Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 5.9161 | 0 |
1 | 0.033373 | 0.1974 | 0.422314 |
2 | -0.358607 | -2.1215 | 0.979485 |
3 | -0.051115 | -0.3024 | 0.617932 |
4 | -0.082898 | -0.4904 | 0.686555 |
5 | 0.256824 | 1.5194 | 0.068823 |
6 | 0.065944 | 0.3901 | 0.349402 |
7 | -0.16196 | -0.9582 | 0.827725 |
8 | -0.13584 | -0.8036 | 0.786486 |
9 | -0.183234 | -1.084 | 0.857118 |
10 | 0.358603 | 2.1215 | 0.020516 |
11 | 0.268665 | 1.5894 | 0.060477 |
12 | -0.239042 | -1.4142 | 0.91693 |
13 | -0.07907 | -0.4678 | 0.67858 |
14 | -0.085625 | -0.5066 | 0.692182 |
15 | 0.111711 | 0.6609 | 0.256504 |
16 | 0.139637 | 0.8261 | 0.207171 |
17 | -0.125049 | -0.7398 | 0.767822 |
18 | -0.149523 | -0.8846 | 0.808793 |
19 | -0.063096 | -0.3733 | 0.644404 |
20 | 0.122261 | 0.7233 | 0.237149 |
21 | 0.196961 | 1.1652 | 0.125902 |
22 | -0.035033 | -0.2073 | 0.581495 |
23 | -0.139113 | -0.823 | 0.791961 |
24 | -0.02355 | -0.1393 | 0.555005 |
25 | 0.020532 | 0.1215 | 0.452008 |
26 | -0.012002 | -0.071 | 0.528101 |
27 | -0.012815 | -0.0758 | 0.53 |
28 | -0.043525 | -0.2575 | 0.600849 |
29 | -0.149841 | -0.8865 | 0.809293 |
30 | -0.051806 | -0.3065 | 0.619476 |
31 | 0.069401 | 0.4106 | 0.341942 |
32 | 0.045353 | 0.2683 | 0.395018 |
33 | -0.000773 | -0.0046 | 0.501811 |
34 | -0.005747 | -0.034 | 0.513464 |
35 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.033373 | 0.1974 | 0.422314 |
1 | -0.360122 | -2.1305 | 0.979884 |
2 | -0.026249 | -0.1553 | 0.561258 |
3 | -0.240462 | -1.4226 | 0.918147 |
4 | 0.291056 | 1.7219 | 0.046957 |
5 | -0.119381 | -0.7063 | 0.757652 |
6 | 0.077788 | 0.4602 | 0.324111 |
7 | -0.239597 | -1.4175 | 0.917407 |
8 | -0.138079 | -0.8169 | 0.790241 |
9 | 0.287409 | 1.7003 | 0.04897 |
10 | 0.073244 | 0.4333 | 0.333721 |
11 | 0.005491 | 0.0325 | 0.487136 |
12 | 0.023889 | 0.1413 | 0.444209 |
13 | -0.06132 | -0.3628 | 0.640523 |
14 | 0.066253 | 0.392 | 0.348732 |
15 | -0.117806 | -0.697 | 0.754782 |
16 | 0.043991 | 0.2603 | 0.398097 |
17 | -0.193202 | -1.143 | 0.869601 |
18 | 0.162708 | 0.9626 | 0.171177 |
19 | -0.093877 | -0.5554 | 0.708917 |
20 | 0.092188 | 0.5454 | 0.294472 |
21 | -0.006674 | -0.0395 | 0.515634 |
22 | -0.028611 | -0.1693 | 0.566719 |
23 | 0.079763 | 0.4719 | 0.319969 |
24 | -0.135373 | -0.8009 | 0.785698 |
25 | -0.110985 | -0.6566 | 0.742132 |
26 | -0.028729 | -0.17 | 0.566992 |
27 | 0.011616 | 0.0687 | 0.472801 |
28 | -0.121319 | -0.7177 | 0.761157 |
29 | -0.179658 | -1.0629 | 0.85244 |
30 | -0.030588 | -0.181 | 0.571279 |
31 | -0.138128 | -0.8172 | 0.790322 |
32 | 0.110268 | 0.6524 | 0.259216 |
33 | -0.049019 | -0.29 | 0.613237 |
34 | NA | NA | NA |
35 | NA | NA | NA |