Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8 | 0 |
1 | -0.110678 | -0.8854 | 0.81038 |
2 | 0.248038 | 1.9843 | 0.025757 |
3 | -0.223665 | -1.7893 | 0.960853 |
4 | 0.094867 | 0.7589 | 0.225338 |
5 | -0.215687 | -1.7255 | 0.955368 |
6 | -0.136689 | -1.0935 | 0.860867 |
7 | -0.194796 | -1.5584 | 0.937961 |
8 | -0.019399 | -0.1552 | 0.561421 |
9 | -0.08184 | -0.6547 | 0.742504 |
10 | 0.120272 | 0.9622 | 0.169791 |
11 | -0.004697 | -0.0376 | 0.514928 |
12 | 0.39206 | 3.1365 | 0.001292 |
13 | -0.104899 | -0.8392 | 0.797757 |
14 | 0.115198 | 0.9216 | 0.180103 |
15 | -0.273241 | -2.1859 | 0.983757 |
16 | 0.134017 | 1.0721 | 0.143842 |
17 | -0.25563 | -2.045 | 0.977516 |
18 | 0.074209 | 0.5937 | 0.277412 |
19 | -0.258778 | -2.0702 | 0.978764 |
20 | 0.12388 | 0.991 | 0.162699 |
21 | -0.078544 | -0.6284 | 0.733996 |
22 | 0.158527 | 1.2682 | 0.104658 |
23 | -0.02035 | -0.1628 | 0.564405 |
24 | 0.243345 | 1.9468 | 0.027978 |
25 | 0.0312 | 0.2496 | 0.401847 |
26 | 0.009047 | 0.0724 | 0.471264 |
27 | 0.007258 | 0.0581 | 0.476939 |
28 | 0.032655 | 0.2612 | 0.397375 |
29 | -0.07688 | -0.615 | 0.729646 |
30 | -0.103058 | -0.8245 | 0.79363 |
31 | -0.201421 | -1.6114 | 0.94399 |
32 | -0.032295 | -0.2584 | 0.60152 |
33 | -0.094209 | -0.7537 | 0.773096 |
34 | 0.174647 | 1.3972 | 0.083594 |
35 | -0.061591 | -0.4927 | 0.688056 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.110678 | -0.8854 | 0.81038 |
1 | 0.238713 | 1.9097 | 0.030328 |
2 | -0.189321 | -1.5146 | 0.932597 |
3 | 0.011049 | 0.0884 | 0.464921 |
4 | -0.127879 | -1.023 | 0.844929 |
5 | -0.242997 | -1.944 | 0.971851 |
6 | -0.148321 | -1.1866 | 0.880107 |
7 | -0.044889 | -0.3591 | 0.639652 |
8 | -0.103327 | -0.8266 | 0.794237 |
9 | 0.056525 | 0.4522 | 0.326328 |
10 | -0.027748 | -0.222 | 0.587482 |
11 | 0.300814 | 2.4065 | 0.009501 |
12 | -0.095866 | -0.7669 | 0.777028 |
13 | -0.107446 | -0.8596 | 0.803382 |
14 | -0.177201 | -1.4176 | 0.919422 |
15 | 0.034792 | 0.2783 | 0.390827 |
16 | -0.090979 | -0.7278 | 0.765316 |
17 | 0.081719 | 0.6538 | 0.257807 |
18 | -0.127008 | -1.0161 | 0.843288 |
19 | -0.001967 | -0.0157 | 0.506252 |
20 | -0.0392 | -0.3136 | 0.622579 |
21 | -0.02331 | -0.1865 | 0.573669 |
22 | -0.03967 | -0.3174 | 0.623999 |
23 | 0.074337 | 0.5947 | 0.277071 |
24 | 0.121506 | 0.9721 | 0.167342 |
25 | -0.081674 | -0.6534 | 0.742079 |
26 | 0.201175 | 1.6094 | 0.056226 |
27 | -0.013443 | -0.1075 | 0.542654 |
28 | 0.020876 | 0.167 | 0.433944 |
29 | -0.163316 | -1.3065 | 0.901976 |
30 | -0.053682 | -0.4295 | 0.665484 |
31 | -0.164878 | -1.319 | 0.90407 |
32 | 0.027861 | 0.2229 | 0.412168 |
33 | 0.091569 | 0.7326 | 0.233253 |
34 | 0.030381 | 0.2431 | 0.404372 |
35 | -0.087737 | -0.7019 | 0.757355 |