Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.379254 | 2.9131 | 0.002523 |
2 | 0.245703 | 1.8873 | 0.032022 |
3 | 0.082799 | 0.636 | 0.263622 |
4 | -0.062008 | -0.4763 | 0.682187 |
5 | -0.190108 | -1.4602 | 0.925237 |
6 | 0.059208 | 0.4548 | 0.325466 |
7 | -0.228903 | -1.7582 | 0.958053 |
8 | -0.213638 | -1.641 | 0.946939 |
9 | -0.060671 | -0.466 | 0.678542 |
10 | -0.030995 | -0.2381 | 0.593677 |
11 | 0.033759 | 0.2593 | 0.398149 |
12 | 0.158872 | 1.2203 | 0.1136 |
13 | -0.085507 | -0.6568 | 0.743065 |
14 | -0.097962 | -0.7525 | 0.772616 |
15 | -0.033731 | -0.2591 | 0.601768 |
16 | -0.097243 | -0.7469 | 0.770967 |
17 | -0.145161 | -1.115 | 0.865315 |
18 | -0.057571 | -0.4422 | 0.670022 |
19 | -0.127161 | -0.9767 | 0.833657 |
20 | -0.115695 | -0.8887 | 0.811105 |
21 | 0.057518 | 0.4418 | 0.330124 |
22 | -0.071885 | -0.5522 | 0.708536 |
23 | 0.032987 | 0.2534 | 0.400428 |
24 | 0.090161 | 0.6925 | 0.245657 |
25 | 0.10679 | 0.8203 | 0.207683 |
26 | -0.000463 | -0.0036 | 0.501413 |
27 | 0.034246 | 0.263 | 0.396715 |
28 | -0.148717 | -1.1423 | 0.871032 |
29 | -0.118802 | -0.9125 | 0.8174 |
30 | -0.053919 | -0.4142 | 0.659872 |
31 | -0.075834 | -0.5825 | 0.718772 |
32 | -0.066816 | -0.5132 | 0.695144 |
33 | -0.032965 | -0.2532 | 0.599505 |
34 | -0.172133 | -1.3222 | 0.904394 |
35 | -0.032957 | -0.2531 | 0.599482 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.379254 | 2.9131 | 0.002523 |
1 | 0.118983 | 0.9139 | 0.182238 |
2 | -0.052631 | -0.4043 | 0.65626 |
3 | -0.123305 | -0.9471 | 0.82628 |
4 | -0.160117 | -1.2299 | 0.888189 |
5 | 0.25391 | 1.9503 | 0.027947 |
6 | -0.324833 | -2.4951 | 0.992295 |
7 | -0.12191 | -0.9364 | 0.823561 |
8 | 0.158844 | 1.2201 | 0.11364 |
9 | 0.022535 | 0.1731 | 0.431584 |
10 | 0.077458 | 0.595 | 0.277072 |
11 | -0.066253 | -0.5089 | 0.693638 |
12 | -0.192024 | -1.475 | 0.927231 |
13 | 0.023376 | 0.1796 | 0.429058 |
14 | -0.01096 | -0.0842 | 0.533404 |
15 | -0.058393 | -0.4485 | 0.672291 |
16 | -0.140459 | -1.0789 | 0.857486 |
17 | -0.037423 | -0.2875 | 0.612613 |
18 | 0.096764 | 0.7433 | 0.230137 |
19 | -0.115303 | -0.8857 | 0.810301 |
20 | 0.020198 | 0.1551 | 0.43862 |
21 | -0.212223 | -1.6301 | 0.945798 |
22 | 0.154068 | 1.1834 | 0.120695 |
23 | 0.083339 | 0.6401 | 0.262281 |
24 | -0.005598 | -0.043 | 0.517077 |
25 | -0.142884 | -1.0975 | 0.861562 |
26 | -0.178546 | -1.3714 | 0.912284 |
27 | 0.046345 | 0.356 | 0.361562 |
28 | 0.002065 | 0.0159 | 0.493699 |
29 | -0.06172 | -0.4741 | 0.681403 |
30 | -0.156001 | -1.1983 | 0.882198 |
31 | 0.004086 | 0.0314 | 0.487535 |
32 | 0.019793 | 0.152 | 0.439841 |
33 | -0.237137 | -1.8215 | 0.963198 |
34 | -0.057508 | -0.4417 | 0.66985 |
35 | -0.031524 | -0.2421 | 0.595245 |