Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.254372 | 1.9704 | 0.026708 |
2 | 0.005089 | 0.0394 | 0.484342 |
3 | 0.145643 | 1.1281 | 0.131874 |
4 | 0.059333 | 0.4596 | 0.323736 |
5 | 0.28178 | 2.1827 | 0.016493 |
6 | 0.309225 | 2.3952 | 0.009874 |
7 | 0.17275 | 1.3381 | 0.092954 |
8 | -0.016668 | -0.1291 | 0.448853 |
9 | -0.095778 | -0.7419 | 0.230522 |
10 | -0.292433 | -2.2652 | 0.013563 |
11 | -0.007281 | -0.0564 | 0.477607 |
12 | 0.426682 | 3.3051 | 0.000803 |
13 | -0.055901 | -0.433 | 0.33328 |
14 | -0.265259 | -2.0547 | 0.022136 |
15 | -0.214391 | -1.6607 | 0.050999 |
16 | -0.137985 | -1.0688 | 0.144714 |
17 | 0.039436 | 0.3055 | 0.380533 |
18 | 0.005957 | 0.0461 | 0.481675 |
19 | 0.002235 | 0.0173 | 0.493124 |
20 | -0.15174 | -1.1754 | 0.122245 |
21 | -0.215518 | -1.6694 | 0.050124 |
22 | -0.260848 | -2.0205 | 0.0239 |
23 | -0.073796 | -0.5716 | 0.284858 |
24 | 0.236133 | 1.8291 | 0.036179 |
25 | -0.057526 | -0.4456 | 0.328746 |
26 | -0.275762 | -2.136 | 0.018383 |
27 | -0.19485 | -1.5093 | 0.068235 |
28 | -0.10784 | -0.8353 | 0.203425 |
29 | -0.02139 | -0.1657 | 0.434481 |
30 | -0.003039 | -0.0235 | 0.490648 |
31 | -0.012363 | -0.0958 | 0.462014 |
32 | -0.148007 | -1.1465 | 0.128079 |
33 | -0.160941 | -1.2466 | 0.108687 |
34 | -0.131768 | -1.0207 | 0.155754 |
35 | -0.080011 | -0.6198 | 0.268882 |
36 | 0.185483 | 1.4367 | 0.077992 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.254372 | 1.9704 | 0.026708 |
2 | -0.06374 | -0.4937 | 0.31165 |
3 | 0.172282 | 1.3345 | 0.093543 |
4 | -0.027591 | -0.2137 | 0.415746 |
5 | 0.318227 | 2.465 | 0.008291 |
6 | 0.15323 | 1.1869 | 0.11997 |
7 | 0.128436 | 0.9949 | 0.1619 |
8 | -0.156189 | -1.2098 | 0.115544 |
9 | -0.12208 | -0.9456 | 0.174065 |
10 | -0.494008 | -3.8266 | 0.000156 |
11 | 0.015777 | 0.1222 | 0.45157 |
12 | 0.411537 | 3.1878 | 0.001139 |
13 | -0.077934 | -0.6037 | 0.274167 |
14 | -0.175058 | -1.356 | 0.090091 |
15 | -0.108977 | -0.8441 | 0.200974 |
16 | 0.191191 | 1.481 | 0.071925 |
17 | -0.000164 | -0.0013 | 0.499497 |
18 | -0.20349 | -1.5762 | 0.060116 |
19 | -0.03327 | -0.2577 | 0.398756 |
20 | -0.089193 | -0.6909 | 0.246151 |
21 | 0.022635 | 0.1753 | 0.430705 |
22 | 0.054443 | 0.4217 | 0.337369 |
23 | -0.07424 | -0.5751 | 0.283699 |
24 | -0.075858 | -0.5876 | 0.279506 |
25 | -0.025453 | -0.1972 | 0.422186 |
26 | 0.02063 | 0.1598 | 0.436789 |
27 | 0.049946 | 0.3869 | 0.350106 |
28 | -0.167621 | -1.2984 | 0.099561 |
29 | -0.145929 | -1.1304 | 0.131412 |
30 | -0.001323 | -0.0102 | 0.495929 |
31 | 0.046333 | 0.3589 | 0.360466 |
32 | -0.054639 | -0.4232 | 0.33682 |
33 | -0.082532 | -0.6393 | 0.262534 |
34 | 0.104584 | 0.8101 | 0.210541 |
35 | -0.098081 | -0.7597 | 0.225194 |
36 | -0.012614 | -0.0977 | 0.461244 |