Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.928379 | 6.432 | 0 |
2 | 0.861104 | 5.9659 | 0 |
3 | 0.779077 | 5.3976 | 1e-06 |
4 | 0.660489 | 4.576 | 1.7e-05 |
5 | 0.54459 | 3.773 | 0.000222 |
6 | 0.417311 | 2.8912 | 0.002875 |
7 | 0.278797 | 1.9316 | 0.029665 |
8 | 0.144573 | 1.0016 | 0.160772 |
9 | 0.002552 | 0.0177 | 0.492984 |
10 | -0.125347 | -0.8684 | 0.194741 |
11 | -0.238216 | -1.6504 | 0.052694 |
12 | -0.341925 | -2.3689 | 0.010956 |
13 | -0.417177 | -2.8903 | 0.002882 |
14 | -0.490473 | -3.3981 | 0.000686 |
15 | -0.541055 | -3.7485 | 0.000239 |
16 | -0.556908 | -3.8584 | 0.00017 |
17 | -0.568484 | -3.9386 | 0.000132 |
18 | -0.571091 | -3.9566 | 0.000125 |
19 | -0.540285 | -3.7432 | 0.000243 |
20 | -0.503976 | -3.4916 | 0.00052 |
21 | -0.461492 | -3.1973 | 0.001228 |
22 | -0.389761 | -2.7003 | 0.00477 |
23 | -0.314956 | -2.1821 | 0.017015 |
24 | -0.251826 | -1.7447 | 0.043718 |
25 | -0.174929 | -1.2119 | 0.115733 |
26 | -0.105948 | -0.734 | 0.233251 |
27 | -0.044032 | -0.3051 | 0.38082 |
28 | 0.002118 | 0.0147 | 0.494175 |
29 | 0.035067 | 0.2429 | 0.40454 |
30 | 0.067152 | 0.4652 | 0.32193 |
31 | 0.088967 | 0.6164 | 0.270277 |
32 | 0.104143 | 0.7215 | 0.237043 |
33 | 0.124704 | 0.864 | 0.19595 |
34 | 0.122336 | 0.8476 | 0.200442 |
35 | 0.122192 | 0.8466 | 0.200718 |
36 | 0.124655 | 0.8636 | 0.196042 |
37 | 0.096618 | 0.6694 | 0.253226 |
38 | 0.098165 | 0.6801 | 0.249852 |
39 | 0.096368 | 0.6677 | 0.253775 |
40 | 0.089289 | 0.6186 | 0.269548 |
41 | 0.085177 | 0.5901 | 0.278938 |
42 | 0.07645 | 0.5297 | 0.299395 |
43 | 0.06687 | 0.4633 | 0.322625 |
44 | 0.053797 | 0.3727 | 0.355501 |
45 | 0.037231 | 0.2579 | 0.398775 |
46 | 0.020872 | 0.1446 | 0.442815 |
47 | 0.008838 | 0.0612 | 0.475715 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.928379 | 6.432 | 0 |
2 | -0.005671 | -0.0393 | 0.484412 |
3 | -0.142075 | -0.9843 | 0.164946 |
4 | -0.322968 | -2.2376 | 0.014962 |
5 | -0.077211 | -0.5349 | 0.297582 |
6 | -0.120528 | -0.835 | 0.203915 |
7 | -0.132176 | -0.9157 | 0.18219 |
8 | -0.09252 | -0.641 | 0.262287 |
9 | -0.153851 | -1.0659 | 0.145898 |
10 | -0.020509 | -0.1421 | 0.4438 |
11 | -0.008536 | -0.0591 | 0.476543 |
12 | -0.033785 | -0.2341 | 0.407962 |
13 | 0.043671 | 0.3026 | 0.381764 |
14 | -0.135746 | -0.9405 | 0.175842 |
15 | -0.01003 | -0.0695 | 0.472444 |
16 | 0.090646 | 0.628 | 0.266486 |
17 | -0.045054 | -0.3121 | 0.378141 |
18 | -0.153402 | -1.0628 | 0.146595 |
19 | 0.053324 | 0.3694 | 0.356713 |
20 | 0.005275 | 0.0365 | 0.485499 |
21 | -0.074488 | -0.5161 | 0.304089 |
22 | 0.104818 | 0.7262 | 0.235622 |
23 | 0.023711 | 0.1643 | 0.435102 |
24 | -0.176161 | -1.2205 | 0.114122 |
25 | 0.018995 | 0.1316 | 0.447926 |
26 | -0.022448 | -0.1555 | 0.438531 |
27 | -0.049538 | -0.3432 | 0.36647 |
28 | -0.181873 | -1.2601 | 0.106871 |
29 | -0.125515 | -0.8696 | 0.194424 |
30 | 0.010702 | 0.0741 | 0.4706 |
31 | 0.047918 | 0.332 | 0.370672 |
32 | -0.023655 | -0.1639 | 0.435255 |
33 | 0.050388 | 0.3491 | 0.364272 |
34 | -0.069043 | -0.4783 | 0.317288 |
35 | -0.022154 | -0.1535 | 0.439328 |
36 | 0.030259 | 0.2096 | 0.417419 |
37 | -0.126811 | -0.8786 | 0.192005 |
38 | 0.102796 | 0.7122 | 0.239897 |
39 | -0.045699 | -0.3166 | 0.376455 |
40 | 0.057363 | 0.3974 | 0.34641 |
41 | -0.054753 | -0.3793 | 0.353055 |
42 | -0.068806 | -0.4767 | 0.31787 |
43 | -0.04314 | -0.2989 | 0.383159 |
44 | -0.080952 | -0.5609 | 0.288753 |
45 | -0.040896 | -0.2833 | 0.389069 |
46 | -0.121649 | -0.8428 | 0.201758 |
47 | 0.037967 | 0.263 | 0.396822 |
48 | NA | NA | NA |