Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.940988 | 6.5194 | 0 |
2 | 0.878967 | 6.0897 | 0 |
3 | 0.800541 | 5.5463 | 1e-06 |
4 | 0.706655 | 4.8959 | 6e-06 |
5 | 0.604657 | 4.1892 | 6e-05 |
6 | 0.49884 | 3.4561 | 0.000578 |
7 | 0.386676 | 2.679 | 0.005042 |
8 | 0.281108 | 1.9476 | 0.028664 |
9 | 0.171844 | 1.1906 | 0.119838 |
10 | 0.078749 | 0.5456 | 0.293937 |
11 | 0.0046 | 0.0319 | 0.487354 |
12 | -0.073907 | -0.512 | 0.694515 |
13 | -0.135096 | -0.936 | 0.823013 |
14 | -0.18243 | -1.2639 | 0.893818 |
15 | -0.230468 | -1.5967 | 0.941555 |
16 | -0.274267 | -1.9002 | 0.968287 |
17 | -0.317625 | -2.2006 | 0.983695 |
18 | -0.369325 | -2.5588 | 0.993143 |
19 | -0.392472 | -2.7191 | 0.995458 |
20 | -0.422548 | -2.9275 | 0.997395 |
21 | -0.444678 | -3.0808 | 0.998294 |
22 | -0.453737 | -3.1436 | 0.99857 |
23 | -0.459574 | -3.184 | 0.998725 |
24 | -0.459727 | -3.1851 | 0.998729 |
25 | -0.441319 | -3.0575 | 0.998179 |
26 | -0.414911 | -2.8746 | 0.996993 |
27 | -0.367057 | -2.543 | 0.992866 |
28 | -0.325189 | -2.253 | 0.985566 |
29 | -0.275608 | -1.9095 | 0.968906 |
30 | -0.21032 | -1.4571 | 0.924205 |
31 | -0.155476 | -1.0772 | 0.856606 |
32 | -0.111084 | -0.7696 | 0.777349 |
33 | -0.063169 | -0.4377 | 0.668198 |
34 | -0.021211 | -0.147 | 0.558109 |
35 | 0.010801 | 0.0748 | 0.470329 |
36 | 0.04867 | 0.3372 | 0.368719 |
37 | 0.07441 | 0.5155 | 0.304275 |
38 | 0.094414 | 0.6541 | 0.258079 |
39 | 0.097356 | 0.6745 | 0.251615 |
40 | 0.092184 | 0.6387 | 0.263036 |
41 | 0.084396 | 0.5847 | 0.28074 |
42 | 0.071173 | 0.4931 | 0.312094 |
43 | 0.05565 | 0.3856 | 0.350766 |
44 | 0.044112 | 0.3056 | 0.380608 |
45 | 0.036815 | 0.2551 | 0.399883 |
46 | 0.024828 | 0.172 | 0.432075 |
47 | 0.012761 | 0.0884 | 0.464958 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.940988 | 6.5194 | 0 |
1 | -0.05668 | -0.3927 | 0.651856 |
2 | -0.176058 | -1.2198 | 0.885743 |
3 | -0.178386 | -1.2359 | 0.888744 |
4 | -0.113397 | -0.7856 | 0.78203 |
5 | -0.070361 | -0.4875 | 0.685931 |
6 | -0.103708 | -0.7185 | 0.762038 |
7 | -0.006067 | -0.042 | 0.516678 |
8 | -0.100523 | -0.6964 | 0.755245 |
9 | 0.05536 | 0.3835 | 0.351504 |
10 | 0.098426 | 0.6819 | 0.249285 |
11 | -0.139039 | -0.9633 | 0.829885 |
12 | 0.013773 | 0.0954 | 0.462189 |
13 | 0.017264 | 0.1196 | 0.452645 |
14 | -0.108921 | -0.7546 | 0.77292 |
15 | -0.105492 | -0.7309 | 0.765795 |
16 | -0.110628 | -0.7665 | 0.776421 |
17 | -0.181604 | -1.2582 | 0.892796 |
18 | 0.171862 | 1.1907 | 0.119814 |
19 | -0.069671 | -0.4827 | 0.684248 |
20 | -0.040364 | -0.2796 | 0.609526 |
21 | 0.030842 | 0.2137 | 0.41585 |
22 | -0.003935 | -0.0273 | 0.510818 |
23 | -0.041173 | -0.2853 | 0.611662 |
24 | 0.050188 | 0.3477 | 0.364788 |
25 | 0.030991 | 0.2147 | 0.41545 |
26 | 0.073557 | 0.5096 | 0.306326 |
27 | -0.109098 | -0.7558 | 0.773284 |
28 | 0.033653 | 0.2332 | 0.408317 |
29 | 0.047015 | 0.3257 | 0.373023 |
30 | -0.077722 | -0.5385 | 0.703631 |
31 | -0.087378 | -0.6054 | 0.726108 |
32 | -0.016484 | -0.1142 | 0.545223 |
33 | 0.019997 | 0.1385 | 0.445195 |
34 | -0.039768 | -0.2755 | 0.607949 |
35 | 0.067782 | 0.4696 | 0.320382 |
36 | 0.005279 | 0.0366 | 0.485488 |
37 | -0.088092 | -0.6103 | 0.727736 |
38 | -0.092209 | -0.6388 | 0.737018 |
39 | -0.052495 | -0.3637 | 0.64116 |
40 | -0.096107 | -0.6658 | 0.745651 |
41 | -0.050787 | -0.3519 | 0.63676 |
42 | 0.044934 | 0.3113 | 0.378455 |
43 | -0.018059 | -0.1251 | 0.549522 |
44 | 0.128621 | 0.8911 | 0.188657 |
45 | -0.080959 | -0.5609 | 0.711263 |
46 | -0.043843 | -0.3038 | 0.618686 |
47 | NA | NA | NA |