Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.3066 | 0 |
1 | 0.015245 | 0.1266 | 0.4498 |
2 | 0.20797 | 1.7275 | 0.044274 |
3 | 0.322259 | 2.6769 | 0.004638 |
4 | -0.005969 | -0.0496 | 0.519701 |
5 | 0.240266 | 1.9958 | 0.024952 |
6 | 0.196965 | 1.6361 | 0.053184 |
7 | -0.182698 | -1.5176 | 0.933158 |
8 | 0.02419 | 0.2009 | 0.420669 |
9 | 0.10584 | 0.8792 | 0.19118 |
10 | -0.204896 | -1.702 | 0.953371 |
11 | 0.037411 | 0.3108 | 0.378462 |
12 | -0.131951 | -1.0961 | 0.86157 |
13 | -0.166937 | -1.3867 | 0.914999 |
14 | 0.037132 | 0.3084 | 0.379338 |
15 | -0.017784 | -0.1477 | 0.558504 |
16 | -0.129914 | -1.0791 | 0.857861 |
17 | 0.138695 | 1.1521 | 0.12663 |
18 | -0.004497 | -0.0374 | 0.514845 |
19 | -0.153533 | -1.2753 | 0.896766 |
20 | 0.125381 | 1.0415 | 0.150641 |
21 | 0.089705 | 0.7451 | 0.229356 |
22 | -0.068873 | -0.5721 | 0.715443 |
23 | 0.262984 | 2.1845 | 0.016163 |
24 | -0.094051 | -0.7812 | 0.781336 |
25 | -0.079363 | -0.6592 | 0.744033 |
26 | 0.254098 | 2.1107 | 0.019213 |
27 | -0.054361 | -0.4516 | 0.673498 |
28 | 0.001264 | 0.0105 | 0.495827 |
29 | 0.039931 | 0.3317 | 0.370563 |
30 | -0.188556 | -1.5663 | 0.939069 |
31 | 0.078722 | 0.6539 | 0.25767 |
32 | 0.041035 | 0.3409 | 0.367122 |
33 | -0.172971 | -1.4368 | 0.922353 |
34 | -0.031066 | -0.2581 | 0.601434 |
35 | -0.033014 | -0.2742 | 0.607637 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.015245 | 0.1266 | 0.4498 |
1 | 0.207785 | 1.726 | 0.044412 |
2 | 0.330941 | 2.749 | 0.003812 |
3 | -0.041238 | -0.3425 | 0.633511 |
4 | 0.1222 | 1.0151 | 0.156809 |
5 | 0.137525 | 1.1424 | 0.128624 |
6 | -0.270425 | -2.2463 | 0.986056 |
7 | -0.206554 | -1.7158 | 0.954654 |
8 | 0.137412 | 1.1414 | 0.128819 |
9 | -0.100036 | -0.831 | 0.795569 |
10 | -0.077008 | -0.6397 | 0.737749 |
11 | -0.056842 | -0.4722 | 0.680851 |
12 | 0.035683 | 0.2964 | 0.383906 |
13 | -0.001285 | -0.0107 | 0.504244 |
14 | 0.098628 | 0.8193 | 0.207729 |
15 | 0.015049 | 0.125 | 0.450441 |
16 | 0.147737 | 1.2272 | 0.11196 |
17 | 0.057188 | 0.475 | 0.31813 |
18 | -0.250911 | -2.0842 | 0.979578 |
19 | -0.092532 | -0.7686 | 0.77763 |
20 | 0.29953 | 2.4881 | 0.007631 |
21 | -0.074266 | -0.6169 | 0.730334 |
22 | 0.046547 | 0.3867 | 0.350102 |
23 | 0.000692 | 0.0057 | 0.497716 |
24 | -0.103285 | -0.858 | 0.803055 |
25 | -0.011441 | -0.095 | 0.53772 |
26 | 0.101926 | 0.8467 | 0.200056 |
27 | 0.027435 | 0.2279 | 0.410203 |
28 | -0.116066 | -0.9641 | 0.830822 |
29 | -0.130863 | -1.087 | 0.859596 |
30 | 0.078754 | 0.6542 | 0.257586 |
31 | -0.058245 | -0.4838 | 0.684977 |
32 | 0.042504 | 0.3531 | 0.362558 |
33 | -0.01633 | -0.1356 | 0.553751 |
34 | 0.044327 | 0.3682 | 0.356922 |
35 | 0.018198 | 0.1512 | 0.440144 |