Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | 0.424939 | 3.5041 | 0.000408 |
2 | 0.433212 | 3.5724 | 0.000328 |
3 | 0.50528 | 4.1666 | 4.5e-05 |
4 | 0.331181 | 2.731 | 0.004018 |
5 | 0.439445 | 3.6238 | 0.000278 |
6 | 0.326005 | 2.6883 | 0.004511 |
7 | 0.130778 | 1.0784 | 0.142329 |
8 | 0.246198 | 2.0302 | 0.023125 |
9 | 0.22798 | 1.88 | 0.032198 |
10 | 0.034638 | 0.2856 | 0.388015 |
11 | 0.012296 | 0.1014 | 0.459766 |
12 | -0.122691 | -1.0117 | 0.842374 |
13 | -0.044929 | -0.3705 | 0.643917 |
14 | -0.005245 | -0.0433 | 0.517187 |
15 | -0.079797 | -0.658 | 0.743627 |
16 | -0.165913 | -1.3682 | 0.912116 |
17 | -0.059546 | -0.491 | 0.687506 |
18 | -0.029259 | -0.2413 | 0.594967 |
19 | -0.166309 | -1.3714 | 0.912624 |
20 | -0.071463 | -0.5893 | 0.721193 |
21 | -0.10679 | -0.8806 | 0.809185 |
22 | -0.092179 | -0.7601 | 0.775098 |
23 | 0.094813 | 0.7818 | 0.218509 |
24 | -0.08242 | -0.6797 | 0.750484 |
25 | -0.091787 | -0.7569 | 0.774135 |
26 | 0.080146 | 0.6609 | 0.255454 |
27 | -0.042271 | -0.3486 | 0.635757 |
28 | -0.018782 | -0.1549 | 0.561312 |
29 | 0.046316 | 0.3819 | 0.351851 |
30 | -0.076749 | -0.6329 | 0.735534 |
31 | 0.074933 | 0.6179 | 0.269349 |
32 | 0.036844 | 0.3038 | 0.381095 |
33 | -0.110634 | -0.9123 | 0.817586 |
34 | -0.057742 | -0.4762 | 0.682253 |
35 | -0.071389 | -0.5887 | 0.720991 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.424939 | 3.5041 | 0.000408 |
1 | 0.308311 | 2.5424 | 0.006646 |
2 | 0.333004 | 2.746 | 0.003856 |
3 | 0.002844 | 0.0234 | 0.49068 |
4 | 0.189836 | 1.5654 | 0.061062 |
5 | -0.031606 | -0.2606 | 0.602418 |
6 | -0.242502 | -1.9997 | 0.975236 |
7 | -0.010644 | -0.0878 | 0.534842 |
8 | 0.104335 | 0.8604 | 0.196305 |
9 | -0.17467 | -1.4404 | 0.922824 |
10 | -0.193848 | -1.5985 | 0.942717 |
11 | -0.202423 | -1.6692 | 0.950165 |
12 | 0.090529 | 0.7465 | 0.228964 |
13 | 0.097229 | 0.8018 | 0.212739 |
14 | 0.144234 | 1.1894 | 0.119212 |
15 | -0.064551 | -0.5323 | 0.701873 |
16 | 0.103296 | 0.8518 | 0.198656 |
17 | 0.101031 | 0.8331 | 0.203845 |
18 | -0.19347 | -1.5954 | 0.942369 |
19 | 0.012393 | 0.1022 | 0.459451 |
20 | 0.071172 | 0.5869 | 0.279608 |
21 | -0.06344 | -0.5231 | 0.69871 |
22 | 0.080865 | 0.6668 | 0.253568 |
23 | -0.095595 | -0.7883 | 0.783368 |
24 | -0.052149 | -0.43 | 0.665734 |
25 | 0.082642 | 0.6815 | 0.24894 |
26 | -0.001993 | -0.0164 | 0.506532 |
27 | -0.094917 | -0.7827 | 0.781742 |
28 | 0.084595 | 0.6976 | 0.243907 |
29 | 0.025793 | 0.2127 | 0.416101 |
30 | -0.030155 | -0.2487 | 0.597814 |
31 | -0.093153 | -0.7682 | 0.777474 |
32 | -0.062626 | -0.5164 | 0.696386 |
33 | -0.106346 | -0.8769 | 0.808199 |
34 | -0.025605 | -0.2111 | 0.583297 |
35 | 0.133109 | 1.0976 | 0.138115 |