Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.304814 | 2.3611 | 0.010744 |
2 | 0.078458 | 0.6077 | 0.272829 |
3 | 0.087534 | 0.678 | 0.250178 |
4 | -0.013009 | -0.1008 | 0.539964 |
5 | -0.081252 | -0.6294 | 0.734253 |
6 | -0.229772 | -1.7798 | 0.959914 |
7 | -0.151157 | -1.1709 | 0.876857 |
8 | -0.082129 | -0.6362 | 0.736458 |
9 | -0.040291 | -0.3121 | 0.621975 |
10 | -0.05265 | -0.4078 | 0.657573 |
11 | 0.152276 | 1.1795 | 0.121422 |
12 | 0.681561 | 5.2794 | 1e-06 |
13 | 0.206468 | 1.5993 | 0.057504 |
14 | 0.022042 | 0.1707 | 0.432503 |
15 | 0.033308 | 0.258 | 0.398645 |
16 | -0.068655 | -0.5318 | 0.701585 |
17 | -0.109766 | -0.8502 | 0.800715 |
18 | -0.229177 | -1.7752 | 0.959532 |
19 | -0.170106 | -1.3176 | 0.903682 |
20 | -0.100869 | -0.7813 | 0.781159 |
21 | -0.105706 | -0.8188 | 0.791927 |
22 | -0.099894 | -0.7738 | 0.778948 |
23 | 0.076968 | 0.5962 | 0.276645 |
24 | 0.457418 | 3.5431 | 0.000386 |
25 | 0.141985 | 1.0998 | 0.137903 |
26 | 0.003756 | 0.0291 | 0.488442 |
27 | -0.013243 | -0.1026 | 0.54068 |
28 | -0.062042 | -0.4806 | 0.683717 |
29 | -0.092794 | -0.7188 | 0.762466 |
30 | -0.18328 | -1.4197 | 0.919562 |
31 | -0.095257 | -0.7379 | 0.768262 |
32 | -0.043502 | -0.337 | 0.631339 |
33 | -0.046026 | -0.3565 | 0.638648 |
34 | -0.03723 | -0.2884 | 0.612976 |
35 | 0.054731 | 0.4239 | 0.336562 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.304814 | 2.3611 | 0.010744 |
1 | -0.015934 | -0.1234 | 0.548909 |
2 | 0.075089 | 0.5816 | 0.281495 |
3 | -0.066575 | -0.5157 | 0.696017 |
4 | -0.06762 | -0.5238 | 0.698822 |
5 | -0.211394 | -1.6374 | 0.946614 |
6 | -0.018615 | -0.1442 | 0.557083 |
7 | -0.020706 | -0.1604 | 0.563443 |
8 | 0.027142 | 0.2102 | 0.417095 |
9 | -0.054759 | -0.4242 | 0.663516 |
10 | 0.193872 | 1.5017 | 0.069206 |
11 | 0.653166 | 5.0594 | 2e-06 |
12 | -0.256721 | -1.9886 | 0.974341 |
13 | -0.142281 | -1.1021 | 0.862591 |
14 | -0.134784 | -1.044 | 0.84967 |
15 | -0.096369 | -0.7465 | 0.770852 |
16 | -0.043235 | -0.3349 | 0.630565 |
17 | 0.061954 | 0.4799 | 0.316524 |
18 | 0.056562 | 0.4381 | 0.331432 |
19 | 0.014829 | 0.1149 | 0.454468 |
20 | -0.046649 | -0.3613 | 0.640445 |
21 | -0.003945 | -0.0306 | 0.512137 |
22 | -0.035298 | -0.2734 | 0.607265 |
23 | -0.070211 | -0.5438 | 0.70572 |
24 | -0.021831 | -0.1691 | 0.566859 |
25 | 0.007547 | 0.0585 | 0.476789 |
26 | -0.068485 | -0.5305 | 0.701132 |
27 | 0.076539 | 0.5929 | 0.27775 |
28 | 0.014579 | 0.1129 | 0.455231 |
29 | 0.017479 | 0.1354 | 0.446377 |
30 | 0.081831 | 0.6339 | 0.264291 |
31 | 0.013683 | 0.106 | 0.457971 |
32 | 0.059409 | 0.4602 | 0.323525 |
33 | 0.011381 | 0.0882 | 0.465022 |
34 | -0.106562 | -0.8254 | 0.7938 |
35 | 0.054383 | 0.4213 | 0.337538 |