Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.312757 | 2.1212 | 0.019662 |
2 | -0.153965 | -1.0442 | 0.150915 |
3 | -0.535139 | -3.6295 | 0.000355 |
4 | -0.465015 | -3.1539 | 0.001419 |
5 | -0.191613 | -1.2996 | 0.10011 |
6 | 0.237648 | 1.6118 | 0.056922 |
7 | 0.268566 | 1.8215 | 0.037518 |
8 | 0.323417 | 2.1935 | 0.016681 |
9 | 0.155628 | 1.0555 | 0.148349 |
10 | -0.085593 | -0.5805 | 0.282199 |
11 | -0.248141 | -1.683 | 0.049578 |
12 | -0.338521 | -2.296 | 0.013142 |
13 | -0.20994 | -1.4239 | 0.080614 |
14 | 0.173091 | 1.174 | 0.123227 |
15 | 0.243066 | 1.6486 | 0.053026 |
16 | 0.189701 | 1.2866 | 0.102334 |
17 | 0.100585 | 0.6822 | 0.249267 |
18 | -0.116295 | -0.7888 | 0.217151 |
19 | -0.140117 | -0.9503 | 0.173458 |
20 | -0.061371 | -0.4162 | 0.339585 |
21 | -0.04424 | -0.3001 | 0.382745 |
22 | 0.041195 | 0.2794 | 0.390595 |
23 | 0.090583 | 0.6144 | 0.271001 |
24 | -0.032685 | -0.2217 | 0.412772 |
25 | -0.001953 | -0.0132 | 0.494745 |
26 | 0.098942 | 0.6711 | 0.25277 |
27 | 0.037512 | 0.2544 | 0.400153 |
28 | -0.027337 | -0.1854 | 0.426862 |
29 | -0.093784 | -0.6361 | 0.26394 |
30 | -0.15042 | -1.0202 | 0.156485 |
31 | 0.004769 | 0.0323 | 0.487169 |
32 | 0.059359 | 0.4026 | 0.344555 |
33 | 0.098788 | 0.67 | 0.2531 |
34 | 0.058132 | 0.3943 | 0.347603 |
35 | -0.039086 | -0.2651 | 0.396061 |
36 | -0.05462 | -0.3705 | 0.356372 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.312757 | 2.1212 | 0.019662 |
2 | -0.279081 | -1.8928 | 0.032342 |
3 | -0.464305 | -3.1491 | 0.001438 |
4 | -0.290291 | -1.9689 | 0.027506 |
5 | -0.270386 | -1.8338 | 0.036575 |
6 | -0.061862 | -0.4196 | 0.338376 |
7 | -0.287417 | -1.9494 | 0.028683 |
8 | 0.022608 | 0.1533 | 0.439403 |
9 | 0.106523 | 0.7225 | 0.236831 |
10 | 0.015172 | 0.1029 | 0.459244 |
11 | 0.071015 | 0.4816 | 0.316169 |
12 | -0.14346 | -0.973 | 0.167823 |
13 | -0.085768 | -0.5817 | 0.281803 |
14 | 0.104622 | 0.7096 | 0.240773 |
15 | -0.199042 | -1.35 | 0.091815 |
16 | -0.176439 | -1.1967 | 0.118783 |
17 | -0.001667 | -0.0113 | 0.495514 |
18 | -0.116716 | -0.7916 | 0.216326 |
19 | 0.029622 | 0.2009 | 0.420828 |
20 | 0.063072 | 0.4278 | 0.335406 |
21 | 0.08088 | 0.5486 | 0.292981 |
22 | 0.148678 | 1.0084 | 0.159272 |
23 | 0.082991 | 0.5629 | 0.288128 |
24 | -0.114055 | -0.7736 | 0.221575 |
25 | -0.074991 | -0.5086 | 0.306726 |
26 | 0.188621 | 1.2793 | 0.103606 |
27 | -0.002189 | -0.0148 | 0.494109 |
28 | -0.166706 | -1.1307 | 0.132031 |
29 | 0.016396 | 0.1112 | 0.45597 |
30 | -0.024346 | -0.1651 | 0.434786 |
31 | 0.050661 | 0.3436 | 0.366356 |
32 | -0.030819 | -0.209 | 0.417676 |
33 | 0.002565 | 0.0174 | 0.493097 |
34 | 0.005864 | 0.0398 | 0.484223 |
35 | -0.075344 | -0.511 | 0.305895 |
36 | -0.066213 | -0.4491 | 0.327742 |