Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.450883 | 3.1238 | 0.001512 |
2 | 0.390752 | 2.7072 | 0.004685 |
3 | 0.181628 | 1.2584 | 0.107175 |
4 | 0.204324 | 1.4156 | 0.081674 |
5 | 0.171176 | 1.1859 | 0.120741 |
6 | 0.113943 | 0.7894 | 0.216874 |
7 | -0.01572 | -0.1089 | 0.543136 |
8 | -0.183282 | -1.2698 | 0.894864 |
9 | -0.026364 | -0.1827 | 0.572081 |
10 | -0.195718 | -1.356 | 0.909274 |
11 | -0.173171 | -1.1998 | 0.88194 |
12 | -0.290051 | -2.0095 | 0.97494 |
13 | -0.25065 | -1.7366 | 0.95556 |
14 | -0.104402 | -0.7233 | 0.763503 |
15 | -0.107501 | -0.7448 | 0.769984 |
16 | -0.097786 | -0.6775 | 0.749323 |
17 | -0.0974 | -0.6748 | 0.748483 |
18 | -0.154487 | -1.0703 | 0.855086 |
19 | -0.089991 | -0.6235 | 0.732038 |
20 | 0.036321 | 0.2516 | 0.401196 |
21 | 0.015979 | 0.1107 | 0.456155 |
22 | -0.020111 | -0.1393 | 0.555116 |
23 | 0.050927 | 0.3528 | 0.36288 |
24 | -0.06868 | -0.4758 | 0.681822 |
25 | -0.113164 | -0.784 | 0.78156 |
26 | 0.013283 | 0.092 | 0.46353 |
27 | -0.068603 | -0.4753 | 0.681635 |
28 | 0.003142 | 0.0218 | 0.491362 |
29 | -0.03563 | -0.2469 | 0.596963 |
30 | 0.065283 | 0.4523 | 0.326547 |
31 | 0.028569 | 0.1979 | 0.421968 |
32 | 0.072898 | 0.505 | 0.307917 |
33 | -0.025059 | -0.1736 | 0.56855 |
34 | -0.056971 | -0.3947 | 0.652597 |
35 | -0.017696 | -0.1226 | 0.548533 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.450883 | 3.1238 | 0.001512 |
1 | 0.235289 | 1.6301 | 0.05481 |
2 | -0.078647 | -0.5449 | 0.705822 |
3 | 0.09528 | 0.6601 | 0.256167 |
4 | 0.072309 | 0.501 | 0.30934 |
5 | -0.046383 | -0.3214 | 0.625331 |
6 | -0.136886 | -0.9484 | 0.826155 |
7 | -0.222382 | -1.5407 | 0.935023 |
8 | 0.187078 | 1.2961 | 0.100567 |
9 | -0.194251 | -1.3458 | 0.907657 |
10 | -0.129882 | -0.8998 | 0.813653 |
11 | -0.073965 | -0.5124 | 0.694654 |
12 | -0.021686 | -0.1502 | 0.5594 |
13 | 0.195461 | 1.3542 | 0.091008 |
14 | -0.100318 | -0.695 | 0.754804 |
15 | -0.061196 | -0.424 | 0.663263 |
16 | 0.136573 | 0.9462 | 0.174392 |
17 | -0.260469 | -1.8046 | 0.961292 |
18 | 0.032408 | 0.2245 | 0.41165 |
19 | 0.112848 | 0.7818 | 0.219077 |
20 | -0.077283 | -0.5354 | 0.702587 |
21 | -0.002991 | -0.0207 | 0.508224 |
22 | -0.025218 | -0.1747 | 0.56898 |
23 | -0.140188 | -0.9712 | 0.831853 |
24 | -0.148435 | -1.0284 | 0.845538 |
25 | 0.127523 | 0.8835 | 0.190683 |
26 | -0.001886 | -0.0131 | 0.505185 |
27 | -0.031028 | -0.215 | 0.584649 |
28 | -0.040422 | -0.28 | 0.609678 |
29 | 0.159637 | 1.106 | 0.13712 |
30 | -0.000331 | -0.0023 | 0.50091 |
31 | -0.085586 | -0.593 | 0.722003 |
32 | -0.062313 | -0.4317 | 0.66606 |
33 | -0.065419 | -0.4532 | 0.673789 |
34 | -0.025592 | -0.1773 | 0.569993 |
35 | -0.002937 | -0.0203 | 0.508075 |