Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.1854 | 0 |
1 | -0.407721 | -3.3373 | 0.999308 |
2 | -0.170895 | -1.3988 | 0.916763 |
3 | 0.100731 | 0.8245 | 0.206285 |
4 | 0.020279 | 0.166 | 0.434332 |
5 | 0.031473 | 0.2576 | 0.398746 |
6 | -0.016085 | -0.1317 | 0.552177 |
7 | 0.035058 | 0.287 | 0.387512 |
8 | -0.144392 | -1.1819 | 0.879288 |
9 | 0.08692 | 0.7115 | 0.239632 |
10 | -0.03167 | -0.2592 | 0.601873 |
11 | 0.098775 | 0.8085 | 0.210829 |
12 | -0.188395 | -1.5421 | 0.936118 |
13 | -0.041572 | -0.3403 | 0.632646 |
14 | 0.175851 | 1.4394 | 0.077346 |
15 | -0.033528 | -0.2744 | 0.607704 |
16 | 0.010038 | 0.0822 | 0.467382 |
17 | -0.127741 | -1.0456 | 0.850249 |
18 | 0.093636 | 0.7664 | 0.223051 |
19 | -0.042256 | -0.3459 | 0.634743 |
20 | 0.016512 | 0.1352 | 0.446446 |
21 | 0.028341 | 0.232 | 0.40863 |
22 | 0.039357 | 0.3222 | 0.37417 |
23 | 0.042981 | 0.3518 | 0.36304 |
24 | -0.237742 | -1.946 | 0.972075 |
25 | 0.200423 | 1.6405 | 0.052791 |
26 | 0.08691 | 0.7114 | 0.239656 |
27 | -0.179213 | -1.4669 | 0.926462 |
28 | 0.023876 | 0.1954 | 0.422824 |
29 | 0.116307 | 0.952 | 0.172257 |
30 | -0.050074 | -0.4099 | 0.658396 |
31 | -0.029815 | -0.244 | 0.59603 |
32 | 0.045782 | 0.3747 | 0.354519 |
33 | -0.103016 | -0.8432 | 0.798948 |
34 | 0.026329 | 0.2155 | 0.415012 |
35 | 0.089478 | 0.7324 | 0.233237 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.407721 | -3.3373 | 0.999308 |
1 | -0.40435 | -3.3097 | 0.999247 |
2 | -0.232252 | -1.9011 | 0.969202 |
3 | -0.150201 | -1.2294 | 0.888398 |
4 | -0.01564 | -0.128 | 0.550741 |
5 | 0.029831 | 0.2442 | 0.403919 |
6 | 0.120116 | 0.9832 | 0.164526 |
7 | -0.089927 | -0.7361 | 0.767875 |
8 | -0.043842 | -0.3589 | 0.639587 |
9 | -0.148418 | -1.2149 | 0.885657 |
10 | 0.043224 | 0.3538 | 0.362298 |
11 | -0.18851 | -1.543 | 0.936232 |
12 | -0.267791 | -2.192 | 0.984069 |
13 | -0.147006 | -1.2033 | 0.883452 |
14 | -0.069422 | -0.5682 | 0.714114 |
15 | 0.052757 | 0.4318 | 0.333623 |
16 | -0.07339 | -0.6007 | 0.724975 |
17 | -0.02282 | -0.1868 | 0.573804 |
18 | -0.12251 | -1.0028 | 0.840214 |
19 | -0.19402 | -1.5881 | 0.941516 |
20 | -0.208048 | -1.7029 | 0.953393 |
21 | -0.058285 | -0.4771 | 0.682574 |
22 | 0.168446 | 1.3788 | 0.086273 |
23 | -0.153035 | -1.2526 | 0.892655 |
24 | -0.133982 | -1.0967 | 0.861648 |
25 | 0.066537 | 0.5446 | 0.293909 |
26 | -0.057467 | -0.4704 | 0.680197 |
27 | -0.086542 | -0.7084 | 0.759415 |
28 | -0.029727 | -0.2433 | 0.595751 |
29 | 0.009813 | 0.0803 | 0.468111 |
30 | 0.032844 | 0.2688 | 0.394438 |
31 | -0.02125 | -0.1739 | 0.568782 |
32 | -0.071118 | -0.5821 | 0.718781 |
33 | -0.057883 | -0.4738 | 0.681405 |
34 | 0.106648 | 0.8729 | 0.192904 |
35 | -0.0823 | -0.6737 | 0.748576 |