Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.429586 | -3.0376 | 0.001892 |
2 | 0.134182 | 0.9488 | 0.173641 |
3 | 0.07366 | 0.5209 | 0.302383 |
4 | -0.42741 | -3.0222 | 0.001975 |
5 | 0.047405 | 0.3352 | 0.369436 |
6 | 0.086797 | 0.6137 | 0.271083 |
7 | -0.234951 | -1.6614 | 0.05145 |
8 | 0.309683 | 2.1898 | 0.016616 |
9 | 0.069484 | 0.4913 | 0.312673 |
10 | -0.09869 | -0.6978 | 0.244255 |
11 | 0.194003 | 1.3718 | 0.088124 |
12 | -0.23705 | -1.6762 | 0.049971 |
13 | 0.004834 | 0.0342 | 0.486435 |
14 | 0.003802 | 0.0269 | 0.489329 |
15 | -0.036171 | -0.2558 | 0.39959 |
16 | 0.035692 | 0.2524 | 0.400892 |
17 | 0.003491 | 0.0247 | 0.490203 |
18 | 0.043222 | 0.3056 | 0.38058 |
19 | -0.074379 | -0.5259 | 0.300629 |
20 | 0.211238 | 1.4937 | 0.070772 |
21 | -0.173993 | -1.2303 | 0.112167 |
22 | 0.118312 | 0.8366 | 0.203402 |
23 | -0.051761 | -0.366 | 0.357953 |
24 | -0.1892 | -1.3378 | 0.0935 |
25 | 0.128697 | 0.91 | 0.183588 |
26 | -0.120098 | -0.8492 | 0.199903 |
27 | 0.025838 | 0.1827 | 0.427884 |
28 | 0.179719 | 1.2708 | 0.104839 |
29 | -0.055175 | -0.3901 | 0.349043 |
30 | 0.038029 | 0.2689 | 0.394555 |
31 | 0.075728 | 0.5355 | 0.297346 |
32 | -0.274798 | -1.9431 | 0.028821 |
33 | 0.126513 | 0.8946 | 0.187648 |
34 | -0.108934 | -0.7703 | 0.22238 |
35 | 0.04312 | 0.3049 | 0.380853 |
36 | 0.173702 | 1.2283 | 0.11255 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.429586 | -3.0376 | 0.001892 |
2 | -0.06176 | -0.4367 | 0.332101 |
3 | 0.133356 | 0.943 | 0.175115 |
4 | -0.422367 | -2.9866 | 0.00218 |
5 | -0.448177 | -3.1691 | 0.001305 |
6 | -0.0097 | -0.0686 | 0.472795 |
7 | -0.202727 | -1.4335 | 0.07897 |
8 | -0.210198 | -1.4863 | 0.071736 |
9 | 0.083176 | 0.5881 | 0.279541 |
10 | 0.053642 | 0.3793 | 0.353034 |
11 | -0.029292 | -0.2071 | 0.418376 |
12 | -0.130224 | -0.9208 | 0.180782 |
13 | 0.117396 | 0.8301 | 0.205211 |
14 | 0.048997 | 0.3465 | 0.365226 |
15 | 0.052973 | 0.3746 | 0.354779 |
16 | 0.040055 | 0.2832 | 0.389085 |
17 | -0.105976 | -0.7494 | 0.228576 |
18 | 0.021627 | 0.1529 | 0.439536 |
19 | -0.135665 | -0.9593 | 0.171013 |
20 | 0.244567 | 1.7294 | 0.044958 |
21 | 0.055267 | 0.3908 | 0.348804 |
22 | 0.069131 | 0.4888 | 0.313549 |
23 | 0.068468 | 0.4841 | 0.315199 |
24 | -0.211767 | -1.4974 | 0.070285 |
25 | 0.006965 | 0.0493 | 0.480458 |
26 | -0.108936 | -0.7703 | 0.222374 |
27 | -0.022303 | -0.1577 | 0.437661 |
28 | -0.045421 | -0.3212 | 0.374707 |
29 | -0.063352 | -0.448 | 0.328055 |
30 | -0.051917 | -0.3671 | 0.357545 |
31 | -0.145726 | -1.0304 | 0.153881 |
32 | -0.065892 | -0.4659 | 0.321646 |
33 | -0.048721 | -0.3445 | 0.365954 |
34 | -0.053197 | -0.3762 | 0.354196 |
35 | 0.102841 | 0.7272 | 0.235248 |
36 | 0.098719 | 0.698 | 0.24419 |