Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.1652 | 0 |
1 | 0.450464 | 4.1286 | 4.3e-05 |
2 | 0.371625 | 3.406 | 0.000507 |
3 | 0.224527 | 2.0578 | 0.021354 |
4 | -0.006423 | -0.0589 | 0.523402 |
5 | 0.135274 | 1.2398 | 0.109249 |
6 | 0.120983 | 1.1088 | 0.135335 |
7 | 0.034696 | 0.318 | 0.375639 |
8 | 0.160158 | 1.4679 | 0.072936 |
9 | 0.033267 | 0.3049 | 0.380599 |
10 | -0.185364 | -1.6989 | 0.953479 |
11 | -0.229723 | -2.1054 | 0.98088 |
12 | -0.427008 | -3.9136 | 0.999908 |
13 | -0.246124 | -2.2558 | 0.986658 |
14 | -0.044674 | -0.4094 | 0.658372 |
15 | 0.007355 | 0.0674 | 0.473207 |
16 | 0.010379 | 0.0951 | 0.462223 |
17 | 0.018549 | 0.17 | 0.432709 |
18 | -0.017476 | -0.1602 | 0.563435 |
19 | -0.049134 | -0.4503 | 0.673181 |
20 | -0.029394 | -0.2694 | 0.605859 |
21 | -0.04727 | -0.4332 | 0.667022 |
22 | 0.042631 | 0.3907 | 0.348497 |
23 | 0.184674 | 1.6926 | 0.047122 |
24 | 0.191892 | 1.7587 | 0.041134 |
25 | 0.091247 | 0.8363 | 0.202682 |
26 | 0.055483 | 0.5085 | 0.306214 |
27 | -0.133164 | -1.2205 | 0.887149 |
28 | -0.053396 | -0.4894 | 0.687076 |
29 | -0.070575 | -0.6468 | 0.740246 |
30 | -0.131948 | -1.2093 | 0.885034 |
31 | -0.044931 | -0.4118 | 0.659231 |
32 | -0.047683 | -0.437 | 0.668392 |
33 | -0.061972 | -0.568 | 0.71422 |
34 | -0.127693 | -1.1703 | 0.877409 |
35 | -0.216854 | -1.9875 | 0.974937 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.450464 | 4.1286 | 4.3e-05 |
1 | 0.211655 | 1.9399 | 0.027877 |
2 | -0.003662 | -0.0336 | 0.513347 |
3 | -0.215168 | -1.9721 | 0.974053 |
4 | 0.205589 | 1.8843 | 0.031495 |
5 | 0.113001 | 1.0357 | 0.151663 |
6 | -0.127777 | -1.1711 | 0.877564 |
7 | 0.097019 | 0.8892 | 0.18822 |
8 | -0.012305 | -0.1128 | 0.544762 |
9 | -0.343225 | -3.1457 | 0.998854 |
10 | -0.197983 | -1.8145 | 0.963418 |
11 | -0.152256 | -1.3955 | 0.916721 |
12 | 0.16054 | 1.4714 | 0.072464 |
13 | 0.197477 | 1.8099 | 0.036943 |
14 | 0.114051 | 1.0453 | 0.149443 |
15 | -0.164686 | -1.5094 | 0.932522 |
16 | 0.027691 | 0.2538 | 0.40014 |
17 | 0.181814 | 1.6664 | 0.049684 |
18 | -0.067874 | -0.6221 | 0.732212 |
19 | -0.061444 | -0.5631 | 0.712582 |
20 | -0.01463 | -0.1341 | 0.553173 |
21 | -0.11067 | -1.0143 | 0.843325 |
22 | 0.025012 | 0.2292 | 0.409619 |
23 | 0.121392 | 1.1126 | 0.134532 |
24 | -0.040244 | -0.3688 | 0.643412 |
25 | 0.026213 | 0.2402 | 0.405362 |
26 | -0.12706 | -1.1645 | 0.876245 |
27 | -0.024323 | -0.2229 | 0.587932 |
28 | -0.039584 | -0.3628 | 0.641163 |
29 | -0.002212 | -0.0203 | 0.508063 |
30 | -0.063326 | -0.5804 | 0.718399 |
31 | -0.035864 | -0.3287 | 0.628399 |
32 | 0.018749 | 0.1718 | 0.431989 |
33 | -0.15403 | -1.4117 | 0.919136 |
34 | -0.00019 | -0.0017 | 0.500693 |
35 | -0.162479 | -1.4891 | 0.929903 |