Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.460492 | 2.7243 | 0.004994 |
2 | -0.027716 | -0.164 | 0.435349 |
3 | -0.357382 | -2.1143 | 0.020843 |
4 | -0.377623 | -2.234 | 0.015983 |
5 | -0.160167 | -0.9476 | 0.174925 |
6 | 0.045682 | 0.2703 | 0.394273 |
7 | 0.102971 | 0.6092 | 0.273168 |
8 | 0.010539 | 0.0623 | 0.475321 |
9 | -0.117409 | -0.6946 | 0.245945 |
10 | -0.123259 | -0.7292 | 0.235362 |
11 | 0.020845 | 0.1233 | 0.451279 |
12 | -0.01286 | -0.0761 | 0.469895 |
13 | 0.059749 | 0.3535 | 0.362924 |
14 | 0.122609 | 0.7254 | 0.236525 |
15 | 0.012303 | 0.0728 | 0.471196 |
16 | -0.117038 | -0.6924 | 0.246625 |
17 | -0.163974 | -0.9701 | 0.169331 |
18 | -0.021031 | -0.1244 | 0.450848 |
19 | 0.115413 | 0.6828 | 0.249616 |
20 | 0.287837 | 1.7029 | 0.04873 |
21 | 0.239044 | 1.4142 | 0.083069 |
22 | 0.063974 | 0.3785 | 0.353682 |
23 | -0.25455 | -1.5059 | 0.070528 |
24 | -0.312628 | -1.8495 | 0.03642 |
25 | -0.159239 | -0.9421 | 0.176308 |
26 | -0.081523 | -0.4823 | 0.316299 |
27 | 0.005246 | 0.031 | 0.487709 |
28 | 0.021913 | 0.1296 | 0.448798 |
29 | 0.017688 | 0.1046 | 0.458628 |
30 | 0.016945 | 0.1002 | 0.460359 |
31 | 0.044058 | 0.2606 | 0.397946 |
32 | 0.064438 | 0.3812 | 0.352672 |
33 | 0.071356 | 0.4221 | 0.33775 |
34 | 0.003296 | 0.0195 | 0.492276 |
35 | NA | NA | NA |
36 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.460492 | 2.7243 | 0.004994 |
2 | -0.304296 | -1.8002 | 0.040224 |
3 | -0.280578 | -1.6599 | 0.052933 |
4 | -0.103302 | -0.6111 | 0.272526 |
5 | 0.017166 | 0.1016 | 0.459846 |
6 | -0.034656 | -0.205 | 0.419368 |
7 | -0.086011 | -0.5089 | 0.307025 |
8 | -0.117446 | -0.6948 | 0.245878 |
9 | -0.116007 | -0.6863 | 0.248521 |
10 | -0.029533 | -0.1747 | 0.431152 |
11 | 0.062765 | 0.3713 | 0.356318 |
12 | -0.243921 | -1.4431 | 0.078948 |
13 | 0.064732 | 0.383 | 0.352033 |
14 | 0.103437 | 0.6119 | 0.272266 |
15 | -0.171075 | -1.0121 | 0.15922 |
16 | -0.156652 | -0.9268 | 0.180197 |
17 | -0.042586 | -0.2519 | 0.40128 |
18 | 0.109268 | 0.6464 | 0.261106 |
19 | -0.012671 | -0.075 | 0.470337 |
20 | 0.193291 | 1.1435 | 0.130291 |
21 | 0.007862 | 0.0465 | 0.481584 |
22 | -0.001424 | -0.0084 | 0.496663 |
23 | -0.123817 | -0.7325 | 0.234367 |
24 | 0.000543 | 0.0032 | 0.498729 |
25 | -0.024618 | -0.1456 | 0.442521 |
26 | -0.202073 | -1.1955 | 0.119969 |
27 | -0.064021 | -0.3788 | 0.353579 |
28 | -0.069102 | -0.4088 | 0.342585 |
29 | -0.064846 | -0.3836 | 0.351785 |
30 | 0.008679 | 0.0513 | 0.479671 |
31 | -0.078357 | -0.4636 | 0.322914 |
32 | -0.063197 | -0.3739 | 0.355375 |
33 | -0.021731 | -0.1286 | 0.44922 |
34 | -0.051671 | -0.3057 | 0.380827 |
35 | NA | NA | NA |
36 | NA | NA | NA |