Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.518032 | -3.5515 | 0.999558 |
2 | 0.168481 | 1.155 | 0.126954 |
3 | -0.225487 | -1.5459 | 0.935577 |
4 | 0.117003 | 0.8021 | 0.213257 |
5 | -0.059718 | -0.4094 | 0.657948 |
6 | 0.168675 | 1.1564 | 0.126685 |
7 | -0.178561 | -1.2242 | 0.886502 |
8 | -0.087306 | -0.5985 | 0.723822 |
9 | 0.330316 | 2.2645 | 0.014097 |
10 | -0.272508 | -1.8682 | 0.966014 |
11 | 0.272116 | 1.8655 | 0.034178 |
12 | -0.380643 | -2.6096 | 0.993939 |
13 | 0.097807 | 0.6705 | 0.252901 |
14 | 0.028836 | 0.1977 | 0.422069 |
15 | 0.082078 | 0.5627 | 0.288158 |
16 | -0.110228 | -0.7557 | 0.773196 |
17 | 0.123882 | 0.8493 | 0.200012 |
18 | -0.093943 | -0.644 | 0.738659 |
19 | 0.018255 | 0.1251 | 0.450471 |
20 | 0.144505 | 0.9907 | 0.163458 |
21 | -0.155306 | -1.0647 | 0.85378 |
22 | -0.009608 | -0.0659 | 0.526119 |
23 | 0.085771 | 0.588 | 0.279669 |
24 | -0.113831 | -0.7804 | 0.780461 |
25 | 0.129154 | 0.8854 | 0.190216 |
26 | -0.019208 | -0.1317 | 0.552102 |
27 | 0.023888 | 0.1638 | 0.435308 |
28 | -0.073248 | -0.5022 | 0.691052 |
29 | 0.038268 | 0.2623 | 0.397099 |
30 | -0.104155 | -0.7141 | 0.760637 |
31 | 0.08929 | 0.6121 | 0.271697 |
32 | -0.021567 | -0.1479 | 0.558454 |
33 | -0.009951 | -0.0682 | 0.527051 |
34 | 0.033893 | 0.2324 | 0.408633 |
35 | -0.028586 | -0.196 | 0.577264 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.518032 | -3.5515 | 0.999558 |
1 | -0.13651 | -0.9359 | 0.822936 |
2 | -0.274385 | -1.8811 | 0.966918 |
3 | -0.174895 | -1.199 | 0.881735 |
4 | -0.133175 | -0.913 | 0.817049 |
5 | 0.083041 | 0.5693 | 0.285931 |
6 | -0.056875 | -0.3899 | 0.650819 |
7 | -0.315899 | -2.1657 | 0.982279 |
8 | 0.263521 | 1.8066 | 0.038614 |
9 | -0.03192 | -0.2188 | 0.586137 |
10 | 0.150405 | 1.0311 | 0.153879 |
11 | -0.192701 | -1.3211 | 0.903567 |
12 | -0.31303 | -2.146 | 0.981467 |
13 | -0.01731 | -0.1187 | 0.546979 |
14 | -0.25098 | -1.7206 | 0.954052 |
15 | -0.12768 | -0.8753 | 0.807076 |
16 | 0.055278 | 0.379 | 0.35321 |
17 | -0.064666 | -0.4433 | 0.670219 |
18 | 0.035655 | 0.2444 | 0.403977 |
19 | -0.011888 | -0.0815 | 0.532306 |
20 | 0.232738 | 1.5956 | 0.058644 |
21 | -0.027482 | -0.1884 | 0.574315 |
22 | 0.072151 | 0.4946 | 0.311579 |
23 | -0.133192 | -0.9131 | 0.81708 |
24 | -0.171049 | -1.1727 | 0.876578 |
25 | -0.033075 | -0.2268 | 0.589199 |
26 | 0.042107 | 0.2887 | 0.38705 |
27 | 0.0375 | 0.2571 | 0.399116 |
28 | -0.029209 | -0.2002 | 0.578925 |
29 | -0.049924 | -0.3423 | 0.633159 |
30 | -0.021938 | -0.1504 | 0.559454 |
31 | -0.001903 | -0.013 | 0.505177 |
32 | 0.163422 | 1.1204 | 0.134125 |
33 | -0.089652 | -0.6146 | 0.729116 |
34 | 0.050922 | 0.3491 | 0.364285 |
35 | -0.084751 | -0.581 | 0.717999 |