Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.295523 | 2.6432 | 0.004939 |
2 | 0.075117 | 0.6719 | 0.251802 |
3 | 0.210671 | 1.8843 | 0.031578 |
4 | 0.087842 | 0.7857 | 0.217188 |
5 | 0.320171 | 2.8637 | 0.002673 |
6 | 0.502284 | 4.4926 | 1.2e-05 |
7 | 0.255259 | 2.2831 | 0.012539 |
8 | 0.058872 | 0.5266 | 0.299974 |
9 | 0.052852 | 0.4727 | 0.31885 |
10 | -0.144946 | -1.2964 | 0.900724 |
11 | 0.08246 | 0.7375 | 0.231475 |
12 | 0.574813 | 5.1413 | 1e-06 |
13 | 0.041317 | 0.3696 | 0.356346 |
14 | -0.097886 | -0.8755 | 0.808043 |
15 | -0.018504 | -0.1655 | 0.565516 |
16 | -0.132805 | -1.1878 | 0.880795 |
17 | 0.093724 | 0.8383 | 0.202181 |
18 | 0.276274 | 2.4711 | 0.007798 |
19 | 0.063157 | 0.5649 | 0.286863 |
20 | -0.04648 | -0.4157 | 0.660641 |
21 | -0.059516 | -0.5323 | 0.702014 |
22 | -0.243581 | -2.1787 | 0.98385 |
23 | 0.020039 | 0.1792 | 0.429103 |
24 | 0.398111 | 3.5608 | 0.000313 |
25 | -0.0038 | -0.034 | 0.513515 |
26 | -0.06687 | -0.5981 | 0.724269 |
27 | -0.068616 | -0.6137 | 0.729428 |
28 | -0.120498 | -1.0778 | 0.857811 |
29 | 0.060566 | 0.5417 | 0.29476 |
30 | 0.191071 | 1.709 | 0.045665 |
31 | 0.068159 | 0.6096 | 0.271916 |
32 | -0.01518 | -0.1358 | 0.553831 |
33 | -0.084146 | -0.7526 | 0.773059 |
34 | -0.218514 | -1.9544 | 0.972929 |
35 | -0.034263 | -0.3065 | 0.619973 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.295523 | 2.6432 | 0.004939 |
1 | -0.013386 | -0.1197 | 0.547499 |
2 | 0.210554 | 1.8833 | 0.03165 |
3 | -0.037068 | -0.3315 | 0.62945 |
4 | 0.349002 | 3.1216 | 0.001252 |
5 | 0.35023 | 3.1325 | 0.001211 |
6 | 0.107099 | 0.9579 | 0.170495 |
7 | -0.106942 | -0.9565 | 0.829154 |
8 | -0.094083 | -0.8415 | 0.798712 |
9 | -0.399945 | -3.5772 | 0.999703 |
10 | -0.117276 | -1.0489 | 0.85132 |
11 | 0.513716 | 4.5948 | 8e-06 |
12 | -0.230209 | -2.0591 | 0.978629 |
13 | -0.040807 | -0.365 | 0.641958 |
14 | -0.008432 | -0.0754 | 0.529963 |
15 | 0.124733 | 1.1156 | 0.133956 |
16 | -0.052562 | -0.4701 | 0.68023 |
17 | 0.02522 | 0.2256 | 0.411053 |
18 | -0.050628 | -0.4528 | 0.674052 |
19 | -0.026622 | -0.2381 | 0.5938 |
20 | -0.012875 | -0.1152 | 0.545697 |
21 | -0.023423 | -0.2095 | 0.582705 |
22 | 0.025702 | 0.2299 | 0.409384 |
23 | 0.06386 | 0.5712 | 0.284738 |
24 | 0.044068 | 0.3942 | 0.347257 |
25 | 0.061375 | 0.549 | 0.292284 |
26 | -0.064631 | -0.5781 | 0.717583 |
27 | 0.121 | 1.0823 | 0.141194 |
28 | -0.10233 | -0.9153 | 0.818599 |
29 | -0.097156 | -0.869 | 0.806273 |
30 | 0.004457 | 0.0399 | 0.484151 |
31 | -0.01499 | -0.1341 | 0.553159 |
32 | -0.107537 | -0.9618 | 0.830486 |
33 | 0.044945 | 0.402 | 0.344377 |
34 | -0.105784 | -0.9462 | 0.826541 |
35 | 0.04154 | 0.3715 | 0.355606 |