Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.379818 | 2.6315 | 0.005699 |
2 | 0.395163 | 2.7378 | 0.004326 |
3 | 0.19011 | 1.3171 | 0.097026 |
4 | 0.283599 | 1.9648 | 0.027618 |
5 | 0.210783 | 1.4603 | 0.075355 |
6 | 0.245443 | 1.7005 | 0.047756 |
7 | 0.056894 | 0.3942 | 0.347599 |
8 | 0.081804 | 0.5668 | 0.286761 |
9 | 0.170133 | 1.1787 | 0.122161 |
10 | -0.109653 | -0.7597 | 0.774424 |
11 | -0.063016 | -0.4366 | 0.667817 |
12 | -0.343709 | -2.3813 | 0.989367 |
13 | -0.149445 | -1.0354 | 0.847162 |
14 | -0.082475 | -0.5714 | 0.714803 |
15 | -0.02115 | -0.1465 | 0.557941 |
16 | -0.07456 | -0.5166 | 0.696085 |
17 | 0.014732 | 0.1021 | 0.459565 |
18 | -0.0725 | -0.5023 | 0.69112 |
19 | -0.02045 | -0.1417 | 0.556039 |
20 | 0.012234 | 0.0848 | 0.466402 |
21 | -0.083474 | -0.5783 | 0.717125 |
22 | -0.038944 | -0.2698 | 0.60577 |
23 | 0.01858 | 0.1287 | 0.449057 |
24 | -0.018707 | -0.1296 | 0.551291 |
25 | 0.065265 | 0.4522 | 0.326592 |
26 | 0.002727 | 0.0189 | 0.492502 |
27 | -0.040572 | -0.2811 | 0.610076 |
28 | -0.141269 | -0.9787 | 0.833692 |
29 | -0.136475 | -0.9455 | 0.825437 |
30 | -0.162335 | -1.1247 | 0.866843 |
31 | -0.073629 | -0.5101 | 0.693847 |
32 | -0.095131 | -0.6591 | 0.743505 |
33 | -0.09281 | -0.643 | 0.73836 |
34 | -0.084305 | -0.5841 | 0.71905 |
35 | -0.103718 | -0.7186 | 0.762059 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.379818 | 2.6315 | 0.005699 |
1 | 0.293199 | 2.0313 | 0.023889 |
2 | -0.03495 | -0.2421 | 0.595147 |
3 | 0.159137 | 1.1025 | 0.137864 |
4 | 0.069198 | 0.4794 | 0.31691 |
5 | 0.067515 | 0.4678 | 0.321038 |
6 | -0.139297 | -0.9651 | 0.830328 |
7 | -0.023802 | -0.1649 | 0.565145 |
8 | 0.193904 | 1.3434 | 0.092729 |
9 | -0.35933 | -2.4895 | 0.991845 |
10 | -0.066621 | -0.4616 | 0.67676 |
11 | -0.298263 | -2.0664 | 0.977897 |
12 | 0.052721 | 0.3653 | 0.35826 |
13 | 0.226775 | 1.5711 | 0.061359 |
14 | -0.032693 | -0.2265 | 0.589114 |
15 | 0.220271 | 1.5261 | 0.066776 |
16 | 0.086561 | 0.5997 | 0.275759 |
17 | -0.056664 | -0.3926 | 0.651816 |
18 | 0.035854 | 0.2484 | 0.402442 |
19 | -0.070778 | -0.4904 | 0.686946 |
20 | 0.011457 | 0.0794 | 0.468531 |
21 | -0.285948 | -1.9811 | 0.973338 |
22 | -0.03303 | -0.2288 | 0.590018 |
23 | -0.150855 | -1.0452 | 0.849407 |
24 | 0.052926 | 0.3667 | 0.357735 |
25 | 0.151159 | 1.0473 | 0.150112 |
26 | 0.01214 | 0.0841 | 0.466661 |
27 | -0.038751 | -0.2685 | 0.605258 |
28 | -0.064915 | -0.4497 | 0.672539 |
29 | -0.010627 | -0.0736 | 0.529193 |
30 | 0.023382 | 0.162 | 0.435996 |
31 | -0.008916 | -0.0618 | 0.524501 |
32 | -0.003296 | -0.0228 | 0.509062 |
33 | -0.18449 | -1.2782 | 0.896335 |
34 | 0.032972 | 0.2284 | 0.410139 |
35 | -0.115605 | -0.8009 | 0.786443 |