Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6 | 0 |
1 | 0.275237 | 1.6514 | 0.053676 |
2 | 0.307113 | 1.8427 | 0.036812 |
3 | 0.226326 | 1.358 | 0.091465 |
4 | 0.214165 | 1.285 | 0.103502 |
5 | 0.189378 | 1.1363 | 0.131676 |
6 | 0.01011 | 0.0607 | 0.475984 |
7 | -0.026013 | -0.1561 | 0.561579 |
8 | -0.091189 | -0.5471 | 0.706168 |
9 | 0.049277 | 0.2957 | 0.384594 |
10 | -0.227197 | -1.3632 | 0.909355 |
11 | -0.065029 | -0.3902 | 0.650646 |
12 | -0.168287 | -1.0097 | 0.840317 |
13 | 0.046268 | 0.2776 | 0.39145 |
14 | 0.05685 | 0.3411 | 0.367505 |
15 | 0.05678 | 0.3407 | 0.367662 |
16 | 0.029464 | 0.1768 | 0.430334 |
17 | 0.051266 | 0.3076 | 0.380081 |
18 | 0.185863 | 1.1152 | 0.136082 |
19 | -0.003379 | -0.0203 | 0.508032 |
20 | 0.052687 | 0.3161 | 0.376869 |
21 | 0.058082 | 0.3485 | 0.36475 |
22 | -0.05154 | -0.3092 | 0.620538 |
23 | -0.072104 | -0.4326 | 0.666065 |
24 | -0.161644 | -0.9699 | 0.830707 |
25 | -0.260273 | -1.5616 | 0.936439 |
26 | -0.151352 | -0.9081 | 0.81507 |
27 | -0.179588 | -1.0775 | 0.855794 |
28 | -0.244311 | -1.4659 | 0.924317 |
29 | -0.159377 | -0.9563 | 0.827341 |
30 | -0.141 | -0.846 | 0.79843 |
31 | -0.039686 | -0.2381 | 0.59343 |
32 | -0.100281 | -0.6017 | 0.724424 |
33 | -0.156184 | -0.9371 | 0.822526 |
34 | -0.017636 | -0.1058 | 0.541841 |
35 | 0.007207 | 0.0432 | 0.482874 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.275237 | 1.6514 | 0.053676 |
1 | 0.250321 | 1.5019 | 0.070919 |
2 | 0.108571 | 0.6514 | 0.259454 |
3 | 0.086129 | 0.5168 | 0.304238 |
4 | 0.063029 | 0.3782 | 0.353762 |
5 | -0.145314 | -0.8719 | 0.805474 |
6 | -0.118558 | -0.7113 | 0.759274 |
7 | -0.108129 | -0.6488 | 0.7397 |
8 | 0.123458 | 0.7407 | 0.231826 |
9 | -0.219666 | -1.318 | 0.902085 |
10 | 0.059458 | 0.3567 | 0.361682 |
11 | -0.061648 | -0.3699 | 0.643183 |
12 | 0.198868 | 1.1932 | 0.120296 |
13 | 0.104335 | 0.626 | 0.267628 |
14 | 0.111074 | 0.6664 | 0.254689 |
15 | -0.080939 | -0.4856 | 0.684916 |
16 | -0.01279 | -0.0767 | 0.530371 |
17 | 0.034173 | 0.205 | 0.419349 |
18 | -0.092523 | -0.5551 | 0.708882 |
19 | -0.090102 | -0.5406 | 0.703948 |
20 | 0.127537 | 0.7652 | 0.224564 |
21 | -0.214926 | -1.2896 | 0.897286 |
22 | -0.028686 | -0.1721 | 0.567845 |
23 | -0.121616 | -0.7297 | 0.764851 |
24 | -0.104231 | -0.6254 | 0.732169 |
25 | 0.005809 | 0.0349 | 0.486195 |
26 | 0.008831 | 0.053 | 0.479018 |
27 | -0.075175 | -0.4511 | 0.672671 |
28 | 0.023725 | 0.1423 | 0.443799 |
29 | 0.010888 | 0.0653 | 0.474137 |
30 | 0.119546 | 0.7173 | 0.238916 |
31 | -0.178246 | -1.0695 | 0.854013 |
32 | -0.110648 | -0.6639 | 0.744504 |
33 | -0.023479 | -0.1409 | 0.555623 |
34 | -0.045576 | -0.2735 | 0.606966 |
35 | NA | NA | NA |