Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.155561 | 1.1949 | 0.118457 |
2 | -0.137484 | -1.056 | 0.852371 |
3 | -0.5933 | -4.5572 | 0.999987 |
4 | -0.190187 | -1.4609 | 0.92532 |
5 | 0.076602 | 0.5884 | 0.279257 |
6 | 0.354414 | 2.7223 | 0.004255 |
7 | 0.130453 | 1.002 | 0.16021 |
8 | -0.148666 | -1.1419 | 0.870951 |
9 | -0.343398 | -2.6377 | 0.994672 |
10 | -0.071319 | -0.5478 | 0.707057 |
11 | 0.13913 | 1.0687 | 0.144784 |
12 | 0.462136 | 3.5497 | 0.000382 |
13 | 0.138215 | 1.0617 | 0.14636 |
14 | -0.069581 | -0.5345 | 0.702485 |
15 | -0.349955 | -2.6881 | 0.995337 |
16 | -0.186817 | -1.435 | 0.921712 |
17 | 0.024543 | 0.1885 | 0.42556 |
18 | 0.290348 | 2.2302 | 0.014776 |
19 | 0.122137 | 0.9382 | 0.175995 |
20 | -0.107088 | -0.8226 | 0.792964 |
21 | -0.169925 | -1.3052 | 0.901557 |
22 | -0.068933 | -0.5295 | 0.700773 |
23 | 0.068864 | 0.529 | 0.29941 |
24 | 0.140751 | 1.0811 | 0.14202 |
25 | 0.079956 | 0.6142 | 0.270738 |
26 | -0.057108 | -0.4387 | 0.668743 |
27 | -0.105233 | -0.8083 | 0.78892 |
28 | -0.094631 | -0.7269 | 0.764912 |
29 | 0.006484 | 0.0498 | 0.480224 |
30 | 0.154516 | 1.1869 | 0.12002 |
31 | 0.069832 | 0.5364 | 0.296854 |
32 | -0.05311 | -0.4079 | 0.657605 |
33 | -0.144782 | -1.1121 | 0.864695 |
34 | -0.049596 | -0.381 | 0.647697 |
35 | 0.039119 | 0.3005 | 0.382434 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.155561 | 1.1949 | 0.118457 |
1 | -0.165693 | -1.2727 | 0.895943 |
2 | -0.571746 | -4.3917 | 0.999976 |
3 | -0.091409 | -0.7021 | 0.75732 |
4 | -0.03208 | -0.2464 | 0.596891 |
5 | -0.011913 | -0.0915 | 0.5363 |
6 | -0.062445 | -0.4797 | 0.683376 |
7 | -0.181967 | -1.3977 | 0.916283 |
8 | -0.21655 | -1.6634 | 0.949227 |
9 | -0.007371 | -0.0566 | 0.52248 |
10 | -0.065722 | -0.5048 | 0.692217 |
11 | 0.254232 | 1.9528 | 0.027796 |
12 | 0.083774 | 0.6435 | 0.261203 |
13 | 0.099507 | 0.7643 | 0.223859 |
14 | 0.129063 | 0.9914 | 0.16278 |
15 | 0.007563 | 0.0581 | 0.476937 |
16 | 0.050018 | 0.3842 | 0.351106 |
17 | 0.16005 | 1.2294 | 0.111907 |
18 | -0.009079 | -0.0697 | 0.52768 |
19 | -0.05196 | -0.3991 | 0.654373 |
20 | 0.18051 | 1.3865 | 0.085402 |
21 | 0.009307 | 0.0715 | 0.471624 |
22 | -0.062895 | -0.4831 | 0.684595 |
23 | -0.103922 | -0.7982 | 0.786035 |
24 | -0.074431 | -0.5717 | 0.715158 |
25 | -0.086783 | -0.6666 | 0.746184 |
26 | -0.027919 | -0.2144 | 0.584532 |
27 | -0.115488 | -0.8871 | 0.810682 |
28 | -0.091989 | -0.7066 | 0.758696 |
29 | 0.064782 | 0.4976 | 0.310309 |
30 | -0.071942 | -0.5526 | 0.708687 |
31 | -0.081888 | -0.629 | 0.73411 |
32 | -0.077053 | -0.5919 | 0.721894 |
33 | 0.004942 | 0.038 | 0.484925 |
34 | 0.006407 | 0.0492 | 0.480457 |
35 | 0.010798 | 0.0829 | 0.467089 |