Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.381402 | 2.9296 | 0.00241 |
2 | 0.138455 | 1.0635 | 0.145946 |
3 | 0.193717 | 1.488 | 0.071042 |
4 | 0.109258 | 0.8392 | 0.202366 |
5 | -0.033563 | -0.2578 | 0.398728 |
6 | -0.099437 | -0.7638 | 0.224019 |
7 | 0.048832 | 0.3751 | 0.354471 |
8 | 0.092841 | 0.7131 | 0.239289 |
9 | -0.039878 | -0.3063 | 0.380224 |
10 | -0.060752 | -0.4666 | 0.321236 |
11 | 0.066423 | 0.5102 | 0.305906 |
12 | 0.018811 | 0.1445 | 0.442803 |
13 | -0.010037 | -0.0771 | 0.469404 |
14 | 0.090001 | 0.6913 | 0.246041 |
15 | 0.009439 | 0.0725 | 0.471225 |
16 | -0.016822 | -0.1292 | 0.448814 |
17 | -0.019542 | -0.1501 | 0.440596 |
18 | -0.084983 | -0.6528 | 0.25822 |
19 | -0.040132 | -0.3083 | 0.379484 |
20 | -0.05798 | -0.4454 | 0.328848 |
21 | -0.101003 | -0.7758 | 0.220478 |
22 | -0.074668 | -0.5735 | 0.284231 |
23 | -0.174448 | -1.34 | 0.092699 |
24 | -0.141075 | -1.0836 | 0.141471 |
25 | 0.017308 | 0.1329 | 0.447344 |
26 | -0.031893 | -0.245 | 0.403662 |
27 | 0.047746 | 0.3667 | 0.35756 |
28 | 0.201539 | 1.5481 | 0.063479 |
29 | 0.042286 | 0.3248 | 0.373238 |
30 | -0.061815 | -0.4748 | 0.318339 |
31 | -0.085381 | -0.6558 | 0.257244 |
32 | -0.065354 | -0.502 | 0.30877 |
33 | -0.066574 | -0.5114 | 0.305502 |
34 | -0.093037 | -0.7146 | 0.238828 |
35 | -0.105716 | -0.812 | 0.210023 |
36 | -0.089363 | -0.6864 | 0.247571 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.381402 | 2.9296 | 0.00241 |
2 | -0.008206 | -0.063 | 0.474977 |
3 | 0.168064 | 1.2909 | 0.100882 |
4 | -0.023504 | -0.1805 | 0.428675 |
5 | -0.09312 | -0.7153 | 0.238632 |
6 | -0.096402 | -0.7405 | 0.230975 |
7 | 0.131631 | 1.0111 | 0.158054 |
8 | 0.070335 | 0.5403 | 0.295528 |
9 | -0.07788 | -0.5982 | 0.275996 |
10 | -0.056833 | -0.4365 | 0.332019 |
11 | 0.07639 | 0.5868 | 0.2798 |
12 | -0.024918 | -0.1914 | 0.424434 |
13 | 0.048838 | 0.3751 | 0.354454 |
14 | 0.092978 | 0.7142 | 0.238966 |
15 | -0.122452 | -0.9406 | 0.17538 |
16 | -0.005009 | -0.0385 | 0.48472 |
17 | 0.001988 | 0.0153 | 0.493934 |
18 | -0.087404 | -0.6714 | 0.252305 |
19 | 0.031795 | 0.2442 | 0.403954 |
20 | -0.021688 | -0.1666 | 0.434133 |
21 | -0.088156 | -0.6771 | 0.250483 |
22 | -0.031159 | -0.2393 | 0.405837 |
23 | -0.139138 | -1.0687 | 0.144771 |
24 | -0.007484 | -0.0575 | 0.477176 |
25 | 0.126831 | 0.9742 | 0.166966 |
26 | -0.026966 | -0.2071 | 0.41831 |
27 | 0.093898 | 0.7212 | 0.236805 |
28 | 0.143649 | 1.1034 | 0.13717 |
29 | -0.143054 | -1.0988 | 0.138156 |
30 | -0.082571 | -0.6342 | 0.264188 |
31 | -0.052152 | -0.4006 | 0.345087 |
32 | -0.008022 | -0.0616 | 0.475538 |
33 | -0.009263 | -0.0712 | 0.471759 |
34 | 0.031307 | 0.2405 | 0.4054 |
35 | -0.126058 | -0.9683 | 0.16843 |
36 | -0.119291 | -0.9163 | 0.181623 |