Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.937746 | 7.2638 | 0 |
2 | 0.878736 | 6.8067 | 0 |
3 | 0.835109 | 6.4687 | 0 |
4 | 0.772608 | 5.9846 | 0 |
5 | 0.721038 | 5.5851 | 0 |
6 | 0.683066 | 5.291 | 1e-06 |
7 | 0.64734 | 5.0143 | 3e-06 |
8 | 0.611877 | 4.7396 | 7e-06 |
9 | 0.565683 | 4.3818 | 2.4e-05 |
10 | 0.484037 | 3.7493 | 0.000201 |
11 | 0.42118 | 3.2624 | 0.000912 |
12 | 0.350725 | 2.7167 | 0.004302 |
13 | 0.254599 | 1.9721 | 0.026606 |
14 | 0.198408 | 1.5369 | 0.064792 |
15 | 0.159548 | 1.2359 | 0.110665 |
16 | 0.111578 | 0.8643 | 0.195438 |
17 | 0.065739 | 0.5092 | 0.306235 |
18 | 0.028567 | 0.2213 | 0.412814 |
19 | -0.013486 | -0.1045 | 0.458576 |
20 | -0.05167 | -0.4002 | 0.345203 |
21 | -0.093928 | -0.7276 | 0.234854 |
22 | -0.143171 | -1.109 | 0.135927 |
23 | -0.181604 | -1.4067 | 0.082338 |
24 | -0.211801 | -1.6406 | 0.053056 |
25 | -0.244912 | -1.8971 | 0.031317 |
26 | -0.26814 | -2.077 | 0.021045 |
27 | -0.283117 | -2.193 | 0.016097 |
28 | -0.298401 | -2.3114 | 0.012131 |
29 | -0.303323 | -2.3495 | 0.011053 |
30 | -0.308591 | -2.3903 | 0.009995 |
31 | -0.31764 | -2.4604 | 0.008387 |
32 | -0.32316 | -2.5032 | 0.007524 |
33 | -0.327724 | -2.5385 | 0.006872 |
34 | -0.338458 | -2.6217 | 0.005536 |
35 | -0.339468 | -2.6295 | 0.005423 |
36 | -0.333383 | -2.5824 | 0.006135 |
37 | -0.333909 | -2.5864 | 0.00607 |
38 | -0.329694 | -2.5538 | 0.006607 |
39 | -0.31783 | -2.4619 | 0.008356 |
40 | -0.309234 | -2.3953 | 0.009872 |
41 | -0.298278 | -2.3104 | 0.012159 |
42 | -0.295976 | -2.2926 | 0.012696 |
43 | -0.294495 | -2.2811 | 0.013052 |
44 | -0.287556 | -2.2274 | 0.014842 |
45 | -0.283497 | -2.196 | 0.015986 |
46 | -0.280831 | -2.1753 | 0.016779 |
47 | -0.267882 | -2.075 | 0.021141 |
48 | -0.238464 | -1.8471 | 0.03483 |
49 | -0.219369 | -1.6992 | 0.047229 |
50 | -0.198475 | -1.5374 | 0.064729 |
51 | -0.17371 | -1.3456 | 0.091755 |
52 | -0.153745 | -1.1909 | 0.119191 |
53 | -0.137362 | -1.064 | 0.145795 |
54 | -0.123446 | -0.9562 | 0.171401 |
55 | -0.105481 | -0.8171 | 0.208565 |
56 | -0.083882 | -0.6497 | 0.259167 |
57 | -0.057997 | -0.4492 | 0.327438 |
58 | -0.037791 | -0.2927 | 0.38537 |
59 | -0.016702 | -0.1294 | 0.448747 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.937746 | 7.2638 | 0 |
2 | -0.005241 | -0.0406 | 0.483878 |
3 | 0.096773 | 0.7496 | 0.228213 |
4 | -0.175916 | -1.3626 | 0.089044 |
5 | 0.069469 | 0.5381 | 0.296248 |
6 | 0.049956 | 0.387 | 0.350077 |
7 | 0.043599 | 0.3377 | 0.368378 |
8 | -0.024906 | -0.1929 | 0.423837 |
9 | -0.125265 | -0.9703 | 0.167897 |
10 | -0.339255 | -2.6279 | 0.005447 |
11 | 0.105093 | 0.8141 | 0.209418 |
12 | -0.156979 | -1.216 | 0.114382 |
13 | -0.179902 | -1.3935 | 0.084303 |
14 | 0.173394 | 1.3431 | 0.092148 |
15 | 0.05855 | 0.4535 | 0.325902 |
16 | -0.032899 | -0.2548 | 0.39986 |
17 | -0.074733 | -0.5789 | 0.28242 |
18 | 0.051578 | 0.3995 | 0.345463 |
19 | 0.036916 | 0.286 | 0.387949 |
20 | 0.00886 | 0.0686 | 0.472757 |
21 | -0.009297 | -0.072 | 0.471415 |
22 | -0.07867 | -0.6094 | 0.272287 |
23 | -0.189547 | -1.4682 | 0.073634 |
24 | 0.094356 | 0.7309 | 0.233849 |
25 | -0.036222 | -0.2806 | 0.390002 |
26 | -0.079121 | -0.6129 | 0.271141 |
27 | 0.00081 | 0.0063 | 0.497507 |
28 | 0.0733 | 0.5678 | 0.286151 |
29 | 0.068503 | 0.5306 | 0.298819 |
30 | -0.055207 | -0.4276 | 0.335225 |
31 | 0.00644 | 0.0499 | 0.48019 |
32 | 0.014505 | 0.1124 | 0.45546 |
33 | -0.030305 | -0.2347 | 0.407603 |
34 | -0.040977 | -0.3174 | 0.37602 |
35 | 0.008229 | 0.0637 | 0.474693 |
36 | -0.099599 | -0.7715 | 0.221722 |
37 | -0.046885 | -0.3632 | 0.358878 |
38 | -0.019683 | -0.1525 | 0.439667 |
39 | 0.04172 | 0.3232 | 0.373848 |
40 | -0.073655 | -0.5705 | 0.285225 |
41 | 0.047886 | 0.3709 | 0.356 |
42 | -0.045791 | -0.3547 | 0.36203 |
43 | 0.009455 | 0.0732 | 0.470932 |
44 | -0.039367 | -0.3049 | 0.380734 |
45 | 0.004823 | 0.0374 | 0.485161 |
46 | -0.010444 | -0.0809 | 0.467897 |
47 | 0.005975 | 0.0463 | 0.481619 |
48 | 0.159424 | 1.2349 | 0.110843 |
49 | -0.073295 | -0.5677 | 0.286164 |
50 | -0.039434 | -0.3055 | 0.38054 |
51 | 0.019131 | 0.1482 | 0.441345 |
52 | 0.056046 | 0.4341 | 0.332875 |
53 | -0.047531 | -0.3682 | 0.357021 |
54 | 0.020736 | 0.1606 | 0.436466 |
55 | -0.030234 | -0.2342 | 0.407817 |
56 | 0.006008 | 0.0465 | 0.481517 |
57 | -0.021778 | -0.1687 | 0.433303 |
58 | 0.033175 | 0.257 | 0.399041 |
59 | -0.090775 | -0.7031 | 0.242344 |
60 | NA | NA | NA |