Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.628234 | 4.2609 | 5e-05 |
2 | 0.641434 | 4.3504 | 3.7e-05 |
3 | 0.710822 | 4.821 | 8e-06 |
4 | 0.41793 | 2.8345 | 0.003398 |
5 | 0.413604 | 2.8052 | 0.003672 |
6 | 0.316623 | 2.1474 | 0.018531 |
7 | 0.101731 | 0.69 | 0.246839 |
8 | 0.092651 | 0.6284 | 0.266428 |
9 | -0.082631 | -0.5604 | 0.288954 |
10 | -0.129665 | -0.8794 | 0.19187 |
11 | -0.179913 | -1.2202 | 0.114299 |
12 | -0.315777 | -2.1417 | 0.018773 |
13 | -0.287235 | -1.9481 | 0.028759 |
14 | -0.339563 | -2.303 | 0.012925 |
15 | -0.366238 | -2.4839 | 0.008349 |
16 | -0.395919 | -2.6853 | 0.005023 |
17 | -0.348801 | -2.3657 | 0.011134 |
18 | -0.313667 | -2.1274 | 0.01939 |
19 | -0.325759 | -2.2094 | 0.016082 |
20 | -0.25548 | -1.7328 | 0.04492 |
21 | -0.245243 | -1.6633 | 0.051524 |
22 | -0.252368 | -1.7116 | 0.046849 |
23 | -0.148327 | -1.006 | 0.159839 |
24 | -0.187262 | -1.2701 | 0.105223 |
25 | -0.139025 | -0.9429 | 0.175325 |
26 | -0.087755 | -0.5952 | 0.277318 |
27 | -0.136391 | -0.9251 | 0.179883 |
28 | -0.055972 | -0.3796 | 0.352987 |
29 | -0.025869 | -0.1755 | 0.430748 |
30 | -0.064217 | -0.4355 | 0.332604 |
31 | 0.016489 | 0.1118 | 0.45572 |
32 | 0.028896 | 0.196 | 0.422743 |
33 | 0.020544 | 0.1393 | 0.444896 |
34 | 0.057805 | 0.3921 | 0.348415 |
35 | 0.081529 | 0.553 | 0.291484 |
36 | 0.069081 | 0.4685 | 0.32081 |
37 | 0.098534 | 0.6683 | 0.253644 |
38 | 0.117462 | 0.7967 | 0.21487 |
39 | 0.085114 | 0.5773 | 0.283286 |
40 | 0.074823 | 0.5075 | 0.307123 |
41 | 0.077821 | 0.5278 | 0.300086 |
42 | 0.051532 | 0.3495 | 0.364153 |
43 | 0.044125 | 0.2993 | 0.38304 |
44 | 0.031217 | 0.2117 | 0.416628 |
45 | 0.005075 | 0.0344 | 0.486345 |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.628234 | 4.2609 | 5e-05 |
2 | 0.407644 | 2.7648 | 0.004085 |
3 | 0.427997 | 2.9028 | 0.002831 |
4 | -0.365705 | -2.4803 | 0.008423 |
5 | -0.186721 | -1.2664 | 0.105872 |
6 | -0.213543 | -1.4483 | 0.077155 |
7 | -0.159462 | -1.0815 | 0.142551 |
8 | -0.024899 | -0.1689 | 0.433318 |
9 | -0.148102 | -1.0045 | 0.160201 |
10 | 0.149539 | 1.0142 | 0.157892 |
11 | -0.003064 | -0.0208 | 0.491755 |
12 | -0.061166 | -0.4148 | 0.340091 |
13 | -0.065056 | -0.4412 | 0.330557 |
14 | -0.044098 | -0.2991 | 0.383111 |
15 | 0.061443 | 0.4167 | 0.339409 |
16 | -0.283845 | -1.9251 | 0.030205 |
17 | 0.118324 | 0.8025 | 0.213193 |
18 | 0.091581 | 0.6211 | 0.26879 |
19 | 0.086524 | 0.5868 | 0.280092 |
20 | -0.087012 | -0.5901 | 0.278991 |
21 | -0.234626 | -1.5913 | 0.059194 |
22 | -0.09694 | -0.6575 | 0.257075 |
23 | -0.037214 | -0.2524 | 0.40093 |
24 | -0.035079 | -0.2379 | 0.406502 |
25 | 0.019324 | 0.1311 | 0.448148 |
26 | 0.066676 | 0.4522 | 0.326619 |
27 | 0.00197 | 0.0134 | 0.4947 |
28 | -0.111693 | -0.7575 | 0.226295 |
29 | 0.055522 | 0.3766 | 0.354112 |
30 | -0.066075 | -0.4481 | 0.328078 |
31 | -0.02495 | -0.1692 | 0.433184 |
32 | -0.031568 | -0.2141 | 0.415706 |
33 | 0.009951 | 0.0675 | 0.473243 |
34 | 0.009676 | 0.0656 | 0.473979 |
35 | 0.05449 | 0.3696 | 0.356699 |
36 | -0.079343 | -0.5381 | 0.296541 |
37 | -0.054428 | -0.3691 | 0.356855 |
38 | -0.03603 | -0.2444 | 0.404016 |
39 | -0.068641 | -0.4655 | 0.321869 |
40 | -0.16016 | -1.0863 | 0.141513 |
41 | -0.021055 | -0.1428 | 0.443535 |
42 | 0.061938 | 0.4201 | 0.338189 |
43 | 0.031334 | 0.2125 | 0.416321 |
44 | 0.038206 | 0.2591 | 0.398348 |
45 | -0.001187 | -0.0081 | 0.496805 |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |