Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.258151 | 2.6326 | 0.004882 |
2 | -0.027197 | -0.2774 | 0.391029 |
3 | 0.059822 | 0.6101 | 0.271576 |
4 | 0.095899 | 0.978 | 0.165177 |
5 | 0.040843 | 0.4165 | 0.338944 |
6 | -0.10394 | -1.06 | 0.145803 |
7 | -0.115763 | -1.1806 | 0.120237 |
8 | -0.15572 | -1.588 | 0.057656 |
9 | -0.131882 | -1.3449 | 0.090785 |
10 | 0.08181 | 0.8343 | 0.203013 |
11 | 0.012478 | 0.1273 | 0.449494 |
12 | -0.367633 | -3.7491 | 0.000146 |
13 | -0.303541 | -3.0955 | 0.001262 |
14 | -0.073859 | -0.7532 | 0.22651 |
15 | 0.055413 | 0.5651 | 0.286611 |
16 | -0.050791 | -0.518 | 0.302792 |
17 | 0.038044 | 0.388 | 0.349415 |
18 | 0.012996 | 0.1325 | 0.447409 |
19 | 0.052468 | 0.5351 | 0.296872 |
20 | 0.184436 | 1.8809 | 0.031392 |
21 | 0.105474 | 1.0756 | 0.142291 |
22 | 0.085913 | 0.8761 | 0.191487 |
23 | -0.08711 | -0.8883 | 0.188201 |
24 | -0.034455 | -0.3514 | 0.363009 |
25 | 0.172984 | 1.7641 | 0.040326 |
26 | 0.06681 | 0.6813 | 0.248588 |
27 | -0.008875 | -0.0905 | 0.46403 |
28 | -0.02543 | -0.2593 | 0.397945 |
29 | -0.123482 | -1.2593 | 0.105376 |
30 | 0.064795 | 0.6608 | 0.255107 |
31 | 0.010626 | 0.1084 | 0.456958 |
32 | -0.069507 | -0.7088 | 0.240007 |
33 | -0.085122 | -0.8681 | 0.193676 |
34 | -0.136822 | -1.3953 | 0.082946 |
35 | 0.054672 | 0.5575 | 0.289176 |
36 | 0.016819 | 0.1715 | 0.432073 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.258151 | 2.6326 | 0.004882 |
2 | -0.100539 | -1.0253 | 0.1538 |
3 | 0.101202 | 1.0321 | 0.152219 |
4 | 0.053204 | 0.5426 | 0.294292 |
5 | 0.009928 | 0.1012 | 0.459774 |
6 | -0.120952 | -1.2335 | 0.11009 |
7 | -0.066651 | -0.6797 | 0.249098 |
8 | -0.146302 | -1.492 | 0.069364 |
9 | -0.064366 | -0.6564 | 0.256507 |
10 | 0.156333 | 1.5943 | 0.056953 |
11 | -0.026804 | -0.2733 | 0.392563 |
12 | -0.371361 | -3.7872 | 0.000128 |
13 | -0.16831 | -1.7164 | 0.04453 |
14 | -0.066671 | -0.6799 | 0.249035 |
15 | 0.073342 | 0.7479 | 0.22809 |
16 | -0.010015 | -0.1021 | 0.459423 |
17 | 0.156746 | 1.5985 | 0.056483 |
18 | -0.119971 | -1.2235 | 0.111959 |
19 | -0.027131 | -0.2767 | 0.391286 |
20 | 0.031017 | 0.3163 | 0.376198 |
21 | -0.076399 | -0.7791 | 0.21884 |
22 | 0.159664 | 1.6283 | 0.053248 |
23 | -0.055946 | -0.5705 | 0.284771 |
24 | -0.126364 | -1.2887 | 0.100187 |
25 | 0.025846 | 0.2636 | 0.396313 |
26 | -0.04259 | -0.4343 | 0.332471 |
27 | 0.039378 | 0.4016 | 0.34441 |
28 | 0.024602 | 0.2509 | 0.401195 |
29 | -0.094652 | -0.9653 | 0.168326 |
30 | 0.088681 | 0.9044 | 0.183944 |
31 | -0.035484 | -0.3619 | 0.359092 |
32 | -0.013627 | -0.139 | 0.444871 |
33 | 0.01636 | 0.1668 | 0.433909 |
34 | -0.040783 | -0.4159 | 0.339167 |
35 | 0.051586 | 0.5261 | 0.299979 |
36 | -0.107068 | -1.0919 | 0.138704 |