Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 10.3441 | 0 |
1 | -0.551305 | -5.7027 | 1 |
2 | 0.081967 | 0.8479 | 0.199199 |
3 | 0.229883 | 2.3779 | 0.009592 |
4 | -0.198698 | -2.0553 | 0.97886 |
5 | 0.013949 | 0.1443 | 0.442774 |
6 | 0.209349 | 2.1655 | 0.016284 |
7 | -0.321093 | -3.3214 | 0.999387 |
8 | 0.119193 | 1.2329 | 0.11015 |
9 | 0.204966 | 2.1202 | 0.018151 |
10 | -0.3357 | -3.4725 | 0.999627 |
11 | 0.227495 | 2.3532 | 0.010219 |
12 | -0.100212 | -1.0366 | 0.848871 |
13 | -0.154288 | -1.596 | 0.943278 |
14 | 0.111806 | 1.1565 | 0.125019 |
15 | 0.036207 | 0.3745 | 0.354377 |
16 | -0.225542 | -2.333 | 0.989242 |
17 | 0.178679 | 1.8483 | 0.033663 |
18 | 0.114602 | 1.1855 | 0.119232 |
19 | -0.275082 | -2.8455 | 0.997342 |
20 | 0.223433 | 2.3112 | 0.011369 |
21 | -0.042464 | -0.4392 | 0.669316 |
22 | -0.176776 | -1.8286 | 0.964877 |
23 | 0.237689 | 2.4587 | 0.007774 |
24 | -0.169249 | -1.7507 | 0.95857 |
25 | -0.097865 | -1.0123 | 0.843166 |
26 | 0.313986 | 3.2479 | 0.000777 |
27 | -0.208277 | -2.1544 | 0.983275 |
28 | -0.050367 | -0.521 | 0.69828 |
29 | 0.254705 | 2.6347 | 0.004835 |
30 | -0.281086 | -2.9076 | 0.997785 |
31 | 0.099396 | 1.0282 | 0.153097 |
32 | 0.076777 | 0.7942 | 0.214423 |
33 | -0.155844 | -1.6121 | 0.945052 |
34 | 0.052526 | 0.5433 | 0.294015 |
35 | 0.17258 | 1.7852 | 0.038533 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.551305 | -5.7027 | 1 |
1 | -0.318892 | -3.2986 | 0.99934 |
2 | 0.1818 | 1.8806 | 0.031376 |
3 | 0.116862 | 1.2088 | 0.114697 |
4 | -0.070779 | -0.7321 | 0.767159 |
5 | 0.148437 | 1.5354 | 0.063814 |
6 | -0.1337 | -1.383 | 0.915229 |
7 | -0.207981 | -2.1514 | 0.983152 |
8 | 0.190873 | 1.9744 | 0.025456 |
9 | 0.024677 | 0.2553 | 0.399506 |
10 | 0.007082 | 0.0733 | 0.47087 |
11 | -0.172627 | -1.7857 | 0.961507 |
12 | -0.257187 | -2.6604 | 0.995497 |
13 | -0.271049 | -2.8037 | 0.997 |
14 | 0.038183 | 0.395 | 0.346828 |
15 | 0.078601 | 0.8131 | 0.208996 |
16 | -0.048832 | -0.5051 | 0.692742 |
17 | 0.285975 | 2.9581 | 0.001905 |
18 | 0.010845 | 0.1122 | 0.455446 |
19 | -0.230586 | -2.3852 | 0.990586 |
20 | -0.045359 | -0.4692 | 0.680058 |
21 | -0.0796 | -0.8234 | 0.793941 |
22 | 0.011711 | 0.1211 | 0.451905 |
23 | -0.113353 | -1.1725 | 0.878205 |
24 | -0.217739 | -2.2523 | 0.986828 |
25 | -0.044727 | -0.4627 | 0.677727 |
26 | 0.038215 | 0.3953 | 0.346706 |
27 | 0.011442 | 0.1184 | 0.453005 |
28 | 0.05663 | 0.5858 | 0.279627 |
29 | 0.069757 | 0.7216 | 0.236066 |
30 | -0.007715 | -0.0798 | 0.531731 |
31 | -0.228438 | -2.363 | 0.990033 |
32 | -0.018993 | -0.1965 | 0.57769 |
33 | -0.017559 | -0.1816 | 0.571893 |
34 | 0.059542 | 0.6159 | 0.269632 |
35 | -0.027444 | -0.2839 | 0.611476 |