Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.359702 | -2.4921 | 0.991897 |
2 | -0.043887 | -0.3041 | 0.618801 |
3 | 0.314529 | 2.1791 | 0.017131 |
4 | -0.193175 | -1.3384 | 0.906457 |
5 | 0.019842 | 0.1375 | 0.445618 |
6 | 0.129126 | 0.8946 | 0.187729 |
7 | -0.135308 | -0.9374 | 0.823387 |
8 | -0.096373 | -0.6677 | 0.746236 |
9 | 0.168727 | 1.169 | 0.124093 |
10 | -0.082649 | -0.5726 | 0.715209 |
11 | -0.065908 | -0.4566 | 0.674999 |
12 | 0.115571 | 0.8007 | 0.213626 |
13 | -0.204149 | -1.4144 | 0.918148 |
14 | 0.219563 | 1.5212 | 0.067388 |
15 | -0.070795 | -0.4905 | 0.686987 |
16 | -0.099951 | -0.6925 | 0.754013 |
17 | 0.00772 | 0.0535 | 0.478783 |
18 | -0.011812 | -0.0818 | 0.532442 |
19 | -0.148832 | -1.0311 | 0.846177 |
20 | 0.122533 | 0.8489 | 0.200066 |
21 | -0.044056 | -0.3052 | 0.619245 |
22 | -0.200985 | -1.3925 | 0.9149 |
23 | 0.225938 | 1.5653 | 0.062036 |
24 | -0.130113 | -0.9014 | 0.814075 |
25 | -0.182615 | -1.2652 | 0.894045 |
26 | 0.272018 | 1.8846 | 0.032774 |
27 | -0.129577 | -0.8977 | 0.813097 |
28 | -0.010414 | -0.0722 | 0.528609 |
29 | 0.138916 | 0.9624 | 0.170326 |
30 | -0.056031 | -0.3882 | 0.650207 |
31 | -0.015859 | -0.1099 | 0.543516 |
32 | 0.080212 | 0.5557 | 0.290489 |
33 | -0.050379 | -0.349 | 0.635707 |
34 | -0.037329 | -0.2586 | 0.601485 |
35 | 0.034911 | 0.2419 | 0.404954 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.359702 | -2.4921 | 0.991897 |
1 | -0.199024 | -1.3789 | 0.912837 |
2 | 0.267915 | 1.8562 | 0.034787 |
3 | 0.023725 | 0.1644 | 0.435063 |
4 | -0.01042 | -0.0722 | 0.528626 |
5 | 0.041077 | 0.2846 | 0.388592 |
6 | -0.032634 | -0.2261 | 0.588957 |
7 | -0.191853 | -1.3292 | 0.904966 |
8 | 0.025125 | 0.1741 | 0.431272 |
9 | 0.054455 | 0.3773 | 0.353815 |
10 | -0.011026 | -0.0764 | 0.530286 |
11 | 0.002227 | 0.0154 | 0.493876 |
12 | -0.17503 | -1.2126 | 0.8844 |
13 | 0.180176 | 1.2483 | 0.108989 |
14 | -0.017526 | -0.1214 | 0.54807 |
15 | -0.048907 | -0.3388 | 0.631896 |
16 | -0.186598 | -1.2928 | 0.898863 |
17 | -0.036822 | -0.2551 | 0.600137 |
18 | -0.191825 | -1.329 | 0.904935 |
19 | 0.048168 | 0.3337 | 0.370023 |
20 | 0.007085 | 0.0491 | 0.480526 |
21 | -0.099561 | -0.6898 | 0.753173 |
22 | 0.019921 | 0.138 | 0.445403 |
23 | -0.120589 | -0.8355 | 0.796203 |
24 | -0.208685 | -1.4458 | 0.922636 |
25 | 0.02463 | 0.1706 | 0.432612 |
26 | 0.099822 | 0.6916 | 0.246265 |
27 | 0.042005 | 0.291 | 0.386144 |
28 | 0.01036 | 0.0718 | 0.471539 |
29 | -0.030009 | -0.2079 | 0.58191 |
30 | 0.061543 | 0.4264 | 0.335867 |
31 | -0.086462 | -0.599 | 0.724014 |
32 | -0.029231 | -0.2025 | 0.579815 |
33 | -0.068 | -0.4711 | 0.680155 |
34 | -0.097704 | -0.6769 | 0.749145 |
35 | -0.103286 | -0.7156 | 0.761144 |