Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.526178 | 4.0417 | 7.8e-05 |
2 | 0.332253 | 2.5521 | 0.006659 |
3 | 0.114257 | 0.8776 | 0.191854 |
4 | 0.074005 | 0.5684 | 0.285947 |
5 | 0.082081 | 0.6305 | 0.26541 |
6 | 0.139566 | 1.072 | 0.144037 |
7 | 0.137776 | 1.0583 | 0.147121 |
8 | 0.127497 | 0.9793 | 0.165709 |
9 | 0.086671 | 0.6657 | 0.254087 |
10 | 0.11418 | 0.877 | 0.192013 |
11 | 0.084577 | 0.6496 | 0.259221 |
12 | 0.090123 | 0.6922 | 0.245748 |
13 | 0.093336 | 0.7169 | 0.238123 |
14 | 0.09358 | 0.7188 | 0.237551 |
15 | 0.05524 | 0.4243 | 0.336442 |
16 | 0.031552 | 0.2424 | 0.404673 |
17 | -0.049192 | -0.3779 | 0.353448 |
18 | -0.002293 | -0.0176 | 0.493002 |
19 | -0.035413 | -0.272 | 0.393281 |
20 | -0.042159 | -0.3238 | 0.373605 |
21 | 0.023535 | 0.1808 | 0.428581 |
22 | -0.014666 | -0.1127 | 0.455343 |
23 | -0.031106 | -0.2389 | 0.405995 |
24 | -0.040483 | -0.311 | 0.378465 |
25 | -0.075911 | -0.5831 | 0.281029 |
26 | -0.105746 | -0.8122 | 0.209957 |
27 | -0.111884 | -0.8594 | 0.196801 |
28 | -0.096078 | -0.738 | 0.231723 |
29 | -0.045436 | -0.349 | 0.364166 |
30 | -0.087833 | -0.6747 | 0.251265 |
31 | -0.057709 | -0.4433 | 0.329594 |
32 | -0.074267 | -0.5705 | 0.285268 |
33 | -0.109911 | -0.8442 | 0.200973 |
34 | -0.090967 | -0.6987 | 0.243732 |
35 | -0.090292 | -0.6935 | 0.245343 |
36 | -0.089956 | -0.691 | 0.24615 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.526178 | 4.0417 | 7.8e-05 |
2 | 0.076596 | 0.5883 | 0.279273 |
3 | -0.121686 | -0.9347 | 0.176879 |
4 | 0.051339 | 0.3943 | 0.347376 |
5 | 0.073791 | 0.5668 | 0.2865 |
6 | 0.089233 | 0.6854 | 0.247884 |
7 | 0.016517 | 0.1269 | 0.449738 |
8 | 0.01932 | 0.1484 | 0.441267 |
9 | 0.002115 | 0.0162 | 0.493547 |
10 | 0.082333 | 0.6324 | 0.26478 |
11 | -0.010622 | -0.0816 | 0.467624 |
12 | 0.014444 | 0.1109 | 0.456017 |
13 | 0.040918 | 0.3143 | 0.377201 |
14 | 0.018128 | 0.1392 | 0.444867 |
15 | -0.032075 | -0.2464 | 0.403125 |
16 | -0.016565 | -0.1272 | 0.449592 |
17 | -0.093205 | -0.7159 | 0.238431 |
18 | 0.064271 | 0.4937 | 0.311685 |
19 | -0.053526 | -0.4111 | 0.34123 |
20 | -0.065913 | -0.5063 | 0.307272 |
21 | 0.101387 | 0.7788 | 0.219614 |
22 | -0.070242 | -0.5395 | 0.295772 |
23 | -0.038825 | -0.2982 | 0.383291 |
24 | 0.007413 | 0.0569 | 0.477391 |
25 | -0.057856 | -0.4444 | 0.329189 |
26 | -0.06239 | -0.4792 | 0.316774 |
27 | -0.01349 | -0.1036 | 0.458911 |
28 | -0.021884 | -0.1681 | 0.433541 |
29 | 0.045247 | 0.3475 | 0.364708 |
30 | -0.076994 | -0.5914 | 0.278256 |
31 | 0.013926 | 0.107 | 0.45759 |
32 | 0.001218 | 0.0094 | 0.496283 |
33 | -0.069324 | -0.5325 | 0.298193 |
34 | 0.008371 | 0.0643 | 0.474475 |
35 | -0.005445 | -0.0418 | 0.483389 |
36 | -0.036889 | -0.2833 | 0.388951 |