Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.629054 | -4.3126 | 4.1e-05 |
2 | 0.07025 | 0.4816 | 0.31616 |
3 | 0.209657 | 1.4373 | 0.078624 |
4 | -0.212046 | -1.4537 | 0.076336 |
5 | 0.073488 | 0.5038 | 0.308376 |
6 | 0.08921 | 0.6116 | 0.271877 |
7 | -0.15083 | -1.034 | 0.153205 |
8 | 0.060691 | 0.4161 | 0.339623 |
9 | 0.085319 | 0.5849 | 0.280701 |
10 | -0.157947 | -1.0828 | 0.142205 |
11 | 0.126273 | 0.8657 | 0.19553 |
12 | -0.052317 | -0.3587 | 0.360726 |
13 | 0.009599 | 0.0658 | 0.473905 |
14 | -0.034079 | -0.2336 | 0.408141 |
15 | 0.099782 | 0.6841 | 0.248645 |
16 | -0.137553 | -0.943 | 0.175248 |
17 | 0.070706 | 0.4847 | 0.315058 |
18 | 0.068198 | 0.4675 | 0.321136 |
19 | -0.140071 | -0.9603 | 0.170914 |
20 | 0.078911 | 0.541 | 0.295536 |
21 | 0.086008 | 0.5896 | 0.279127 |
22 | -0.290406 | -1.9909 | 0.02616 |
23 | 0.387587 | 2.6572 | 0.005366 |
24 | -0.263946 | -1.8095 | 0.038384 |
25 | 0.004234 | 0.029 | 0.488483 |
26 | 0.151979 | 1.0419 | 0.151391 |
27 | -0.117538 | -0.8058 | 0.212208 |
28 | 0.017926 | 0.1229 | 0.451358 |
29 | 0.045632 | 0.3128 | 0.377893 |
30 | -0.040397 | -0.2769 | 0.391517 |
31 | -0.027592 | -0.1892 | 0.42539 |
32 | 0.092683 | 0.6354 | 0.264124 |
33 | -0.123369 | -0.8458 | 0.200982 |
34 | 0.088703 | 0.6081 | 0.273018 |
35 | -0.075613 | -0.5184 | 0.303314 |
36 | 0.043562 | 0.2986 | 0.383263 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.629054 | -4.3126 | 4.1e-05 |
2 | -0.538581 | -3.6923 | 0.000289 |
3 | -0.142536 | -0.9772 | 0.166742 |
4 | -0.083683 | -0.5737 | 0.284453 |
5 | -0.079852 | -0.5474 | 0.293335 |
6 | 0.072462 | 0.4968 | 0.310832 |
7 | 0.025915 | 0.1777 | 0.429875 |
8 | -0.073858 | -0.5063 | 0.307491 |
9 | 0.044075 | 0.3022 | 0.38193 |
10 | -0.019031 | -0.1305 | 0.448375 |
11 | 0.016357 | 0.1121 | 0.455595 |
12 | -0.03227 | -0.2212 | 0.412935 |
13 | 0.050021 | 0.3429 | 0.36659 |
14 | -0.074077 | -0.5078 | 0.306969 |
15 | 0.062414 | 0.4279 | 0.335344 |
16 | -0.028927 | -0.1983 | 0.421826 |
17 | -0.075997 | -0.521 | 0.302404 |
18 | 0.054119 | 0.371 | 0.356145 |
19 | 0.029712 | 0.2037 | 0.419736 |
20 | -0.045243 | -0.3102 | 0.378902 |
21 | 0.140732 | 0.9648 | 0.169789 |
22 | -0.223321 | -1.531 | 0.066235 |
23 | 0.111774 | 0.7663 | 0.223669 |
24 | -0.011142 | -0.0764 | 0.469717 |
25 | -0.022243 | -0.1525 | 0.439727 |
26 | -0.083762 | -0.5742 | 0.284271 |
27 | 0.032958 | 0.2259 | 0.411112 |
28 | 0.0447 | 0.3064 | 0.38031 |
29 | -0.004529 | -0.0311 | 0.48768 |
30 | 0.026683 | 0.1829 | 0.42782 |
31 | -0.004545 | -0.0312 | 0.487638 |
32 | -0.04606 | -0.3158 | 0.376787 |
33 | -0.045462 | -0.3117 | 0.378335 |
34 | -0.057185 | -0.392 | 0.348401 |
35 | -0.131638 | -0.9025 | 0.185705 |
36 | -0.177329 | -1.2157 | 0.115084 |