Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.1069 | 3.207 | 0.000694 |
2 | 0.113915 | 3.4175 | 0.00033 |
3 | 0.103096 | 3.0929 | 0.001022 |
4 | 0.028739 | 0.8622 | 0.194409 |
5 | 0.021977 | 0.6593 | 0.254935 |
6 | 0.037387 | 1.1216 | 0.131162 |
7 | 0.068263 | 2.0479 | 0.02043 |
8 | 0.023601 | 0.708 | 0.239559 |
9 | 0.003777 | 0.1133 | 0.454906 |
10 | 0.083533 | 2.506 | 0.006193 |
11 | -0.030527 | -0.9158 | 0.180005 |
12 | 0.004845 | 0.1453 | 0.442239 |
13 | 0.048816 | 1.4645 | 0.071704 |
14 | -0.003598 | -0.1079 | 0.457032 |
15 | 0.000439 | 0.0132 | 0.494749 |
16 | 0.008545 | 0.2563 | 0.398875 |
17 | 0.071603 | 2.1481 | 0.015986 |
18 | -0.002002 | -0.0601 | 0.476064 |
19 | -0.035711 | -1.0713 | 0.142151 |
20 | 0.028068 | 0.842 | 0.199997 |
21 | -0.059778 | -1.7933 | 0.036627 |
22 | -0.050258 | -1.5077 | 0.065986 |
23 | 0.046844 | 1.4053 | 0.080134 |
24 | -0.051831 | -1.5549 | 0.060158 |
25 | -0.042627 | -1.2788 | 0.100649 |
26 | 0.007521 | 0.2256 | 0.410764 |
27 | -0.02255 | -0.6765 | 0.249447 |
28 | -0.00736 | -0.2208 | 0.412654 |
29 | -0.010015 | -0.3004 | 0.381954 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.1069 | 3.207 | 0.000694 |
2 | 0.103672 | 3.1102 | 0.000964 |
3 | 0.082927 | 2.4878 | 0.006517 |
4 | -2.3e-05 | -7e-04 | 0.499726 |
5 | 0.000161 | 0.0048 | 0.498073 |
6 | 0.024874 | 0.7462 | 0.227861 |
7 | 0.060162 | 1.8048 | 0.035716 |
8 | 0.00489 | 0.1467 | 0.441706 |
9 | -0.017283 | -0.5185 | 0.302123 |
10 | 0.072437 | 2.1731 | 0.015016 |
11 | -0.047958 | -1.4387 | 0.075288 |
12 | -0.003927 | -0.1178 | 0.453127 |
13 | 0.041636 | 1.2491 | 0.105979 |
14 | -0.010424 | -0.3127 | 0.377283 |
15 | -0.008396 | -0.2519 | 0.40059 |
16 | 0.000624 | 0.0187 | 0.492537 |
17 | 0.068276 | 2.0483 | 0.020411 |
18 | -0.012151 | -0.3645 | 0.357774 |
19 | -0.05088 | -1.5264 | 0.063631 |
20 | 0.015294 | 0.4588 | 0.323232 |
21 | -0.050244 | -1.5073 | 0.066041 |
22 | -0.040004 | -1.2001 | 0.115205 |
23 | 0.055544 | 1.6663 | 0.047999 |
24 | -0.047718 | -1.4316 | 0.07631 |
25 | -0.036867 | -1.106 | 0.13451 |
26 | 0.021083 | 0.6325 | 0.263615 |
27 | -0.018904 | -0.5671 | 0.285382 |
28 | 0.014815 | 0.4444 | 0.328416 |
29 | 0.001974 | 0.0592 | 0.476391 |