Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.487225 | 3.3756 | 0.000733 |
2 | 0.547709 | 3.7946 | 0.000207 |
3 | 0.524494 | 3.6338 | 0.000339 |
4 | 0.349063 | 2.4184 | 0.009716 |
5 | 0.435512 | 3.0173 | 0.002036 |
6 | 0.36859 | 2.5537 | 0.006945 |
7 | 0.156839 | 1.0866 | 0.141317 |
8 | 0.214764 | 1.4879 | 0.071655 |
9 | 0.179484 | 1.2435 | 0.109861 |
10 | -0.021464 | -0.1487 | 0.558796 |
11 | 0.020272 | 0.1404 | 0.444446 |
12 | -0.126436 | -0.876 | 0.807297 |
13 | -0.098118 | -0.6798 | 0.750047 |
14 | -0.071727 | -0.4969 | 0.68925 |
15 | -0.110536 | -0.7658 | 0.776233 |
16 | -0.162114 | -1.1232 | 0.866521 |
17 | -0.127752 | -0.8851 | 0.809741 |
18 | -0.145806 | -1.0102 | 0.841261 |
19 | -0.229369 | -1.5891 | 0.9407 |
20 | -0.109596 | -0.7593 | 0.774309 |
21 | -0.138979 | -0.9629 | 0.829782 |
22 | -0.147388 | -1.0211 | 0.843846 |
23 | -0.071469 | -0.4952 | 0.688624 |
24 | -0.178956 | -1.2398 | 0.889469 |
25 | -0.148056 | -1.0258 | 0.844927 |
26 | -0.039543 | -0.274 | 0.607354 |
27 | -0.102772 | -0.712 | 0.760052 |
28 | -0.128928 | -0.8932 | 0.811908 |
29 | -0.029664 | -0.2055 | 0.580982 |
30 | -0.143851 | -0.9966 | 0.838029 |
31 | 0.008012 | 0.0555 | 0.477981 |
32 | -0.096827 | -0.6708 | 0.747229 |
33 | -0.166241 | -1.1517 | 0.872436 |
34 | -0.129894 | -0.8999 | 0.813676 |
35 | -0.150803 | -1.0448 | 0.849324 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.487225 | 3.3756 | 0.000733 |
1 | 0.406919 | 2.8192 | 0.003488 |
2 | 0.263956 | 1.8287 | 0.036828 |
3 | -0.094365 | -0.6538 | 0.741814 |
4 | 0.111941 | 0.7755 | 0.22091 |
5 | 0.073125 | 0.5066 | 0.307369 |
6 | -0.276882 | -1.9183 | 0.969484 |
7 | -0.083617 | -0.5793 | 0.717458 |
8 | 0.12461 | 0.8633 | 0.196126 |
9 | -0.226369 | -1.5683 | 0.938313 |
10 | -0.1709 | -1.184 | 0.878884 |
11 | -0.077196 | -0.5348 | 0.702381 |
12 | 0.156466 | 1.084 | 0.141884 |
13 | 0.012559 | 0.087 | 0.465512 |
14 | 0.056874 | 0.394 | 0.347649 |
15 | 0.018975 | 0.1315 | 0.447978 |
16 | 0.010384 | 0.0719 | 0.471473 |
17 | -0.020014 | -0.1387 | 0.554852 |
18 | -0.220157 | -1.5253 | 0.933125 |
19 | 0.082157 | 0.5692 | 0.285937 |
20 | 0.15019 | 1.0405 | 0.151649 |
21 | -0.133476 | -0.9247 | 0.820138 |
22 | -0.083069 | -0.5755 | 0.716186 |
23 | -0.052343 | -0.3626 | 0.640769 |
24 | 0.03821 | 0.2647 | 0.396177 |
25 | 0.052192 | 0.3616 | 0.359619 |
26 | 0.051947 | 0.3599 | 0.36025 |
27 | -0.110096 | -0.7628 | 0.775334 |
28 | 0.022525 | 0.1561 | 0.438322 |
29 | -0.058257 | -0.4036 | 0.655855 |
30 | 0.059303 | 0.4109 | 0.341502 |
31 | -0.165289 | -1.1452 | 0.871089 |
32 | -0.074716 | -0.5176 | 0.696458 |
33 | -0.093061 | -0.6447 | 0.73892 |
34 | -0.082705 | -0.573 | 0.71534 |
35 | 0.040045 | 0.2774 | 0.391318 |