Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.354651 | 3.6341 | 0.000217 |
2 | 0.056622 | 0.5802 | 0.281512 |
3 | 0.231718 | 2.3744 | 0.009697 |
4 | 0.210667 | 2.1587 | 0.016576 |
5 | 0.201683 | 2.0666 | 0.020614 |
6 | 0.203663 | 2.0869 | 0.019658 |
7 | 0.117609 | 1.2051 | 0.11543 |
8 | 0.085501 | 0.8761 | 0.191481 |
9 | 0.020643 | 0.2115 | 0.416445 |
10 | -0.212085 | -2.1732 | 0.016005 |
11 | 0.021702 | 0.2224 | 0.412227 |
12 | 0.433935 | 4.4465 | 1.1e-05 |
13 | -0.007654 | -0.0784 | 0.46882 |
14 | -0.252051 | -2.5827 | 0.005589 |
15 | -0.060961 | -0.6247 | 0.266773 |
16 | -0.066993 | -0.6865 | 0.246963 |
17 | -0.046119 | -0.4726 | 0.318748 |
18 | -0.034282 | -0.3513 | 0.363038 |
19 | -0.010939 | -0.1121 | 0.455483 |
20 | -0.02138 | -0.2191 | 0.413505 |
21 | -0.063604 | -0.6517 | 0.257994 |
22 | -0.258555 | -2.6494 | 0.004655 |
23 | -0.022629 | -0.2319 | 0.408543 |
24 | 0.346254 | 3.548 | 0.000291 |
25 | -0.036339 | -0.3724 | 0.355188 |
26 | -0.268179 | -2.748 | 0.003529 |
27 | -0.107669 | -1.1033 | 0.136215 |
28 | -0.086305 | -0.8844 | 0.18926 |
29 | -0.094194 | -0.9652 | 0.168332 |
30 | -0.098093 | -1.0052 | 0.158567 |
31 | -0.084658 | -0.8675 | 0.193826 |
32 | -0.113274 | -1.1607 | 0.124195 |
33 | -0.11113 | -1.1387 | 0.128701 |
34 | -0.221666 | -2.2714 | 0.012581 |
35 | -0.076188 | -0.7807 | 0.218369 |
36 | 0.253887 | 2.6016 | 0.00531 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.354651 | 3.6341 | 0.000217 |
2 | -0.079105 | -0.8106 | 0.209717 |
3 | 0.274075 | 2.8084 | 0.002969 |
4 | 0.037561 | 0.3849 | 0.350551 |
5 | 0.16416 | 1.6821 | 0.047757 |
6 | 0.061834 | 0.6336 | 0.263856 |
7 | 0.001262 | 0.0129 | 0.494855 |
8 | -0.003254 | -0.0333 | 0.486731 |
9 | -0.104332 | -1.0691 | 0.14374 |
10 | -0.313663 | -3.2141 | 0.000869 |
11 | 0.174444 | 1.7875 | 0.03837 |
12 | 0.437809 | 4.4862 | 9e-06 |
13 | -0.30305 | -3.1053 | 0.001222 |
14 | -0.176162 | -1.8051 | 0.036961 |
15 | -0.015773 | -0.1616 | 0.435954 |
16 | -0.053613 | -0.5494 | 0.291961 |
17 | -0.008047 | -0.0825 | 0.467221 |
18 | -0.044404 | -0.455 | 0.325023 |
19 | 0.15938 | 1.6332 | 0.052716 |
20 | -0.050575 | -0.5182 | 0.302692 |
21 | 0.041959 | 0.43 | 0.334055 |
22 | -0.059493 | -0.6096 | 0.271716 |
23 | 0.058628 | 0.6008 | 0.274649 |
24 | 0.09949 | 1.0195 | 0.155163 |
25 | -0.152561 | -1.5633 | 0.060497 |
26 | -0.12744 | -1.3059 | 0.097225 |
27 | -0.093585 | -0.959 | 0.169891 |
28 | -0.001214 | -0.0124 | 0.495049 |
29 | -0.046894 | -0.4805 | 0.315929 |
30 | -0.052925 | -0.5423 | 0.294373 |
31 | -0.017959 | -0.184 | 0.427176 |
32 | -0.091258 | -0.9351 | 0.175937 |
33 | 0.127667 | 1.3082 | 0.096832 |
34 | 0.111362 | 1.1411 | 0.128207 |
35 | -0.07876 | -0.8071 | 0.210731 |
36 | 0.011089 | 0.1136 | 0.454876 |