Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.519492 | 3.5991 | 0.000377 |
2 | 0.614779 | 4.2593 | 4.7e-05 |
3 | 0.657379 | 4.5545 | 1.8e-05 |
4 | 0.353614 | 2.4499 | 0.008994 |
5 | 0.403817 | 2.7977 | 0.003693 |
6 | 0.337202 | 2.3362 | 0.011852 |
7 | 0.116608 | 0.8079 | 0.211572 |
8 | 0.202962 | 1.4062 | 0.083058 |
9 | 0.038017 | 0.2634 | 0.396688 |
10 | 0.027666 | 0.1917 | 0.424403 |
11 | 0.08391 | 0.5813 | 0.281865 |
12 | -0.063451 | -0.4396 | 0.331098 |
13 | 0.017295 | 0.1198 | 0.452562 |
14 | -0.000655 | -0.0045 | 0.498198 |
15 | -0.046863 | -0.3247 | 0.373419 |
16 | -0.04148 | -0.2874 | 0.387529 |
17 | -0.030181 | -0.2091 | 0.417627 |
18 | -0.073082 | -0.5063 | 0.307473 |
19 | -0.08386 | -0.581 | 0.281979 |
20 | -0.049293 | -0.3415 | 0.367105 |
21 | -0.116809 | -0.8093 | 0.211176 |
22 | -0.187491 | -1.299 | 0.100079 |
23 | -0.032665 | -0.2263 | 0.410961 |
24 | -0.217023 | -1.5036 | 0.069621 |
25 | -0.141112 | -0.9777 | 0.166574 |
26 | -0.114024 | -0.79 | 0.216712 |
27 | -0.235156 | -1.6292 | 0.054907 |
28 | -0.176409 | -1.2222 | 0.1138 |
29 | -0.164057 | -1.1366 | 0.130669 |
30 | -0.239795 | -1.6613 | 0.051581 |
31 | -0.168869 | -1.17 | 0.123897 |
32 | -0.237948 | -1.6486 | 0.052885 |
33 | -0.235727 | -1.6332 | 0.054489 |
34 | -0.162786 | -1.1278 | 0.132503 |
35 | -0.253982 | -1.7596 | 0.042421 |
36 | -0.175518 | -1.216 | 0.114961 |
37 | -0.162907 | -1.1287 | 0.132327 |
38 | -0.177944 | -1.2328 | 0.111821 |
39 | -0.110272 | -0.764 | 0.224308 |
40 | -0.08613 | -0.5967 | 0.276746 |
41 | -0.074272 | -0.5146 | 0.304606 |
42 | -0.024642 | -0.1707 | 0.432578 |
43 | -0.005611 | -0.0389 | 0.484576 |
44 | -0.003558 | -0.0247 | 0.490218 |
45 | 0.016936 | 0.1173 | 0.453543 |
46 | 0.002336 | 0.0162 | 0.493577 |
47 | 0.001561 | 0.0108 | 0.495709 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.519492 | 3.5991 | 0.000377 |
2 | 0.472393 | 3.2728 | 0.000989 |
3 | 0.429254 | 2.974 | 0.002294 |
4 | -0.290359 | -2.0117 | 0.024944 |
5 | -0.217548 | -1.5072 | 0.069154 |
6 | -0.021898 | -0.1517 | 0.440025 |
7 | -0.121794 | -0.8438 | 0.201479 |
8 | 0.049696 | 0.3443 | 0.36606 |
9 | -0.080936 | -0.5607 | 0.288791 |
10 | 0.118103 | 0.8182 | 0.208631 |
11 | 0.164134 | 1.1372 | 0.13056 |
12 | -0.061246 | -0.4243 | 0.336612 |
13 | -0.051503 | -0.3568 | 0.361394 |
14 | -0.068041 | -0.4714 | 0.319744 |
15 | 0.063588 | 0.4406 | 0.330757 |
16 | -0.172544 | -1.1954 | 0.118898 |
17 | -0.012318 | -0.0853 | 0.466172 |
18 | 0.04399 | 0.3048 | 0.380929 |
19 | -0.02745 | -0.1902 | 0.424986 |
20 | 0.090221 | 0.6251 | 0.267443 |
21 | -0.09883 | -0.6847 | 0.248409 |
22 | -0.244489 | -1.6939 | 0.048385 |
23 | 0.216259 | 1.4983 | 0.070303 |
24 | -0.0509 | -0.3526 | 0.36295 |
25 | -0.008269 | -0.0573 | 0.477277 |
26 | -0.115043 | -0.797 | 0.214677 |
27 | -0.000195 | -0.0014 | 0.499463 |
28 | -0.095732 | -0.6633 | 0.255171 |
29 | -0.022709 | -0.1573 | 0.43782 |
30 | 0.058243 | 0.4035 | 0.344178 |
31 | -0.104889 | -0.7267 | 0.235472 |
32 | -0.017172 | -0.119 | 0.452897 |
33 | -0.047026 | -0.3258 | 0.372994 |
34 | 0.028715 | 0.1989 | 0.421574 |
35 | 0.036611 | 0.2536 | 0.400426 |
36 | -0.04894 | -0.3391 | 0.368019 |
37 | -0.01677 | -0.1162 | 0.453996 |
38 | 0.024573 | 0.1702 | 0.432765 |
39 | 0.0798 | 0.5529 | 0.291458 |
40 | -0.035537 | -0.2462 | 0.403287 |
41 | 0.024338 | 0.1686 | 0.433403 |
42 | 0.03943 | 0.2732 | 0.392943 |
43 | -0.060771 | -0.421 | 0.337804 |
44 | -0.095956 | -0.6648 | 0.25468 |
45 | 0.010552 | 0.0731 | 0.471013 |
46 | -0.112962 | -0.7826 | 0.218847 |
47 | 0.08584 | 0.5947 | 0.277414 |
48 | NA | NA | NA |