Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.678524 | 5.2558 | 1e-06 |
2 | 0.394982 | 3.0595 | 0.001656 |
3 | 0.379028 | 2.9359 | 0.002354 |
4 | 0.346076 | 2.6807 | 0.004736 |
5 | 0.30947 | 2.3971 | 0.009827 |
6 | 0.303013 | 2.3471 | 0.011118 |
7 | 0.286226 | 2.2171 | 0.015208 |
8 | 0.175788 | 1.3616 | 0.0892 |
9 | 0.130611 | 1.0117 | 0.157869 |
10 | 0.127515 | 0.9877 | 0.163627 |
11 | 0.054062 | 0.4188 | 0.338443 |
12 | 0.036807 | 0.2851 | 0.388273 |
13 | 0.050707 | 0.3928 | 0.347939 |
14 | 0.050688 | 0.3926 | 0.347994 |
15 | 0.033525 | 0.2597 | 0.397997 |
16 | 0.054935 | 0.4255 | 0.335988 |
17 | 0.066794 | 0.5174 | 0.303396 |
18 | 0.08083 | 0.6261 | 0.266809 |
19 | 0.074495 | 0.577 | 0.283036 |
20 | 0.050979 | 0.3949 | 0.347165 |
21 | 0.012275 | 0.0951 | 0.462283 |
22 | -0.016052 | -0.1243 | 0.450733 |
23 | -0.025542 | -0.1979 | 0.421915 |
24 | -0.077371 | -0.5993 | 0.27561 |
25 | -0.112102 | -0.8683 | 0.194335 |
26 | -0.127096 | -0.9845 | 0.164417 |
27 | -0.14403 | -1.1157 | 0.134509 |
28 | -0.150294 | -1.1642 | 0.124481 |
29 | -0.151572 | -1.1741 | 0.122503 |
30 | -0.123062 | -0.9532 | 0.172149 |
31 | -0.114587 | -0.8876 | 0.189153 |
32 | -0.136332 | -1.056 | 0.147596 |
33 | -0.14304 | -1.108 | 0.136146 |
34 | -0.149918 | -1.1613 | 0.125068 |
35 | -0.149755 | -1.16 | 0.125323 |
36 | -0.086407 | -0.6693 | 0.252934 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.678524 | 5.2558 | 1e-06 |
2 | -0.121222 | -0.939 | 0.175752 |
3 | 0.302415 | 2.3425 | 0.011245 |
4 | -0.046817 | -0.3626 | 0.359074 |
5 | 0.136001 | 1.0535 | 0.148178 |
6 | 0.03216 | 0.2491 | 0.402064 |
7 | 0.053059 | 0.411 | 0.341272 |
8 | -0.158654 | -1.2289 | 0.111948 |
9 | 0.086575 | 0.6706 | 0.252521 |
10 | -0.08206 | -0.6356 | 0.263716 |
11 | -0.063927 | -0.4952 | 0.311143 |
12 | 0.03689 | 0.2858 | 0.388027 |
13 | -0.019044 | -0.1475 | 0.441611 |
14 | 0.046718 | 0.3619 | 0.359357 |
15 | -0.010361 | -0.0803 | 0.468149 |
16 | 0.08402 | 0.6508 | 0.258826 |
17 | -0.020447 | -0.1584 | 0.437344 |
18 | 0.123077 | 0.9534 | 0.172119 |
19 | -0.099281 | -0.769 | 0.222446 |
20 | 0.045591 | 0.3531 | 0.36261 |
21 | -0.122946 | -0.9523 | 0.172374 |
22 | 0.00655 | 0.0507 | 0.479853 |
23 | -0.087793 | -0.68 | 0.249547 |
24 | -0.08512 | -0.6593 | 0.256102 |
25 | -0.040538 | -0.314 | 0.377304 |
26 | -0.057469 | -0.4452 | 0.328906 |
27 | 0.005906 | 0.0457 | 0.481833 |
28 | -0.033649 | -0.2606 | 0.397629 |
29 | 0.049178 | 0.3809 | 0.352301 |
30 | 0.023784 | 0.1842 | 0.427227 |
31 | 0.047852 | 0.3707 | 0.356099 |
32 | -0.076398 | -0.5918 | 0.278112 |
33 | 0.029736 | 0.2303 | 0.409307 |
34 | -0.095826 | -0.7423 | 0.230412 |
35 | -0.000164 | -0.0013 | 0.499497 |
36 | 0.057947 | 0.4489 | 0.327576 |