Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.49422 | 3.86 | 0.000138 |
2 | 0.367366 | 2.8692 | 0.002823 |
3 | 0.464685 | 3.6293 | 0.000291 |
4 | 0.52391 | 4.0919 | 6.4e-05 |
5 | 0.455599 | 3.5583 | 0.000365 |
6 | 0.540748 | 4.2234 | 4.1e-05 |
7 | 0.304817 | 2.3807 | 0.010209 |
8 | 0.418691 | 3.2701 | 0.000885 |
9 | 0.363474 | 2.8388 | 0.003071 |
10 | 0.17353 | 1.3553 | 0.090158 |
11 | 0.278607 | 2.176 | 0.016719 |
12 | 0.564627 | 4.4099 | 2.1e-05 |
13 | 0.181209 | 1.4153 | 0.081035 |
14 | 0.121448 | 0.9485 | 0.173299 |
15 | 0.142037 | 1.1093 | 0.135818 |
16 | 0.14714 | 1.1492 | 0.12748 |
17 | 0.153146 | 1.1961 | 0.118141 |
18 | 0.175832 | 1.3733 | 0.087344 |
19 | -0.018527 | -0.1447 | 0.557287 |
20 | 0.087888 | 0.6864 | 0.247523 |
21 | 0.022375 | 0.1748 | 0.430926 |
22 | -0.159867 | -1.2486 | 0.891709 |
23 | 0.002369 | 0.0185 | 0.492648 |
24 | 0.129299 | 1.0099 | 0.158276 |
25 | -0.129895 | -1.0145 | 0.842827 |
26 | -0.157975 | -1.2338 | 0.889 |
27 | -0.17135 | -1.3383 | 0.907115 |
28 | -0.136239 | -1.0641 | 0.854252 |
29 | -0.121609 | -0.9498 | 0.827019 |
30 | -0.149066 | -1.1642 | 0.87557 |
31 | -0.267547 | -2.0896 | 0.979585 |
32 | -0.142184 | -1.1105 | 0.864427 |
33 | -0.231124 | -1.8051 | 0.962005 |
34 | -0.321491 | -2.5109 | 0.992646 |
35 | -0.214638 | -1.6764 | 0.950608 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.49422 | 3.86 | 0.000138 |
1 | 0.162901 | 1.2723 | 0.104048 |
2 | 0.315612 | 2.465 | 0.008266 |
3 | 0.283356 | 2.2131 | 0.015322 |
4 | 0.137229 | 1.0718 | 0.144018 |
5 | 0.303938 | 2.3738 | 0.010384 |
6 | -0.236795 | -1.8494 | 0.965379 |
7 | 0.193356 | 1.5102 | 0.068083 |
8 | -0.197438 | -1.542 | 0.935882 |
9 | -0.343617 | -2.6837 | 0.99532 |
10 | 0.141109 | 1.1021 | 0.137374 |
11 | 0.383651 | 2.9964 | 0.001973 |
12 | -0.293979 | -2.296 | 0.987438 |
13 | -0.060724 | -0.4743 | 0.6815 |
14 | -0.097061 | -0.7581 | 0.774337 |
15 | -0.158998 | -1.2418 | 0.89047 |
16 | -0.092104 | -0.7194 | 0.762666 |
17 | 0.020895 | 0.1632 | 0.435453 |
18 | 0.145186 | 1.1339 | 0.130628 |
19 | -0.090366 | -0.7058 | 0.758494 |
20 | -0.019255 | -0.1504 | 0.559523 |
21 | -0.071926 | -0.5618 | 0.711831 |
22 | 0.050422 | 0.3938 | 0.347549 |
23 | -0.107546 | -0.84 | 0.797895 |
24 | 0.003521 | 0.0275 | 0.489077 |
25 | -0.006185 | -0.0483 | 0.519185 |
26 | -0.099698 | -0.7787 | 0.780406 |
27 | 0.102404 | 0.7998 | 0.213465 |
28 | -0.182221 | -1.4232 | 0.920112 |
29 | 0.025528 | 0.1994 | 0.421315 |
30 | -0.015241 | -0.119 | 0.547182 |
31 | -0.009898 | -0.0773 | 0.530685 |
32 | 0.003321 | 0.0259 | 0.489697 |
33 | 0.080478 | 0.6286 | 0.265993 |
34 | -0.105255 | -0.8221 | 0.792881 |
35 | 0.009182 | 0.0717 | 0.471533 |