Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.096846 | 0.7502 | 0.228042 |
2 | -0.101942 | -0.7896 | 0.783576 |
3 | 0.202714 | 1.5702 | 0.060812 |
4 | 0.010589 | 0.082 | 0.46745 |
5 | 0.09777 | 0.7573 | 0.22591 |
6 | 0.1958 | 1.5167 | 0.067302 |
7 | 0.0617 | 0.4779 | 0.317219 |
8 | 0.054456 | 0.4218 | 0.337335 |
9 | 0.126079 | 0.9766 | 0.166344 |
10 | -0.271355 | -2.1019 | 0.980116 |
11 | -0.041587 | -0.3221 | 0.625762 |
12 | 0.496899 | 3.849 | 0.000145 |
13 | -0.068817 | -0.5331 | 0.702017 |
14 | -0.219389 | -1.6994 | 0.952787 |
15 | 0.064602 | 0.5004 | 0.309311 |
16 | -0.09502 | -0.736 | 0.767707 |
17 | -0.021127 | -0.1637 | 0.564722 |
18 | 0.022245 | 0.1723 | 0.431886 |
19 | -0.029493 | -0.2284 | 0.589963 |
20 | -0.06128 | -0.4747 | 0.681627 |
21 | 0.039106 | 0.3029 | 0.381502 |
22 | -0.284982 | -2.2075 | 0.984441 |
23 | 0.001413 | 0.0109 | 0.49565 |
24 | 0.37512 | 2.9057 | 0.002563 |
25 | -0.062297 | -0.4826 | 0.684415 |
26 | -0.123103 | -0.9536 | 0.827933 |
27 | 0.015068 | 0.1167 | 0.453736 |
28 | -0.097966 | -0.7588 | 0.77454 |
29 | -0.000886 | -0.0069 | 0.502728 |
30 | -0.000459 | -0.0036 | 0.501411 |
31 | -0.052638 | -0.4077 | 0.65754 |
32 | -0.007809 | -0.0605 | 0.524015 |
33 | -0.053866 | -0.4172 | 0.661006 |
34 | -0.185892 | -1.4399 | 0.922455 |
35 | -0.043323 | -0.3356 | 0.630819 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.096846 | 0.7502 | 0.228042 |
1 | -0.112375 | -0.8705 | 0.806239 |
2 | 0.229605 | 1.7785 | 0.040193 |
3 | -0.056871 | -0.4405 | 0.669428 |
4 | 0.168135 | 1.3024 | 0.098884 |
5 | 0.116858 | 0.9052 | 0.184495 |
6 | 0.074303 | 0.5756 | 0.283536 |
7 | 0.035807 | 0.2774 | 0.391228 |
8 | 0.082267 | 0.6372 | 0.263198 |
9 | -0.35732 | -2.7678 | 0.996253 |
10 | 0.024405 | 0.189 | 0.425351 |
11 | 0.41695 | 3.2297 | 0.001006 |
12 | -0.154208 | -1.1945 | 0.881506 |
13 | -0.225611 | -1.7476 | 0.957173 |
14 | 0.001382 | 0.0107 | 0.495747 |
15 | 0.01223 | 0.0947 | 0.46242 |
16 | -0.014771 | -0.1144 | 0.545354 |
17 | -0.11346 | -0.8789 | 0.808507 |
18 | 0.085254 | 0.6604 | 0.255769 |
19 | -0.173676 | -1.3453 | 0.908203 |
20 | 0.055141 | 0.4271 | 0.335409 |
21 | -0.031752 | -0.2459 | 0.596719 |
22 | 0.205339 | 1.5906 | 0.058483 |
23 | 0.013843 | 0.1072 | 0.457483 |
24 | 0.04902 | 0.3797 | 0.352752 |
25 | 0.010626 | 0.0823 | 0.467338 |
26 | -0.058591 | -0.4538 | 0.67421 |
27 | -0.117114 | -0.9072 | 0.816024 |
28 | 0.048403 | 0.3749 | 0.354518 |
29 | -0.128163 | -0.9927 | 0.83759 |
30 | -0.062743 | -0.486 | 0.685634 |
31 | -0.060019 | -0.4649 | 0.678158 |
32 | -0.030712 | -0.2379 | 0.593614 |
33 | 0.094336 | 0.7307 | 0.233896 |
34 | -0.075288 | -0.5832 | 0.719021 |
35 | -0.142953 | -1.1073 | 0.863709 |