Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.13761 | 1.0659 | 0.145365 |
2 | 0.045184 | 0.35 | 0.363786 |
3 | 0.254521 | 1.9715 | 0.026641 |
4 | -0.01693 | -0.1311 | 0.551948 |
5 | 0.114161 | 0.8843 | 0.190037 |
6 | 0.143362 | 1.1105 | 0.135612 |
7 | -0.143919 | -1.1148 | 0.865308 |
8 | 0.150177 | 1.1633 | 0.124664 |
9 | 0.20111 | 1.5578 | 0.062271 |
10 | -0.166487 | -1.2896 | 0.898931 |
11 | -0.029221 | -0.2263 | 0.589148 |
12 | -0.200332 | -1.5518 | 0.937012 |
13 | -0.231195 | -1.7908 | 0.960817 |
14 | 0.087516 | 0.6779 | 0.250222 |
15 | -0.128368 | -0.9943 | 0.837972 |
16 | -0.133917 | -1.0373 | 0.848124 |
17 | 0.216521 | 1.6772 | 0.049356 |
18 | -0.09325 | -0.7223 | 0.763545 |
19 | -0.163407 | -1.2657 | 0.894751 |
20 | -0.044491 | -0.3446 | 0.63421 |
21 | -0.136736 | -1.0592 | 0.853112 |
22 | -0.124903 | -0.9675 | 0.83141 |
23 | 0.045556 | 0.3529 | 0.362708 |
24 | -0.245983 | -1.9054 | 0.969237 |
25 | -0.141716 | -1.0977 | 0.861646 |
26 | -0.014446 | -0.1119 | 0.544362 |
27 | -0.122743 | -0.9508 | 0.82723 |
28 | -0.101245 | -0.7842 | 0.782007 |
29 | -0.086765 | -0.6721 | 0.747944 |
30 | -0.128862 | -0.9982 | 0.838895 |
31 | 0.002054 | 0.0159 | 0.49368 |
32 | 0.032346 | 0.2506 | 0.401509 |
33 | -0.090532 | -0.7013 | 0.757074 |
34 | 0.04506 | 0.349 | 0.364142 |
35 | 0.049929 | 0.3867 | 0.350157 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.13761 | 1.0659 | 0.145365 |
1 | 0.026754 | 0.2072 | 0.418265 |
2 | 0.249691 | 1.9341 | 0.028911 |
3 | -0.0907 | -0.7026 | 0.757476 |
4 | 0.130783 | 1.013 | 0.157554 |
5 | 0.049604 | 0.3842 | 0.351084 |
6 | -0.159612 | -1.2363 | 0.889426 |
7 | 0.1575 | 1.22 | 0.113622 |
8 | 0.133299 | 1.0325 | 0.152985 |
9 | -0.177289 | -1.3733 | 0.912611 |
10 | -0.091276 | -0.707 | 0.758854 |
11 | -0.260562 | -2.0183 | 0.975982 |
12 | -0.101089 | -0.783 | 0.781657 |
13 | 0.093989 | 0.728 | 0.234713 |
14 | -0.023389 | -0.1812 | 0.571579 |
15 | 0.024664 | 0.191 | 0.424567 |
16 | 0.200952 | 1.5566 | 0.062417 |
17 | -0.073652 | -0.5705 | 0.714768 |
18 | -0.142942 | -1.1072 | 0.863693 |
19 | -0.099747 | -0.7726 | 0.778614 |
20 | 0.089674 | 0.6946 | 0.244989 |
21 | -0.174964 | -1.3553 | 0.909793 |
22 | 5.1e-05 | 4e-04 | 0.499842 |
23 | -0.223618 | -1.7321 | 0.955806 |
24 | -0.207588 | -1.608 | 0.943455 |
25 | -0.111181 | -0.8612 | 0.803723 |
26 | 0.115912 | 0.8978 | 0.186427 |
27 | -0.011249 | -0.0871 | 0.534574 |
28 | 0.101315 | 0.7848 | 0.217834 |
29 | -0.004169 | -0.0323 | 0.512827 |
30 | -0.107113 | -0.8297 | 0.795 |
31 | -0.02253 | -0.1745 | 0.568977 |
32 | 0.056752 | 0.4396 | 0.330904 |
33 | -0.045099 | -0.3493 | 0.63597 |
34 | 0.001522 | 0.0118 | 0.495317 |
35 | -0.035098 | -0.2719 | 0.606673 |