Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.140321 | 2.6101 | 0.004722 |
2 | 0.162767 | 3.0276 | 0.001325 |
3 | 0.201739 | 3.7526 | 0.000103 |
4 | 0.119592 | 2.2245 | 0.013379 |
5 | 0.117208 | 2.1802 | 0.014958 |
6 | 0.140669 | 2.6166 | 0.004635 |
7 | 0.015952 | 0.2967 | 0.383428 |
8 | 0.067435 | 1.2544 | 0.105277 |
9 | 0.039071 | 0.7268 | 0.233931 |
10 | -0.030393 | -0.5653 | 0.286102 |
11 | 0.021971 | 0.4087 | 0.341512 |
12 | -0.225862 | -4.2013 | 1.7e-05 |
13 | 0.038463 | 0.7155 | 0.237407 |
14 | 0.047056 | 0.8753 | 0.191011 |
15 | 0.00455 | 0.0846 | 0.466297 |
16 | 0.014056 | 0.2615 | 0.396946 |
17 | 0.032219 | 0.5993 | 0.274678 |
18 | -0.001412 | -0.0263 | 0.489527 |
19 | 0.034698 | 0.6454 | 0.259541 |
20 | 0.033284 | 0.6191 | 0.268122 |
21 | 0.064564 | 1.201 | 0.115293 |
22 | -0.02822 | -0.5249 | 0.299989 |
23 | 0.121175 | 2.254 | 0.012411 |
24 | -0.110362 | -2.0529 | 0.020419 |
25 | -0.056441 | -1.0499 | 0.147258 |
26 | 0.026952 | 0.5013 | 0.308226 |
27 | -0.019888 | -0.3699 | 0.355826 |
28 | -0.022964 | -0.4272 | 0.334765 |
29 | 0.064541 | 1.2005 | 0.115378 |
30 | -0.111817 | -2.0799 | 0.019134 |
31 | -0.055574 | -1.0337 | 0.15099 |
32 | 0.019249 | 0.3581 | 0.360262 |
33 | -0.115312 | -2.1449 | 0.016327 |
34 | -0.03237 | -0.6021 | 0.273744 |
35 | -0.098337 | -1.8292 | 0.034117 |
36 | -0.013807 | -0.2568 | 0.39873 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.140321 | 2.6101 | 0.004722 |
2 | 0.14595 | 2.7148 | 0.003482 |
3 | 0.168593 | 3.136 | 0.00093 |
4 | 0.060349 | 1.1226 | 0.131203 |
5 | 0.051923 | 0.9658 | 0.167404 |
6 | 0.075511 | 1.4046 | 0.080521 |
7 | -0.056856 | -1.0576 | 0.145493 |
8 | 0.01249 | 0.2323 | 0.408208 |
9 | -0.010379 | -0.1931 | 0.42351 |
10 | -0.060773 | -1.1304 | 0.129535 |
11 | 0.0037 | 0.0688 | 0.472587 |
12 | -0.254627 | -4.7363 | 2e-06 |
13 | 0.103222 | 1.92 | 0.027837 |
14 | 0.091704 | 1.7058 | 0.044473 |
15 | 0.066814 | 1.2428 | 0.10739 |
16 | 0.025124 | 0.4673 | 0.320279 |
17 | 0.021012 | 0.3908 | 0.348079 |
18 | 0.02277 | 0.4235 | 0.336079 |
19 | -0.020711 | -0.3853 | 0.350143 |
20 | 0.018779 | 0.3493 | 0.363535 |
21 | 0.057237 | 1.0647 | 0.143885 |
22 | -0.10768 | -2.003 | 0.022981 |
23 | 0.128443 | 2.3892 | 0.008711 |
24 | -0.260405 | -4.8438 | 1e-06 |
25 | -0.005349 | -0.0995 | 0.460398 |
26 | 0.067778 | 1.2607 | 0.104127 |
27 | 0.017671 | 0.3287 | 0.371292 |
28 | 0.029444 | 0.5477 | 0.292132 |
29 | 0.06571 | 1.2223 | 0.111219 |
30 | -0.102151 | -1.9001 | 0.029124 |
31 | -0.050542 | -0.9401 | 0.1739 |
32 | 0.031279 | 0.5818 | 0.280533 |
33 | -0.031104 | -0.5786 | 0.281628 |
34 | -0.092454 | -1.7197 | 0.043186 |
35 | 0.001149 | 0.0214 | 0.491482 |
36 | -0.071081 | -1.3222 | 0.09349 |