Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.360068 | -2.4946 | 0.991948 |
2 | 0.183379 | 1.2705 | 0.105017 |
3 | 0.177822 | 1.232 | 0.111977 |
4 | -0.122863 | -0.8512 | 0.800563 |
5 | 0.19785 | 1.3707 | 0.088415 |
6 | 0.135428 | 0.9383 | 0.176401 |
7 | -0.18881 | -1.3081 | 0.901468 |
8 | 0.304219 | 2.1077 | 0.020153 |
9 | -0.078822 | -0.5461 | 0.706235 |
10 | -0.043642 | -0.3024 | 0.618157 |
11 | 0.168659 | 1.1685 | 0.124187 |
12 | -0.271335 | -1.8799 | 0.966899 |
13 | 0.204698 | 1.4182 | 0.081297 |
14 | -0.039064 | -0.2706 | 0.606087 |
15 | 0.096653 | 0.6696 | 0.253151 |
16 | -0.03218 | -0.2229 | 0.587739 |
17 | 0.013101 | 0.0908 | 0.464027 |
18 | -0.018974 | -0.1315 | 0.552019 |
19 | -0.001475 | -0.0102 | 0.504057 |
20 | -0.10726 | -0.7431 | 0.769484 |
21 | 0.166253 | 1.1518 | 0.127547 |
22 | -0.136984 | -0.9491 | 0.826327 |
23 | 0.088065 | 0.6101 | 0.272327 |
24 | 0.003287 | 0.0228 | 0.490963 |
25 | -0.164255 | -1.138 | 0.869614 |
26 | 0.090083 | 0.6241 | 0.267754 |
27 | -0.043657 | -0.3025 | 0.618196 |
28 | -0.087101 | -0.6035 | 0.725475 |
29 | 0.043009 | 0.298 | 0.383504 |
30 | -0.032356 | -0.2242 | 0.588212 |
31 | 0.018411 | 0.1276 | 0.449518 |
32 | -0.022048 | -0.1528 | 0.560384 |
33 | -0.11755 | -0.8144 | 0.790284 |
34 | -0.029384 | -0.2036 | 0.580228 |
35 | 0.027978 | 0.1938 | 0.423561 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.360068 | -2.4946 | 0.991948 |
1 | 0.061734 | 0.4277 | 0.335388 |
2 | 0.302183 | 2.0936 | 0.020802 |
3 | 0.024489 | 0.1697 | 0.432992 |
4 | 0.097189 | 0.6733 | 0.251979 |
5 | 0.250413 | 1.7349 | 0.044587 |
6 | -0.110432 | -0.7651 | 0.77602 |
7 | 0.09097 | 0.6303 | 0.265757 |
8 | 0.066829 | 0.463 | 0.322726 |
9 | -0.101024 | -0.6999 | 0.756321 |
10 | -0.025434 | -0.1762 | 0.569565 |
11 | -0.227585 | -1.5768 | 0.93929 |
12 | 0.038941 | 0.2698 | 0.394239 |
13 | 0.001024 | 0.0071 | 0.497185 |
14 | 0.277877 | 1.9252 | 0.030071 |
15 | 0.004277 | 0.0296 | 0.488242 |
16 | -0.026644 | -0.1846 | 0.572838 |
17 | 0.016416 | 0.1137 | 0.454961 |
18 | -0.14569 | -1.0094 | 0.841071 |
19 | -0.164947 | -1.1428 | 0.870602 |
20 | 0.077566 | 0.5374 | 0.29674 |
21 | 0.004586 | 0.0318 | 0.487393 |
22 | 0.003251 | 0.0225 | 0.491063 |
23 | 0.031717 | 0.2197 | 0.413502 |
24 | -0.049802 | -0.345 | 0.634213 |
25 | -0.07042 | -0.4879 | 0.686073 |
26 | 0.110688 | 0.7669 | 0.223457 |
27 | -0.049519 | -0.3431 | 0.633481 |
28 | -0.167541 | -1.1608 | 0.87426 |
29 | 0.007745 | 0.0537 | 0.478715 |
30 | 0.132034 | 0.9148 | 0.182445 |
31 | -0.12008 | -0.8319 | 0.795218 |
32 | -0.006443 | -0.0446 | 0.517711 |
33 | -0.051769 | -0.3587 | 0.639292 |
34 | 0.011288 | 0.0782 | 0.468996 |
35 | -0.108824 | -0.754 | 0.77272 |