Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.842462 | 6.5257 | 0 |
2 | 0.789682 | 6.1168 | 0 |
3 | 0.697234 | 5.4008 | 1e-06 |
4 | 0.598231 | 4.6339 | 1e-05 |
5 | 0.545916 | 4.2286 | 4.1e-05 |
6 | 0.443705 | 3.4369 | 0.000537 |
7 | 0.368515 | 2.8545 | 0.002955 |
8 | 0.296663 | 2.2979 | 0.012533 |
9 | 0.157409 | 1.2193 | 0.113754 |
10 | 0.093462 | 0.724 | 0.235954 |
11 | 0.025519 | 0.1977 | 0.421986 |
12 | -0.092082 | -0.7133 | 0.239225 |
13 | -0.054996 | -0.426 | 0.335817 |
14 | -0.110249 | -0.854 | 0.198255 |
15 | -0.100789 | -0.7807 | 0.219021 |
16 | -0.118092 | -0.9147 | 0.181996 |
17 | -0.108103 | -0.8374 | 0.202856 |
18 | -0.024913 | -0.193 | 0.423815 |
19 | 0.007809 | 0.0605 | 0.475983 |
20 | 0.028803 | 0.2231 | 0.412105 |
21 | 0.08062 | 0.6245 | 0.267341 |
22 | 0.035724 | 0.2767 | 0.391475 |
23 | 0.040712 | 0.3154 | 0.376793 |
24 | 0.007394 | 0.0573 | 0.47726 |
25 | -0.004898 | -0.0379 | 0.484932 |
26 | 0.018656 | 0.1445 | 0.442793 |
27 | -0.014955 | -0.1158 | 0.454084 |
28 | -0.023552 | -0.1824 | 0.427928 |
29 | -0.071839 | -0.5565 | 0.289981 |
30 | -0.149394 | -1.1572 | 0.125888 |
31 | -0.204809 | -1.5864 | 0.058948 |
32 | -0.239165 | -1.8526 | 0.034433 |
33 | -0.283186 | -2.1935 | 0.016077 |
34 | -0.281588 | -2.1812 | 0.01655 |
35 | -0.331366 | -2.5667 | 0.006389 |
36 | -0.307478 | -2.3817 | 0.01021 |
37 | -0.330969 | -2.5637 | 0.00644 |
38 | -0.337536 | -2.6145 | 0.005641 |
39 | -0.304349 | -2.3575 | 0.010839 |
40 | -0.294544 | -2.2815 | 0.01304 |
41 | -0.26221 | -2.0311 | 0.023343 |
42 | -0.258107 | -1.9993 | 0.025056 |
43 | -0.2368 | -1.8342 | 0.035789 |
44 | -0.212664 | -1.6473 | 0.052363 |
45 | -0.192383 | -1.4902 | 0.070706 |
46 | -0.157652 | -1.2212 | 0.1134 |
47 | -0.104042 | -0.8059 | 0.211739 |
48 | -0.092552 | -0.7169 | 0.238106 |
49 | -0.065327 | -0.506 | 0.307348 |
50 | -0.053675 | -0.4158 | 0.339532 |
51 | -0.049475 | -0.3832 | 0.351451 |
52 | -0.0371 | -0.2874 | 0.387409 |
53 | -0.037889 | -0.2935 | 0.385081 |
54 | -0.016312 | -0.1264 | 0.449938 |
55 | -0.008796 | -0.0681 | 0.472952 |
56 | -0.006033 | -0.0467 | 0.481442 |
57 | 0.00091 | 0.0071 | 0.497198 |
58 | 0.000477 | 0.0037 | 0.498531 |
59 | -3.1e-05 | -2e-04 | 0.499904 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.842462 | 6.5257 | 0 |
2 | 0.27541 | 2.1333 | 0.018499 |
3 | -0.062783 | -0.4863 | 0.314257 |
4 | -0.128386 | -0.9945 | 0.161993 |
5 | 0.085531 | 0.6625 | 0.255088 |
6 | -0.121032 | -0.9375 | 0.176127 |
7 | -0.066578 | -0.5157 | 0.303976 |
8 | -0.007982 | -0.0618 | 0.475453 |
9 | -0.27785 | -2.1522 | 0.017707 |
10 | 0.009723 | 0.0753 | 0.470109 |
11 | 0.097698 | 0.7568 | 0.226076 |
12 | -0.269812 | -2.09 | 0.020434 |
13 | 0.382625 | 2.9638 | 0.002176 |
14 | -0.004725 | -0.0366 | 0.485463 |
15 | -0.058226 | -0.451 | 0.326801 |
16 | 0.00047 | 0.0036 | 0.498553 |
17 | 0.224222 | 1.7368 | 0.043776 |
18 | 0.147624 | 1.1435 | 0.128688 |
19 | 0.011069 | 0.0857 | 0.465978 |
20 | -0.133416 | -1.0334 | 0.152774 |
21 | -0.108865 | -0.8433 | 0.201216 |
22 | -0.237719 | -1.8414 | 0.035257 |
23 | -0.024595 | -0.1905 | 0.424776 |
24 | -0.295802 | -2.2913 | 0.012737 |
25 | 0.192589 | 1.4918 | 0.070497 |
26 | 0.031001 | 0.2401 | 0.405523 |
27 | 0.043627 | 0.3379 | 0.368296 |
28 | -0.099387 | -0.7698 | 0.222205 |
29 | 0.060987 | 0.4724 | 0.319176 |
30 | 0.015167 | 0.1175 | 0.453434 |
31 | -0.100921 | -0.7817 | 0.218724 |
32 | 0.037911 | 0.2937 | 0.385018 |
33 | -0.018235 | -0.1412 | 0.444074 |
34 | -0.084049 | -0.651 | 0.258752 |
35 | 0.02029 | 0.1572 | 0.437821 |
36 | -0.108909 | -0.8436 | 0.20112 |
37 | -0.010772 | -0.0834 | 0.46689 |
38 | -0.07858 | -0.6087 | 0.272518 |
39 | 0.078178 | 0.6056 | 0.273545 |
40 | -0.141183 | -1.0936 | 0.13925 |
41 | 0.074849 | 0.5798 | 0.282119 |
42 | -0.030251 | -0.2343 | 0.407766 |
43 | 0.064206 | 0.4973 | 0.310384 |
44 | -0.008053 | -0.0624 | 0.475233 |
45 | 0.01827 | 0.1415 | 0.443966 |
46 | -0.042256 | -0.3273 | 0.372286 |
47 | 0.027082 | 0.2098 | 0.417277 |
48 | -0.018518 | -0.1434 | 0.443212 |
49 | 0.035196 | 0.2726 | 0.393037 |
50 | 0.027145 | 0.2103 | 0.417086 |
51 | 0.069716 | 0.54 | 0.295593 |
52 | -0.077527 | -0.6005 | 0.275211 |
53 | 0.001408 | 0.0109 | 0.495667 |
54 | -0.142441 | -1.1033 | 0.137141 |
55 | 0.037004 | 0.2866 | 0.387692 |
56 | 0.036691 | 0.2842 | 0.388616 |
57 | -0.062652 | -0.4853 | 0.314615 |
58 | 0.032329 | 0.2504 | 0.40156 |
59 | 0.017789 | 0.1378 | 0.445432 |
60 | NA | NA | NA |