Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.3485 | 0 |
1 | 0.027953 | 0.2054 | 0.419012 |
2 | -0.359559 | -2.6422 | 0.994623 |
3 | -0.112425 | -0.8262 | 0.793824 |
4 | 0.089685 | 0.6591 | 0.256332 |
5 | 0.321494 | 2.3625 | 0.010893 |
6 | 0.026999 | 0.1984 | 0.421737 |
7 | -0.216654 | -1.5921 | 0.941397 |
8 | -0.216598 | -1.5917 | 0.941351 |
9 | -0.074644 | -0.5485 | 0.707203 |
10 | 0.341892 | 2.5124 | 0.007506 |
11 | 0.144609 | 1.0627 | 0.146333 |
12 | -0.391075 | -2.8738 | 0.997106 |
13 | -0.244656 | -1.7978 | 0.961104 |
14 | 0.050981 | 0.3746 | 0.354701 |
15 | 0.249315 | 1.8321 | 0.036228 |
16 | 0.005647 | 0.0415 | 0.483527 |
17 | -0.130067 | -0.9558 | 0.828281 |
18 | -0.190704 | -1.4014 | 0.91659 |
19 | -0.036485 | -0.2681 | 0.605182 |
20 | 0.327435 | 2.4061 | 0.009787 |
21 | 0.110938 | 0.8152 | 0.209263 |
22 | -0.085928 | -0.6314 | 0.734791 |
23 | -0.201614 | -1.4816 | 0.927865 |
24 | -0.026757 | -0.1966 | 0.577568 |
25 | 0.252742 | 1.8573 | 0.034365 |
26 | 0.048467 | 0.3562 | 0.361555 |
27 | -0.162135 | -1.1914 | 0.880655 |
28 | -0.114273 | -0.8397 | 0.797619 |
29 | -0.07914 | -0.5816 | 0.718358 |
30 | 0.139249 | 1.0233 | 0.155371 |
31 | 0.099297 | 0.7297 | 0.23437 |
32 | -0.122313 | -0.8988 | 0.813628 |
33 | -0.120047 | -0.8822 | 0.809201 |
34 | -0.06554 | -0.4816 | 0.683989 |
35 | 0.168395 | 1.2374 | 0.110638 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.027953 | 0.2054 | 0.419012 |
1 | -0.360623 | -2.65 | 0.994732 |
2 | -0.102004 | -0.7496 | 0.771618 |
3 | -0.041377 | -0.3041 | 0.618872 |
4 | 0.284706 | 2.0922 | 0.02057 |
5 | 0.041539 | 0.3053 | 0.380674 |
6 | -0.011702 | -0.086 | 0.534103 |
7 | -0.203115 | -1.4926 | 0.929317 |
8 | -0.219053 | -1.6097 | 0.943353 |
9 | 0.158107 | 1.1618 | 0.125205 |
10 | 0.084988 | 0.6245 | 0.267454 |
11 | -0.209507 | -1.5396 | 0.935245 |
12 | -0.121221 | -0.8908 | 0.811503 |
13 | -0.124084 | -0.9118 | 0.817043 |
14 | 0.00344 | 0.0253 | 0.489962 |
15 | -0.119686 | -0.8795 | 0.80849 |
16 | 0.129256 | 0.9498 | 0.173214 |
17 | -0.125667 | -0.9235 | 0.820062 |
18 | -0.033739 | -0.2479 | 0.597436 |
19 | 0.104846 | 0.7705 | 0.222194 |
20 | -0.063828 | -0.469 | 0.679534 |
21 | 0.166944 | 1.2268 | 0.112613 |
22 | -0.044985 | -0.3306 | 0.628875 |
23 | -0.050007 | -0.3675 | 0.642651 |
24 | -0.070181 | -0.5157 | 0.695924 |
25 | -0.08429 | -0.6194 | 0.730873 |
26 | -0.09459 | -0.6951 | 0.75501 |
27 | -0.036328 | -0.267 | 0.60474 |
28 | -0.025865 | -0.1901 | 0.575016 |
29 | -0.110687 | -0.8134 | 0.790213 |
30 | -0.043342 | -0.3185 | 0.624332 |
31 | -0.049829 | -0.3662 | 0.642164 |
32 | -0.011884 | -0.0873 | 0.534635 |
33 | 0.012815 | 0.0942 | 0.46266 |
34 | 0.02636 | 0.1937 | 0.423567 |
35 | -0.159211 | -1.17 | 0.876422 |