Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.3137 | 0 |
1 | 0.289416 | 3.2744 | 0.000681 |
2 | -0.007525 | -0.0851 | 0.533856 |
3 | -0.088519 | -1.0015 | 0.840757 |
4 | -0.180647 | -2.0438 | 0.978487 |
5 | -0.159545 | -1.805 | 0.963291 |
6 | -0.181933 | -2.0583 | 0.979207 |
7 | -0.022033 | -0.2493 | 0.598225 |
8 | -0.014516 | -0.1642 | 0.565097 |
9 | 0.060254 | 0.6817 | 0.248331 |
10 | 0.010496 | 0.1187 | 0.452832 |
11 | -0.10642 | -1.204 | 0.884595 |
12 | -0.313068 | -3.542 | 0.999723 |
13 | -0.080177 | -0.9071 | 0.816969 |
14 | 0.094224 | 1.066 | 0.144211 |
15 | 0.149607 | 1.6926 | 0.046481 |
16 | 0.14646 | 1.657 | 0.049983 |
17 | -0.031695 | -0.3586 | 0.639751 |
18 | 0.08537 | 0.9658 | 0.16797 |
19 | 0.144332 | 1.6329 | 0.052471 |
20 | 0.078136 | 0.884 | 0.189175 |
21 | -0.055748 | -0.6307 | 0.735324 |
22 | 0.033262 | 0.3763 | 0.353653 |
23 | 0.002324 | 0.0263 | 0.489532 |
24 | -0.140274 | -1.587 | 0.942512 |
25 | -0.098221 | -1.1112 | 0.865726 |
26 | -0.135749 | -1.5358 | 0.936475 |
27 | -0.048614 | -0.55 | 0.708364 |
28 | 0.048946 | 0.5538 | 0.290355 |
29 | 0.145251 | 1.6433 | 0.051385 |
30 | 0.066258 | 0.7496 | 0.227429 |
31 | -0.056868 | -0.6434 | 0.739438 |
32 | -0.031603 | -0.3575 | 0.639365 |
33 | -0.038745 | -0.4384 | 0.669065 |
34 | -0.080496 | -0.9107 | 0.81792 |
35 | 0.038476 | 0.4353 | 0.332035 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.289416 | 3.2744 | 0.000681 |
1 | -0.099632 | -1.1272 | 0.869118 |
2 | -0.063153 | -0.7145 | 0.761889 |
3 | -0.149806 | -1.6949 | 0.953733 |
4 | -0.078983 | -0.8936 | 0.813392 |
5 | -0.150949 | -1.7078 | 0.954951 |
6 | 0.043105 | 0.4877 | 0.313305 |
7 | -0.085397 | -0.9662 | 0.832107 |
8 | 0.044157 | 0.4996 | 0.309115 |
9 | -0.092607 | -1.0477 | 0.85163 |
10 | -0.129829 | -1.4689 | 0.927837 |
11 | -0.348255 | -3.94 | 0.999933 |
12 | 0.088703 | 1.0036 | 0.158742 |
13 | 0.006935 | 0.0785 | 0.468794 |
14 | 0.089905 | 1.0172 | 0.155499 |
15 | -0.059616 | -0.6745 | 0.749387 |
16 | -0.170182 | -1.9254 | 0.971801 |
17 | 0.045291 | 0.5124 | 0.304623 |
18 | 0.197612 | 2.2357 | 0.013551 |
19 | 0.053774 | 0.6084 | 0.272005 |
20 | -0.038144 | -0.4316 | 0.666603 |
21 | 0.100816 | 1.1406 | 0.128083 |
22 | -0.08558 | -0.9682 | 0.832623 |
23 | -0.195209 | -2.2085 | 0.985507 |
24 | 0.050809 | 0.5748 | 0.283205 |
25 | -0.004254 | -0.0481 | 0.519157 |
26 | 0.088391 | 1 | 0.159593 |
27 | 0.058726 | 0.6644 | 0.253811 |
28 | -0.052293 | -0.5916 | 0.722427 |
29 | -0.041367 | -0.468 | 0.679716 |
30 | 0.034428 | 0.3895 | 0.348774 |
31 | 0.031003 | 0.3508 | 0.363171 |
32 | -0.02748 | -0.3109 | 0.621808 |
33 | -0.063719 | -0.7209 | 0.763857 |
34 | 0.064675 | 0.7317 | 0.232839 |
35 | -0.175392 | -1.9843 | 0.975321 |