Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.808734 | 5.6031 | 1e-06 |
2 | 0.582058 | 4.0326 | 9.8e-05 |
3 | 0.335831 | 2.3267 | 0.012124 |
4 | 0.089604 | 0.6208 | 0.268836 |
5 | -0.068094 | -0.4718 | 0.319613 |
6 | -0.206243 | -1.4289 | 0.079755 |
7 | -0.291275 | -2.018 | 0.024599 |
8 | -0.342739 | -2.3746 | 0.010808 |
9 | -0.480888 | -3.3317 | 0.000834 |
10 | -0.60502 | -4.1917 | 5.9e-05 |
11 | -0.626606 | -4.3413 | 3.6e-05 |
12 | -0.59692 | -4.1356 | 7.1e-05 |
13 | -0.443294 | -3.0712 | 0.001753 |
14 | -0.218846 | -1.5162 | 0.068012 |
15 | 0.007447 | 0.0516 | 0.479534 |
16 | 0.198328 | 1.3741 | 0.087904 |
17 | 0.302525 | 2.096 | 0.020692 |
18 | 0.3359 | 2.3272 | 0.01211 |
19 | 0.333864 | 2.3131 | 0.012525 |
20 | 0.29826 | 2.0664 | 0.022104 |
21 | 0.282207 | 1.9552 | 0.028199 |
22 | 0.31927 | 2.212 | 0.015881 |
23 | 0.2892 | 2.0036 | 0.025386 |
24 | 0.225563 | 1.5627 | 0.062341 |
25 | 0.126514 | 0.8765 | 0.192558 |
26 | -0.00979 | -0.0678 | 0.473102 |
27 | -0.132078 | -0.9151 | 0.182367 |
28 | -0.254365 | -1.7623 | 0.042193 |
29 | -0.289968 | -2.009 | 0.025092 |
30 | -0.256594 | -1.7777 | 0.040892 |
31 | -0.205513 | -1.4238 | 0.080481 |
32 | -0.154433 | -1.0699 | 0.144999 |
33 | -0.087491 | -0.6062 | 0.273634 |
34 | -0.05596 | -0.3877 | 0.349974 |
35 | -0.04398 | -0.3047 | 0.380956 |
36 | -0.031999 | -0.2217 | 0.412745 |
37 | 0.015393 | 0.1066 | 0.457758 |
38 | 0.064629 | 0.4478 | 0.32817 |
39 | 0.082142 | 0.5691 | 0.285972 |
40 | 0.085639 | 0.5933 | 0.277875 |
41 | 0.069585 | 0.4821 | 0.315963 |
42 | 0.055376 | 0.3837 | 0.351463 |
43 | 0.023462 | 0.1625 | 0.435779 |
44 | -0.010298 | -0.0713 | 0.47171 |
45 | -0.008645 | -0.0599 | 0.476243 |
46 | -0.006993 | -0.0484 | 0.480779 |
47 | -0.003497 | -0.0242 | 0.490387 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.808734 | 5.6031 | 1e-06 |
2 | -0.208105 | -1.4418 | 0.077926 |
3 | -0.195061 | -1.3514 | 0.091447 |
4 | -0.178815 | -1.2389 | 0.110709 |
5 | 0.06082 | 0.4214 | 0.337683 |
6 | -0.152254 | -1.0548 | 0.148388 |
7 | -0.052898 | -0.3665 | 0.357805 |
8 | -0.101502 | -0.7032 | 0.242656 |
9 | -0.439624 | -3.0458 | 0.001881 |
10 | -0.27978 | -1.9384 | 0.029235 |
11 | 0.064005 | 0.4434 | 0.329721 |
12 | -0.09985 | -0.6918 | 0.246205 |
13 | 0.047594 | 0.3297 | 0.371516 |
14 | 0.129153 | 0.8948 | 0.18768 |
15 | -0.002736 | -0.019 | 0.492478 |
16 | -0.140206 | -0.9714 | 0.168116 |
17 | 0.017109 | 0.1185 | 0.45307 |
18 | -0.028227 | -0.1956 | 0.422889 |
19 | -0.16626 | -1.1519 | 0.127536 |
20 | -0.098678 | -0.6837 | 0.248739 |
21 | 0.013067 | 0.0905 | 0.464121 |
22 | 0.1001 | 0.6935 | 0.245666 |
23 | -0.144901 | -1.0039 | 0.16023 |
24 | 0.033536 | 0.2323 | 0.408629 |
25 | 0.075653 | 0.5241 | 0.301297 |
26 | -0.032587 | -0.2258 | 0.41117 |
27 | -0.006796 | -0.0471 | 0.481321 |
28 | -0.04102 | -0.2842 | 0.388742 |
29 | 0.044746 | 0.31 | 0.378948 |
30 | -0.101039 | -0.7 | 0.243648 |
31 | 0.04713 | 0.3265 | 0.372722 |
32 | 0.027218 | 0.1886 | 0.425611 |
33 | 0.061232 | 0.4242 | 0.336648 |
34 | -0.015347 | -0.1063 | 0.457884 |
35 | -0.017736 | -0.1229 | 0.451359 |
36 | -0.004338 | -0.0301 | 0.488073 |
37 | 0.04428 | 0.3068 | 0.380169 |
38 | -0.109482 | -0.7585 | 0.225927 |
39 | -0.125739 | -0.8711 | 0.194006 |
40 | -0.071 | -0.4919 | 0.312514 |
41 | -0.068318 | -0.4733 | 0.319064 |
42 | 0.08742 | 0.6057 | 0.273797 |
43 | 0.10031 | 0.695 | 0.245213 |
44 | -0.100558 | -0.6967 | 0.244679 |
45 | 0.011016 | 0.0763 | 0.469739 |
46 | 0.014169 | 0.0982 | 0.461104 |
47 | -0.03768 | -0.2611 | 0.397584 |
48 | NA | NA | NA |