Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.861951 | 5.9718 | 0 |
2 | 0.745084 | 5.1621 | 2e-06 |
3 | 0.613105 | 4.2477 | 4.9e-05 |
4 | 0.504475 | 3.4951 | 0.000515 |
5 | 0.429231 | 2.9738 | 0.002295 |
6 | 0.369716 | 2.5615 | 0.00681 |
7 | 0.302739 | 2.0974 | 0.020623 |
8 | 0.261252 | 1.81 | 0.038279 |
9 | 0.21943 | 1.5203 | 0.067504 |
10 | 0.128143 | 0.8878 | 0.189538 |
11 | -0.002824 | -0.0196 | 0.492237 |
12 | -0.124594 | -0.8632 | 0.196157 |
13 | -0.175621 | -1.2167 | 0.114826 |
14 | -0.194087 | -1.3447 | 0.092525 |
15 | -0.173938 | -1.2051 | 0.11704 |
16 | -0.166253 | -1.1518 | 0.127548 |
17 | -0.18663 | -1.293 | 0.101099 |
18 | -0.221975 | -1.5379 | 0.065321 |
19 | -0.272362 | -1.887 | 0.032609 |
20 | -0.361168 | -2.5022 | 0.007901 |
21 | -0.408012 | -2.8268 | 0.003418 |
22 | -0.430358 | -2.9816 | 0.002247 |
23 | -0.392887 | -2.722 | 0.004508 |
24 | -0.340653 | -2.3601 | 0.011191 |
25 | -0.318574 | -2.2071 | 0.016059 |
26 | -0.300669 | -2.0831 | 0.021296 |
27 | -0.316826 | -2.195 | 0.016515 |
28 | -0.310423 | -2.1507 | 0.018283 |
29 | -0.322542 | -2.2346 | 0.015066 |
30 | -0.336221 | -2.3294 | 0.012046 |
31 | -0.309781 | -2.1462 | 0.018469 |
32 | -0.238578 | -1.6529 | 0.052438 |
33 | -0.153956 | -1.0666 | 0.145736 |
34 | -0.056358 | -0.3905 | 0.348963 |
35 | -0.004319 | -0.0299 | 0.488125 |
36 | 0.010204 | 0.0707 | 0.471967 |
37 | 0.046036 | 0.3189 | 0.375575 |
38 | 0.090126 | 0.6244 | 0.267658 |
39 | 0.110046 | 0.7624 | 0.224771 |
40 | 0.134436 | 0.9314 | 0.178153 |
41 | 0.150468 | 1.0425 | 0.151208 |
42 | 0.162789 | 1.1278 | 0.132498 |
43 | 0.153902 | 1.0663 | 0.145819 |
44 | 0.143086 | 0.9913 | 0.163247 |
45 | 0.104124 | 0.7214 | 0.237085 |
46 | 0.047849 | 0.3315 | 0.370852 |
47 | 0.031417 | 0.2177 | 0.414306 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.861951 | 5.9718 | 0 |
2 | 0.008265 | 0.0573 | 0.477286 |
3 | -0.12037 | -0.8339 | 0.204221 |
4 | 0.002746 | 0.019 | 0.492449 |
5 | 0.07275 | 0.504 | 0.308273 |
6 | 0.014788 | 0.1025 | 0.459412 |
7 | -0.079572 | -0.5513 | 0.291997 |
8 | 0.053418 | 0.3701 | 0.356472 |
9 | -0.000724 | -0.005 | 0.498009 |
10 | -0.239567 | -1.6598 | 0.051741 |
11 | -0.264508 | -1.8326 | 0.036537 |
12 | -0.056814 | -0.3936 | 0.347802 |
13 | 0.217866 | 1.5094 | 0.068873 |
14 | 0.044955 | 0.3115 | 0.378401 |
15 | 0.027766 | 0.1924 | 0.424133 |
16 | -0.036436 | -0.2524 | 0.40089 |
17 | -0.130229 | -0.9023 | 0.185714 |
18 | -0.148293 | -1.0274 | 0.15469 |
19 | -0.100841 | -0.6986 | 0.244071 |
20 | -0.133621 | -0.9258 | 0.179602 |
21 | 0.104335 | 0.7229 | 0.236638 |
22 | 0.008843 | 0.0613 | 0.475701 |
23 | 0.050383 | 0.3491 | 0.364285 |
24 | -0.055138 | -0.382 | 0.35207 |
25 | -0.171608 | -1.1889 | 0.120157 |
26 | 0.016521 | 0.1145 | 0.454674 |
27 | -0.047352 | -0.3281 | 0.372144 |
28 | 0.117356 | 0.8131 | 0.210098 |
29 | -0.0566 | -0.3921 | 0.348346 |
30 | -0.14877 | -1.0307 | 0.153921 |
31 | -0.014773 | -0.1023 | 0.459453 |
32 | 0.028542 | 0.1977 | 0.422041 |
33 | 0.062349 | 0.432 | 0.333849 |
34 | 0.155935 | 1.0803 | 0.142692 |
35 | 0.08773 | 0.6078 | 0.27309 |
36 | -0.07985 | -0.5532 | 0.291341 |
37 | -0.020607 | -0.1428 | 0.443535 |
38 | 0.036016 | 0.2495 | 0.40201 |
39 | -0.135588 | -0.9394 | 0.17612 |
40 | -0.04866 | -0.3371 | 0.368745 |
41 | -0.034995 | -0.2425 | 0.404732 |
42 | -0.084053 | -0.5823 | 0.281534 |
43 | -0.171791 | -1.1902 | 0.119911 |
44 | 0.014488 | 0.1004 | 0.460232 |
45 | 0.074991 | 0.5196 | 0.302881 |
46 | -0.016337 | -0.1132 | 0.455178 |
47 | -0.00299 | -0.0207 | 0.49178 |
48 | NA | NA | NA |