Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7 | 0 |
1 | 0.100801 | 0.7056 | 0.241887 |
2 | 0.273076 | 1.9115 | 0.030897 |
3 | 0.472412 | 3.3069 | 0.000886 |
4 | 0.189004 | 1.323 | 0.095983 |
5 | 0.259485 | 1.8164 | 0.037715 |
6 | 0.246982 | 1.7289 | 0.045064 |
7 | -0.137754 | -0.9643 | 0.830179 |
8 | 0.146311 | 1.0242 | 0.15539 |
9 | 0.042562 | 0.2979 | 0.383507 |
10 | -0.211872 | -1.4831 | 0.927775 |
11 | -0.129899 | -0.9093 | 0.816178 |
12 | -0.169947 | -1.1896 | 0.880038 |
13 | -0.238429 | -1.669 | 0.949252 |
14 | -0.070071 | -0.4905 | 0.687013 |
15 | -0.28042 | -1.9629 | 0.972328 |
16 | -0.33148 | -2.3204 | 0.987736 |
17 | -0.059531 | -0.4167 | 0.660647 |
18 | -0.129527 | -0.9067 | 0.815496 |
19 | -0.217639 | -1.5235 | 0.932966 |
20 | -0.136809 | -0.9577 | 0.828533 |
21 | 0.015015 | 0.1051 | 0.458361 |
22 | -0.199052 | -1.3934 | 0.915101 |
23 | 0.14382 | 1.0067 | 0.159502 |
24 | -0.088284 | -0.618 | 0.730277 |
25 | -0.124036 | -0.8683 | 0.805255 |
26 | 0.16319 | 1.1423 | 0.129434 |
27 | -0.007752 | -0.0543 | 0.521528 |
28 | -0.063746 | -0.4462 | 0.671298 |
29 | 0.110147 | 0.771 | 0.222196 |
30 | -0.054983 | -0.3849 | 0.649005 |
31 | 0.068548 | 0.4798 | 0.316739 |
32 | 0.023818 | 0.1667 | 0.434136 |
33 | -0.091612 | -0.6413 | 0.737837 |
34 | 0.05578 | 0.3905 | 0.348945 |
35 | 0.060903 | 0.4263 | 0.335871 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.100801 | 0.7056 | 0.241887 |
1 | 0.265614 | 1.8593 | 0.034497 |
2 | 0.462414 | 3.2369 | 0.001085 |
3 | 0.141383 | 0.9897 | 0.163597 |
4 | 0.063205 | 0.4424 | 0.330062 |
5 | -0.022298 | -0.1561 | 0.561697 |
6 | -0.463275 | -3.2429 | 0.998934 |
7 | -0.232067 | -1.6245 | 0.944654 |
8 | -0.06217 | -0.4352 | 0.667332 |
9 | -0.069383 | -0.4857 | 0.68532 |
10 | -0.127365 | -0.8916 | 0.811505 |
11 | -0.065976 | -0.4618 | 0.676877 |
12 | 0.018488 | 0.1294 | 0.448779 |
13 | 0.215695 | 1.5099 | 0.06875 |
14 | 0.158046 | 1.1063 | 0.136995 |
15 | -0.116734 | -0.8171 | 0.791098 |
16 | -0.083817 | -0.5867 | 0.719958 |
17 | 0.049245 | 0.3447 | 0.365892 |
18 | -0.008152 | -0.0571 | 0.522636 |
19 | -0.184589 | -1.2921 | 0.898812 |
20 | 0.147139 | 1.03 | 0.154041 |
21 | -0.252706 | -1.7689 | 0.958436 |
22 | 0.059991 | 0.4199 | 0.338184 |
23 | 0.015631 | 0.1094 | 0.45666 |
24 | -0.102573 | -0.718 | 0.76192 |
25 | -0.050535 | -0.3537 | 0.637477 |
26 | -0.075472 | -0.5283 | 0.700164 |
27 | 0.008604 | 0.0602 | 0.476108 |
28 | -0.00509 | -0.0356 | 0.514138 |
29 | 0.151554 | 1.0609 | 0.146974 |
30 | 0.072342 | 0.5064 | 0.307425 |
31 | -0.172195 | -1.2054 | 0.883074 |
32 | -0.067506 | -0.4725 | 0.68068 |
33 | 0.080563 | 0.5639 | 0.287684 |
34 | 0.011091 | 0.0776 | 0.469215 |
35 | -0.051576 | -0.361 | 0.640186 |