Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.378402 | -2.9066 | 0.99743 |
2 | -0.007207 | -0.0554 | 0.521981 |
3 | -0.161053 | -1.2371 | 0.88952 |
4 | 0.147136 | 1.1302 | 0.131488 |
5 | -0.085601 | -0.6575 | 0.743295 |
6 | 0.142083 | 1.0914 | 0.139776 |
7 | -0.112374 | -0.8632 | 0.804227 |
8 | -0.058358 | -0.4483 | 0.672194 |
9 | -0.069231 | -0.5318 | 0.70156 |
10 | 0.036661 | 0.2816 | 0.389619 |
11 | 0.079279 | 0.609 | 0.272447 |
12 | 0.036095 | 0.2773 | 0.391279 |
13 | 0.025491 | 0.1958 | 0.422721 |
14 | -0.069569 | -0.5344 | 0.702453 |
15 | -0.075416 | -0.5793 | 0.717698 |
16 | 0.058029 | 0.4457 | 0.328712 |
17 | 0.020679 | 0.1588 | 0.437169 |
18 | -0.032018 | -0.2459 | 0.596707 |
19 | -0.063803 | -0.4901 | 0.687054 |
20 | 0.079425 | 0.6101 | 0.272078 |
21 | -0.169467 | -1.3017 | 0.900961 |
22 | 0.190867 | 1.4661 | 0.073968 |
23 | -0.143018 | -1.0985 | 0.861785 |
24 | 0.196405 | 1.5086 | 0.068367 |
25 | -0.107325 | -0.8244 | 0.793477 |
26 | 0.121166 | 0.9307 | 0.177902 |
27 | -0.227528 | -1.7477 | 0.957139 |
28 | 0.216992 | 1.6667 | 0.050432 |
29 | -0.180975 | -1.3901 | 0.915139 |
30 | 0.127214 | 0.9772 | 0.166242 |
31 | 0.025783 | 0.198 | 0.421847 |
32 | -0.032748 | -0.2515 | 0.598866 |
33 | -0.121974 | -0.9369 | 0.823685 |
34 | 0.064155 | 0.4928 | 0.311998 |
35 | 0.014599 | 0.1121 | 0.455548 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.378402 | -2.9066 | 0.99743 |
1 | -0.175529 | -1.3483 | 0.908636 |
2 | -0.277789 | -2.1337 | 0.981484 |
3 | -0.051712 | -0.3972 | 0.653677 |
4 | -0.108963 | -0.837 | 0.797004 |
5 | 0.070037 | 0.538 | 0.296313 |
6 | -0.014309 | -0.1099 | 0.543574 |
7 | -0.130796 | -1.0047 | 0.840419 |
8 | -0.173416 | -1.332 | 0.906014 |
9 | -0.188423 | -1.4473 | 0.923448 |
10 | -0.048458 | -0.3722 | 0.644467 |
11 | 0.020516 | 0.1576 | 0.437661 |
12 | 0.121572 | 0.9338 | 0.177103 |
13 | 0.066772 | 0.5129 | 0.304974 |
14 | -0.092694 | -0.712 | 0.760364 |
15 | -0.077777 | -0.5974 | 0.723741 |
16 | -0.115893 | -0.8902 | 0.81151 |
17 | -0.133641 | -1.0265 | 0.845581 |
18 | -0.1441 | -1.1069 | 0.863576 |
19 | 0.036233 | 0.2783 | 0.390874 |
20 | -0.153622 | -1.18 | 0.87863 |
21 | 0.030405 | 0.2335 | 0.408074 |
22 | -0.192192 | -1.4763 | 0.927404 |
23 | -0.020965 | -0.161 | 0.563691 |
24 | -0.037765 | -0.2901 | 0.613613 |
25 | 0.060131 | 0.4619 | 0.322936 |
26 | -0.117472 | -0.9023 | 0.814722 |
27 | 0.041996 | 0.3226 | 0.374079 |
28 | -0.160913 | -1.236 | 0.889321 |
29 | -0.103294 | -0.7934 | 0.784642 |
30 | 0.10691 | 0.8212 | 0.207422 |
31 | 0.033068 | 0.254 | 0.400191 |
32 | -0.041669 | -0.3201 | 0.624974 |
33 | -0.054549 | -0.419 | 0.661631 |
34 | -0.126939 | -0.975 | 0.833239 |
35 | 0.01434 | 0.1101 | 0.456332 |