Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.50781 | -3.4814 | 0.000544 |
2 | -0.073815 | -0.506 | 0.307594 |
3 | 0.435474 | 2.9855 | 0.002242 |
4 | -0.291045 | -1.9953 | 0.025912 |
5 | 0.051488 | 0.353 | 0.36284 |
6 | 0.096023 | 0.6583 | 0.256778 |
7 | -0.148994 | -1.0214 | 0.156135 |
8 | 0.12445 | 0.8532 | 0.198942 |
9 | -0.023118 | -0.1585 | 0.437375 |
10 | -0.154251 | -1.0575 | 0.147846 |
11 | 0.250937 | 1.7203 | 0.045975 |
12 | -0.156019 | -1.0696 | 0.145128 |
13 | -0.125929 | -0.8633 | 0.196172 |
14 | 0.252563 | 1.7315 | 0.044962 |
15 | -0.116955 | -0.8018 | 0.213351 |
16 | -0.123642 | -0.8476 | 0.200466 |
17 | 0.078607 | 0.5389 | 0.296248 |
18 | 0.054319 | 0.3724 | 0.355636 |
19 | -0.131521 | -0.9017 | 0.185916 |
20 | 0.05702 | 0.3909 | 0.348815 |
21 | 0.076519 | 0.5246 | 0.301167 |
22 | -0.153835 | -1.0546 | 0.148491 |
23 | 0.194687 | 1.3347 | 0.094201 |
24 | -0.135716 | -0.9304 | 0.178454 |
25 | 0.046504 | 0.3188 | 0.37564 |
26 | 0.083182 | 0.5703 | 0.285606 |
27 | -0.09944 | -0.6817 | 0.249378 |
28 | 0.061268 | 0.42 | 0.338187 |
29 | 0.065885 | 0.4517 | 0.326788 |
30 | -0.100066 | -0.686 | 0.248037 |
31 | 0.002474 | 0.017 | 0.493271 |
32 | 0.100436 | 0.6886 | 0.247244 |
33 | -0.10225 | -0.701 | 0.243384 |
34 | 0.010203 | 0.0699 | 0.472266 |
35 | 0.03948 | 0.2707 | 0.393919 |
36 | -0.086594 | -0.5937 | 0.277794 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.50781 | -3.4814 | 0.000544 |
2 | -0.446939 | -3.0641 | 0.001805 |
3 | 0.259776 | 1.7809 | 0.040693 |
4 | 0.165009 | 1.1312 | 0.131846 |
5 | 0.116134 | 0.7962 | 0.214967 |
6 | -0.065777 | -0.4509 | 0.327052 |
7 | -0.147748 | -1.0129 | 0.158144 |
8 | 0.004179 | 0.0286 | 0.488634 |
9 | 0.083384 | 0.5717 | 0.28514 |
10 | -0.115292 | -0.7904 | 0.216632 |
11 | 0.074891 | 0.5134 | 0.305029 |
12 | 0.010817 | 0.0742 | 0.470601 |
13 | -0.156415 | -1.0723 | 0.144525 |
14 | -0.066038 | -0.4527 | 0.326411 |
15 | 0.116545 | 0.799 | 0.214157 |
16 | -0.000566 | -0.0039 | 0.49846 |
17 | -0.257973 | -1.7686 | 0.041728 |
18 | -0.047876 | -0.3282 | 0.372101 |
19 | 0.018968 | 0.13 | 0.448545 |
20 | 0.087073 | 0.5969 | 0.276706 |
21 | 0.154128 | 1.0566 | 0.148036 |
22 | -0.128769 | -0.8828 | 0.19092 |
23 | 0.071456 | 0.4899 | 0.313249 |
24 | -0.017112 | -0.1173 | 0.453556 |
25 | 0.058886 | 0.4037 | 0.344131 |
26 | -0.007939 | -0.0544 | 0.478414 |
27 | 0.122188 | 0.8377 | 0.203225 |
28 | 0.040969 | 0.2809 | 0.390023 |
29 | -0.040571 | -0.2781 | 0.391062 |
30 | -0.011661 | -0.0799 | 0.46831 |
31 | -0.048676 | -0.3337 | 0.370043 |
32 | -0.038769 | -0.2658 | 0.395784 |
33 | 0.019176 | 0.1315 | 0.447985 |
34 | -0.054725 | -0.3752 | 0.354608 |
35 | -0.022935 | -0.1572 | 0.437867 |
36 | -0.073567 | -0.5044 | 0.308186 |