Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.846001 | 5.8613 | 0 |
2 | 0.6367 | 4.4112 | 2.9e-05 |
3 | 0.481062 | 3.3329 | 0.000831 |
4 | 0.383811 | 2.6591 | 0.005308 |
5 | 0.320433 | 2.22 | 0.015587 |
6 | 0.315147 | 2.1834 | 0.016963 |
7 | 0.319584 | 2.2141 | 0.015801 |
8 | 0.270064 | 1.8711 | 0.03372 |
9 | 0.218098 | 1.511 | 0.068669 |
10 | 0.160882 | 1.1146 | 0.13528 |
11 | 0.132968 | 0.9212 | 0.180768 |
12 | 0.10099 | 0.6997 | 0.243753 |
13 | 0.127122 | 0.8807 | 0.191428 |
14 | 0.1727 | 1.1965 | 0.11869 |
15 | 0.176829 | 1.2251 | 0.113256 |
16 | 0.08651 | 0.5994 | 0.275876 |
17 | -0.055802 | -0.3866 | 0.350378 |
18 | -0.181195 | -1.2554 | 0.107713 |
19 | -0.257788 | -1.786 | 0.040208 |
20 | -0.254629 | -1.7641 | 0.042037 |
21 | -0.256471 | -1.7769 | 0.040962 |
22 | -0.247747 | -1.7164 | 0.046264 |
23 | -0.262966 | -1.8219 | 0.037353 |
24 | -0.297861 | -2.0636 | 0.022241 |
25 | -0.331995 | -2.3001 | 0.012916 |
26 | -0.321487 | -2.2273 | 0.015325 |
27 | -0.29167 | -2.0207 | 0.024452 |
28 | -0.276041 | -1.9125 | 0.030897 |
29 | -0.223461 | -1.5482 | 0.064073 |
30 | -0.187858 | -1.3015 | 0.099647 |
31 | -0.188784 | -1.3079 | 0.098563 |
32 | -0.199153 | -1.3798 | 0.087025 |
33 | -0.177935 | -1.2328 | 0.111833 |
34 | -0.177542 | -1.23 | 0.112338 |
35 | -0.165853 | -1.1491 | 0.128112 |
36 | -0.135376 | -0.9379 | 0.176492 |
37 | -0.098431 | -0.682 | 0.249274 |
38 | -0.093705 | -0.6492 | 0.259649 |
39 | -0.107798 | -0.7468 | 0.229399 |
40 | -0.099506 | -0.6894 | 0.246945 |
41 | -0.092637 | -0.6418 | 0.262025 |
42 | -0.087864 | -0.6087 | 0.272783 |
43 | -0.079228 | -0.5489 | 0.292807 |
44 | -0.04797 | -0.3323 | 0.370538 |
45 | -0.027312 | -0.1892 | 0.425358 |
46 | -0.018212 | -0.1262 | 0.450061 |
47 | -0.004623 | -0.032 | 0.48729 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.846001 | 5.8613 | 0 |
2 | -0.277952 | -1.9257 | 0.030038 |
3 | 0.106137 | 0.7353 | 0.232855 |
4 | 0.037638 | 0.2608 | 0.397696 |
5 | 0.018097 | 0.1254 | 0.450375 |
6 | 0.175704 | 1.2173 | 0.114718 |
7 | -0.019798 | -0.1372 | 0.445736 |
8 | -0.13815 | -0.9571 | 0.171649 |
9 | 0.091748 | 0.6356 | 0.264012 |
10 | -0.103219 | -0.7151 | 0.238998 |
11 | 0.109684 | 0.7599 | 0.225512 |
12 | -0.094266 | -0.6531 | 0.258406 |
13 | 0.199173 | 1.3799 | 0.087004 |
14 | 0.009928 | 0.0688 | 0.472725 |
15 | -0.093874 | -0.6504 | 0.259274 |
16 | -0.252295 | -1.7479 | 0.043434 |
17 | -0.155322 | -1.0761 | 0.14363 |
18 | -0.076628 | -0.5309 | 0.298969 |
19 | 0.031687 | 0.2195 | 0.413583 |
20 | 0.033443 | 0.2317 | 0.408879 |
21 | -0.193354 | -1.3396 | 0.093343 |
22 | 0.051955 | 0.36 | 0.360231 |
23 | -0.066586 | -0.4613 | 0.323327 |
24 | -0.074657 | -0.5172 | 0.303682 |
25 | 0.04026 | 0.2789 | 0.390749 |
26 | 0.044198 | 0.3062 | 0.380384 |
27 | -0.027715 | -0.192 | 0.42427 |
28 | -0.07438 | -0.5153 | 0.304347 |
29 | 0.091045 | 0.6308 | 0.265589 |
30 | -0.034264 | -0.2374 | 0.406683 |
31 | 0.026162 | 0.1813 | 0.428464 |
32 | 0.188424 | 1.3054 | 0.098983 |
33 | -0.002106 | -0.0146 | 0.494208 |
34 | -0.139778 | -0.9684 | 0.168847 |
35 | 0.041012 | 0.2841 | 0.388762 |
36 | -0.046946 | -0.3253 | 0.373201 |
37 | 0.064217 | 0.4449 | 0.329192 |
38 | -0.071377 | -0.4945 | 0.3116 |
39 | 6e-06 | 0 | 0.499983 |
40 | -0.066383 | -0.4599 | 0.323827 |
41 | -0.042094 | -0.2916 | 0.38591 |
42 | -0.09347 | -0.6476 | 0.260172 |
43 | -0.02089 | -0.1447 | 0.442765 |
44 | 0.00659 | 0.0457 | 0.481887 |
45 | 0.053443 | 0.3703 | 0.356408 |
46 | -0.116371 | -0.8062 | 0.212041 |
47 | -0.019058 | -0.132 | 0.447752 |
48 | NA | NA | NA |