Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.432309 | 2.9951 | 0.002165 |
2 | 0.001976 | 0.0137 | 0.494567 |
3 | -0.391964 | -2.7156 | 0.004584 |
4 | -0.475633 | -3.2953 | 0.000927 |
5 | -0.103819 | -0.7193 | 0.237727 |
6 | 0.188193 | 1.3038 | 0.099253 |
7 | 0.278455 | 1.9292 | 0.029815 |
8 | 0.1762 | 1.2207 | 0.114072 |
9 | -0.0022 | -0.0152 | 0.493952 |
10 | -0.191271 | -1.3252 | 0.095695 |
11 | -0.117677 | -0.8153 | 0.209467 |
12 | -0.159197 | -1.103 | 0.137774 |
13 | 0.053554 | 0.371 | 0.356122 |
14 | 0.067972 | 0.4709 | 0.319914 |
15 | 0.029809 | 0.2065 | 0.418628 |
16 | -0.059376 | -0.4114 | 0.341316 |
17 | -0.130994 | -0.9076 | 0.184324 |
18 | -0.033598 | -0.2328 | 0.408464 |
19 | 0.114282 | 0.7918 | 0.216196 |
20 | 0.293278 | 2.0319 | 0.02386 |
21 | 0.158586 | 1.0987 | 0.138686 |
22 | -0.002306 | -0.016 | 0.49366 |
23 | -0.301815 | -2.091 | 0.020921 |
24 | -0.338899 | -2.348 | 0.011523 |
25 | -0.148631 | -1.0297 | 0.154145 |
26 | 0.084265 | 0.5838 | 0.281042 |
27 | 0.173748 | 1.2038 | 0.117293 |
28 | 0.154171 | 1.0681 | 0.145403 |
29 | 0.007968 | 0.0552 | 0.478103 |
30 | -0.169352 | -1.1733 | 0.123231 |
31 | -0.181315 | -1.2562 | 0.107564 |
32 | -0.186742 | -1.2938 | 0.100965 |
33 | -0.014041 | -0.0973 | 0.461455 |
34 | 0.039888 | 0.2764 | 0.391732 |
35 | 0.14352 | 0.9943 | 0.162523 |
36 | 0.117408 | 0.8134 | 0.209995 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.432309 | 2.9951 | 0.002165 |
2 | -0.227417 | -1.5756 | 0.060844 |
3 | -0.3822 | -2.648 | 0.005462 |
4 | -0.207222 | -1.4357 | 0.078789 |
5 | 0.234963 | 1.6279 | 0.05505 |
6 | 0.062761 | 0.4348 | 0.332821 |
7 | -0.101497 | -0.7032 | 0.242667 |
8 | -0.012417 | -0.086 | 0.465901 |
9 | 0.123787 | 0.8576 | 0.197682 |
10 | -0.098973 | -0.6857 | 0.248099 |
11 | 0.048675 | 0.3372 | 0.368705 |
12 | -0.207707 | -1.439 | 0.078315 |
13 | 0.173416 | 1.2015 | 0.117733 |
14 | -0.105336 | -0.7298 | 0.234533 |
15 | -0.072653 | -0.5034 | 0.308509 |
16 | -0.17432 | -1.2077 | 0.116535 |
17 | 0.069653 | 0.4826 | 0.315796 |
18 | 0.081115 | 0.562 | 0.288372 |
19 | 0.106212 | 0.7359 | 0.232699 |
20 | 0.144838 | 1.0035 | 0.160333 |
21 | -0.045151 | -0.3128 | 0.377889 |
22 | -0.017505 | -0.1213 | 0.451988 |
23 | -0.135416 | -0.9382 | 0.176423 |
24 | -0.113001 | -0.7829 | 0.218767 |
25 | 0.027867 | 0.1931 | 0.423859 |
26 | -0.083574 | -0.579 | 0.282643 |
27 | -0.205164 | -1.4214 | 0.08083 |
28 | 0.0151 | 0.1046 | 0.458559 |
29 | 0.066449 | 0.4604 | 0.323665 |
30 | -0.079996 | -0.5542 | 0.290998 |
31 | -0.143172 | -0.9919 | 0.163104 |
32 | 0.014043 | 0.0973 | 0.461449 |
33 | 0.040238 | 0.2788 | 0.390807 |
34 | -0.113771 | -0.7882 | 0.217219 |
35 | -0.013509 | -0.0936 | 0.462912 |
36 | 0.039671 | 0.2748 | 0.392307 |