Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.387767 | 3.0036 | 0.001944 |
2 | 0.117697 | 0.9117 | 0.182793 |
3 | 0.402151 | 3.115 | 0.00141 |
4 | 0.193957 | 1.5024 | 0.069121 |
5 | 0.170787 | 1.3229 | 0.095443 |
6 | 0.35124 | 2.7207 | 0.004256 |
7 | 0.024765 | 0.1918 | 0.424262 |
8 | 0.006118 | 0.0474 | 0.481181 |
9 | 0.171175 | 1.3259 | 0.094947 |
10 | -0.126376 | -0.9789 | 0.165778 |
11 | 0.003641 | 0.0282 | 0.488796 |
12 | 0.442677 | 3.429 | 0.000551 |
13 | 0.060682 | 0.47 | 0.320015 |
14 | -0.167091 | -1.2943 | 0.100264 |
15 | 0.088876 | 0.6884 | 0.246916 |
16 | -0.028071 | -0.2174 | 0.414303 |
17 | -0.06139 | -0.4755 | 0.318069 |
18 | 0.084296 | 0.653 | 0.258139 |
19 | -0.113004 | -0.8753 | 0.192444 |
20 | -0.162647 | -1.2599 | 0.1063 |
21 | -0.01042 | -0.0807 | 0.46797 |
22 | -0.252338 | -1.9546 | 0.027647 |
23 | -0.179518 | -1.3905 | 0.084751 |
24 | 0.170058 | 1.3173 | 0.096379 |
25 | -0.039296 | -0.3044 | 0.380943 |
26 | -0.286355 | -2.2181 | 0.015172 |
27 | -0.085202 | -0.66 | 0.255899 |
28 | -0.125289 | -0.9705 | 0.167851 |
29 | -0.173228 | -1.3418 | 0.092356 |
30 | -0.050436 | -0.3907 | 0.348711 |
31 | -0.146779 | -1.1369 | 0.130041 |
32 | -0.222261 | -1.7216 | 0.045145 |
33 | -0.080369 | -0.6225 | 0.267975 |
34 | -0.205774 | -1.5939 | 0.058105 |
35 | -0.236709 | -1.8335 | 0.035842 |
36 | 0.035697 | 0.2765 | 0.391554 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.387767 | 3.0036 | 0.001944 |
2 | -0.038447 | -0.2978 | 0.383438 |
3 | 0.435731 | 3.3752 | 0.000649 |
4 | -0.172415 | -1.3355 | 0.093375 |
5 | 0.274084 | 2.123 | 0.018942 |
6 | 0.052479 | 0.4065 | 0.342911 |
7 | -0.221568 | -1.7163 | 0.045637 |
8 | 0.094544 | 0.7323 | 0.233407 |
9 | -0.120663 | -0.9347 | 0.176857 |
10 | -0.173509 | -1.344 | 0.092006 |
11 | 0.22576 | 1.7487 | 0.042726 |
12 | 0.407249 | 3.1545 | 0.001256 |
13 | -0.220117 | -1.705 | 0.046682 |
14 | -0.167244 | -1.2955 | 0.10006 |
15 | -0.064698 | -0.5011 | 0.30905 |
16 | -0.031012 | -0.2402 | 0.405491 |
17 | -0.118646 | -0.919 | 0.18088 |
18 | -0.063987 | -0.4956 | 0.310979 |
19 | 0.16614 | 1.2869 | 0.101534 |
20 | -0.092221 | -0.7143 | 0.238894 |
21 | -0.009037 | -0.07 | 0.472213 |
22 | -0.110387 | -0.8551 | 0.197961 |
23 | 0.094577 | 0.7326 | 0.233331 |
24 | -0.066436 | -0.5146 | 0.304359 |
25 | 0.052777 | 0.4088 | 0.342068 |
26 | -0.151325 | -1.1722 | 0.122883 |
27 | 0.004612 | 0.0357 | 0.485811 |
28 | -0.101444 | -0.7858 | 0.217545 |
29 | -0.041181 | -0.319 | 0.375422 |
30 | -0.029578 | -0.2291 | 0.409782 |
31 | 0.047273 | 0.3662 | 0.357761 |
32 | -0.030709 | -0.2379 | 0.406396 |
33 | -0.00147 | -0.0114 | 0.495476 |
34 | 0.055993 | 0.4337 | 0.333025 |
35 | -0.141333 | -1.0948 | 0.138998 |
36 | -0.047327 | -0.3666 | 0.357605 |