Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.635528 | 4.8816 | 4e-06 |
2 | 0.58058 | 4.4595 | 1.9e-05 |
3 | 0.563136 | 4.3255 | 3e-05 |
4 | 0.426003 | 3.2722 | 0.000893 |
5 | 0.418638 | 3.2156 | 0.001057 |
6 | 0.297743 | 2.287 | 0.0129 |
7 | 0.194625 | 1.4949 | 0.07013 |
8 | 0.122073 | 0.9377 | 0.176122 |
9 | -0.059965 | -0.4606 | 0.323389 |
10 | -0.059824 | -0.4595 | 0.323775 |
11 | -0.098194 | -0.7542 | 0.226853 |
12 | -0.13963 | -1.0725 | 0.143927 |
13 | -0.143886 | -1.1052 | 0.136777 |
14 | -0.167303 | -1.2851 | 0.101894 |
15 | -0.153248 | -1.1771 | 0.121938 |
16 | -0.284913 | -2.1885 | 0.016304 |
17 | -0.209041 | -1.6057 | 0.056842 |
18 | -0.188568 | -1.4484 | 0.076397 |
19 | -0.294686 | -2.2635 | 0.013648 |
20 | -0.255829 | -1.9651 | 0.027061 |
21 | -0.273994 | -2.1046 | 0.019798 |
22 | -0.287363 | -2.2073 | 0.015598 |
23 | -0.213082 | -1.6367 | 0.053507 |
24 | -0.32032 | -2.4604 | 0.008412 |
25 | -0.176896 | -1.3588 | 0.089696 |
26 | -0.145883 | -1.1205 | 0.133511 |
27 | -0.136448 | -1.0481 | 0.149438 |
28 | -0.024943 | -0.1916 | 0.42436 |
29 | -0.037616 | -0.2889 | 0.386821 |
30 | -0.035664 | -0.2739 | 0.392543 |
31 | 0.008616 | 0.0662 | 0.473728 |
32 | 0.059927 | 0.4603 | 0.323492 |
33 | 0.076712 | 0.5892 | 0.278975 |
34 | 0.058852 | 0.4521 | 0.326445 |
35 | 0.039513 | 0.3035 | 0.381285 |
36 | 0.022726 | 0.1746 | 0.43101 |
37 | -0.020005 | -0.1537 | 0.439201 |
38 | -0.030965 | -0.2378 | 0.406413 |
39 | -0.030211 | -0.2321 | 0.40865 |
40 | 0.022376 | 0.1719 | 0.432062 |
41 | -0.037123 | -0.2851 | 0.388264 |
42 | -0.076653 | -0.5888 | 0.279127 |
43 | -0.038823 | -0.2982 | 0.383296 |
44 | -0.051249 | -0.3936 | 0.34763 |
45 | -0.012714 | -0.0977 | 0.461269 |
46 | 0.002219 | 0.017 | 0.493229 |
47 | -0.020131 | -0.1546 | 0.43882 |
48 | -0.019397 | -0.149 | 0.441036 |
49 | -0.015461 | -0.1188 | 0.452934 |
50 | 0.012934 | 0.0993 | 0.460599 |
51 | 0.007407 | 0.0569 | 0.477411 |
52 | -0.000373 | -0.0029 | 0.498863 |
53 | 0.006126 | 0.0471 | 0.481315 |
54 | -0.005415 | -0.0416 | 0.483482 |
55 | 0.006187 | 0.0475 | 0.481128 |
56 | 0.000378 | 0.0029 | 0.498845 |
57 | 0.004656 | 0.0358 | 0.485796 |
58 | -0.00114 | -0.0088 | 0.496522 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.635528 | 4.8816 | 4e-06 |
2 | 0.296399 | 2.2767 | 0.013224 |
3 | 0.211784 | 1.6267 | 0.05456 |
4 | -0.081168 | -0.6235 | 0.267692 |
5 | 0.068374 | 0.5252 | 0.30071 |
6 | -0.131137 | -1.0073 | 0.158956 |
7 | -0.116107 | -0.8918 | 0.188053 |
8 | -0.113631 | -0.8728 | 0.19315 |
9 | -0.25502 | -1.9588 | 0.027431 |
10 | 0.021974 | 0.1688 | 0.43327 |
11 | 0.039338 | 0.3022 | 0.381795 |
12 | 0.085281 | 0.6551 | 0.257488 |
13 | 0.029891 | 0.2296 | 0.4096 |
14 | 0.060666 | 0.466 | 0.321472 |
15 | 0.032299 | 0.2481 | 0.402462 |
16 | -0.320736 | -2.4636 | 0.008345 |
17 | 0.033983 | 0.261 | 0.397489 |
18 | -0.06736 | -0.5174 | 0.303405 |
19 | -0.198762 | -1.5267 | 0.066087 |
20 | -0.063137 | -0.485 | 0.314748 |
21 | 0.03243 | 0.2491 | 0.402074 |
22 | 0.032902 | 0.2527 | 0.40068 |
23 | 0.143354 | 1.1011 | 0.137658 |
24 | -0.115036 | -0.8836 | 0.190247 |
25 | 0.141033 | 1.0833 | 0.141543 |
26 | 0.054811 | 0.421 | 0.337637 |
27 | 0.057008 | 0.4379 | 0.331534 |
28 | -0.039038 | -0.2999 | 0.382671 |
29 | -0.09643 | -0.7407 | 0.230908 |
30 | -0.172858 | -1.3278 | 0.094687 |
31 | -0.1079 | -0.8288 | 0.20528 |
32 | 0.037879 | 0.291 | 0.386053 |
33 | -0.027389 | -0.2104 | 0.417048 |
34 | 0.089109 | 0.6845 | 0.248182 |
35 | -0.04019 | -0.3087 | 0.379318 |
36 | 0.026687 | 0.205 | 0.419144 |
37 | -0.019587 | -0.1504 | 0.440462 |
38 | -0.086991 | -0.6682 | 0.25331 |
39 | 0.01818 | 0.1396 | 0.44471 |
40 | -0.035145 | -0.27 | 0.394069 |
41 | -0.034229 | -0.2629 | 0.396765 |
42 | -0.092794 | -0.7128 | 0.2394 |
43 | -0.029652 | -0.2278 | 0.410309 |
44 | 0.027307 | 0.2097 | 0.417294 |
45 | 0.08513 | 0.6539 | 0.257859 |
46 | -0.044582 | -0.3424 | 0.366619 |
47 | 0.038868 | 0.2985 | 0.383167 |
48 | -0.04046 | -0.3108 | 0.378533 |
49 | 0.062425 | 0.4795 | 0.31668 |
50 | 0.039117 | 0.3005 | 0.382439 |
51 | -0.082677 | -0.6351 | 0.263924 |
52 | -0.009525 | -0.0732 | 0.470961 |
53 | -0.050635 | -0.3889 | 0.349361 |
54 | -0.092651 | -0.7117 | 0.239738 |
55 | -0.037124 | -0.2852 | 0.388261 |
56 | 0.07053 | 0.5418 | 0.295015 |
57 | -0.067213 | -0.5163 | 0.303798 |
58 | -0.029693 | -0.2281 | 0.410188 |
59 | NA | NA | NA |
60 | NA | NA | NA |