Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.576222 | 4.3121 | 3.3e-05 |
2 | 0.689424 | 5.1592 | 2e-06 |
3 | 0.496579 | 3.7161 | 0.000234 |
4 | 0.817536 | 6.1179 | 0 |
5 | 0.432948 | 3.2399 | 0.001007 |
6 | 0.53576 | 4.0093 | 9.1e-05 |
7 | 0.34544 | 2.585 | 0.006184 |
8 | 0.646013 | 4.8343 | 5e-06 |
9 | 0.294436 | 2.2034 | 0.01585 |
10 | 0.389156 | 2.9122 | 0.002573 |
11 | 0.216002 | 1.6164 | 0.055813 |
12 | 0.492383 | 3.6847 | 0.000259 |
13 | 0.162651 | 1.2172 | 0.114322 |
14 | 0.244303 | 1.8282 | 0.036424 |
15 | 0.079656 | 0.5961 | 0.276758 |
16 | 0.341836 | 2.5581 | 0.006629 |
17 | 0.032961 | 0.2467 | 0.403037 |
18 | 0.10437 | 0.781 | 0.219035 |
19 | -0.045252 | -0.3386 | 0.368076 |
20 | 0.190309 | 1.4241 | 0.079976 |
21 | -0.078052 | -0.5841 | 0.280754 |
22 | -0.018319 | -0.1371 | 0.445728 |
23 | -0.158567 | -1.1866 | 0.120197 |
24 | 0.048865 | 0.3657 | 0.357993 |
25 | -0.19746 | -1.4777 | 0.072552 |
26 | -0.147632 | -1.1048 | 0.136991 |
27 | -0.266569 | -1.9948 | 0.025469 |
28 | -0.076529 | -0.5727 | 0.284573 |
29 | -0.287766 | -2.1534 | 0.017802 |
30 | -0.237128 | -1.7745 | 0.040708 |
31 | -0.33473 | -2.5049 | 0.007593 |
32 | -0.152276 | -1.1395 | 0.129667 |
33 | -0.331859 | -2.4834 | 0.008017 |
34 | -0.279316 | -2.0902 | 0.020576 |
35 | -0.355182 | -2.6579 | 0.005114 |
36 | -0.189217 | -1.416 | 0.081162 |
37 | -0.342891 | -2.566 | 0.006496 |
38 | -0.302417 | -2.2631 | 0.013763 |
39 | -0.363296 | -2.7187 | 0.004355 |
40 | -0.216546 | -1.6205 | 0.055373 |
41 | -0.332117 | -2.4853 | 0.007978 |
42 | -0.29523 | -2.2093 | 0.01563 |
43 | -0.33552 | -2.5108 | 0.00748 |
44 | -0.216632 | -1.6211 | 0.055304 |
45 | -0.29491 | -2.2069 | 0.015719 |
46 | -0.260088 | -1.9463 | 0.02832 |
47 | -0.285935 | -2.1397 | 0.018374 |
48 | -0.176356 | -1.3197 | 0.096148 |
49 | -0.23694 | -1.7731 | 0.040825 |
50 | -0.202319 | -1.514 | 0.067823 |
51 | -0.203946 | -1.5262 | 0.066295 |
52 | -0.108443 | -0.8115 | 0.210253 |
53 | -0.12707 | -0.9509 | 0.17287 |
54 | -0.099608 | -0.7454 | 0.229573 |
55 | -0.080735 | -0.6042 | 0.274086 |
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 | 0.576222 | 4.3121 | 3.3e-05 |
2 | 0.535043 | 4.0039 | 9.3e-05 |
3 | 0.007479 | 0.056 | 0.477782 |
4 | 0.660094 | 4.9397 | 4e-06 |
5 | -0.498739 | -3.7322 | 0.000223 |
6 | -0.088401 | -0.6615 | 0.255493 |
7 | 0.059526 | 0.4455 | 0.328854 |
8 | 0.140357 | 1.0503 | 0.149037 |
9 | -0.14332 | -1.0725 | 0.144047 |
10 | -0.077621 | -0.5809 | 0.281831 |
11 | 0.076747 | 0.5743 | 0.284024 |
12 | -0.002115 | -0.0158 | 0.493713 |
13 | -0.118406 | -0.8861 | 0.189685 |
14 | -0.062211 | -0.4655 | 0.321674 |
15 | 0.009897 | 0.0741 | 0.470611 |
16 | 0.025093 | 0.1878 | 0.425866 |
17 | -0.086653 | -0.6485 | 0.259671 |
18 | -0.057643 | -0.4314 | 0.333931 |
19 | 0.025058 | 0.1875 | 0.425968 |
20 | -0.081022 | -0.6063 | 0.273378 |
21 | 0.043277 | 0.3239 | 0.373628 |
22 | -0.057133 | -0.4275 | 0.335311 |
23 | -0.05922 | -0.4432 | 0.329679 |
24 | -0.072802 | -0.5448 | 0.294027 |
25 | -0.051201 | -0.3832 | 0.351529 |
26 | -0.020294 | -0.1519 | 0.439918 |
27 | -0.004998 | -0.0374 | 0.485148 |
28 | -0.032235 | -0.2412 | 0.405131 |
29 | 0.001198 | 0.009 | 0.496439 |
30 | -0.002025 | -0.0152 | 0.493983 |
31 | -0.017035 | -0.1275 | 0.449511 |
32 | -0.003778 | -0.0283 | 0.488772 |
33 | -0.003651 | -0.0273 | 0.48915 |
34 | 0.010066 | 0.0753 | 0.470111 |
35 | 0.002569 | 0.0192 | 0.492364 |
36 | -0.030429 | -0.2277 | 0.410352 |
37 | -0.020958 | -0.1568 | 0.437968 |
38 | -0.053593 | -0.4011 | 0.344954 |
39 | -0.004425 | -0.0331 | 0.486851 |
40 | -0.033911 | -0.2538 | 0.400302 |
41 | 0.067632 | 0.5061 | 0.307383 |
42 | -0.012527 | -0.0937 | 0.462822 |
43 | -0.020548 | -0.1538 | 0.439174 |
44 | -0.077806 | -0.5822 | 0.281369 |
45 | 0.065556 | 0.4906 | 0.312823 |
46 | 0.030674 | 0.2295 | 0.409641 |
47 | -0.0453 | -0.339 | 0.367941 |
48 | 0.039779 | 0.2977 | 0.383525 |
49 | -0.029459 | -0.2204 | 0.413162 |
50 | 0.02296 | 0.1718 | 0.4321 |
51 | 0.051823 | 0.3878 | 0.349814 |
52 | -0.004257 | -0.0319 | 0.487351 |
53 | 0.122566 | 0.9172 | 0.181486 |
54 | -0.0192 | -0.1437 | 0.443136 |
55 | 0.037168 | 0.2781 | 0.390964 |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |