Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.814022 | 5.6397 | 0 |
2 | 0.65478 | 4.5364 | 1.9e-05 |
3 | 0.534607 | 3.7039 | 0.000274 |
4 | 0.407382 | 2.8224 | 0.003458 |
5 | 0.275463 | 1.9085 | 0.031161 |
6 | 0.203255 | 1.4082 | 0.082759 |
7 | 0.171035 | 1.185 | 0.120932 |
8 | 0.115991 | 0.8036 | 0.212793 |
9 | 0.049394 | 0.3422 | 0.366842 |
10 | -0.010368 | -0.0718 | 0.471517 |
11 | -0.061151 | -0.4237 | 0.336851 |
12 | -0.100135 | -0.6938 | 0.24559 |
13 | -0.101334 | -0.7021 | 0.243015 |
14 | -0.111871 | -0.7751 | 0.221051 |
15 | -0.075623 | -0.5239 | 0.301369 |
16 | -0.040468 | -0.2804 | 0.390198 |
17 | -0.005974 | -0.0414 | 0.48358 |
18 | -0.02957 | -0.2049 | 0.419272 |
19 | -0.049853 | -0.3454 | 0.365656 |
20 | -0.025586 | -0.1773 | 0.430024 |
21 | -0.015048 | -0.1043 | 0.4587 |
22 | -0.008008 | -0.0555 | 0.477992 |
23 | 0.013342 | 0.0924 | 0.463369 |
24 | 0.04623 | 0.3203 | 0.37507 |
25 | 0.032081 | 0.2223 | 0.412526 |
26 | 0.012639 | 0.0876 | 0.465293 |
27 | 0.018635 | 0.1291 | 0.448906 |
28 | 0.00196 | 0.0136 | 0.49461 |
29 | -0.016247 | -0.1126 | 0.455423 |
30 | -0.046542 | -0.3225 | 0.374254 |
31 | -0.072781 | -0.5042 | 0.3082 |
32 | -0.104059 | -0.7209 | 0.237221 |
33 | -0.145125 | -1.0055 | 0.159859 |
34 | -0.175674 | -1.2171 | 0.114757 |
35 | -0.200659 | -1.3902 | 0.085439 |
36 | -0.219314 | -1.5195 | 0.067605 |
37 | -0.210395 | -1.4577 | 0.075723 |
38 | -0.227727 | -1.5777 | 0.060597 |
39 | -0.254729 | -1.7648 | 0.041978 |
40 | -0.255171 | -1.7679 | 0.041719 |
41 | -0.263525 | -1.8258 | 0.037056 |
42 | -0.276355 | -1.9146 | 0.030754 |
43 | -0.287496 | -1.9918 | 0.026048 |
44 | -0.187296 | -1.2976 | 0.100309 |
45 | -0.120567 | -0.8353 | 0.203839 |
46 | -0.102649 | -0.7112 | 0.24021 |
47 | -0.049515 | -0.3431 | 0.366528 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.814022 | 5.6397 | 0 |
2 | -0.023274 | -0.1613 | 0.436286 |
3 | 0.024146 | 0.1673 | 0.433923 |
4 | -0.087466 | -0.606 | 0.273691 |
5 | -0.09595 | -0.6648 | 0.254693 |
6 | 0.073094 | 0.5064 | 0.307444 |
7 | 0.067205 | 0.4656 | 0.3218 |
8 | -0.07163 | -0.4963 | 0.310986 |
9 | -0.08481 | -0.5876 | 0.279785 |
10 | -0.069483 | -0.4814 | 0.316214 |
11 | -0.026447 | -0.1832 | 0.427695 |
12 | 0.011259 | 0.078 | 0.469073 |
13 | 0.068755 | 0.4763 | 0.317995 |
14 | -0.064867 | -0.4494 | 0.327579 |
15 | 0.107422 | 0.7442 | 0.230178 |
16 | 0.005733 | 0.0397 | 0.484241 |
17 | 0.037724 | 0.2614 | 0.397466 |
18 | -0.14322 | -0.9923 | 0.163024 |
19 | -0.031386 | -0.2175 | 0.414389 |
20 | 0.106614 | 0.7386 | 0.23186 |
21 | 0.012527 | 0.0868 | 0.465599 |
22 | 0.00803 | 0.0556 | 0.477932 |
23 | -0.013598 | -0.0942 | 0.462667 |
24 | 0.01354 | 0.0938 | 0.462827 |
25 | -0.065075 | -0.4509 | 0.327063 |
26 | 0.00531 | 0.0368 | 0.485403 |
27 | 0.065558 | 0.4542 | 0.325867 |
28 | -0.074548 | -0.5165 | 0.303943 |
29 | 0.015896 | 0.1101 | 0.456382 |
30 | -0.111719 | -0.774 | 0.221359 |
31 | -0.019372 | -0.1342 | 0.446898 |
32 | -0.048872 | -0.3386 | 0.368197 |
33 | -0.068621 | -0.4754 | 0.318322 |
34 | 0.001382 | 0.0096 | 0.4962 |
35 | -0.025997 | -0.1801 | 0.428912 |
36 | -0.013527 | -0.0937 | 0.462862 |
37 | 0.001506 | 0.0104 | 0.495859 |
38 | -0.102099 | -0.7074 | 0.24138 |
39 | -0.084539 | -0.5857 | 0.28041 |
40 | 0.000325 | 0.0023 | 0.499107 |
41 | -0.041199 | -0.2854 | 0.388269 |
42 | -0.041308 | -0.2862 | 0.387981 |
43 | -0.050042 | -0.3467 | 0.365166 |
44 | 0.222822 | 1.5438 | 0.064607 |
45 | -0.026877 | -0.1862 | 0.426532 |
46 | -0.089405 | -0.6194 | 0.269287 |
47 | 0.056098 | 0.3887 | 0.349624 |
48 | NA | NA | NA |