Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.443785 | 2.9101 | 0.002851 |
2 | 0.044736 | 0.2934 | 0.385331 |
3 | -0.323836 | -2.1235 | 0.019751 |
4 | -0.350684 | -2.2996 | 0.013195 |
5 | -0.132414 | -0.8683 | 0.195026 |
6 | 0.040561 | 0.266 | 0.395765 |
7 | 0.127654 | 0.8371 | 0.203587 |
8 | 0.028437 | 0.1865 | 0.426474 |
9 | -0.067328 | -0.4415 | 0.330533 |
10 | -0.085225 | -0.5589 | 0.28958 |
11 | 0.072561 | 0.4758 | 0.318307 |
12 | -0.032425 | -0.2126 | 0.416311 |
13 | 0.072964 | 0.4785 | 0.317375 |
14 | 0.004174 | 0.0274 | 0.489145 |
15 | -0.057786 | -0.3789 | 0.353304 |
16 | -0.165189 | -1.0832 | 0.142375 |
17 | -0.172483 | -1.131 | 0.132152 |
18 | 0.015064 | 0.0988 | 0.460886 |
19 | 0.109283 | 0.7166 | 0.238742 |
20 | 0.257699 | 1.6898 | 0.049148 |
21 | 0.198452 | 1.3013 | 0.100036 |
22 | 0.039219 | 0.2572 | 0.399134 |
23 | -0.227839 | -1.494 | 0.071233 |
24 | -0.26709 | -1.7514 | 0.043502 |
25 | -0.180292 | -1.1823 | 0.121801 |
26 | -0.091349 | -0.599 | 0.276152 |
27 | -0.024426 | -0.1602 | 0.436749 |
28 | -0.013079 | -0.0858 | 0.466025 |
29 | 0.04265 | 0.2797 | 0.390534 |
30 | 0.006729 | 0.0441 | 0.482506 |
31 | 0.070767 | 0.4641 | 0.322475 |
32 | 0.037879 | 0.2484 | 0.402509 |
33 | 0.044047 | 0.2888 | 0.387047 |
34 | -0.066093 | -0.4334 | 0.333445 |
35 | -0.065374 | -0.4287 | 0.335146 |
36 | -0.062805 | -0.4118 | 0.34125 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.443785 | 2.9101 | 0.002851 |
2 | -0.189538 | -1.2429 | 0.110323 |
3 | -0.340141 | -2.2305 | 0.015494 |
4 | -0.071882 | -0.4714 | 0.319882 |
5 | 0.093515 | 0.6132 | 0.271482 |
6 | -0.043839 | -0.2875 | 0.387567 |
7 | -0.033735 | -0.2212 | 0.412985 |
8 | -0.092628 | -0.6074 | 0.273388 |
9 | -0.038392 | -0.2518 | 0.401215 |
10 | 0.013851 | 0.0908 | 0.464027 |
11 | 0.156965 | 1.0293 | 0.15455 |
12 | -0.26913 | -1.7648 | 0.042349 |
13 | 0.154131 | 1.0107 | 0.158906 |
14 | 0.003058 | 0.0201 | 0.492048 |
15 | -0.11153 | -0.7314 | 0.234265 |
16 | -0.189041 | -1.2396 | 0.110918 |
17 | 0.007167 | 0.047 | 0.481365 |
18 | 0.119746 | 0.7852 | 0.218314 |
19 | -0.020967 | -0.1375 | 0.445642 |
20 | 0.126976 | 0.8326 | 0.204826 |
21 | 0.024963 | 0.1637 | 0.43537 |
22 | -0.074459 | -0.4883 | 0.313923 |
23 | -0.090013 | -0.5903 | 0.279054 |
24 | -0.073741 | -0.4836 | 0.315578 |
25 | -0.029334 | -0.1924 | 0.424185 |
26 | -0.193433 | -1.2684 | 0.105736 |
27 | -0.069783 | -0.4576 | 0.324772 |
28 | -0.078354 | -0.5138 | 0.305011 |
29 | 0.007748 | 0.0508 | 0.479858 |
30 | -0.026972 | -0.1769 | 0.430222 |
31 | -0.040908 | -0.2683 | 0.394894 |
32 | -0.067265 | -0.4411 | 0.330681 |
33 | 0.026229 | 0.172 | 0.432123 |
34 | -0.082815 | -0.5431 | 0.294949 |
35 | -0.048415 | -0.3175 | 0.37621 |
36 | -0.060725 | -0.3982 | 0.346227 |