Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.967194 | 7.4919 | 0 |
2 | 0.914513 | 7.0838 | 0 |
3 | 0.853958 | 6.6147 | 0 |
4 | 0.794347 | 6.153 | 0 |
5 | 0.741728 | 5.7454 | 0 |
6 | 0.685571 | 5.3104 | 1e-06 |
7 | 0.620373 | 4.8054 | 5e-06 |
8 | 0.539616 | 4.1798 | 4.8e-05 |
9 | 0.447357 | 3.4652 | 0.000492 |
10 | 0.350253 | 2.7131 | 0.004344 |
11 | 0.251089 | 1.9449 | 0.028238 |
12 | 0.157388 | 1.2191 | 0.113785 |
13 | 0.072002 | 0.5577 | 0.289552 |
14 | -0.010454 | -0.081 | 0.467864 |
15 | -0.086039 | -0.6665 | 0.253838 |
16 | -0.155591 | -1.2052 | 0.116429 |
17 | -0.222279 | -1.7218 | 0.045132 |
18 | -0.289121 | -2.2395 | 0.01442 |
19 | -0.35288 | -2.7334 | 0.004113 |
20 | -0.412047 | -3.1917 | 0.001126 |
21 | -0.456395 | -3.5352 | 0.000396 |
22 | -0.482987 | -3.7412 | 0.000206 |
23 | -0.490149 | -3.7967 | 0.000172 |
24 | -0.489421 | -3.791 | 0.000175 |
25 | -0.490156 | -3.7967 | 0.000172 |
26 | -0.492476 | -3.8147 | 0.000162 |
27 | -0.491708 | -3.8088 | 0.000165 |
28 | -0.479803 | -3.7165 | 0.000223 |
29 | -0.450472 | -3.4893 | 0.000457 |
30 | -0.407955 | -3.16 | 0.001236 |
31 | -0.359281 | -2.783 | 0.003596 |
32 | -0.313153 | -2.4257 | 0.009152 |
33 | -0.276055 | -2.1383 | 0.018286 |
34 | -0.244094 | -1.8907 | 0.031745 |
35 | -0.215782 | -1.6714 | 0.049922 |
36 | -0.184725 | -1.4309 | 0.078827 |
37 | -0.149045 | -1.1545 | 0.126436 |
38 | -0.110859 | -0.8587 | 0.19696 |
39 | -0.077066 | -0.5969 | 0.276394 |
40 | -0.051111 | -0.3959 | 0.34679 |
41 | -0.031737 | -0.2458 | 0.403325 |
42 | -0.017796 | -0.1378 | 0.445412 |
43 | -0.010856 | -0.0841 | 0.466632 |
44 | -0.000283 | -0.0022 | 0.499128 |
45 | 0.010305 | 0.0798 | 0.468322 |
46 | 0.021139 | 0.1637 | 0.435242 |
47 | 0.033499 | 0.2595 | 0.398076 |
48 | 0.045089 | 0.3493 | 0.364058 |
49 | 0.054083 | 0.4189 | 0.338383 |
50 | 0.051095 | 0.3958 | 0.346836 |
51 | 0.044649 | 0.3458 | 0.365334 |
52 | 0.034569 | 0.2678 | 0.394897 |
53 | 0.024274 | 0.188 | 0.425744 |
54 | 0.017102 | 0.1325 | 0.447526 |
55 | 0.014612 | 0.1132 | 0.45513 |
56 | 0.01598 | 0.1238 | 0.450951 |
57 | 0.016354 | 0.1267 | 0.449809 |
58 | 0.015224 | 0.1179 | 0.453261 |
59 | 0.008412 | 0.0652 | 0.474133 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.967194 | 7.4919 | 0 |
2 | -0.324649 | -2.5147 | 0.007305 |
3 | -0.064289 | -0.498 | 0.31016 |
4 | 0.031927 | 0.2473 | 0.402757 |
5 | 0.069126 | 0.5354 | 0.297159 |
6 | -0.164346 | -1.273 | 0.103961 |
7 | -0.158498 | -1.2277 | 0.112173 |
8 | -0.21829 | -1.6909 | 0.048025 |
9 | -0.115049 | -0.8912 | 0.1882 |
10 | -0.09063 | -0.702 | 0.242692 |
11 | -0.124879 | -0.9673 | 0.168637 |
12 | -0.022548 | -0.1747 | 0.430968 |
13 | 0.029894 | 0.2316 | 0.408835 |
14 | -0.066817 | -0.5176 | 0.303334 |
15 | 0.068279 | 0.5289 | 0.299418 |
16 | 0.050928 | 0.3945 | 0.34731 |
17 | -0.032936 | -0.2551 | 0.399752 |
18 | -0.113463 | -0.8789 | 0.191487 |
19 | -0.029052 | -0.225 | 0.411357 |
20 | -0.072522 | -0.5618 | 0.288189 |
21 | 0.104257 | 0.8076 | 0.211263 |
22 | 0.060377 | 0.4677 | 0.320854 |
23 | 0.124144 | 0.9616 | 0.17005 |
24 | -0.050946 | -0.3946 | 0.34726 |
25 | -0.082527 | -0.6392 | 0.262547 |
26 | -0.048587 | -0.3763 | 0.353992 |
27 | 0.046523 | 0.3604 | 0.35992 |
28 | 0.029931 | 0.2318 | 0.408725 |
29 | 0.06919 | 0.5359 | 0.29699 |
30 | -0.011802 | -0.0914 | 0.463734 |
31 | -0.013063 | -0.1012 | 0.459872 |
32 | -0.075411 | -0.5841 | 0.280661 |
33 | -0.105437 | -0.8167 | 0.208662 |
34 | -0.049358 | -0.3823 | 0.351785 |
35 | -0.075216 | -0.5826 | 0.281166 |
36 | -0.040239 | -0.3117 | 0.378179 |
37 | 0.007664 | 0.0594 | 0.47643 |
38 | 0.003952 | 0.0306 | 0.48784 |
39 | -0.096088 | -0.7443 | 0.229801 |
40 | -0.085765 | -0.6643 | 0.25451 |
41 | 0.007313 | 0.0566 | 0.477508 |
42 | 0.009629 | 0.0746 | 0.470395 |
43 | -0.037977 | -0.2942 | 0.384822 |
44 | 0.162775 | 1.2608 | 0.106122 |
45 | 0.002048 | 0.0159 | 0.493698 |
46 | -0.011716 | -0.0908 | 0.463996 |
47 | -0.001158 | -0.009 | 0.496436 |
48 | 0.05324 | 0.4124 | 0.34076 |
49 | 0.04483 | 0.3473 | 0.364809 |
50 | -0.125301 | -0.9706 | 0.167827 |
51 | 0.054953 | 0.4257 | 0.335938 |
52 | -0.037444 | -0.29 | 0.386393 |
53 | -0.070665 | -0.5474 | 0.293079 |
54 | -0.118465 | -0.9176 | 0.181245 |
55 | 0.015968 | 0.1237 | 0.450989 |
56 | 0.077156 | 0.5976 | 0.276162 |
57 | -0.008125 | -0.0629 | 0.475013 |
58 | 0.052936 | 0.41 | 0.341618 |
59 | -0.04166 | -0.3227 | 0.374022 |
60 | NA | NA | NA |