Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.700317 | 5.4246 | 1e-06 |
2 | 0.338169 | 2.6194 | 0.005569 |
3 | 0.063529 | 0.4921 | 0.312224 |
4 | 0.108117 | 0.8375 | 0.202825 |
5 | 0.236903 | 1.835 | 0.035729 |
6 | 0.297899 | 2.3075 | 0.012246 |
7 | 0.198705 | 1.5392 | 0.064511 |
8 | 0.059643 | 0.462 | 0.322879 |
9 | -0.016235 | -0.1258 | 0.549827 |
10 | 0.101756 | 0.7882 | 0.216842 |
11 | 0.271128 | 2.1002 | 0.019964 |
12 | 0.331261 | 2.5659 | 0.006403 |
13 | 0.177231 | 1.3728 | 0.087458 |
14 | -0.02631 | -0.2038 | 0.580398 |
15 | -0.197467 | -1.5296 | 0.934311 |
16 | -0.187277 | -1.4506 | 0.923956 |
17 | -0.111888 | -0.8667 | 0.805216 |
18 | -0.032326 | -0.2504 | 0.598431 |
19 | -0.094675 | -0.7333 | 0.766899 |
20 | -0.198906 | -1.5407 | 0.935679 |
21 | -0.233909 | -1.8119 | 0.962493 |
22 | -0.168451 | -1.3048 | 0.901531 |
23 | -0.07464 | -0.5782 | 0.71734 |
24 | -0.043437 | -0.3365 | 0.631151 |
25 | -0.084917 | -0.6578 | 0.743396 |
26 | -0.146546 | -1.1351 | 0.869584 |
27 | -0.171618 | -1.3293 | 0.905617 |
28 | -0.144732 | -1.1211 | 0.866642 |
29 | -0.076828 | -0.5951 | 0.722995 |
30 | -0.064911 | -0.5028 | 0.691526 |
31 | -0.122798 | -0.9512 | 0.827338 |
32 | -0.213212 | -1.6515 | 0.948073 |
33 | -0.243898 | -1.8892 | 0.968151 |
34 | -0.194847 | -1.5093 | 0.931762 |
35 | -0.119027 | -0.922 | 0.819884 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.700317 | 5.4246 | 1e-06 |
1 | -0.298837 | -2.3148 | 0.987968 |
2 | -0.074967 | -0.5807 | 0.718188 |
3 | 0.394963 | 3.0594 | 0.001657 |
4 | 0.035679 | 0.2764 | 0.391607 |
5 | -0.059879 | -0.4638 | 0.677774 |
6 | -0.023995 | -0.1859 | 0.573411 |
7 | 0.001499 | 0.0116 | 0.495388 |
8 | -0.002286 | -0.0177 | 0.507033 |
9 | 0.237808 | 1.8421 | 0.035205 |
10 | 0.104503 | 0.8095 | 0.21072 |
11 | -0.085162 | -0.6597 | 0.744004 |
12 | -0.129881 | -1.0061 | 0.840786 |
13 | -0.011572 | -0.0896 | 0.535564 |
14 | -0.221843 | -1.7184 | 0.954559 |
15 | -0.034089 | -0.2641 | 0.603679 |
16 | -0.014366 | -0.1113 | 0.544116 |
17 | -0.034564 | -0.2677 | 0.605087 |
18 | -0.126955 | -0.9834 | 0.835318 |
19 | -0.009987 | -0.0774 | 0.530703 |
20 | 0.059586 | 0.4616 | 0.323036 |
21 | -0.125004 | -0.9683 | 0.831603 |
22 | -0.018043 | -0.1398 | 0.55534 |
23 | 0.023267 | 0.1802 | 0.428792 |
24 | 0.019939 | 0.1544 | 0.438889 |
25 | 0.036778 | 0.2849 | 0.388357 |
26 | 0.080715 | 0.6252 | 0.2671 |
27 | -0.043932 | -0.3403 | 0.63259 |
28 | 0.035956 | 0.2785 | 0.390786 |
29 | -0.053173 | -0.4119 | 0.659051 |
30 | -0.084623 | -0.6555 | 0.74267 |
31 | -0.114349 | -0.8857 | 0.810355 |
32 | -0.018971 | -0.1469 | 0.558167 |
33 | -0.021785 | -0.1687 | 0.566718 |
34 | -0.075674 | -0.5862 | 0.720021 |
35 | -0.048997 | -0.3795 | 0.647182 |