Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | 0.110776 | 0.7594 | 0.225691 |
2 | 0.095498 | 0.6547 | 0.257926 |
3 | -0.135449 | -0.9286 | 0.821077 |
4 | -0.154926 | -1.0621 | 0.853195 |
5 | 0.003515 | 0.0241 | 0.490438 |
6 | -0.08943 | -0.6131 | 0.728617 |
7 | -0.075751 | -0.5193 | 0.697013 |
8 | 0.072453 | 0.4967 | 0.310854 |
9 | 0.218838 | 1.5003 | 0.070115 |
10 | -0.153932 | -1.0553 | 0.851659 |
11 | -0.098628 | -0.6762 | 0.748873 |
12 | -0.205408 | -1.4082 | 0.917175 |
13 | 0.06248 | 0.4283 | 0.33518 |
14 | 0.304212 | 2.0856 | 0.021236 |
15 | 0.084412 | 0.5787 | 0.282778 |
16 | 0.108368 | 0.7429 | 0.23061 |
17 | -0.114583 | -0.7855 | 0.78196 |
18 | 0.137964 | 0.9458 | 0.174535 |
19 | -0.035827 | -0.2456 | 0.596475 |
20 | 0.016265 | 0.1115 | 0.455844 |
21 | -0.007722 | -0.0529 | 0.520999 |
22 | 0.02257 | 0.1547 | 0.438847 |
23 | 0.116943 | 0.8017 | 0.213374 |
24 | -0.086244 | -0.5913 | 0.721409 |
25 | -0.1434 | -0.9831 | 0.834704 |
26 | -0.222279 | -1.5239 | 0.932878 |
27 | 0.055108 | 0.3778 | 0.35364 |
28 | -0.090879 | -0.623 | 0.731864 |
29 | 0.060479 | 0.4146 | 0.340153 |
30 | -0.07671 | -0.5259 | 0.699284 |
31 | -0.033659 | -0.2308 | 0.590747 |
32 | 0.049134 | 0.3368 | 0.368868 |
33 | -0.014223 | -0.0975 | 0.538632 |
34 | -0.019092 | -0.1309 | 0.551789 |
35 | 0.048343 | 0.3314 | 0.370899 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.110776 | 0.7594 | 0.225691 |
1 | 0.084261 | 0.5777 | 0.283125 |
2 | -0.157508 | -1.0798 | 0.857133 |
3 | -0.13751 | -0.9427 | 0.824678 |
4 | 0.06623 | 0.4541 | 0.325941 |
5 | -0.09046 | -0.6202 | 0.730926 |
6 | -0.115291 | -0.7904 | 0.783367 |
7 | 0.109232 | 0.7489 | 0.228836 |
8 | 0.230796 | 1.5823 | 0.060149 |
9 | -0.319579 | -2.1909 | 0.983275 |
10 | -0.128423 | -0.8804 | 0.808445 |
11 | 0.002805 | 0.0192 | 0.49237 |
12 | 0.129155 | 0.8854 | 0.190213 |
13 | 0.234363 | 1.6067 | 0.057408 |
14 | 0.012589 | 0.0863 | 0.465795 |
15 | 0.016034 | 0.1099 | 0.45647 |
16 | -0.190144 | -1.3036 | 0.900634 |
17 | 0.224347 | 1.538 | 0.065371 |
18 | 0.117265 | 0.8039 | 0.212743 |
19 | 0.055025 | 0.3772 | 0.35385 |
20 | 0.065201 | 0.447 | 0.328465 |
21 | -0.111164 | -0.7621 | 0.775096 |
22 | -0.062618 | -0.4293 | 0.665161 |
23 | -0.010637 | -0.0729 | 0.528911 |
24 | 0.038065 | 0.261 | 0.397631 |
25 | -0.056536 | -0.3876 | 0.649967 |
26 | -0.031042 | -0.2128 | 0.583804 |
27 | -0.226859 | -1.5553 | 0.936704 |
28 | -0.106967 | -0.7333 | 0.7665 |
29 | -0.019275 | -0.1321 | 0.552281 |
30 | 0.068794 | 0.4716 | 0.319686 |
31 | -0.112407 | -0.7706 | 0.777607 |
32 | -0.014542 | -0.0997 | 0.539494 |
33 | -0.150836 | -1.0341 | 0.846805 |
34 | 0.057616 | 0.395 | 0.347316 |
35 | 0.026904 | 0.1844 | 0.42723 |