Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.253045 | 1.9437 | 0.028355 |
2 | 0.259284 | 1.9916 | 0.025526 |
3 | 0.327753 | 2.5175 | 0.007277 |
4 | 0.359753 | 2.7633 | 0.00381 |
5 | 0.095421 | 0.7329 | 0.233247 |
6 | 0.065936 | 0.5065 | 0.307209 |
7 | 0.024352 | 0.187 | 0.426132 |
8 | -0.062209 | -0.4778 | 0.317266 |
9 | -0.16776 | -1.2886 | 0.101285 |
10 | -0.172787 | -1.3272 | 0.094777 |
11 | -0.052901 | -0.4063 | 0.342981 |
12 | -0.447857 | -3.4401 | 0.000537 |
13 | -0.224773 | -1.7265 | 0.044744 |
14 | -0.072947 | -0.5603 | 0.288694 |
15 | -0.083094 | -0.6383 | 0.262887 |
16 | -0.236347 | -1.8154 | 0.037271 |
17 | -0.033556 | -0.2577 | 0.398749 |
18 | -0.04261 | -0.3273 | 0.372302 |
19 | 0.01015 | 0.078 | 0.46906 |
20 | -0.048376 | -0.3716 | 0.355766 |
21 | -0.03903 | -0.2998 | 0.382693 |
22 | 0.097746 | 0.7508 | 0.227878 |
23 | -0.006 | -0.0461 | 0.481699 |
24 | -0.040693 | -0.3126 | 0.377855 |
25 | 0.091119 | 0.6999 | 0.243371 |
26 | -0.102476 | -0.7871 | 0.217178 |
27 | -0.067404 | -0.5177 | 0.303288 |
28 | -0.006728 | -0.0517 | 0.479478 |
29 | -0.039686 | -0.3048 | 0.380784 |
30 | -0.013154 | -0.101 | 0.45993 |
31 | -0.049184 | -0.3778 | 0.353471 |
32 | 0.023782 | 0.1827 | 0.427841 |
33 | 0.043491 | 0.3341 | 0.369759 |
34 | 0.013763 | 0.1057 | 0.458085 |
35 | -0.029558 | -0.227 | 0.41059 |
36 | 0.124195 | 0.954 | 0.171997 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.253045 | 1.9437 | 0.028355 |
2 | 0.20861 | 1.6024 | 0.057208 |
3 | 0.249143 | 1.9137 | 0.030256 |
4 | 0.246473 | 1.8932 | 0.03162 |
5 | -0.117316 | -0.9011 | 0.185594 |
6 | -0.139176 | -1.069 | 0.144706 |
7 | -0.15935 | -1.224 | 0.112911 |
8 | -0.164219 | -1.2614 | 0.106066 |
9 | -0.142627 | -1.0955 | 0.138867 |
10 | -0.079569 | -0.6112 | 0.271714 |
11 | 0.168679 | 1.2957 | 0.100071 |
12 | -0.341662 | -2.6244 | 0.005518 |
13 | 0.004858 | 0.0373 | 0.485179 |
14 | 0.184482 | 1.417 | 0.080866 |
15 | 0.164802 | 1.2659 | 0.105269 |
16 | 0.03299 | 0.2534 | 0.40042 |
17 | 0.006248 | 0.048 | 0.480944 |
18 | -0.143415 | -1.1016 | 0.137557 |
19 | -0.066651 | -0.512 | 0.305295 |
20 | -0.096226 | -0.7391 | 0.231381 |
21 | -0.187082 | -1.437 | 0.078 |
22 | 0.062314 | 0.4786 | 0.316981 |
23 | 0.099072 | 0.761 | 0.224848 |
24 | -0.183238 | -1.4075 | 0.082266 |
25 | 0.088276 | 0.6781 | 0.250192 |
26 | -0.144625 | -1.1109 | 0.135562 |
27 | 0.08591 | 0.6599 | 0.255948 |
28 | 0.011673 | 0.0897 | 0.464428 |
29 | 0.007789 | 0.0598 | 0.476248 |
30 | 0.096074 | 0.738 | 0.231733 |
31 | -0.020709 | -0.1591 | 0.437079 |
32 | 0.051935 | 0.3989 | 0.345697 |
33 | -0.118491 | -0.9101 | 0.183224 |
34 | 0.019299 | 0.1482 | 0.44133 |
35 | -0.020876 | -0.1604 | 0.436575 |
36 | -0.067302 | -0.517 | 0.303559 |