Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.566446 | 4.4241 | 2e-05 |
2 | 0.410465 | 3.2058 | 0.001072 |
3 | 0.506342 | 3.9547 | 0.000101 |
4 | 0.5232 | 4.0863 | 6.5e-05 |
5 | 0.457511 | 3.5733 | 0.000348 |
6 | 0.55264 | 4.3163 | 3e-05 |
7 | 0.357248 | 2.7902 | 0.00351 |
8 | 0.430089 | 3.3591 | 0.000676 |
9 | 0.367899 | 2.8734 | 0.00279 |
10 | 0.179112 | 1.3989 | 0.083452 |
11 | 0.292841 | 2.2872 | 0.012835 |
12 | 0.564935 | 4.4123 | 2.1e-05 |
13 | 0.241784 | 1.8884 | 0.031866 |
14 | 0.14754 | 1.1523 | 0.126842 |
15 | 0.170331 | 1.3303 | 0.094182 |
16 | 0.150585 | 1.1761 | 0.122061 |
17 | 0.14796 | 1.1556 | 0.126174 |
18 | 0.182676 | 1.4267 | 0.079376 |
19 | 0.013107 | 0.1024 | 0.459398 |
20 | 0.075076 | 0.5864 | 0.279898 |
21 | 0.014067 | 0.1099 | 0.456437 |
22 | -0.162571 | -1.2697 | 0.895497 |
23 | -0.018918 | -0.1478 | 0.558487 |
24 | 0.135189 | 1.0559 | 0.147598 |
25 | -0.081769 | -0.6386 | 0.737275 |
26 | -0.127487 | -0.9957 | 0.838337 |
27 | -0.137694 | -1.0754 | 0.85679 |
28 | -0.144994 | -1.1324 | 0.86906 |
29 | -0.128897 | -1.0067 | 0.840977 |
30 | -0.127171 | -0.9932 | 0.837741 |
31 | -0.218722 | -1.7083 | 0.953665 |
32 | -0.135962 | -1.0619 | 0.853766 |
33 | -0.224122 | -1.7504 | 0.957465 |
34 | -0.3221 | -2.5157 | 0.992735 |
35 | -0.217428 | -1.6982 | 0.952714 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.566446 | 4.4241 | 2e-05 |
1 | 0.131938 | 1.0305 | 0.153429 |
2 | 0.344329 | 2.6893 | 0.004611 |
3 | 0.199806 | 1.5605 | 0.061903 |
4 | 0.101364 | 0.7917 | 0.215809 |
5 | 0.293291 | 2.2907 | 0.012726 |
6 | -0.248276 | -1.9391 | 0.97144 |
7 | 0.262124 | 2.0473 | 0.022474 |
8 | -0.281235 | -2.1965 | 0.984067 |
9 | -0.269301 | -2.1033 | 0.980215 |
10 | 0.26087 | 2.0375 | 0.022974 |
11 | 0.311469 | 2.4327 | 0.008968 |
12 | -0.283189 | -2.2118 | 0.984631 |
13 | -0.068154 | -0.5323 | 0.701773 |
14 | -0.130898 | -1.0223 | 0.844673 |
15 | -0.07501 | -0.5858 | 0.719929 |
16 | -0.051057 | -0.3988 | 0.654272 |
17 | -0.039388 | -0.3076 | 0.620296 |
18 | 0.043102 | 0.3366 | 0.368774 |
19 | -0.159325 | -1.2444 | 0.890938 |
20 | 0.022105 | 0.1726 | 0.43175 |
21 | -0.047467 | -0.3707 | 0.643938 |
22 | 0.124755 | 0.9744 | 0.166862 |
23 | -0.047218 | -0.3688 | 0.643217 |
24 | 0.009101 | 0.0711 | 0.471783 |
25 | 0.007649 | 0.0597 | 0.47628 |
26 | -0.108747 | -0.8493 | 0.800494 |
27 | 0.08375 | 0.6541 | 0.257749 |
28 | -0.220244 | -1.7202 | 0.954764 |
29 | 0.045837 | 0.358 | 0.360789 |
30 | -0.000309 | -0.0024 | 0.500959 |
31 | -0.004352 | -0.034 | 0.513501 |
32 | 0.000353 | 0.0028 | 0.498905 |
33 | 0.059956 | 0.4683 | 0.32063 |
34 | -0.104713 | -0.8178 | 0.791683 |
35 | 0.022433 | 0.1752 | 0.430748 |