Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.337201 | 2.3604 | 0.01114 |
2 | 0.369972 | 2.5898 | 0.006305 |
3 | 0.238619 | 1.6703 | 0.050615 |
4 | 0.192762 | 1.3493 | 0.091716 |
5 | 0.023663 | 0.1656 | 0.43456 |
6 | 0.083878 | 0.5871 | 0.279902 |
7 | 0.001356 | 0.0095 | 0.496234 |
8 | -0.017343 | -0.1214 | 0.451935 |
9 | -0.102278 | -0.7159 | 0.238711 |
10 | -0.135397 | -0.9478 | 0.173947 |
11 | -0.15293 | -1.0705 | 0.144818 |
12 | -0.423724 | -2.9661 | 0.002326 |
13 | -0.229047 | -1.6033 | 0.057645 |
14 | -0.224585 | -1.5721 | 0.061182 |
15 | -0.216916 | -1.5184 | 0.067669 |
16 | -0.239851 | -1.679 | 0.049763 |
17 | -0.06095 | -0.4267 | 0.335751 |
18 | -0.128983 | -0.9029 | 0.185503 |
19 | -0.098528 | -0.6897 | 0.24682 |
20 | -0.148705 | -1.0409 | 0.151507 |
21 | 0.009933 | 0.0695 | 0.472424 |
22 | -0.048441 | -0.3391 | 0.367997 |
23 | 0.104718 | 0.733 | 0.233518 |
24 | 0.05151 | 0.3606 | 0.359986 |
25 | 0.191025 | 1.3372 | 0.09367 |
26 | 0.101531 | 0.7107 | 0.240316 |
27 | 0.178992 | 1.2529 | 0.108087 |
28 | 0.118713 | 0.831 | 0.205006 |
29 | 0.083317 | 0.5832 | 0.281211 |
30 | 0.082178 | 0.5752 | 0.283879 |
31 | 0.113233 | 0.7926 | 0.215908 |
32 | 0.179801 | 1.2586 | 0.107068 |
33 | 0.065526 | 0.4587 | 0.324245 |
34 | 0.043401 | 0.3038 | 0.381281 |
35 | -0.018991 | -0.1329 | 0.447395 |
36 | -0.01992 | -0.1394 | 0.444836 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.337201 | 2.3604 | 0.01114 |
2 | 0.289144 | 2.024 | 0.02422 |
3 | 0.064561 | 0.4519 | 0.326658 |
4 | 0.021018 | 0.1471 | 0.441818 |
5 | -0.138371 | -0.9686 | 0.168752 |
6 | 0.037658 | 0.2636 | 0.396595 |
7 | -0.013163 | -0.0921 | 0.46348 |
8 | -0.03449 | -0.2414 | 0.405114 |
9 | -0.09937 | -0.6956 | 0.244986 |
10 | -0.1096 | -0.7672 | 0.223321 |
11 | -0.037936 | -0.2655 | 0.39585 |
12 | -0.373487 | -2.6144 | 0.005921 |
13 | 0.028281 | 0.198 | 0.421946 |
14 | 0.068483 | 0.4794 | 0.3169 |
15 | -0.036638 | -0.2565 | 0.399332 |
16 | -0.09395 | -0.6577 | 0.25692 |
17 | 0.049709 | 0.348 | 0.36468 |
18 | 0.010405 | 0.0728 | 0.471116 |
19 | -0.075691 | -0.5298 | 0.299308 |
20 | -0.132399 | -0.9268 | 0.179289 |
21 | 0.074088 | 0.5186 | 0.303182 |
22 | -0.01388 | -0.0972 | 0.461497 |
23 | 0.114476 | 0.8013 | 0.213405 |
24 | -0.181496 | -1.2705 | 0.104958 |
25 | 0.117881 | 0.8252 | 0.206638 |
26 | 0.030516 | 0.2136 | 0.415868 |
27 | 0.004298 | 0.0301 | 0.488061 |
28 | -0.086168 | -0.6032 | 0.274587 |
29 | -0.025154 | -0.1761 | 0.43048 |
30 | 0.069623 | 0.4874 | 0.314087 |
31 | -0.011062 | -0.0774 | 0.469296 |
32 | 0.071854 | 0.503 | 0.308617 |
33 | -0.005457 | -0.0382 | 0.484843 |
34 | -0.11104 | -0.7773 | 0.220365 |
35 | 0.00997 | 0.0698 | 0.472324 |
36 | -0.101377 | -0.7096 | 0.240646 |