Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.388778 | 3.4773 | 0.000411 |
2 | 0.232595 | 2.0804 | 0.020345 |
3 | 0.503996 | 4.5079 | 1.1e-05 |
4 | 0.185138 | 1.6559 | 0.050827 |
5 | 0.288076 | 2.5766 | 0.005907 |
6 | 0.546138 | 4.8848 | 3e-06 |
7 | 0.188591 | 1.6868 | 0.047768 |
8 | 0.175746 | 1.5719 | 0.059958 |
9 | 0.408862 | 3.657 | 0.000228 |
10 | 0.087575 | 0.7833 | 0.217884 |
11 | 0.27066 | 2.4209 | 0.008874 |
12 | 0.614346 | 5.4949 | 0 |
13 | 0.157217 | 1.4062 | 0.08177 |
14 | 0.138825 | 1.2417 | 0.10899 |
15 | 0.275902 | 2.4677 | 0.007865 |
16 | -0.006471 | -0.0579 | 0.523004 |
17 | 0.154216 | 1.3794 | 0.085815 |
18 | 0.277923 | 2.4858 | 0.007504 |
19 | -0.035711 | -0.3194 | 0.624877 |
20 | 0.007238 | 0.0647 | 0.474271 |
21 | 0.145908 | 1.305 | 0.097809 |
22 | -0.091751 | -0.8206 | 0.792857 |
23 | 0.127566 | 1.141 | 0.12864 |
24 | 0.283101 | 2.5321 | 0.006647 |
25 | -0.014057 | -0.1257 | 0.54987 |
26 | 0.012272 | 0.1098 | 0.456436 |
27 | 0.076056 | 0.6803 | 0.24915 |
28 | -0.148033 | -1.324 | 0.90537 |
29 | -0.017798 | -0.1592 | 0.563041 |
30 | 0.08372 | 0.7488 | 0.228083 |
31 | -0.126922 | -1.1352 | 0.870164 |
32 | -0.072082 | -0.6447 | 0.739523 |
33 | -0.043973 | -0.3933 | 0.652429 |
34 | -0.202741 | -1.8134 | 0.963238 |
35 | -0.020981 | -0.1877 | 0.57419 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.388778 | 3.4773 | 0.000411 |
1 | 0.095949 | 0.8582 | 0.196674 |
2 | 0.4577 | 4.0938 | 5e-05 |
3 | -0.199615 | -1.7854 | 0.961008 |
4 | 0.329501 | 2.9471 | 0.002101 |
5 | 0.233198 | 2.0858 | 0.020093 |
6 | -0.103326 | -0.9242 | 0.820912 |
7 | -0.03042 | -0.2721 | 0.606872 |
8 | 0.137808 | 1.2326 | 0.110669 |
9 | -0.171229 | -1.5315 | 0.935207 |
10 | 0.278174 | 2.4881 | 0.007461 |
11 | 0.32129 | 2.8737 | 0.002597 |
12 | -0.186636 | -1.6693 | 0.950519 |
13 | -0.112266 | -1.0041 | 0.84083 |
14 | -0.180929 | -1.6183 | 0.94523 |
15 | -0.029889 | -0.2673 | 0.60505 |
16 | -0.066925 | -0.5986 | 0.724432 |
17 | -0.119425 | -1.0682 | 0.855672 |
18 | -2.3e-05 | -2e-04 | 0.500081 |
19 | -0.11269 | -1.0079 | 0.841737 |
20 | 0.026413 | 0.2362 | 0.406923 |
21 | 0.018534 | 0.1658 | 0.434377 |
22 | 0.113126 | 1.0118 | 0.157336 |
23 | -0.022832 | -0.2042 | 0.580647 |
24 | 0.107643 | 0.9628 | 0.169278 |
25 | -0.119435 | -1.0683 | 0.855692 |
26 | 0.088613 | 0.7926 | 0.215184 |
27 | -0.17414 | -1.5576 | 0.938357 |
28 | -0.048603 | -0.4347 | 0.66753 |
29 | 0.00899 | 0.0804 | 0.468057 |
30 | 0.091449 | 0.8179 | 0.20791 |
31 | -0.012831 | -0.1148 | 0.545539 |
32 | -0.076279 | -0.6823 | 0.751478 |
33 | -0.046203 | -0.4133 | 0.659737 |
34 | -0.030256 | -0.2706 | 0.60631 |
35 | 0.148029 | 1.324 | 0.094634 |