Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.847945 | 6.5682 | 0 |
2 | 0.636007 | 4.9265 | 3e-06 |
3 | 0.525772 | 4.0726 | 6.9e-05 |
4 | 0.473922 | 3.671 | 0.000258 |
5 | 0.34665 | 2.6851 | 0.00468 |
6 | 0.210829 | 1.6331 | 0.053845 |
7 | 0.16237 | 1.2577 | 0.106685 |
8 | 0.154135 | 1.1939 | 0.118603 |
9 | 0.05515 | 0.4272 | 0.335386 |
10 | -0.086959 | -0.6736 | 0.251581 |
11 | -0.178826 | -1.3852 | 0.085562 |
12 | -0.225736 | -1.7485 | 0.042742 |
13 | -0.284194 | -2.2014 | 0.015784 |
14 | -0.354481 | -2.7458 | 0.003977 |
15 | -0.366352 | -2.8378 | 0.003095 |
16 | -0.328943 | -2.548 | 0.006707 |
17 | -0.290604 | -2.251 | 0.01403 |
18 | -0.267162 | -2.0694 | 0.02141 |
19 | -0.205962 | -1.5954 | 0.057941 |
20 | -0.122843 | -0.9515 | 0.172574 |
21 | -0.060514 | -0.4687 | 0.320477 |
22 | -0.039889 | -0.309 | 0.379205 |
23 | -0.015509 | -0.1201 | 0.45239 |
24 | 0.024253 | 0.1879 | 0.425809 |
25 | 0.075709 | 0.5864 | 0.27989 |
26 | 0.087932 | 0.6811 | 0.249209 |
27 | 0.096806 | 0.7499 | 0.228136 |
28 | 0.132984 | 1.0301 | 0.153552 |
29 | 0.213574 | 1.6543 | 0.051641 |
30 | 0.267651 | 2.0732 | 0.021227 |
31 | 0.262539 | 2.0336 | 0.02321 |
32 | 0.213859 | 1.6565 | 0.051416 |
33 | 0.180086 | 1.3949 | 0.084088 |
34 | 0.140077 | 1.085 | 0.141124 |
35 | 0.081464 | 0.631 | 0.265214 |
36 | 0.03772 | 0.2922 | 0.385578 |
37 | 0.022751 | 0.1762 | 0.430353 |
38 | -0.008615 | -0.0667 | 0.473509 |
39 | -0.081496 | -0.6313 | 0.265132 |
40 | -0.156406 | -1.2115 | 0.115224 |
41 | -0.199841 | -1.548 | 0.063446 |
42 | -0.222606 | -1.7243 | 0.044902 |
43 | -0.251224 | -1.946 | 0.028173 |
44 | -0.270981 | -2.099 | 0.020016 |
45 | -0.266787 | -2.0665 | 0.021551 |
46 | -0.248942 | -1.9283 | 0.029277 |
47 | -0.242037 | -1.8748 | 0.032844 |
48 | -0.24245 | -1.878 | 0.032621 |
49 | -0.220337 | -1.7067 | 0.046522 |
50 | -0.16874 | -1.3071 | 0.098091 |
51 | -0.12745 | -0.9872 | 0.163748 |
52 | -0.099519 | -0.7709 | 0.221905 |
53 | -0.075835 | -0.5874 | 0.279565 |
54 | -0.042268 | -0.3274 | 0.372249 |
55 | -0.009125 | -0.0707 | 0.471944 |
56 | 0.009543 | 0.0739 | 0.470659 |
57 | 0.006659 | 0.0516 | 0.479518 |
58 | 0.000553 | 0.0043 | 0.498297 |
59 | -0.004305 | -0.0333 | 0.486754 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.847945 | 6.5682 | 0 |
2 | -0.2954 | -2.2882 | 0.012833 |
3 | 0.302755 | 2.3451 | 0.011173 |
4 | -0.034168 | -0.2647 | 0.396088 |
5 | -0.297214 | -2.3022 | 0.012405 |
6 | 0.125464 | 0.9718 | 0.167516 |
7 | 0.083989 | 0.6506 | 0.258902 |
8 | -0.08716 | -0.6751 | 0.25109 |
9 | -0.244069 | -1.8905 | 0.031758 |
10 | -0.02425 | -0.1878 | 0.425818 |
11 | -0.103218 | -0.7995 | 0.213571 |
12 | -0.110731 | -0.8577 | 0.197231 |
13 | 0.034881 | 0.2702 | 0.393972 |
14 | -0.08656 | -0.6705 | 0.252558 |
15 | 0.044756 | 0.3467 | 0.365024 |
16 | -0.008081 | -0.0626 | 0.475149 |
17 | 0.069354 | 0.5372 | 0.296553 |
18 | 0.030201 | 0.2339 | 0.407917 |
19 | 0.127318 | 0.9862 | 0.163998 |
20 | 0.00688 | 0.0533 | 0.478838 |
21 | -0.004682 | -0.0363 | 0.485594 |
22 | -0.021692 | -0.168 | 0.433564 |
23 | -0.036621 | -0.2837 | 0.388821 |
24 | -0.02869 | -0.2222 | 0.412444 |
25 | 0.077654 | 0.6015 | 0.274884 |
26 | -0.153926 | -1.1923 | 0.118918 |
27 | 0.038305 | 0.2967 | 0.383858 |
28 | 0.06059 | 0.4693 | 0.320269 |
29 | 0.188353 | 1.459 | 0.074894 |
30 | 0.002623 | 0.0203 | 0.491929 |
31 | -0.014071 | -0.109 | 0.456787 |
32 | -0.098185 | -0.7605 | 0.224955 |
33 | -0.005561 | -0.0431 | 0.482892 |
34 | -0.039587 | -0.3066 | 0.380089 |
35 | 0.012588 | 0.0975 | 0.461324 |
36 | 0.063963 | 0.4955 | 0.311044 |
37 | -0.113848 | -0.8819 | 0.190686 |
38 | -0.168402 | -1.3044 | 0.098534 |
39 | -0.046941 | -0.3636 | 0.358716 |
40 | -0.032553 | -0.2522 | 0.400893 |
41 | 0.001885 | 0.0146 | 0.494201 |
42 | 0.050845 | 0.3938 | 0.347545 |
43 | 0.058262 | 0.4513 | 0.326701 |
44 | -0.080023 | -0.6199 | 0.268849 |
45 | 0.033046 | 0.256 | 0.399425 |
46 | 0.029712 | 0.2301 | 0.409379 |
47 | 0.02409 | 0.1866 | 0.426303 |
48 | -0.078294 | -0.6065 | 0.273248 |
49 | 0.004835 | 0.0374 | 0.485126 |
50 | -0.057577 | -0.446 | 0.328606 |
51 | -0.060269 | -0.4668 | 0.321152 |
52 | 0.009472 | 0.0734 | 0.470879 |
53 | -0.062774 | -0.4862 | 0.314281 |
54 | -0.055285 | -0.4282 | 0.335007 |
55 | 0.024192 | 0.1874 | 0.425993 |
56 | -0.050065 | -0.3878 | 0.349769 |
57 | -0.017716 | -0.1372 | 0.445654 |
58 | -0.031561 | -0.2445 | 0.40385 |
59 | -0.039347 | -0.3048 | 0.380795 |
60 | NA | NA | NA |