | 0.301226 |
21 | 0.079463 | 0.6155 | 0.270271 |
22 | 0.057026 | 0.4417 | 0.33014 |
23 | 0.069561 | 0.5388 | 0.296004 |
24 | 0.035782 | 0.2772 | 0.391303 |
25 | -0.005289 | -0.041 | 0.51627 |
26 | -0.029211 | -0.2263 | 0.589117 |
27 | -0.085269 | -0.6605 | 0.744266 |
28 | -0.110811 | -0.8583 | 0.802939 |
29 | -0.137704 | -1.0666 | 0.854798 |
30 | -0.170807 | -1.3231 | 0.904584 |
31 | -0.205532 | -1.592 | 0.941685 |
32 | -0.241336 | -1.8694 | 0.966774 |
33 | -0.27417 | -2.1237 | 0.981087 |
34 | -0.29134 | -2.2567 | 0.98616 |
35 | -0.322554 | -2.4985 | 0.992385 |
36 | -0.324737 | -2.5154 | 0.992707 |
37 | -0.339882 | -2.6327 | 0.994622 |
38 | -0.338689 | -2.6235 | 0.99449 |
39 | -0.308466 | -2.3894 | 0.989981 |
40 | -0.301467 | -2.3352 | 0.988551 |
41 | -0.292443 | -2.2653 | 0.98644 |
42 | -0.258574 | -2.0029 | 0.975144 |
43 | -0.236452 | -1.8316 | 0.964008 |
44 | -0.194887 | -1.5096 | 0.931802 |
45 | -0.163989 | -1.2703 | 0.89555 |
46 | -0.134711 | -1.0435 | 0.84954 |
47 | -0.09247 | -0.7163 | 0.761698 |
48 | -0.075884 | -0.5878 | 0.720563 |
49 | -0.034454 | -0.2669 | 0.604762 |
50 | -0.020704 | -0.1604 | 0.563437 |
51 | -0.005198 | -0.0403 | 0.515993 |
52 | 0.011117 | 0.0861 | 0.465832 |
53 | 0.012715 | 0.0985 | 0.460936 |
54 | 0.018769 | 0.1454 | 0.442449 |
55 | 0.012535 | 0.0971 | 0.461487 |
56 | 0.009002 | 0.0697 | 0.472321 |
57 | 0.003578 | 0.0277 | 0.48899 |
58 | 0.00126 | 0.0098 | 0.496122 |
59 | 0.000158 | 0.0012 | 0.499515 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.891282 | 6.9038 | 0 |
1 | 0.170386 | 1.3198 | 0.095957 |
2 | -0.083323 | -0.6454 | 0.73944 |
3 | -0.220265 | -1.7062 | 0.953426 |
4 | -0.105498 | -0.8172 | 0.791471 |
5 | -0.233667 | -1.81 | 0.962346 |
6 | -0.029317 | -0.2271 | 0.589436 |
7 | -0.007502 | -0.0581 | 0.523074 |
8 | 0.053898 | 0.4175 | 0.338905 |
9 | 0.171086 | 1.3252 | 0.09506 |
10 | -0.147733 | -1.1443 | 0.871486 |
11 | -0.062195 | -0.4818 | 0.684137 |
12 | 0.411009 | 3.1837 | 0.001153 |
13 | 0.021759 | 0.1685 | 0.433361 |
14 | -0.076174 | -0.59 | 0.72131 |
15 | -0.039046 | -0.3025 | 0.618323 |
16 | -0.151074 | -1.1702 | 0.876728 |
17 | -0.113698 | -0.8807 | 0.809002 |
18 | 0.149238 | 1.156 | 0.126133 |
19 | -0.060052 | -0.4652 | 0.678249 |
20 | 0.056148 | 0.4349 | 0.332591 |
21 | -0.106275 | -0.8232 | 0.793174 |
22 | -0.068211 | -0.5284 | 0.700401 |
23 | -0.092563 | -0.717 | 0.761919 |
24 | 0.131519 | 1.0187 | 0.156208 |
25 | 0.033842 | 0.2621 | 0.397057 |
26 | -0.064438 | -0.4991 | 0.690246 |
27 | 0.014921 | 0.1156 | 0.454186 |
28 | -0.066992 | -0.5189 | 0.697136 |
29 | -0.088713 | -0.6872 | 0.752687 |
30 | -0.025886 | -0.2005 | 0.579121 |
31 | -0.065743 | -0.5092 | 0.693776 |
32 | -0.18304 | -1.4178 | 0.919293 |
33 | 0.002346 | 0.0182 | 0.492781 |
34 | -0.04376 | -0.339 | 0.63209 |
35 | -0.024458 | -0.1895 | 0.574811 |
36 | 0.085923 | 0.6656 | 0.254122 |
37 | 0.063455 | 0.4915 | 0.312427 |
38 | 0.060145 | 0.4659 | 0.321494 |
39 | 0.010709 | 0.083 | 0.467082 |
40 | -0.152353 | -1.1801 | 0.878696 |
41 | 0.008096 | 0.0627 | 0.475103 |
42 | 0.005135 | 0.0398 | 0.484201 |
43 | -0.035102 | -0.2719 | 0.606683 |
44 | -0.036234 | -0.2807 | 0.610034 |
45 | 0.017434 | 0.135 | 0.446515 |
46 | 0.034845 | 0.2699 | 0.394079 |
47 | -0.029749 | -0.2304 | 0.590732 |
48 | 0.014348 | 0.1111 | 0.45594 |
49 | 0.050585 | 0.3918 | 0.348287 |
50 | 0.102609 | 0.7948 | 0.21493 |
51 | -0.082261 | -0.6372 | 0.736788 |
52 | -0.094741 | -0.7339 | 0.767055 |
53 | 0.073207 | 0.5671 | 0.286395 |
54 | -0.064994 | -0.5034 | 0.69175 |
55 | 0.085785 | 0.6645 | 0.254461 |
56 | -0.016042 | -0.1243 | 0.549237 |
57 | -0.009016 | -0.0698 | 0.527724 |
58 | -0.035996 | -0.2788 | 0.60933 |
59 | NA | NA | NA |