Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | 0.089717 | 0.6151 | 0.270737 |
2 | -0.221101 | -1.5158 | 0.931866 |
3 | -0.054195 | -0.3715 | 0.644049 |
4 | -0.132042 | -0.9052 | 0.815021 |
5 | 0.102741 | 0.7044 | 0.242344 |
6 | -0.105213 | -0.7213 | 0.762852 |
7 | -0.010519 | -0.0721 | 0.528592 |
8 | -0.151173 | -1.0364 | 0.847339 |
9 | -0.130076 | -0.8918 | 0.811466 |
10 | 0.300217 | 2.0582 | 0.02257 |
11 | 0.15717 | 1.0775 | 0.143377 |
12 | 0.102295 | 0.7013 | 0.243288 |
13 | -0.104851 | -0.7188 | 0.762095 |
14 | -0.139735 | -0.958 | 0.828512 |
15 | 0.023666 | 0.1622 | 0.435903 |
16 | -0.073144 | -0.5014 | 0.690802 |
17 | 0.021861 | 0.1499 | 0.440754 |
18 | -0.110409 | -0.7569 | 0.773564 |
19 | -0.120963 | -0.8293 | 0.79443 |
20 | 0.088283 | 0.6052 | 0.273966 |
21 | 0.080359 | 0.5509 | 0.292151 |
22 | 0.068969 | 0.4728 | 0.319262 |
23 | -0.07212 | -0.4944 | 0.688348 |
24 | -0.034742 | -0.2382 | 0.593611 |
25 | 0.00547 | 0.0375 | 0.485121 |
26 | -0.02019 | -0.1384 | 0.554749 |
27 | -0.039287 | -0.2693 | 0.605576 |
28 | -0.097765 | -0.6702 | 0.74701 |
29 | -0.03181 | -0.2181 | 0.585844 |
30 | 0.037647 | 0.2581 | 0.39873 |
31 | 0.045387 | 0.3112 | 0.378529 |
32 | -0.021145 | -0.145 | 0.557321 |
33 | -0.058989 | -0.4044 | 0.656127 |
34 | -0.018279 | -0.1253 | 0.549596 |
35 | 0.012991 | 0.0891 | 0.464705 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.089717 | 0.6151 | 0.270737 |
1 | -0.23101 | -1.5837 | 0.940019 |
2 | -0.009638 | -0.0661 | 0.526202 |
3 | -0.187612 | -1.2862 | 0.897664 |
4 | 0.133772 | 0.9171 | 0.181888 |
5 | -0.234968 | -1.6109 | 0.943047 |
6 | 0.107609 | 0.7377 | 0.232172 |
7 | -0.342484 | -2.348 | 0.988431 |
8 | 0.044224 | 0.3032 | 0.381544 |
9 | 0.111721 | 0.7659 | 0.223776 |
10 | 0.154478 | 1.0591 | 0.147495 |
11 | 0.089911 | 0.6164 | 0.270303 |
12 | -0.058925 | -0.404 | 0.655966 |
13 | -0.014631 | -0.1003 | 0.539736 |
14 | -0.062471 | -0.4283 | 0.664799 |
15 | -0.029247 | -0.2005 | 0.579027 |
16 | -0.048361 | -0.3315 | 0.629146 |
17 | -0.056545 | -0.3877 | 0.649988 |
18 | -0.051852 | -0.3555 | 0.63809 |
19 | 0.026343 | 0.1806 | 0.428729 |
20 | -0.015973 | -0.1095 | 0.543367 |
21 | -0.084081 | -0.5764 | 0.716463 |
22 | -0.077926 | -0.5342 | 0.702152 |
23 | -0.001577 | -0.0108 | 0.50429 |
24 | -0.029156 | -0.1999 | 0.578782 |
25 | 0.029503 | 0.2023 | 0.420293 |
26 | -0.144775 | -0.9925 | 0.836989 |
27 | -0.005924 | -0.0406 | 0.516113 |
28 | -0.068441 | -0.4692 | 0.679455 |
29 | 0.064414 | 0.4416 | 0.330403 |
30 | -0.089649 | -0.6146 | 0.729108 |
31 | -0.077196 | -0.5292 | 0.700431 |
32 | -0.088585 | -0.6073 | 0.726716 |
33 | -0.040831 | -0.2799 | 0.609618 |
34 | -0.028437 | -0.195 | 0.576867 |
35 | -0.147916 | -1.0141 | 0.842127 |