Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.339962 | 2.3797 | 0.010631 |
2 | 0.397768 | 2.7844 | 0.003801 |
3 | 0.246816 | 1.7277 | 0.045169 |
4 | 0.204901 | 1.4343 | 0.078919 |
5 | 0.050914 | 0.3564 | 0.361536 |
6 | 0.095492 | 0.6684 | 0.253493 |
7 | 0.005626 | 0.0394 | 0.484372 |
8 | 0.011984 | 0.0839 | 0.466745 |
9 | -0.092176 | -0.6452 | 0.260893 |
10 | -0.116741 | -0.8172 | 0.208889 |
11 | -0.152624 | -1.0684 | 0.145295 |
12 | -0.416136 | -2.913 | 0.00269 |
13 | -0.202958 | -1.4207 | 0.080868 |
14 | -0.240483 | -1.6834 | 0.049331 |
15 | -0.197077 | -1.3795 | 0.086996 |
16 | -0.232178 | -1.6252 | 0.055263 |
17 | -0.060083 | -0.4206 | 0.337949 |
18 | -0.123254 | -0.8628 | 0.196231 |
19 | -0.061195 | -0.4284 | 0.335131 |
20 | -0.134874 | -0.9441 | 0.17487 |
21 | 0.017867 | 0.1251 | 0.45049 |
22 | -0.02856 | -0.1999 | 0.421185 |
23 | 0.129162 | 0.9041 | 0.185175 |
24 | 0.052546 | 0.3678 | 0.357296 |
25 | 0.196044 | 1.3723 | 0.088109 |
26 | 0.103804 | 0.7266 | 0.235456 |
27 | 0.173411 | 1.2139 | 0.115307 |
28 | 0.107233 | 0.7506 | 0.228233 |
29 | 0.077024 | 0.5392 | 0.296107 |
30 | 0.060444 | 0.4231 | 0.337033 |
31 | 0.065438 | 0.4581 | 0.324465 |
32 | 0.14257 | 0.998 | 0.161594 |
33 | 0.039472 | 0.2763 | 0.391739 |
34 | 0.011891 | 0.0832 | 0.467 |
35 | -0.054887 | -0.3842 | 0.351243 |
36 | -0.036122 | -0.2529 | 0.400719 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.339962 | 2.3797 | 0.010631 |
2 | 0.319069 | 2.2335 | 0.015057 |
3 | 0.05824 | 0.4077 | 0.342643 |
4 | 0.013894 | 0.0973 | 0.46146 |
5 | -0.118293 | -0.828 | 0.205829 |
6 | 0.030483 | 0.2134 | 0.415957 |
7 | -0.021585 | -0.1511 | 0.44026 |
8 | -0.008636 | -0.0604 | 0.476022 |
9 | -0.103931 | -0.7275 | 0.235186 |
10 | -0.103433 | -0.724 | 0.236244 |
11 | -0.052789 | -0.3695 | 0.356666 |
12 | -0.37597 | -2.6318 | 0.005663 |
13 | 0.069267 | 0.4849 | 0.314964 |
14 | 0.05764 | 0.4035 | 0.344176 |
15 | -0.006506 | -0.0455 | 0.481929 |
16 | -0.092078 | -0.6445 | 0.261113 |
17 | 0.062472 | 0.4373 | 0.331907 |
18 | 0.025653 | 0.1796 | 0.429116 |
19 | -0.038303 | -0.2681 | 0.394865 |
20 | -0.098943 | -0.6926 | 0.245914 |
21 | 0.049541 | 0.3468 | 0.365117 |
22 | 0.021674 | 0.1517 | 0.440015 |
23 | 0.128584 | 0.9001 | 0.186238 |
24 | -0.19067 | -1.3347 | 0.094073 |
25 | 0.13145 | 0.9201 | 0.181001 |
26 | 0.010941 | 0.0766 | 0.469631 |
27 | 0.01635 | 0.1145 | 0.454674 |
28 | -0.091008 | -0.6371 | 0.263527 |
29 | -0.016272 | -0.1139 | 0.454889 |
30 | 0.042355 | 0.2965 | 0.384057 |
31 | -0.032259 | -0.2258 | 0.411143 |
32 | 0.08934 | 0.6254 | 0.267311 |
33 | -0.018706 | -0.1309 | 0.448178 |
34 | -0.092996 | -0.651 | 0.259053 |
35 | 0.002303 | 0.0161 | 0.493602 |
36 | -0.110689 | -0.7748 | 0.221083 |