Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.629949 | -4.3187 | 4e-05 |
2 | 0.077601 | 0.532 | 0.298613 |
3 | 0.186879 | 1.2812 | 0.103208 |
4 | -0.190481 | -1.3059 | 0.098976 |
5 | 0.072634 | 0.498 | 0.310419 |
6 | 0.064655 | 0.4433 | 0.329809 |
7 | -0.129494 | -0.8878 | 0.189594 |
8 | 0.074757 | 0.5125 | 0.305348 |
9 | 0.041383 | 0.2837 | 0.38894 |
10 | -0.117001 | -0.8021 | 0.213261 |
11 | 0.117782 | 0.8075 | 0.211732 |
12 | -0.06748 | -0.4626 | 0.322885 |
13 | 0.029238 | 0.2004 | 0.420999 |
14 | -0.058093 | -0.3983 | 0.346119 |
15 | 0.109984 | 0.754 | 0.227301 |
16 | -0.123043 | -0.8435 | 0.2016 |
17 | 0.056994 | 0.3907 | 0.348882 |
18 | 0.06578 | 0.451 | 0.327043 |
19 | -0.127466 | -0.8739 | 0.193319 |
20 | 0.068766 | 0.4714 | 0.319755 |
21 | 0.082431 | 0.5651 | 0.28734 |
22 | -0.28277 | -1.9386 | 0.029286 |
23 | 0.393881 | 2.7003 | 0.0048 |
24 | -0.2787 | -1.9107 | 0.031079 |
25 | 0.021052 | 0.1443 | 0.442931 |
26 | 0.130557 | 0.8951 | 0.18766 |
27 | -0.108244 | -0.7421 | 0.230864 |
28 | 0.027526 | 0.1887 | 0.425566 |
29 | 0.02974 | 0.2039 | 0.419662 |
30 | -0.023859 | -0.1636 | 0.435387 |
31 | -0.030837 | -0.2114 | 0.416741 |
32 | 0.074407 | 0.5101 | 0.306181 |
33 | -0.105243 | -0.7215 | 0.237084 |
34 | 0.088817 | 0.6089 | 0.272761 |
35 | -0.08724 | -0.5981 | 0.276327 |
36 | 0.061541 | 0.4219 | 0.337509 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.629949 | -4.3187 | 4e-05 |
2 | -0.529267 | -3.6285 | 0.00035 |
3 | -0.165301 | -1.1332 | 0.131429 |
4 | -0.106078 | -0.7272 | 0.235345 |
5 | -0.081184 | -0.5566 | 0.290232 |
6 | 0.049753 | 0.3411 | 0.367279 |
7 | -0.007089 | -0.0486 | 0.480721 |
8 | -0.052904 | -0.3627 | 0.359232 |
9 | 0.039629 | 0.2717 | 0.393528 |
10 | -0.021486 | -0.1473 | 0.441763 |
11 | 0.030257 | 0.2074 | 0.418285 |
12 | -0.006688 | -0.0459 | 0.481811 |
13 | 0.061304 | 0.4203 | 0.338098 |
14 | -0.098625 | -0.6761 | 0.251133 |
15 | 0.030851 | 0.2115 | 0.416704 |
16 | -0.037825 | -0.2593 | 0.398263 |
17 | -0.06264 | -0.4294 | 0.334783 |
18 | 0.069084 | 0.4736 | 0.318984 |
19 | 0.033466 | 0.2294 | 0.409765 |
20 | -0.035818 | -0.2456 | 0.403548 |
21 | 0.129873 | 0.8904 | 0.188902 |
22 | -0.240634 | -1.6497 | 0.052836 |
23 | 0.117689 | 0.8068 | 0.211913 |
24 | 0.013009 | 0.0892 | 0.464658 |
25 | -0.008756 | -0.06 | 0.476194 |
26 | -0.092871 | -0.6367 | 0.263708 |
27 | 0.002727 | 0.0187 | 0.492581 |
28 | 0.018148 | 0.1244 | 0.450759 |
29 | -0.013626 | -0.0934 | 0.462984 |
30 | 0.060065 | 0.4118 | 0.341184 |
31 | 0.008746 | 0.06 | 0.476222 |
32 | -0.028544 | -0.1957 | 0.422849 |
33 | -0.058601 | -0.4017 | 0.344846 |
34 | -0.073536 | -0.5041 | 0.308261 |
35 | -0.142957 | -0.9801 | 0.166036 |
36 | -0.166002 | -1.1381 | 0.130433 |