Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.598829 | 4.4812 | 1.9e-05 |
2 | 0.667785 | 4.9972 | 3e-06 |
3 | 0.705521 | 5.2796 | 1e-06 |
4 | 0.453017 | 3.3901 | 0.000643 |
5 | 0.474208 | 3.5486 | 0.000396 |
6 | 0.361668 | 2.7065 | 0.004498 |
7 | 0.199272 | 1.4912 | 0.070759 |
8 | 0.226922 | 1.6981 | 0.047517 |
9 | 0.062778 | 0.4698 | 0.320165 |
10 | 0.003998 | 0.0299 | 0.48812 |
11 | -0.01969 | -0.1473 | 0.441693 |
12 | -0.136933 | -1.0247 | 0.154952 |
13 | -0.131141 | -0.9814 | 0.165315 |
14 | -0.173678 | -1.2997 | 0.099516 |
15 | -0.184699 | -1.3822 | 0.086205 |
16 | -0.230349 | -1.7238 | 0.045133 |
17 | -0.165248 | -1.2366 | 0.110699 |
18 | -0.170027 | -1.2724 | 0.104251 |
19 | -0.185468 | -1.3879 | 0.08533 |
20 | -0.115669 | -0.8656 | 0.195204 |
21 | -0.135047 | -1.0106 | 0.158277 |
22 | -0.183711 | -1.3748 | 0.087339 |
23 | -0.025169 | -0.1883 | 0.425643 |
24 | -0.207048 | -1.5494 | 0.063459 |
25 | -0.119086 | -0.8912 | 0.188329 |
26 | -0.115043 | -0.8609 | 0.196481 |
27 | -0.225269 | -1.6858 | 0.048704 |
28 | -0.126941 | -0.9499 | 0.173112 |
29 | -0.183249 | -1.3713 | 0.087875 |
30 | -0.216472 | -1.6199 | 0.055433 |
31 | -0.167767 | -1.2555 | 0.107264 |
32 | -0.214099 | -1.6022 | 0.057372 |
33 | -0.205971 | -1.5413 | 0.064432 |
34 | -0.167738 | -1.2552 | 0.107303 |
35 | -0.220486 | -1.65 | 0.052274 |
36 | -0.151087 | -1.1306 | 0.131514 |
37 | -0.141235 | -1.0569 | 0.147547 |
38 | -0.121109 | -0.9063 | 0.18433 |
39 | -0.112557 | -0.8423 | 0.201601 |
40 | -0.074144 | -0.5548 | 0.290607 |
41 | -0.036217 | -0.271 | 0.393684 |
42 | -0.028515 | -0.2134 | 0.4159 |
43 | -0.012449 | -0.0932 | 0.463056 |
44 | 0.008976 | 0.0672 | 0.473343 |
45 | 0.01537 | 0.115 | 0.454422 |
46 | 0.053514 | 0.4005 | 0.345169 |
47 | 0.028976 | 0.2168 | 0.414563 |
48 | 0.057951 | 0.4337 | 0.333098 |
49 | 0.069809 | 0.5224 | 0.301725 |
50 | 0.0525 | 0.3929 | 0.347952 |
51 | 0.066217 | 0.4955 | 0.311084 |
52 | 0.032245 | 0.2413 | 0.405102 |
53 | 0.039137 | 0.2929 | 0.385352 |
54 | 0.015487 | 0.1159 | 0.454076 |
55 | 0.009133 | 0.0683 | 0.472876 |
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 | 0.598829 | 4.4812 | 1.9e-05 |
2 | 0.48205 | 3.6073 | 0.00033 |
3 | 0.425976 | 3.1877 | 0.001174 |
4 | -0.272197 | -2.0369 | 0.023197 |
5 | -0.215462 | -1.6124 | 0.056252 |
6 | -0.198286 | -1.4838 | 0.07173 |
7 | -0.162278 | -1.2144 | 0.11485 |
8 | 0.08893 | 0.6655 | 0.254234 |
9 | 0.001678 | 0.0126 | 0.495012 |
10 | -0.007714 | -0.0577 | 0.477085 |
11 | -0.059472 | -0.445 | 0.329001 |
12 | -0.063488 | -0.4751 | 0.318282 |
13 | 0.009832 | 0.0736 | 0.470804 |
14 | 0.018682 | 0.1398 | 0.444658 |
15 | 0.129905 | 0.9721 | 0.167586 |
16 | -0.140535 | -1.0517 | 0.148735 |
17 | 0.084868 | 0.6351 | 0.263976 |
18 | 0.063732 | 0.4769 | 0.317636 |
19 | -0.015587 | -0.1166 | 0.453781 |
20 | -0.039549 | -0.296 | 0.384179 |
21 | -0.099568 | -0.7451 | 0.229664 |
22 | -0.26001 | -1.9457 | 0.028356 |
23 | 0.179797 | 1.3455 | 0.091947 |
24 | -0.147713 | -1.1054 | 0.13686 |
25 | 0.031169 | 0.2332 | 0.40821 |
26 | -0.143657 | -1.075 | 0.143486 |
27 | -0.026707 | -0.1999 | 0.421159 |
28 | 0.006038 | 0.0452 | 0.482059 |
29 | 0.096867 | 0.7249 | 0.235771 |
30 | 0.062407 | 0.467 | 0.321152 |
31 | -0.146831 | -1.0988 | 0.138282 |
32 | -0.048467 | -0.3627 | 0.359099 |
33 | -0.024844 | -0.1859 | 0.426591 |
34 | 0.072332 | 0.5413 | 0.29523 |
35 | 0.019487 | 0.1458 | 0.44229 |
36 | -0.050566 | -0.3784 | 0.353282 |
37 | -0.011482 | -0.0859 | 0.465917 |
38 | -0.016918 | -0.1266 | 0.449855 |
39 | -0.004029 | -0.0302 | 0.488027 |
40 | -0.106837 | -0.7995 | 0.213692 |
41 | 0.059175 | 0.4428 | 0.3298 |
42 | 0.010872 | 0.0814 | 0.467723 |
43 | -0.053462 | -0.4001 | 0.345313 |
44 | -0.053752 | -0.4022 | 0.344518 |
45 | 0.085002 | 0.6361 | 0.263651 |
46 | -0.033718 | -0.2523 | 0.400858 |
47 | 0.065164 | 0.4876 | 0.313853 |
48 | -0.065916 | -0.4933 | 0.311875 |
49 | 0.005481 | 0.041 | 0.483715 |
50 | 0.034479 | 0.258 | 0.398669 |
51 | -0.084341 | -0.6311 | 0.265256 |
52 | -0.11858 | -0.8874 | 0.189337 |
53 | -0.046181 | -0.3456 | 0.365473 |
54 | 0.015915 | 0.1191 | 0.452811 |
55 | 0.016364 | 0.1225 | 0.451487 |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |