Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.40189 | 3.113 | 0.001418 |
2 | -0.171515 | -1.3285 | 0.094514 |
3 | -0.519309 | -4.0225 | 8.2e-05 |
4 | -0.401893 | -3.113 | 0.001418 |
5 | 0.061797 | 0.4787 | 0.316953 |
6 | 0.423527 | 3.2806 | 0.000864 |
7 | 0.306213 | 2.3719 | 0.010461 |
8 | -0.053766 | -0.4165 | 0.339277 |
9 | -0.283963 | -2.1996 | 0.015851 |
10 | -0.268687 | -2.0812 | 0.020844 |
11 | 0.003241 | 0.0251 | 0.490027 |
12 | 0.2999 | 2.323 | 0.011793 |
13 | 0.133022 | 1.0304 | 0.153483 |
14 | 0.043684 | 0.3384 | 0.368131 |
15 | -0.021156 | -0.1639 | 0.435191 |
16 | -0.107738 | -0.8345 | 0.203646 |
17 | -0.092307 | -0.715 | 0.238688 |
18 | -0.022832 | -0.1769 | 0.43011 |
19 | 0.012718 | 0.0985 | 0.460928 |
20 | 0.034433 | 0.2667 | 0.3953 |
21 | 0.083893 | 0.6498 | 0.25914 |
22 | 0.000248 | 0.0019 | 0.499236 |
23 | -0.069435 | -0.5378 | 0.296339 |
24 | -0.052562 | -0.4071 | 0.342676 |
25 | -0.149937 | -1.1614 | 0.125038 |
26 | 0.010937 | 0.0847 | 0.466384 |
27 | 0.119054 | 0.9222 | 0.180062 |
28 | 0.109754 | 0.8501 | 0.199311 |
29 | 0.034069 | 0.2639 | 0.396382 |
30 | -0.068021 | -0.5269 | 0.300107 |
31 | -0.114468 | -0.8867 | 0.189401 |
32 | -0.14842 | -1.1497 | 0.127423 |
33 | -0.057254 | -0.4435 | 0.329504 |
34 | 0.036952 | 0.2862 | 0.387845 |
35 | 0.098906 | 0.7661 | 0.223304 |
36 | 0.083449 | 0.6464 | 0.260245 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.40189 | 3.113 | 0.001418 |
2 | -0.397182 | -3.0766 | 0.001576 |
3 | -0.372945 | -2.8888 | 0.002686 |
4 | -0.114376 | -0.886 | 0.189589 |
5 | 0.153725 | 1.1907 | 0.119221 |
6 | 0.156982 | 1.216 | 0.114378 |
7 | -0.109351 | -0.847 | 0.200172 |
8 | -0.095414 | -0.7391 | 0.231372 |
9 | 0.055636 | 0.431 | 0.334023 |
10 | -0.008819 | -0.0683 | 0.472881 |
11 | 0.010213 | 0.0791 | 0.468604 |
12 | 0.119286 | 0.924 | 0.179597 |
13 | -0.240355 | -1.8618 | 0.033767 |
14 | 0.227536 | 1.7625 | 0.04154 |
15 | 0.222555 | 1.7239 | 0.044937 |
16 | -0.138585 | -1.0735 | 0.143678 |
17 | -0.15302 | -1.1853 | 0.120288 |
18 | 0.023155 | 0.1794 | 0.429131 |
19 | 0.117202 | 0.9078 | 0.183797 |
20 | -0.053919 | -0.4177 | 0.338845 |
21 | -0.057447 | -0.445 | 0.328968 |
22 | -0.060679 | -0.47 | 0.320025 |
23 | 0.002346 | 0.0182 | 0.49278 |
24 | 0.094953 | 0.7355 | 0.23245 |
25 | -0.187471 | -1.4521 | 0.075835 |
26 | -0.054158 | -0.4195 | 0.338173 |
27 | 0.010689 | 0.0828 | 0.467145 |
28 | 0.140728 | 1.0901 | 0.140019 |
29 | 0.012826 | 0.0993 | 0.460597 |
30 | -0.168327 | -1.3039 | 0.098631 |
31 | 0.022993 | 0.1781 | 0.429621 |
32 | -0.078244 | -0.6061 | 0.273375 |
33 | -0.081851 | -0.634 | 0.264241 |
34 | 0.019661 | 0.1523 | 0.439732 |
35 | -0.061452 | -0.476 | 0.317899 |
36 | -0.067657 | -0.5241 | 0.301081 |