Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.239736 | 2.1443 | 0.017523 |
2 | -0.037255 | -0.3332 | 0.630079 |
3 | 0.302062 | 2.7017 | 0.00421 |
4 | 0.049815 | 0.4456 | 0.328561 |
5 | 0.182975 | 1.6366 | 0.052823 |
6 | 0.48364 | 4.3258 | 2.2e-05 |
7 | 0.158206 | 1.415 | 0.08047 |
8 | 0.052863 | 0.4728 | 0.318815 |
9 | 0.183315 | 1.6396 | 0.052506 |
10 | -0.188116 | -1.6826 | 0.95182 |
11 | 0.076649 | 0.6856 | 0.247483 |
12 | 0.634837 | 5.6782 | 0 |
13 | 0.075736 | 0.6774 | 0.250053 |
14 | -0.133564 | -1.1946 | 0.88212 |
15 | 0.131709 | 1.178 | 0.121137 |
16 | -0.089314 | -0.7989 | 0.786629 |
17 | 0.022538 | 0.2016 | 0.420376 |
18 | 0.285792 | 2.5562 | 0.006237 |
19 | 0.035756 | 0.3198 | 0.374974 |
20 | -0.026746 | -0.2392 | 0.594229 |
21 | 0.078809 | 0.7049 | 0.241463 |
22 | -0.257772 | -2.3056 | 0.988138 |
23 | 0.018152 | 0.1624 | 0.435717 |
24 | 0.413715 | 3.7004 | 0.000197 |
25 | -0.012074 | -0.108 | 0.542866 |
26 | -0.138824 | -1.2417 | 0.891008 |
27 | 0.00641 | 0.0573 | 0.477212 |
28 | -0.158795 | -1.4203 | 0.920298 |
29 | -0.065482 | -0.5857 | 0.720134 |
30 | 0.130142 | 1.164 | 0.123937 |
31 | -0.060658 | -0.5425 | 0.705524 |
32 | -0.099361 | -0.8887 | 0.811588 |
33 | -0.054425 | -0.4868 | 0.686132 |
34 | -0.287367 | -2.5703 | 0.993992 |
35 | -0.103874 | -0.9291 | 0.822178 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.239736 | 2.1443 | 0.017523 |
1 | -0.100505 | -0.8989 | 0.814309 |
2 | 0.360111 | 3.2209 | 0.000924 |
3 | -0.165547 | -1.4807 | 0.928693 |
4 | 0.365741 | 3.2713 | 0.000791 |
5 | 0.260001 | 2.3255 | 0.011289 |
6 | 0.070671 | 0.6321 | 0.264561 |
7 | 0.013062 | 0.1168 | 0.453642 |
8 | -0.015758 | -0.1409 | 0.555864 |
9 | -0.406403 | -3.635 | 0.999755 |
10 | 0.188981 | 1.6903 | 0.047432 |
11 | 0.448067 | 4.0076 | 6.8e-05 |
12 | -0.170433 | -1.5244 | 0.934324 |
13 | -0.158283 | -1.4157 | 0.919631 |
14 | -0.068046 | -0.6086 | 0.72775 |
15 | 0.057586 | 0.5151 | 0.303964 |
16 | -0.057159 | -0.5112 | 0.694705 |
17 | -0.079799 | -0.7137 | 0.761269 |
18 | 0.013664 | 0.1222 | 0.451517 |
19 | -0.022923 | -0.205 | 0.580964 |
20 | 0.078876 | 0.7055 | 0.241277 |
21 | -0.024397 | -0.2182 | 0.58609 |
22 | 0.146765 | 1.3127 | 0.096518 |
23 | -0.104694 | -0.9364 | 0.824061 |
24 | 0.034947 | 0.3126 | 0.377707 |
25 | -0.067313 | -0.6021 | 0.725582 |
26 | -0.101036 | -0.9037 | 0.815565 |
27 | -0.048992 | -0.4382 | 0.668787 |
28 | -0.072405 | -0.6476 | 0.740455 |
29 | -0.039908 | -0.357 | 0.638966 |
30 | -0.048669 | -0.4353 | 0.667745 |
31 | -0.02895 | -0.2589 | 0.601825 |
32 | -0.011342 | -0.1014 | 0.540275 |
33 | 0.089188 | 0.7977 | 0.213696 |
34 | -0.135575 | -1.2126 | 0.885578 |
35 | 0.09016 | 0.8064 | 0.211198 |