Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.386241 | 2.676 | 0.005082 |
2 | 0.251845 | 1.7448 | 0.043707 |
3 | 0.459798 | 3.1856 | 0.00127 |
4 | 0.334124 | 2.3149 | 0.012471 |
5 | 0.186833 | 1.2944 | 0.100857 |
6 | 0.160579 | 1.1125 | 0.135727 |
7 | 0.203151 | 1.4075 | 0.082865 |
8 | 0.055133 | 0.382 | 0.352083 |
9 | -0.065979 | -0.4571 | 0.324824 |
10 | 0.070507 | 0.4885 | 0.313715 |
11 | -0.135374 | -0.9379 | 0.176497 |
12 | -0.227135 | -1.5736 | 0.06107 |
13 | -0.044469 | -0.3081 | 0.379674 |
14 | -0.189101 | -1.3101 | 0.098193 |
15 | -0.223085 | -1.5456 | 0.064387 |
16 | -0.190423 | -1.3193 | 0.096665 |
17 | -0.140681 | -0.9747 | 0.167306 |
18 | -0.137804 | -0.9547 | 0.172249 |
19 | -0.062809 | -0.4352 | 0.3327 |
20 | -0.09322 | -0.6459 | 0.260726 |
21 | -0.06395 | -0.4431 | 0.329858 |
22 | 0.036027 | 0.2496 | 0.401979 |
23 | 0.050892 | 0.3526 | 0.362969 |
24 | -0.084728 | -0.587 | 0.279972 |
25 | 0.082874 | 0.5742 | 0.284268 |
26 | 0.158763 | 1.0999 | 0.138421 |
27 | -0.004825 | -0.0334 | 0.486736 |
28 | -0.040117 | -0.2779 | 0.391127 |
29 | 0.044376 | 0.3074 | 0.379918 |
30 | -0.007269 | -0.0504 | 0.480023 |
31 | -0.123448 | -0.8553 | 0.198325 |
32 | -0.022198 | -0.1538 | 0.43921 |
33 | -0.015045 | -0.1042 | 0.458707 |
34 | -0.101795 | -0.7053 | 0.24203 |
35 | -0.082044 | -0.5684 | 0.2862 |
36 | -0.069945 | -0.4846 | 0.315085 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.386241 | 2.676 | 0.005082 |
2 | 0.120664 | 0.836 | 0.203653 |
3 | 0.390798 | 2.7075 | 0.004682 |
4 | 0.072833 | 0.5046 | 0.308075 |
5 | -0.02466 | -0.1708 | 0.43253 |
6 | -0.097162 | -0.6732 | 0.252037 |
7 | 0.036157 | 0.2505 | 0.401635 |
8 | -0.120571 | -0.8353 | 0.203833 |
9 | -0.139436 | -0.966 | 0.169433 |
10 | 0.066684 | 0.462 | 0.323084 |
11 | -0.226262 | -1.5676 | 0.061773 |
12 | -0.088139 | -0.6106 | 0.272158 |
13 | 0.089345 | 0.619 | 0.269422 |
14 | -0.108615 | -0.7525 | 0.22771 |
15 | 0.039634 | 0.2746 | 0.392403 |
16 | -0.057117 | -0.3957 | 0.347032 |
17 | 0.035609 | 0.2467 | 0.403095 |
18 | 0.048376 | 0.3352 | 0.369483 |
19 | 0.20226 | 1.4013 | 0.083779 |
20 | -0.139326 | -0.9653 | 0.169622 |
21 | 0.06856 | 0.475 | 0.318472 |
22 | 0.087355 | 0.6052 | 0.273944 |
23 | -0.047393 | -0.3283 | 0.372038 |
24 | -0.146807 | -1.0171 | 0.1571 |
25 | 0.126273 | 0.8748 | 0.193007 |
26 | -0.019025 | -0.1318 | 0.447844 |
27 | -0.088483 | -0.613 | 0.271376 |
28 | -0.122747 | -0.8504 | 0.199659 |
29 | -0.101626 | -0.7041 | 0.24239 |
30 | -0.047343 | -0.328 | 0.372168 |
31 | -0.038454 | -0.2664 | 0.39553 |
32 | -0.017109 | -0.1185 | 0.453068 |
33 | 0.05868 | 0.4065 | 0.343075 |
34 | 0.11491 | 0.7961 | 0.214942 |
35 | -0.016695 | -0.1157 | 0.454201 |
36 | -0.07621 | -0.528 | 0.299966 |