Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9 | 0 |
1 | 0.087904 | 0.7911 | 0.215587 |
2 | -0.218261 | -1.9644 | 0.973541 |
3 | 0.034249 | 0.3082 | 0.379346 |
4 | -0.099456 | -0.8951 | 0.813307 |
5 | 0.25801 | 2.3221 | 0.01137 |
6 | 0.416257 | 3.7463 | 0.000167 |
7 | 0.193988 | 1.7459 | 0.04231 |
8 | -0.078341 | -0.7051 | 0.758605 |
9 | -0.065536 | -0.5898 | 0.721524 |
10 | -0.253035 | -2.2773 | 0.987298 |
11 | 0.09181 | 0.8263 | 0.205534 |
12 | 0.720737 | 6.4866 | 0 |
13 | 0.000182 | 0.0016 | 0.49935 |
14 | -0.238651 | -2.1479 | 0.982643 |
15 | -0.039473 | -0.3553 | 0.638339 |
16 | -0.147397 | -1.3266 | 0.905811 |
17 | 0.153362 | 1.3803 | 0.085653 |
18 | 0.291335 | 2.622 | 0.00522 |
19 | 0.091893 | 0.827 | 0.205324 |
20 | -0.094449 | -0.85 | 0.801095 |
21 | -0.091361 | -0.8223 | 0.793326 |
22 | -0.272515 | -2.4526 | 0.991835 |
23 | 0.060166 | 0.5415 | 0.294827 |
24 | 0.520014 | 4.6801 | 6e-06 |
25 | -0.041456 | -0.3731 | 0.644979 |
26 | -0.187588 | -1.6883 | 0.952399 |
27 | -0.072145 | -0.6493 | 0.74101 |
28 | -0.163518 | -1.4717 | 0.927506 |
29 | 0.103169 | 0.9285 | 0.177949 |
30 | 0.183083 | 1.6477 | 0.051639 |
31 | 0.081017 | 0.7292 | 0.234005 |
32 | -0.059389 | -0.5345 | 0.702771 |
33 | -0.12955 | -1.1659 | 0.876472 |
34 | -0.232442 | -2.092 | 0.980214 |
35 | 0.009389 | 0.0845 | 0.466432 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.087904 | 0.7911 | 0.215587 |
1 | -0.227748 | -2.0497 | 0.978187 |
2 | 0.082721 | 0.7445 | 0.229368 |
3 | -0.174156 | -1.5674 | 0.939541 |
4 | 0.352914 | 3.1762 | 0.001056 |
5 | 0.309895 | 2.7891 | 0.003294 |
6 | 0.380515 | 3.4246 | 0.000484 |
7 | 0.03503 | 0.3153 | 0.376683 |
8 | 0.134281 | 1.2085 | 0.11518 |
9 | -0.526269 | -4.7364 | 0.999995 |
10 | -0.108405 | -0.9756 | 0.833928 |
11 | 0.439001 | 3.951 | 8.3e-05 |
12 | -0.064202 | -0.5778 | 0.717504 |
13 | -0.047572 | -0.4281 | 0.665159 |
14 | -0.033478 | -0.3013 | 0.618021 |
15 | 0.081122 | 0.7301 | 0.233718 |
16 | -0.127765 | -1.1499 | 0.873213 |
17 | -0.093857 | -0.8447 | 0.799621 |
18 | -0.078473 | -0.7063 | 0.758974 |
19 | 0.022324 | 0.2009 | 0.420634 |
20 | 0.13242 | 1.1918 | 0.118414 |
21 | 0.002585 | 0.0233 | 0.490747 |
22 | -0.001453 | -0.0131 | 0.505202 |
23 | -0.027874 | -0.2509 | 0.598722 |
24 | 0.039388 | 0.3545 | 0.361947 |
25 | 0.015955 | 0.1436 | 0.443089 |
26 | -0.061117 | -0.5501 | 0.708103 |
27 | -0.049565 | -0.4461 | 0.671636 |
28 | -0.003046 | -0.0274 | 0.510901 |
29 | -0.069799 | -0.6282 | 0.734177 |
30 | 0.097199 | 0.8748 | 0.192136 |
31 | 0.000717 | 0.0065 | 0.497434 |
32 | -0.024016 | -0.2161 | 0.58529 |
33 | 0.035722 | 0.3215 | 0.374331 |
34 | -0.07466 | -0.6719 | 0.748233 |
35 | -0.002336 | -0.021 | 0.508361 |