Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | 0.420905 | 3.4709 | 0.000453 |
2 | 0.29281 | 2.4146 | 0.009225 |
3 | 0.37872 | 3.123 | 0.001315 |
4 | 0.36186 | 2.984 | 0.001975 |
5 | 0.298768 | 2.4637 | 0.008143 |
6 | 0.212786 | 1.7547 | 0.04191 |
7 | 0.170285 | 1.4042 | 0.082405 |
8 | 0.048023 | 0.396 | 0.34667 |
9 | 0.110708 | 0.9129 | 0.182254 |
10 | 0.086313 | 0.7118 | 0.239526 |
11 | 0.059288 | 0.4889 | 0.313242 |
12 | -0.070835 | -0.5841 | 0.719465 |
13 | 0.022021 | 0.1816 | 0.428223 |
14 | 0.157333 | 1.2974 | 0.099438 |
15 | 0.072439 | 0.5974 | 0.276129 |
16 | 0.00903 | 0.0745 | 0.470429 |
17 | -0.037195 | -0.3067 | 0.620001 |
18 | 0.048534 | 0.4002 | 0.345125 |
19 | 0.044333 | 0.3656 | 0.357907 |
20 | 0.073643 | 0.6073 | 0.272845 |
21 | 0.09069 | 0.7478 | 0.228565 |
22 | 0.054708 | 0.4511 | 0.326665 |
23 | 0.002691 | 0.0222 | 0.49118 |
24 | -0.0665 | -0.5484 | 0.707385 |
25 | 0.117094 | 0.9656 | 0.168837 |
26 | 0.078441 | 0.6468 | 0.259957 |
27 | -0.058493 | -0.4823 | 0.684445 |
28 | 0.028754 | 0.2371 | 0.40664 |
29 | 0.070007 | 0.5773 | 0.282823 |
30 | -0.038262 | -0.3155 | 0.623331 |
31 | -0.082653 | -0.6816 | 0.751087 |
32 | -0.055859 | -0.4606 | 0.676732 |
33 | -0.112407 | -0.9269 | 0.821381 |
34 | -0.07085 | -0.5842 | 0.719506 |
35 | -0.037888 | -0.3124 | 0.622165 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.420905 | 3.4709 | 0.000453 |
1 | 0.140548 | 1.159 | 0.125257 |
2 | 0.264869 | 2.1842 | 0.016201 |
3 | 0.1525 | 1.2575 | 0.106429 |
4 | 0.074182 | 0.6117 | 0.271382 |
5 | -0.036881 | -0.3041 | 0.61902 |
6 | -0.04856 | -0.4004 | 0.654955 |
7 | -0.178738 | -1.4739 | 0.92744 |
8 | 0.039691 | 0.3273 | 0.372224 |
9 | -0.011336 | -0.0935 | 0.537102 |
10 | 0.055107 | 0.4544 | 0.325486 |
11 | -0.135281 | -1.1156 | 0.86573 |
12 | 0.097802 | 0.8065 | 0.211384 |
13 | 0.178444 | 1.4715 | 0.072886 |
14 | 0.044354 | 0.3658 | 0.357841 |
15 | -0.052247 | -0.4308 | 0.666028 |
16 | -0.126881 | -1.0463 | 0.850434 |
17 | -0.004598 | -0.0379 | 0.515068 |
18 | -0.011037 | -0.091 | 0.536127 |
19 | 0.058673 | 0.4838 | 0.31503 |
20 | 0.112735 | 0.9296 | 0.177923 |
21 | 0.062348 | 0.5141 | 0.304413 |
22 | -0.082886 | -0.6835 | 0.751692 |
23 | -0.222706 | -1.8365 | 0.964671 |
24 | 0.13855 | 1.1425 | 0.128624 |
25 | 0.111601 | 0.9203 | 0.180339 |
26 | -0.090941 | -0.7499 | 0.772055 |
27 | 0.022045 | 0.1818 | 0.428146 |
28 | 0.012022 | 0.0991 | 0.46066 |
29 | -0.090374 | -0.7452 | 0.770653 |
30 | -0.091611 | -0.7554 | 0.773704 |
31 | -0.057245 | -0.4721 | 0.680801 |
32 | -0.012506 | -0.1031 | 0.540919 |
33 | 0.030008 | 0.2475 | 0.402651 |
34 | -0.00497 | -0.041 | 0.516286 |
35 | -0.108591 | -0.8955 | 0.813152 |