Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.394737 | 3.032 | 0.001803 |
2 | -0.173375 | -1.3317 | 0.094038 |
3 | -0.51548 | -3.9595 | 0.000102 |
4 | -0.399381 | -3.0677 | 0.001627 |
5 | 0.058824 | 0.4518 | 0.326523 |
6 | 0.414861 | 3.1866 | 0.001151 |
7 | 0.29257 | 2.2473 | 0.014188 |
8 | -0.060372 | -0.4637 | 0.322276 |
9 | -0.280186 | -2.1521 | 0.017744 |
10 | -0.256966 | -1.9738 | 0.026547 |
11 | 0.009288 | 0.0713 | 0.471683 |
12 | 0.298762 | 2.2948 | 0.012658 |
13 | 0.116099 | 0.8918 | 0.188068 |
14 | 0.0387 | 0.2973 | 0.383657 |
15 | -0.017028 | -0.1308 | 0.448192 |
16 | -0.103715 | -0.7967 | 0.214424 |
17 | -0.086687 | -0.6659 | 0.254049 |
18 | -0.02322 | -0.1784 | 0.429528 |
19 | 0.00774 | 0.0595 | 0.476397 |
20 | 0.029412 | 0.2259 | 0.411024 |
21 | 0.085139 | 0.654 | 0.257837 |
22 | 0.001548 | 0.0119 | 0.495277 |
23 | -0.066563 | -0.5113 | 0.30553 |
24 | -0.051084 | -0.3924 | 0.348096 |
25 | -0.154799 | -1.189 | 0.119595 |
26 | 0.017028 | 0.1308 | 0.448192 |
27 | 0.122291 | 0.9393 | 0.175694 |
28 | 0.108359 | 0.8323 | 0.204292 |
29 | 0.037152 | 0.2854 | 0.388181 |
30 | -0.066563 | -0.5113 | 0.30553 |
31 | -0.116099 | -0.8918 | 0.188068 |
32 | -0.150155 | -1.1534 | 0.126707 |
33 | -0.058824 | -0.4518 | 0.326523 |
34 | 0.034056 | 0.2616 | 0.397275 |
35 | 0.097523 | 0.7491 | 0.22839 |
36 | 0.088235 | 0.6777 | 0.25029 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.394737 | 3.032 | 0.001803 |
2 | -0.389953 | -2.9953 | 0.002002 |
3 | -0.372201 | -2.8589 | 0.002933 |
4 | -0.124306 | -0.9548 | 0.171785 |
5 | 0.143453 | 1.1019 | 0.137493 |
6 | 0.151724 | 1.1654 | 0.124271 |
7 | -0.11641 | -0.8942 | 0.187433 |
8 | -0.099472 | -0.7641 | 0.223938 |
9 | 0.048745 | 0.3744 | 0.354718 |
10 | -0.007162 | -0.055 | 0.478157 |
11 | 0.004603 | 0.0354 | 0.485958 |
12 | 0.120449 | 0.9252 | 0.179319 |
13 | -0.248299 | -1.9072 | 0.030682 |
14 | 0.237208 | 1.822 | 0.03676 |
15 | 0.216288 | 1.6613 | 0.050975 |
16 | -0.14764 | -1.134 | 0.130681 |
17 | -0.141866 | -1.0897 | 0.140139 |
18 | 0.025538 | 0.1962 | 0.42258 |
19 | 0.117211 | 0.9003 | 0.185807 |
20 | -0.06049 | -0.4646 | 0.321952 |
21 | -0.050756 | -0.3899 | 0.34902 |
22 | -0.061665 | -0.4737 | 0.318746 |
23 | 0.006608 | 0.0508 | 0.479845 |
24 | 0.088101 | 0.6767 | 0.250616 |
25 | -0.194436 | -1.4935 | 0.070319 |
26 | -0.042256 | -0.3246 | 0.373327 |
27 | 0.014257 | 0.1095 | 0.456585 |
28 | 0.139736 | 1.0733 | 0.143746 |
29 | 0.007132 | 0.0548 | 0.47825 |
30 | -0.164652 | -1.2647 | 0.105473 |
31 | 0.028782 | 0.2211 | 0.412897 |
32 | -0.081766 | -0.6281 | 0.266197 |
33 | -0.09237 | -0.7095 | 0.240403 |
34 | 0.011099 | 0.0853 | 0.466175 |
35 | -0.06183 | -0.4749 | 0.318296 |
36 | -0.051391 | -0.3947 | 0.347229 |