Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.498596 | 3.7643 | 0.000198 |
2 | 0.015765 | 0.119 | 0.452837 |
3 | -0.389588 | -2.9413 | 0.002358 |
4 | -0.450691 | -3.4026 | 0.000613 |
5 | -0.151777 | -1.1459 | 0.128314 |
6 | 0.099228 | 0.7492 | 0.228423 |
7 | 0.075273 | 0.5683 | 0.286033 |
8 | -0.071449 | -0.5394 | 0.295848 |
9 | -0.175828 | -1.3275 | 0.094822 |
10 | -0.154542 | -1.1668 | 0.124082 |
11 | 0.082802 | 0.6251 | 0.267187 |
12 | 0.269757 | 2.0366 | 0.023171 |
13 | 0.253802 | 1.9162 | 0.030182 |
14 | 0.195039 | 1.4725 | 0.073192 |
15 | 0.048411 | 0.3655 | 0.358047 |
16 | -0.114264 | -0.8627 | 0.195966 |
17 | -0.22351 | -1.6875 | 0.04849 |
18 | -0.199322 | -1.5049 | 0.068942 |
19 | -0.161848 | -1.2219 | 0.113383 |
20 | -0.012602 | -0.0951 | 0.462268 |
21 | 0.029879 | 0.2256 | 0.411167 |
22 | 0.048218 | 0.364 | 0.358588 |
23 | 0.007935 | 0.0599 | 0.47622 |
24 | 0.039982 | 0.3019 | 0.381929 |
25 | 0.021173 | 0.1599 | 0.43678 |
26 | 0.133225 | 1.0058 | 0.159376 |
27 | 0.106603 | 0.8048 | 0.21213 |
28 | 0.039979 | 0.3018 | 0.381939 |
29 | -0.06936 | -0.5237 | 0.301273 |
30 | -0.175986 | -1.3287 | 0.094627 |
31 | -0.199941 | -1.5095 | 0.068344 |
32 | -0.210562 | -1.5897 | 0.058716 |
33 | -0.090698 | -0.6848 | 0.248137 |
34 | 0.042688 | 0.3223 | 0.374208 |
35 | 0.183746 | 1.3873 | 0.085383 |
36 | 0.215419 | 1.6264 | 0.054693 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.498596 | 3.7643 | 0.000198 |
2 | -0.309864 | -2.3394 | 0.011421 |
3 | -0.361259 | -2.7274 | 0.004234 |
4 | -0.099182 | -0.7488 | 0.228527 |
5 | 0.16862 | 1.2731 | 0.104083 |
6 | -0.053586 | -0.4046 | 0.343655 |
7 | -0.303185 | -2.289 | 0.012902 |
8 | -0.140861 | -1.0635 | 0.146025 |
9 | 0.034416 | 0.2598 | 0.397962 |
10 | -0.074912 | -0.5656 | 0.286952 |
11 | 0.039949 | 0.3016 | 0.382024 |
12 | 0.075993 | 0.5737 | 0.284203 |
13 | -0.00914 | -0.069 | 0.472612 |
14 | 0.177437 | 1.3396 | 0.092843 |
15 | 0.133745 | 1.0098 | 0.15844 |
16 | -0.093466 | -0.7057 | 0.241638 |
17 | -0.193301 | -1.4594 | 0.074973 |
18 | 0.091349 | 0.6897 | 0.2466 |
19 | -0.014792 | -0.1117 | 0.455737 |
20 | -0.044166 | -0.3334 | 0.370011 |
21 | -0.138547 | -1.046 | 0.149986 |
22 | 0.044159 | 0.3334 | 0.37003 |
23 | -0.052185 | -0.394 | 0.347529 |
24 | 0.074273 | 0.5608 | 0.288583 |
25 | -0.142029 | -1.0723 | 0.144053 |
26 | 0.064886 | 0.4899 | 0.31305 |
27 | -0.063178 | -0.477 | 0.3176 |
28 | 0.067032 | 0.5061 | 0.307377 |
29 | -0.068834 | -0.5197 | 0.302646 |
30 | -0.091303 | -0.6893 | 0.246709 |
31 | -0.071117 | -0.5369 | 0.296707 |
32 | -0.176426 | -1.332 | 0.094083 |
33 | 0.020194 | 0.1525 | 0.439682 |
34 | 0.010576 | 0.0798 | 0.46832 |
35 | 0.03384 | 0.2555 | 0.399634 |
36 | -0.055676 | -0.4203 | 0.337908 |