Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.654683 | 4.5358 | 1.9e-05 |
2 | 0.413596 | 2.8655 | 0.003081 |
3 | 0.492015 | 3.4088 | 0.000665 |
4 | 0.506047 | 3.506 | 0.000499 |
5 | 0.284859 | 1.9736 | 0.027102 |
6 | 0.1076 | 0.7455 | 0.229811 |
7 | 0.13176 | 0.9129 | 0.182939 |
8 | 0.193934 | 1.3436 | 0.092695 |
9 | 0.062374 | 0.4321 | 0.333787 |
10 | -0.12742 | -0.8828 | 0.190875 |
11 | 0.036114 | 0.2502 | 0.401748 |
12 | 0.221526 | 1.5348 | 0.065703 |
13 | -0.035425 | -0.2454 | 0.403584 |
14 | -0.195261 | -1.3528 | 0.091227 |
15 | -0.161242 | -1.1171 | 0.134753 |
16 | -0.124047 | -0.8594 | 0.197189 |
17 | -0.281816 | -1.9525 | 0.028363 |
18 | -0.396579 | -2.7476 | 0.004216 |
19 | -0.402908 | -2.7914 | 0.003755 |
20 | -0.332063 | -2.3006 | 0.012901 |
21 | -0.393129 | -2.7237 | 0.004488 |
22 | -0.470524 | -3.2599 | 0.001026 |
23 | -0.298381 | -2.0672 | 0.022063 |
24 | -0.141768 | -0.9822 | 0.165464 |
25 | -0.188518 | -1.3061 | 0.098874 |
26 | -0.208119 | -1.4419 | 0.077914 |
27 | -0.126961 | -0.8796 | 0.191726 |
28 | -0.036608 | -0.2536 | 0.400434 |
29 | -0.069334 | -0.4804 | 0.316577 |
30 | -0.085943 | -0.5954 | 0.277178 |
31 | -0.06509 | -0.451 | 0.327026 |
32 | -0.01483 | -0.1027 | 0.459296 |
33 | -0.052786 | -0.3657 | 0.358094 |
34 | -0.046108 | -0.3194 | 0.375388 |
35 | 0.020742 | 0.1437 | 0.443167 |
36 | 0.067303 | 0.4663 | 0.321558 |
37 | 0.059829 | 0.4145 | 0.340174 |
38 | 0.055265 | 0.3829 | 0.351747 |
39 | 0.077896 | 0.5397 | 0.295957 |
40 | 0.082632 | 0.5725 | 0.284831 |
41 | 0.067931 | 0.4706 | 0.320015 |
42 | 0.060742 | 0.4208 | 0.337878 |
43 | 0.047966 | 0.3323 | 0.370547 |
44 | 0.041985 | 0.2909 | 0.386199 |
45 | 0.025217 | 0.1747 | 0.431021 |
46 | 0.027415 | 0.1899 | 0.42508 |
47 | 0.01543 | 0.1069 | 0.457656 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.654683 | 4.5358 | 1.9e-05 |
2 | -0.026276 | -0.182 | 0.428158 |
3 | 0.405131 | 2.8068 | 0.003604 |
4 | 0.059605 | 0.413 | 0.340739 |
5 | -0.210201 | -1.4563 | 0.075908 |
6 | -0.164559 | -1.1401 | 0.129951 |
7 | 0.00057 | 0.004 | 0.498432 |
8 | 0.137968 | 0.9559 | 0.171963 |
9 | -0.071382 | -0.4945 | 0.311587 |
10 | -0.191001 | -1.3233 | 0.096003 |
11 | 0.31208 | 2.1622 | 0.01781 |
12 | 0.177174 | 1.2275 | 0.112811 |
13 | -0.425223 | -2.946 | 0.002477 |
14 | -0.068175 | -0.4723 | 0.319416 |
15 | -0.344065 | -2.3838 | 0.01057 |
16 | 0.012217 | 0.0846 | 0.466448 |
17 | -0.043296 | -0.3 | 0.382751 |
18 | 0.060524 | 0.4193 | 0.338425 |
19 | -0.183622 | -1.2722 | 0.104721 |
20 | -0.051667 | -0.358 | 0.36097 |
21 | 0.042106 | 0.2917 | 0.38588 |
22 | 0.135797 | 0.9408 | 0.175751 |
23 | -0.025319 | -0.1754 | 0.430745 |
24 | -0.034082 | -0.2361 | 0.40717 |
25 | 0.05838 | 0.4045 | 0.343831 |
26 | -0.005008 | -0.0347 | 0.486234 |
27 | 0.017829 | 0.1235 | 0.451105 |
28 | -0.037539 | -0.2601 | 0.397957 |
29 | -0.062353 | -0.432 | 0.33384 |
30 | 0.015493 | 0.1073 | 0.457484 |
31 | 0.086313 | 0.598 | 0.276327 |
32 | -0.100581 | -0.6968 | 0.244631 |
33 | -0.012869 | -0.0892 | 0.464664 |
34 | 0.011069 | 0.0767 | 0.469595 |
35 | -0.134155 | -0.9295 | 0.178653 |
36 | -0.060403 | -0.4185 | 0.33873 |
37 | -0.066548 | -0.4611 | 0.32342 |
38 | -0.025942 | -0.1797 | 0.429059 |
39 | -0.033073 | -0.2291 | 0.409868 |
40 | -0.073175 | -0.507 | 0.307249 |
41 | 0.033742 | 0.2338 | 0.408078 |
42 | -0.041794 | -0.2896 | 0.386702 |
43 | 0.016088 | 0.1115 | 0.455859 |
44 | 0.128955 | 0.8934 | 0.188043 |
45 | 0.019496 | 0.1351 | 0.446559 |
46 | -0.130455 | -0.9038 | 0.185302 |
47 | 0.023922 | 0.1657 | 0.434531 |
48 | NA | NA | NA |