Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.1854 | 0 |
1 | -0.397612 | -3.2546 | 0.999109 |
2 | -0.184526 | -1.5104 | 0.93218 |
3 | 0.110705 | 0.9062 | 0.184048 |
4 | 0.020153 | 0.165 | 0.434737 |
5 | 0.040036 | 0.3277 | 0.372078 |
6 | -0.026264 | -0.215 | 0.584781 |
7 | 9.1e-05 | 7e-04 | 0.499703 |
8 | -0.068638 | -0.5618 | 0.711944 |
9 | 0.030465 | 0.2494 | 0.40192 |
10 | -0.014431 | -0.1181 | 0.546838 |
11 | 0.103141 | 0.8442 | 0.200768 |
12 | -0.209449 | -1.7144 | 0.954463 |
13 | -0.042357 | -0.3467 | 0.635051 |
14 | 0.174779 | 1.4306 | 0.078592 |
15 | 0.010664 | 0.0873 | 0.465352 |
16 | -0.085546 | -0.7002 | 0.756894 |
17 | -0.054077 | -0.4426 | 0.670275 |
18 | 0.084405 | 0.6909 | 0.246013 |
19 | -0.045409 | -0.3717 | 0.644353 |
20 | 0.000209 | 0.0017 | 0.499321 |
21 | 0.058634 | 0.4799 | 0.316417 |
22 | 0.013549 | 0.1109 | 0.456012 |
23 | 0.059693 | 0.4886 | 0.313357 |
24 | -0.231123 | -1.8918 | 0.968581 |
25 | 0.203858 | 1.6686 | 0.049927 |
26 | 0.092319 | 0.7557 | 0.226249 |
27 | -0.213895 | -1.7508 | 0.957722 |
28 | 0.050617 | 0.4143 | 0.339982 |
29 | 0.118819 | 0.9726 | 0.167131 |
30 | -0.050902 | -0.4166 | 0.660866 |
31 | -0.047265 | -0.3869 | 0.649965 |
32 | 0.062708 | 0.5133 | 0.30472 |
33 | -0.105254 | -0.8615 | 0.803994 |
34 | 0.002872 | 0.0235 | 0.490657 |
35 | 0.11488 | 0.9403 | 0.175212 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.397612 | -3.2546 | 0.999109 |
1 | -0.406959 | -3.3311 | 0.999295 |
2 | -0.219702 | -1.7983 | 0.961686 |
3 | -0.139325 | -1.1404 | 0.870916 |
4 | 0.012113 | 0.0991 | 0.460659 |
5 | 0.041354 | 0.3385 | 0.368023 |
6 | 0.072658 | 0.5947 | 0.277012 |
7 | -0.053538 | -0.4382 | 0.668685 |
8 | -0.06496 | -0.5317 | 0.70166 |
9 | -0.128891 | -1.055 | 0.852397 |
10 | 0.053395 | 0.4371 | 0.331739 |
11 | -0.192719 | -1.5775 | 0.940302 |
12 | -0.286431 | -2.3445 | 0.988988 |
13 | -0.180497 | -1.4774 | 0.927877 |
14 | -0.045402 | -0.3716 | 0.644331 |
15 | -0.026646 | -0.2181 | 0.585996 |
16 | -0.076377 | -0.6252 | 0.733009 |
17 | -0.031369 | -0.2568 | 0.600928 |
18 | -0.123201 | -1.0084 | 0.841565 |
19 | -0.200126 | -1.6381 | 0.946956 |
20 | -0.157167 | -1.2865 | 0.898647 |
21 | -0.07156 | -0.5857 | 0.719991 |
22 | 0.175485 | 1.4364 | 0.07777 |
23 | -0.201519 | -1.6495 | 0.948138 |
24 | -0.124939 | -1.0227 | 0.844929 |
25 | 0.058946 | 0.4825 | 0.315513 |
26 | -0.047205 | -0.3864 | 0.649783 |
27 | -0.101641 | -0.832 | 0.795809 |
28 | -0.020369 | -0.1667 | 0.565958 |
29 | 0.025358 | 0.2076 | 0.418099 |
30 | -0.007801 | -0.0639 | 0.525363 |
31 | 0.003981 | 0.0326 | 0.487051 |
32 | -0.054859 | -0.449 | 0.672573 |
33 | -0.075004 | -0.6139 | 0.729332 |
34 | 0.125379 | 1.0263 | 0.154227 |
35 | -0.080475 | -0.6587 | 0.743831 |