Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.509793 | 3.3429 | 0.000862 |
2 | -0.040909 | -0.2683 | 0.394892 |
3 | -0.499775 | -3.2772 | 0.001039 |
4 | -0.491225 | -3.2212 | 0.001217 |
5 | -0.13565 | -0.8895 | 0.189337 |
6 | 0.216023 | 1.4166 | 0.081909 |
7 | 0.330944 | 2.1701 | 0.017783 |
8 | 0.169969 | 1.1146 | 0.135615 |
9 | -0.045328 | -0.2972 | 0.383859 |
10 | -0.172775 | -1.133 | 0.131754 |
11 | -0.097084 | -0.6366 | 0.263872 |
12 | -0.064568 | -0.4234 | 0.337057 |
13 | 0.047867 | 0.3139 | 0.377564 |
14 | 0.091531 | 0.6002 | 0.275759 |
15 | 0.019477 | 0.1277 | 0.449484 |
16 | -0.102225 | -0.6703 | 0.253114 |
17 | -0.157987 | -1.036 | 0.152999 |
18 | -0.062917 | -0.4126 | 0.340985 |
19 | 0.087033 | 0.5707 | 0.285583 |
20 | 0.252717 | 1.6572 | 0.052382 |
21 | 0.213762 | 1.4017 | 0.084086 |
22 | 0.052487 | 0.3442 | 0.366194 |
23 | -0.224291 | -1.4708 | 0.074316 |
24 | -0.327772 | -2.1493 | 0.018639 |
25 | -0.172292 | -1.1298 | 0.132413 |
26 | 0.020489 | 0.1344 | 0.446874 |
27 | 0.158305 | 1.0381 | 0.152519 |
28 | 0.134313 | 0.8808 | 0.191675 |
29 | 0.04198 | 0.2753 | 0.39221 |
30 | -0.130057 | -0.8528 | 0.199237 |
31 | -0.154048 | -1.0102 | 0.159034 |
32 | -0.169465 | -1.1113 | 0.136316 |
33 | -0.051371 | -0.3369 | 0.368929 |
34 | 0.009228 | 0.0605 | 0.476014 |
35 | 0.101811 | 0.6676 | 0.253971 |
36 | 0.114134 | 0.7484 | 0.229138 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.509793 | 3.3429 | 0.000862 |
2 | -0.406423 | -2.6651 | 0.005398 |
3 | -0.42607 | -2.7939 | 0.003873 |
4 | -0.012574 | -0.0825 | 0.467335 |
5 | 0.132582 | 0.8694 | 0.194728 |
6 | -0.014867 | -0.0975 | 0.461394 |
7 | -0.048081 | -0.3153 | 0.377033 |
8 | -0.028127 | -0.1844 | 0.427267 |
9 | 0.062627 | 0.4107 | 0.341677 |
10 | 0.011942 | 0.0783 | 0.468972 |
11 | 0.066194 | 0.4341 | 0.333207 |
12 | -0.187365 | -1.2286 | 0.112945 |
13 | 0.087053 | 0.5708 | 0.285537 |
14 | 0.100201 | 0.6571 | 0.257321 |
15 | -0.162254 | -1.064 | 0.14664 |
16 | -0.18518 | -1.2143 | 0.115629 |
17 | 0.02224 | 0.1458 | 0.442365 |
18 | 0.124945 | 0.8193 | 0.20856 |
19 | 0.008332 | 0.0546 | 0.478342 |
20 | 0.095346 | 0.6252 | 0.267564 |
21 | 0.008618 | 0.0565 | 0.477598 |
22 | 0.036539 | 0.2396 | 0.405888 |
23 | -0.092108 | -0.604 | 0.274511 |
24 | -0.098336 | -0.6448 | 0.261231 |
25 | 0.052513 | 0.3444 | 0.36613 |
26 | -0.100141 | -0.6567 | 0.257448 |
27 | -0.123876 | -0.8123 | 0.210544 |
28 | -0.056279 | -0.369 | 0.356953 |
29 | 0.058165 | 0.3814 | 0.352388 |
30 | -0.139154 | -0.9125 | 0.183299 |
31 | -0.061764 | -0.405 | 0.343739 |
32 | -0.15685 | -1.0285 | 0.154724 |
33 | 0.025467 | 0.167 | 0.434078 |
34 | -0.044342 | -0.2908 | 0.386313 |
35 | 0.024515 | 0.1608 | 0.436519 |
36 | -0.073751 | -0.4836 | 0.315556 |