Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.124 | 0 |
1 | 0.011577 | 0.094 | 0.462677 |
2 | -0.223859 | -1.8186 | 0.963248 |
3 | -0.15489 | -1.2583 | 0.893647 |
4 | -0.048627 | -0.3951 | 0.65296 |
5 | 0.306352 | 2.4888 | 0.007674 |
6 | -0.10111 | -0.8214 | 0.792817 |
7 | -0.09158 | -0.744 | 0.770242 |
8 | -0.1987 | -1.6142 | 0.944377 |
9 | -0.183083 | -1.4874 | 0.929161 |
10 | 0.29307 | 2.3809 | 0.010082 |
11 | 0.091763 | 0.7455 | 0.229313 |
12 | -0.00105 | -0.0085 | 0.50339 |
13 | -0.112927 | -0.9174 | 0.818869 |
14 | -0.048191 | -0.3915 | 0.651657 |
15 | 0.166258 | 1.3507 | 0.090704 |
16 | -0.094617 | -0.7687 | 0.777586 |
17 | -0.029226 | -0.2374 | 0.593472 |
18 | -0.115795 | -0.9407 | 0.824862 |
19 | -0.087973 | -0.7147 | 0.761341 |
20 | 0.216633 | 1.7599 | 0.041526 |
21 | 0.001643 | 0.0133 | 0.494695 |
22 | -0.048297 | -0.3924 | 0.651973 |
23 | -0.177497 | -1.442 | 0.922983 |
24 | 0.004526 | 0.0368 | 0.485389 |
25 | 0.273256 | 2.2199 | 0.014931 |
26 | 0.029776 | 0.2419 | 0.404805 |
27 | -0.064539 | -0.5243 | 0.699093 |
28 | -0.174435 | -1.4171 | 0.919424 |
29 | -0.030349 | -0.2466 | 0.596991 |
30 | 0.208408 | 1.6931 | 0.047574 |
31 | 0.031921 | 0.2593 | 0.398095 |
32 | -0.085224 | -0.6924 | 0.754432 |
33 | -0.162028 | -1.3163 | 0.90369 |
34 | -0.131037 | -1.0645 | 0.85452 |
35 | 0.143066 | 1.1623 | 0.124655 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.011577 | 0.094 | 0.462677 |
1 | -0.224023 | -1.82 | 0.963351 |
2 | -0.157025 | -1.2757 | 0.896729 |
3 | -0.107652 | -0.8746 | 0.80751 |
4 | 0.253452 | 2.0591 | 0.021719 |
5 | -0.172456 | -1.401 | 0.917056 |
6 | 0.01439 | 0.1169 | 0.453644 |
7 | -0.228424 | -1.8557 | 0.966021 |
8 | -0.217621 | -1.768 | 0.959155 |
9 | 0.127284 | 1.0341 | 0.152441 |
10 | 0.030487 | 0.2477 | 0.402576 |
11 | 0.022758 | 0.1849 | 0.426942 |
12 | 0.00622 | 0.0505 | 0.479924 |
13 | 0.041786 | 0.3395 | 0.367665 |
14 | -0.029092 | -0.2363 | 0.59305 |
15 | -0.156805 | -1.2739 | 0.896415 |
16 | -0.059343 | -0.4821 | 0.684337 |
17 | -0.120116 | -0.9758 | 0.833644 |
18 | -0.034907 | -0.2836 | 0.611193 |
19 | 0.158277 | 1.2859 | 0.101494 |
20 | -0.001268 | -0.0103 | 0.504095 |
21 | -0.073994 | -0.6011 | 0.725095 |
22 | -0.164337 | -1.3351 | 0.906782 |
23 | -0.0491 | -0.3989 | 0.654368 |
24 | 0.032881 | 0.2671 | 0.395103 |
25 | 0.072028 | 0.5852 | 0.280217 |
26 | 0.01014 | 0.0824 | 0.467298 |
27 | -0.024364 | -0.1979 | 0.578148 |
28 | 0.002343 | 0.019 | 0.492436 |
29 | 0.016597 | 0.1348 | 0.446576 |
30 | -0.07113 | -0.5779 | 0.717338 |
31 | -0.129409 | -1.0513 | 0.851527 |
32 | -0.008537 | -0.0694 | 0.527541 |
33 | -0.13853 | -1.1254 | 0.867758 |
34 | -0.016187 | -0.1315 | 0.552112 |
35 | -0.128412 | -1.0432 | 0.849674 |