Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | -0.577365 | -4.7611 | 0.999995 |
2 | 0.133957 | 1.1046 | 0.136605 |
3 | 0.04141 | 0.3415 | 0.366901 |
4 | -0.078871 | -0.6504 | 0.741184 |
5 | 0.092136 | 0.7598 | 0.225007 |
6 | -0.076401 | -0.63 | 0.734603 |
7 | 0.046877 | 0.3866 | 0.350146 |
8 | -0.113828 | -0.9387 | 0.824384 |
9 | 0.235728 | 1.9439 | 0.028025 |
10 | -0.259838 | -2.1427 | 0.982139 |
11 | 0.227284 | 1.8742 | 0.032597 |
12 | -0.295131 | -2.4337 | 0.991211 |
13 | 0.082835 | 0.6831 | 0.24844 |
14 | 0.064681 | 0.5334 | 0.297758 |
15 | -0.019947 | -0.1645 | 0.565082 |
16 | -0.030673 | -0.2529 | 0.59946 |
17 | -0.083638 | -0.6897 | 0.753634 |
18 | 0.291866 | 2.4068 | 0.009407 |
19 | -0.309962 | -2.556 | 0.993586 |
20 | 0.21264 | 1.7535 | 0.042014 |
21 | -0.120448 | -0.9932 | 0.837942 |
22 | -0.016974 | -0.14 | 0.555451 |
23 | 0.173917 | 1.4342 | 0.078055 |
24 | -0.079215 | -0.6532 | 0.742093 |
25 | -0.025247 | -0.2082 | 0.582148 |
26 | 0.071272 | 0.5877 | 0.279332 |
27 | -0.007317 | -0.0603 | 0.523969 |
28 | -0.147821 | -1.219 | 0.886465 |
29 | 0.257661 | 2.1247 | 0.018623 |
30 | -0.290346 | -2.3943 | 0.990291 |
31 | 0.181875 | 1.4998 | 0.06915 |
32 | -0.026901 | -0.2218 | 0.587443 |
33 | -0.007582 | -0.0625 | 0.524834 |
34 | -0.038643 | -0.3187 | 0.62452 |
35 | -0.054023 | -0.4455 | 0.671307 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.577365 | -4.7611 | 0.999995 |
1 | -0.299097 | -2.4664 | 0.991913 |
2 | -0.050746 | -0.4185 | 0.661537 |
3 | -0.051726 | -0.4265 | 0.664471 |
4 | 0.047188 | 0.3891 | 0.349199 |
5 | -0.001896 | -0.0156 | 0.506213 |
6 | 0.013808 | 0.1139 | 0.454842 |
7 | -0.156839 | -1.2933 | 0.899863 |
8 | 0.154082 | 1.2706 | 0.104102 |
9 | -0.057454 | -0.4738 | 0.681412 |
10 | 0.118263 | 0.9752 | 0.166454 |
11 | -0.278937 | -2.3002 | 0.987744 |
12 | -0.320266 | -2.641 | 0.994877 |
13 | -0.231813 | -1.9116 | 0.969927 |
14 | 0.082585 | 0.681 | 0.249087 |
15 | 0.023687 | 0.1953 | 0.422859 |
16 | -0.138608 | -1.143 | 0.871475 |
17 | 0.17433 | 1.4376 | 0.077573 |
18 | 0.030444 | 0.251 | 0.401267 |
19 | 0.016868 | 0.1391 | 0.444894 |
20 | 0.064971 | 0.5358 | 0.296934 |
21 | -0.105941 | -0.8736 | 0.807298 |
22 | 0.073338 | 0.6048 | 0.273675 |
23 | 0.065232 | 0.5379 | 0.296195 |
24 | -0.089964 | -0.7419 | 0.769638 |
25 | 0.048442 | 0.3995 | 0.345401 |
26 | 0.094306 | 0.7777 | 0.219731 |
27 | -0.152427 | -1.2569 | 0.893464 |
28 | -0.004934 | -0.0407 | 0.516168 |
29 | 0.045382 | 0.3742 | 0.354698 |
30 | 0.094526 | 0.7795 | 0.219201 |
31 | -0.024899 | -0.2053 | 0.581034 |
32 | 0.090528 | 0.7465 | 0.228965 |
33 | -0.086941 | -0.7169 | 0.762064 |
34 | -0.119257 | -0.9834 | 0.835556 |
35 | -0.160884 | -1.3267 | 0.905475 |