Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.093438 | 0.6474 | 0.260243 |
2 | 0.022206 | 0.1538 | 0.439188 |
3 | 0.232154 | 1.6084 | 0.057152 |
4 | -0.066386 | -0.4599 | 0.67618 |
5 | 0.015308 | 0.1061 | 0.457991 |
6 | 0.163979 | 1.1361 | 0.130782 |
7 | -0.146226 | -1.0131 | 0.84195 |
8 | 0.017661 | 0.1224 | 0.451563 |
9 | 0.201573 | 1.3965 | 0.084489 |
10 | -0.168936 | -1.1704 | 0.876195 |
11 | -0.088285 | -0.6117 | 0.728175 |
12 | -0.154023 | -1.0671 | 0.854369 |
13 | -0.111887 | -0.7752 | 0.77898 |
14 | 0.110064 | 0.7625 | 0.224733 |
15 | -0.107331 | -0.7436 | 0.769632 |
16 | -0.108046 | -0.7486 | 0.771114 |
17 | 0.133141 | 0.9224 | 0.18046 |
18 | -0.018754 | -0.1299 | 0.551417 |
19 | -0.156786 | -1.0862 | 0.858602 |
20 | 0.032612 | 0.2259 | 0.411104 |
21 | -0.039623 | -0.2745 | 0.607566 |
22 | -0.142001 | -0.9838 | 0.83493 |
23 | 0.093939 | 0.6508 | 0.25913 |
24 | -0.236131 | -1.636 | 0.945806 |
25 | -0.199915 | -1.385 | 0.91378 |
26 | -0.012536 | -0.0869 | 0.534424 |
27 | -0.018633 | -0.1291 | 0.551088 |
28 | -0.036706 | -0.2543 | 0.599827 |
29 | 0.083206 | 0.5765 | 0.283496 |
30 | 0.023643 | 0.1638 | 0.435286 |
31 | 0.023823 | 0.1651 | 0.434798 |
32 | 0.057319 | 0.3971 | 0.34652 |
33 | -0.149223 | -1.0338 | 0.846806 |
34 | 0.070544 | 0.4887 | 0.313625 |
35 | 0.03102 | 0.2149 | 0.415373 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.093438 | 0.6474 | 0.260243 |
1 | 0.013594 | 0.0942 | 0.462679 |
2 | 0.230896 | 1.5997 | 0.058115 |
3 | -0.115596 | -0.8009 | 0.786424 |
4 | 0.032868 | 0.2277 | 0.410418 |
5 | 0.113091 | 0.7835 | 0.218587 |
6 | -0.147513 | -1.022 | 0.844049 |
7 | 0.039016 | 0.2703 | 0.39404 |
8 | 0.154483 | 1.0703 | 0.14492 |
9 | -0.148964 | -1.0321 | 0.84639 |
10 | -0.103445 | -0.7167 | 0.761481 |
11 | -0.235508 | -1.6317 | 0.945351 |
12 | 0.072296 | 0.5009 | 0.309373 |
13 | 0.13604 | 0.9425 | 0.175325 |
14 | -0.14434 | -1 | 0.838842 |
15 | -0.010442 | -0.0723 | 0.528685 |
16 | 0.11343 | 0.7859 | 0.217905 |
17 | 0.009982 | 0.0692 | 0.472577 |
18 | -0.188565 | -1.3064 | 0.901182 |
19 | -0.000479 | -0.0033 | 0.501318 |
20 | 0.160232 | 1.1101 | 0.13624 |
21 | -0.232813 | -1.613 | 0.943347 |
22 | -0.07496 | -0.5193 | 0.697043 |
23 | -0.20067 | -1.3903 | 0.914572 |
24 | -0.031371 | -0.2173 | 0.58557 |
25 | -0.11098 | -0.7689 | 0.777138 |
26 | 0.046302 | 0.3208 | 0.374881 |
27 | 0.146989 | 1.0184 | 0.156805 |
28 | 0.097802 | 0.6776 | 0.250641 |
29 | -0.01707 | -0.1183 | 0.546825 |
30 | -0.04682 | -0.3244 | 0.626469 |
31 | 0.022564 | 0.1563 | 0.438216 |
32 | -0.088704 | -0.6146 | 0.729127 |
33 | -0.037315 | -0.2585 | 0.601448 |
34 | -0.069114 | -0.4788 | 0.682884 |
35 | -0.044317 | -0.307 | 0.619928 |