Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963291 | 7.2086 | 0 |
2 | 0.918041 | 6.87 | 0 |
3 | 0.865037 | 6.4733 | 0 |
4 | 0.807489 | 6.0427 | 0 |
5 | 0.751387 | 5.6229 | 0 |
6 | 0.693314 | 5.1883 | 2e-06 |
7 | 0.633167 | 4.7382 | 8e-06 |
8 | 0.571123 | 4.2739 | 3.8e-05 |
9 | 0.508582 | 3.8059 | 0.000176 |
10 | 0.440521 | 3.2966 | 0.000851 |
11 | 0.371878 | 2.7829 | 0.003666 |
12 | 0.306887 | 2.2965 | 0.012704 |
13 | 0.245782 | 1.8393 | 0.03559 |
14 | 0.18754 | 1.4034 | 0.083006 |
15 | 0.132161 | 0.989 | 0.163458 |
16 | 0.075965 | 0.5685 | 0.285994 |
17 | 0.019638 | 0.147 | 0.441847 |
18 | -0.039289 | -0.294 | 0.384917 |
19 | -0.095616 | -0.7155 | 0.238628 |
20 | -0.154074 | -1.153 | 0.126907 |
21 | -0.205596 | -1.5385 | 0.064775 |
22 | -0.251212 | -1.8799 | 0.032664 |
23 | -0.293713 | -2.1979 | 0.016052 |
24 | -0.322818 | -2.4157 | 0.009495 |
25 | -0.34171 | -2.5571 | 0.006645 |
26 | -0.35834 | -2.6816 | 0.004805 |
27 | -0.363725 | -2.7219 | 0.004318 |
28 | -0.367214 | -2.748 | 0.004027 |
29 | -0.374776 | -2.8046 | 0.003457 |
30 | -0.379635 | -2.8409 | 0.003131 |
31 | -0.376027 | -2.8139 | 0.00337 |
32 | -0.370608 | -2.7734 | 0.003761 |
33 | -0.362259 | -2.7109 | 0.004446 |
34 | -0.3472 | -2.5982 | 0.005977 |
35 | -0.334862 | -2.5059 | 0.007574 |
36 | -0.322909 | -2.4164 | 0.009479 |
37 | -0.305671 | -2.2874 | 0.012985 |
38 | -0.29064 | -2.1749 | 0.016937 |
39 | -0.274791 | -2.0564 | 0.02221 |
40 | -0.260417 | -1.9488 | 0.028169 |
41 | -0.246699 | -1.8461 | 0.035081 |
42 | -0.235976 | -1.7659 | 0.041433 |
43 | -0.224042 | -1.6766 | 0.0496 |
44 | -0.210897 | -1.5782 | 0.060075 |
45 | -0.194936 | -1.4588 | 0.075108 |
46 | -0.177633 | -1.3293 | 0.094573 |
47 | -0.161719 | -1.2102 | 0.115644 |
48 | -0.149484 | -1.1186 | 0.134035 |
49 | -0.135044 | -1.0106 | 0.158283 |
50 | -0.121861 | -0.9119 | 0.182858 |
51 | -0.106342 | -0.7958 | 0.214758 |
52 | -0.090822 | -0.6796 | 0.249764 |
53 | -0.071622 | -0.536 | 0.29705 |
54 | -0.047748 | -0.3573 | 0.3611 |
55 | -0.023874 | -0.1787 | 0.429426 |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963291 | 7.2086 | 0 |
2 | -0.137222 | -1.0269 | 0.154447 |
3 | -0.119786 | -0.8964 | 0.186939 |
4 | -0.072061 | -0.5393 | 0.295925 |
5 | 0.008788 | 0.0658 | 0.473901 |
6 | -0.056587 | -0.4235 | 0.336791 |
7 | -0.062862 | -0.4704 | 0.319942 |
8 | -0.058054 | -0.4344 | 0.332822 |
9 | -0.034125 | -0.2554 | 0.399687 |
10 | -0.116999 | -0.8755 | 0.19251 |
11 | -0.042776 | -0.3201 | 0.375041 |
12 | 0.01555 | 0.1164 | 0.453891 |
13 | 0.005481 | 0.041 | 0.483714 |
14 | -0.032428 | -0.2427 | 0.404576 |
15 | -0.024244 | -0.1814 | 0.428344 |
16 | -0.069064 | -0.5168 | 0.303655 |
17 | -0.055403 | -0.4146 | 0.34001 |
18 | -0.097461 | -0.7293 | 0.23442 |
19 | -0.011171 | -0.0836 | 0.466839 |
20 | -0.099315 | -0.7432 | 0.230233 |
21 | 0.027594 | 0.2065 | 0.418577 |
22 | -0.00363 | -0.0272 | 0.489213 |
23 | -0.037161 | -0.2781 | 0.390986 |
24 | 0.109663 | 0.8206 | 0.207665 |
25 | 0.077721 | 0.5816 | 0.281582 |
26 | -0.058172 | -0.4353 | 0.332501 |
27 | 0.095242 | 0.7127 | 0.239487 |
28 | -0.044942 | -0.3363 | 0.368946 |
29 | -0.126923 | -0.9498 | 0.173147 |
30 | -0.030675 | -0.2296 | 0.409639 |
31 | 0.085099 | 0.6368 | 0.263418 |
32 | -0.039565 | -0.2961 | 0.384132 |
33 | -0.034036 | -0.2547 | 0.399942 |
34 | 0.051283 | 0.3838 | 0.351301 |
35 | -0.047579 | -0.356 | 0.361571 |
36 | -0.050134 | -0.3752 | 0.354477 |
37 | 0.081682 | 0.6113 | 0.271753 |
38 | -0.042798 | -0.3203 | 0.374979 |
39 | -0.024138 | -0.1806 | 0.428654 |
40 | -0.084041 | -0.6289 | 0.265983 |
41 | -0.046241 | -0.346 | 0.365305 |
42 | -0.078242 | -0.5855 | 0.280278 |
43 | -0.00592 | -0.0443 | 0.48241 |
44 | 0.008074 | 0.0604 | 0.476018 |
45 | 0.078587 | 0.5881 | 0.279418 |
46 | -0.022769 | -0.1704 | 0.432661 |
47 | -0.003303 | -0.0247 | 0.490183 |
48 | -0.031835 | -0.2382 | 0.406287 |
49 | 0.040321 | 0.3017 | 0.381987 |
50 | -0.019339 | -0.1447 | 0.442725 |
51 | 0.066294 | 0.4961 | 0.310882 |
52 | -0.061434 | -0.4597 | 0.323746 |
53 | 0.034737 | 0.2599 | 0.397928 |
54 | 0.083962 | 0.6283 | 0.266176 |
55 | -0.000758 | -0.0057 | 0.497748 |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |