Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.046788 | -0.3594 | 0.639706 |
2 | -0.170354 | -1.3085 | 0.902113 |
3 | 0.012609 | 0.0969 | 0.461585 |
4 | 0.02618 | 0.2011 | 0.420659 |
5 | 0.04158 | 0.3194 | 0.375283 |
6 | -0.23006 | -1.7671 | 0.958811 |
7 | 0.065302 | 0.5016 | 0.308911 |
8 | -0.233119 | -1.7906 | 0.960757 |
9 | -0.203729 | -1.5649 | 0.93852 |
10 | 0.178642 | 1.3722 | 0.087601 |
11 | 0.194867 | 1.4968 | 0.069888 |
12 | -0.023913 | -0.1837 | 0.572553 |
13 | -0.11138 | -0.8555 | 0.802139 |
14 | 0.045389 | 0.3486 | 0.3643 |
15 | 0.12089 | 0.9286 | 0.178447 |
16 | -0.083662 | -0.6426 | 0.73852 |
17 | -0.011792 | -0.0906 | 0.53593 |
18 | -0.041016 | -0.315 | 0.623081 |
19 | -0.160418 | -1.2322 | 0.888618 |
20 | 0.114541 | 0.8798 | 0.191267 |
21 | 0.081161 | 0.6234 | 0.267709 |
22 | -0.029363 | -0.2255 | 0.588831 |
23 | -0.115464 | -0.8869 | 0.810632 |
24 | -0.021254 | -0.1633 | 0.564562 |
25 | 0.186036 | 1.429 | 0.079143 |
26 | 0.005483 | 0.0421 | 0.483274 |
27 | 0.006258 | 0.0481 | 0.480912 |
28 | -0.081376 | -0.6251 | 0.73283 |
29 | -0.073336 | -0.5633 | 0.71232 |
30 | 0.138755 | 1.0658 | 0.145428 |
31 | -0.017758 | -0.1364 | 0.554015 |
32 | -0.021223 | -0.163 | 0.564468 |
33 | -0.051987 | -0.3993 | 0.65445 |
34 | -0.13816 | -1.0612 | 0.853544 |
35 | 0.107755 | 0.8277 | 0.205594 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.046788 | -0.3594 | 0.639706 |
1 | -0.172922 | -1.3282 | 0.905392 |
2 | -0.00499 | -0.0383 | 0.515223 |
3 | -0.00295 | -0.0227 | 0.509 |
4 | 0.045678 | 0.3509 | 0.363471 |
5 | -0.228975 | -1.7588 | 0.958101 |
6 | 0.06276 | 0.4821 | 0.315769 |
7 | -0.336573 | -2.5853 | 0.993889 |
8 | -0.231281 | -1.7765 | 0.959597 |
9 | 0.046311 | 0.3557 | 0.361659 |
10 | 0.184721 | 1.4189 | 0.080599 |
11 | -0.026845 | -0.2062 | 0.581327 |
12 | -0.001501 | -0.0115 | 0.504579 |
13 | -0.120547 | -0.9259 | 0.820876 |
14 | 0.003967 | 0.0305 | 0.487897 |
15 | -0.138755 | -1.0658 | 0.854572 |
16 | -0.020101 | -0.1544 | 0.561088 |
17 | -0.087909 | -0.6752 | 0.74892 |
18 | -0.058719 | -0.451 | 0.673189 |
19 | 0.138812 | 1.0662 | 0.14533 |
20 | 0.038422 | 0.2951 | 0.384466 |
21 | -0.131669 | -1.0114 | 0.842016 |
22 | -0.104801 | -0.805 | 0.787971 |
23 | -0.110797 | -0.851 | 0.800908 |
24 | 0.048832 | 0.3751 | 0.354472 |
25 | 0.053041 | 0.4074 | 0.342588 |
26 | 0.056452 | 0.4336 | 0.333074 |
27 | -0.083433 | -0.6409 | 0.737953 |
28 | -0.033591 | -0.258 | 0.601354 |
29 | 0.082175 | 0.6312 | 0.265174 |
30 | -0.116063 | -0.8915 | 0.811857 |
31 | -0.114586 | -0.8802 | 0.808826 |
32 | 0.047364 | 0.3638 | 0.358649 |
33 | -0.110756 | -0.8507 | 0.80082 |
34 | 0.069184 | 0.5314 | 0.298563 |
35 | -0.103085 | -0.7918 | 0.784179 |