Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.575754 | 3.9472 | 0.000131 |
2 | -0.04706 | -0.3226 | 0.374204 |
3 | -0.48429 | -3.3201 | 0.000873 |
4 | -0.543792 | -3.7281 | 0.000259 |
5 | -0.222689 | -1.5267 | 0.066771 |
6 | 0.136025 | 0.9325 | 0.177911 |
7 | 0.240356 | 1.6478 | 0.053032 |
8 | 0.212041 | 1.4537 | 0.07634 |
9 | 0.02344 | 0.1607 | 0.436512 |
10 | -0.06464 | -0.4431 | 0.329845 |
11 | -0.061768 | -0.4235 | 0.336946 |
12 | -0.042901 | -0.2941 | 0.384984 |
13 | -0.039627 | -0.2717 | 0.393533 |
14 | 0.004404 | 0.0302 | 0.48802 |
15 | -0.001491 | -0.0102 | 0.495944 |
16 | 0.035848 | 0.2458 | 0.403469 |
17 | 0.038586 | 0.2645 | 0.396263 |
18 | -0.01844 | -0.1264 | 0.44997 |
19 | -0.094339 | -0.6468 | 0.260468 |
20 | -0.056867 | -0.3899 | 0.349201 |
21 | -0.028295 | -0.194 | 0.423513 |
22 | -0.006149 | -0.0422 | 0.483278 |
23 | -0.003143 | -0.0215 | 0.491451 |
24 | -0.009707 | -0.0665 | 0.473612 |
25 | -0.003556 | -0.0244 | 0.490328 |
26 | 0.028028 | 0.1921 | 0.424227 |
27 | -0.059784 | -0.4099 | 0.341885 |
28 | -0.144986 | -0.994 | 0.162663 |
29 | -0.151684 | -1.0399 | 0.151854 |
30 | -0.041999 | -0.2879 | 0.387332 |
31 | 0.162051 | 1.111 | 0.136118 |
32 | 0.2969 | 2.0354 | 0.023733 |
33 | 0.19664 | 1.3481 | 0.092045 |
34 | -0.036133 | -0.2477 | 0.402718 |
35 | -0.306517 | -2.1014 | 0.020498 |
36 | -0.378869 | -2.5974 | 0.006251 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.575754 | 3.9472 | 0.000131 |
2 | -0.566265 | -3.8821 | 0.000161 |
3 | -0.255033 | -1.7484 | 0.043461 |
4 | -0.108326 | -0.7426 | 0.230695 |
5 | 0.11407 | 0.782 | 0.21906 |
6 | -0.068916 | -0.4725 | 0.319392 |
7 | -0.184726 | -1.2664 | 0.105802 |
8 | 0.165867 | 1.1371 | 0.130625 |
9 | -0.140117 | -0.9606 | 0.170837 |
10 | 0.168425 | 1.1547 | 0.127033 |
11 | -0.083806 | -0.5745 | 0.28417 |
12 | 0.000527 | 0.0036 | 0.498567 |
13 | -0.063827 | -0.4376 | 0.331848 |
14 | 0.115988 | 0.7952 | 0.215256 |
15 | -0.071594 | -0.4908 | 0.312918 |
16 | 0.023357 | 0.1601 | 0.436734 |
17 | -0.008073 | -0.0553 | 0.478048 |
18 | -0.101535 | -0.6961 | 0.2449 |
19 | -0.046276 | -0.3173 | 0.376228 |
20 | 0.112947 | 0.7743 | 0.221309 |
21 | -0.13091 | -0.8975 | 0.18702 |
22 | -0.14117 | -0.9678 | 0.169046 |
23 | 0.045791 | 0.3139 | 0.377482 |
24 | -0.02454 | -0.1682 | 0.433558 |
25 | -0.020506 | -0.1406 | 0.444402 |
26 | -0.048397 | -0.3318 | 0.37076 |
27 | -0.223409 | -1.5316 | 0.066161 |
28 | -0.140794 | -0.9652 | 0.169683 |
29 | 0.061745 | 0.4233 | 0.337002 |
30 | 0.00292 | 0.02 | 0.492058 |
31 | 0.03124 | 0.2142 | 0.41567 |
32 | 0.044194 | 0.303 | 0.381621 |
33 | -0.025935 | -0.1778 | 0.429822 |
34 | -0.106306 | -0.7288 | 0.234871 |
35 | -0.090443 | -0.62 | 0.269112 |
36 | -0.062997 | -0.4319 | 0.333901 |