Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.470236 | -3.2238 | 0.001151 |
2 | 0.000823 | 0.0056 | 0.49776 |
3 | 0.006743 | 0.0462 | 0.481661 |
4 | -0.191927 | -1.3158 | 0.097314 |
5 | 0.290432 | 1.9911 | 0.02615 |
6 | -0.01612 | -0.1105 | 0.456237 |
7 | -0.20824 | -1.4276 | 0.080006 |
8 | 0.054381 | 0.3728 | 0.355481 |
9 | 0.198721 | 1.3624 | 0.089788 |
10 | -0.156062 | -1.0699 | 0.145062 |
11 | 0.014801 | 0.1015 | 0.459806 |
12 | -0.073392 | -0.5032 | 0.308604 |
13 | -0.095519 | -0.6548 | 0.257879 |
14 | 0.347645 | 2.3833 | 0.010625 |
15 | -0.175865 | -1.2057 | 0.11699 |
16 | -0.063346 | -0.4343 | 0.333037 |
17 | 0.02469 | 0.1693 | 0.433157 |
18 | 0.040671 | 0.2788 | 0.390801 |
19 | 0.040947 | 0.2807 | 0.390079 |
20 | -0.018333 | -0.1257 | 0.450259 |
21 | -0.07589 | -0.5203 | 0.302657 |
22 | -0.080679 | -0.5531 | 0.291407 |
23 | 0.29105 | 1.9953 | 0.02591 |
24 | -0.187881 | -1.2881 | 0.102017 |
25 | 0.028169 | 0.1931 | 0.42385 |
26 | -0.021383 | -0.1466 | 0.44204 |
27 | -0.047514 | -0.3257 | 0.373032 |
28 | 0.162856 | 1.1165 | 0.134945 |
29 | -0.117571 | -0.806 | 0.212144 |
30 | 0.018734 | 0.1284 | 0.449176 |
31 | -0.070519 | -0.4835 | 0.315509 |
32 | 0.0624 | 0.4278 | 0.335378 |
33 | 0.055139 | 0.378 | 0.353562 |
34 | -0.078512 | -0.5383 | 0.296472 |
35 | 0.07064 | 0.4843 | 0.315217 |
36 | -0.105019 | -0.72 | 0.237554 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.470236 | -3.2238 | 0.001151 |
2 | -0.282841 | -1.9391 | 0.029255 |
3 | -0.175506 | -1.2032 | 0.117461 |
4 | -0.388387 | -2.6626 | 0.005291 |
5 | -0.045099 | -0.3092 | 0.379273 |
6 | 0.124519 | 0.8537 | 0.198812 |
7 | -0.152255 | -1.0438 | 0.150957 |
8 | -0.215474 | -1.4772 | 0.073144 |
9 | 0.276094 | 1.8928 | 0.032275 |
10 | 0.079401 | 0.5443 | 0.294389 |
11 | -0.196796 | -1.3492 | 0.091874 |
12 | -0.087821 | -0.6021 | 0.275011 |
13 | -0.131105 | -0.8988 | 0.186667 |
14 | 0.013207 | 0.0905 | 0.46412 |
15 | -0.029066 | -0.1993 | 0.421458 |
16 | -0.00302 | -0.0207 | 0.491784 |
17 | -0.046448 | -0.3184 | 0.375783 |
18 | 0.106726 | 0.7317 | 0.233998 |
19 | 0.059273 | 0.4064 | 0.343163 |
20 | -0.011407 | -0.0782 | 0.469 |
21 | 0.079575 | 0.5455 | 0.293982 |
22 | -0.123884 | -0.8493 | 0.200009 |
23 | 0.024502 | 0.168 | 0.433662 |
24 | 0.002665 | 0.0183 | 0.492751 |
25 | 0.029691 | 0.2035 | 0.419792 |
26 | -0.017897 | -0.1227 | 0.451435 |
27 | 0.047769 | 0.3275 | 0.372377 |
28 | 0.043516 | 0.2983 | 0.383382 |
29 | -0.067415 | -0.4622 | 0.323044 |
30 | 0.116507 | 0.7987 | 0.214231 |
31 | -0.023354 | -0.1601 | 0.436741 |
32 | -0.212431 | -1.4564 | 0.075971 |
33 | 0.011136 | 0.0763 | 0.469733 |
34 | 0.027594 | 0.1892 | 0.425385 |
35 | 0.025273 | 0.1733 | 0.431593 |
36 | 0.011909 | 0.0816 | 0.467638 |