Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.186635 | 1.293 | 0.101092 |
2 | 0.187462 | 1.2988 | 0.100113 |
3 | 0.261172 | 1.8095 | 0.038323 |
4 | -0.078519 | -0.544 | 0.705519 |
5 | 0.076068 | 0.527 | 0.300304 |
6 | 0.030646 | 0.2123 | 0.416378 |
7 | -0.092895 | -0.6436 | 0.738549 |
8 | 0.054124 | 0.375 | 0.354662 |
9 | -0.057899 | -0.4011 | 0.654949 |
10 | -0.040794 | -0.2826 | 0.610661 |
11 | 0.003561 | 0.0247 | 0.49021 |
12 | -0.234953 | -1.6278 | 0.944943 |
13 | -0.092873 | -0.6434 | 0.7385 |
14 | -0.004766 | -0.033 | 0.513102 |
15 | -0.07508 | -0.5202 | 0.697333 |
16 | -0.145553 | -1.0084 | 0.840845 |
17 | 0.051185 | 0.3546 | 0.362213 |
18 | 0.054786 | 0.3796 | 0.35297 |
19 | -0.101051 | -0.7001 | 0.756379 |
20 | 0.021639 | 0.1499 | 0.440729 |
21 | 0.055452 | 0.3842 | 0.35127 |
22 | -0.086575 | -0.5998 | 0.724274 |
23 | 0.085542 | 0.5926 | 0.278099 |
24 | -0.037562 | -0.2602 | 0.602103 |
25 | -0.125059 | -0.8664 | 0.804718 |
26 | 0.001901 | 0.0132 | 0.494773 |
27 | -0.143292 | -0.9928 | 0.837097 |
28 | -0.028302 | -0.1961 | 0.577314 |
29 | -0.022309 | -0.1546 | 0.561092 |
30 | -0.164698 | -1.1411 | 0.870247 |
31 | 0.080168 | 0.5554 | 0.290592 |
32 | -0.01864 | -0.1291 | 0.551108 |
33 | -0.189933 | -1.3159 | 0.90277 |
34 | -0.054647 | -0.3786 | 0.646674 |
35 | -0.07963 | -0.5517 | 0.70814 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.186635 | 1.293 | 0.101092 |
1 | 0.158137 | 1.0956 | 0.139359 |
2 | 0.214874 | 1.4887 | 0.071555 |
3 | -0.193965 | -1.3438 | 0.907339 |
4 | 0.048237 | 0.3342 | 0.369843 |
5 | -0.004045 | -0.028 | 0.511119 |
6 | -0.053573 | -0.3712 | 0.643925 |
7 | 0.03336 | 0.2311 | 0.4091 |
8 | -0.045233 | -0.3134 | 0.622327 |
9 | 0.00046 | 0.0032 | 0.498736 |
10 | -0.021705 | -0.1504 | 0.559451 |
11 | -0.212296 | -1.4708 | 0.926069 |
12 | -0.030578 | -0.2119 | 0.58344 |
13 | 0.090153 | 0.6246 | 0.267597 |
14 | 0.04964 | 0.3439 | 0.366207 |
15 | -0.231533 | -1.6041 | 0.942375 |
16 | 0.126941 | 0.8795 | 0.191763 |
17 | 0.147342 | 1.0208 | 0.15623 |
18 | -0.167801 | -1.1626 | 0.874622 |
19 | -0.069028 | -0.4782 | 0.682674 |
20 | 0.15784 | 1.0935 | 0.139806 |
21 | -0.052172 | -0.3615 | 0.640329 |
22 | -0.006471 | -0.0448 | 0.517787 |
23 | -0.108733 | -0.7533 | 0.772534 |
24 | -0.102315 | -0.7089 | 0.759081 |
25 | 0.038306 | 0.2654 | 0.395921 |
26 | -0.057303 | -0.397 | 0.653438 |
27 | -0.102829 | -0.7124 | 0.760173 |
28 | 0.029307 | 0.203 | 0.419978 |
29 | 0.037367 | 0.2589 | 0.398414 |
30 | 0.002369 | 0.0164 | 0.493487 |
31 | -0.124145 | -0.8601 | 0.802996 |
32 | -0.073387 | -0.5084 | 0.693263 |
33 | -0.071828 | -0.4976 | 0.689494 |
34 | 0.00969 | 0.0671 | 0.473378 |
35 | 0.089975 | 0.6234 | 0.267997 |