Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.288219 | 2.4961 | 0.007377 |
2 | 0.389233 | 3.3709 | 0.000593 |
3 | 0.379321 | 3.285 | 0.000776 |
4 | 0.114587 | 0.9924 | 0.162108 |
5 | 0.204017 | 1.7668 | 0.040662 |
6 | 0.150748 | 1.3055 | 0.097854 |
7 | 0.129743 | 1.1236 | 0.132382 |
8 | 0.03504 | 0.3035 | 0.381192 |
9 | 0.298289 | 2.5833 | 0.005867 |
10 | 0.158354 | 1.3714 | 0.087172 |
11 | 0.156841 | 1.3583 | 0.089223 |
12 | 0.58476 | 5.0642 | 1e-06 |
13 | 0.108992 | 0.9439 | 0.174127 |
14 | 0.271262 | 2.3492 | 0.010724 |
15 | 0.190309 | 1.6481 | 0.051755 |
16 | -0.026377 | -0.2284 | 0.409965 |
17 | 0.054751 | 0.4742 | 0.318384 |
18 | 0.041075 | 0.3557 | 0.361523 |
19 | -0.068129 | -0.59 | 0.278477 |
20 | -0.051231 | -0.4437 | 0.329277 |
21 | 0.087836 | 0.7607 | 0.224615 |
22 | -0.019519 | -0.169 | 0.433109 |
23 | 0.064611 | 0.5595 | 0.288727 |
24 | 0.286187 | 2.4784 | 0.007722 |
25 | -0.039261 | -0.34 | 0.3674 |
26 | 0.057325 | 0.4964 | 0.310516 |
27 | 0.033243 | 0.2879 | 0.38711 |
28 | -0.1985 | -1.7191 | 0.044864 |
29 | -0.135843 | -1.1764 | 0.121571 |
30 | -0.169176 | -1.4651 | 0.073536 |
31 | -0.228739 | -1.9809 | 0.025632 |
32 | -0.126673 | -1.097 | 0.138071 |
33 | -0.10038 | -0.8693 | 0.193725 |
34 | -0.146089 | -1.2652 | 0.104865 |
35 | -0.116965 | -1.0129 | 0.157172 |
36 | 0.075 | 0.6495 | 0.258994 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.288219 | 2.4961 | 0.007377 |
2 | 0.3339 | 2.8917 | 0.002506 |
3 | 0.255749 | 2.2148 | 0.014903 |
4 | -0.145006 | -1.2558 | 0.106546 |
5 | 0.00012 | 0.001 | 0.499587 |
6 | 0.050474 | 0.4371 | 0.33164 |
7 | 0.080758 | 0.6994 | 0.243236 |
8 | -0.126187 | -1.0928 | 0.138987 |
9 | 0.300129 | 2.5992 | 0.005623 |
10 | 0.09035 | 0.7825 | 0.218205 |
11 | -0.026876 | -0.2328 | 0.408292 |
12 | 0.489812 | 4.2419 | 3.1e-05 |
13 | -0.18214 | -1.5774 | 0.059459 |
14 | -0.138586 | -1.2002 | 0.116922 |
15 | -0.127537 | -1.1045 | 0.136452 |
16 | -0.116628 | -1.01 | 0.157865 |
17 | -0.058448 | -0.5062 | 0.30711 |
18 | 0.059849 | 0.5183 | 0.302885 |
19 | -0.104397 | -0.9041 | 0.184418 |
20 | 0.074787 | 0.6477 | 0.259587 |
21 | -0.092518 | -0.8012 | 0.212764 |
22 | 0.057677 | 0.4995 | 0.309446 |
23 | 0.044019 | 0.3812 | 0.35206 |
24 | -0.003554 | -0.0308 | 0.487765 |
25 | -0.090976 | -0.7879 | 0.216626 |
26 | -0.189632 | -1.6423 | 0.052361 |
27 | 0.004108 | 0.0356 | 0.485859 |
28 | -0.054136 | -0.4688 | 0.320274 |
29 | -0.142406 | -1.2333 | 0.110662 |
30 | -0.086342 | -0.7477 | 0.228477 |
31 | 0.125359 | 1.0856 | 0.140558 |
32 | 0.086227 | 0.7467 | 0.228775 |
33 | -0.034589 | -0.2996 | 0.382673 |
34 | -0.046946 | -0.4066 | 0.342743 |
35 | -0.141628 | -1.2265 | 0.111917 |
36 | -0.012561 | -0.1088 | 0.456835 |