Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.63921 | -4.9924 | 3e-06 |
2 | 0.142924 | 1.1163 | 0.134342 |
3 | 0.0619 | 0.4835 | 0.315253 |
4 | -0.185494 | -1.4488 | 0.076263 |
5 | 0.20923 | 1.6341 | 0.05369 |
6 | -0.046209 | -0.3609 | 0.359709 |
7 | -0.026914 | -0.2102 | 0.417103 |
8 | -0.146737 | -1.146 | 0.128125 |
9 | 0.310165 | 2.4225 | 0.009201 |
10 | -0.253737 | -1.9817 | 0.026009 |
11 | 0.134501 | 1.0505 | 0.14882 |
12 | -0.020133 | -0.1572 | 0.437787 |
13 | -0.237947 | -1.8584 | 0.033968 |
14 | 0.434451 | 3.3932 | 0.000609 |
15 | -0.30399 | -2.3742 | 0.010374 |
16 | 0.074981 | 0.5856 | 0.280146 |
17 | -0.022457 | -0.1754 | 0.430675 |
18 | 0.029416 | 0.2297 | 0.40953 |
19 | 0.010235 | 0.0799 | 0.468274 |
20 | 0.004901 | 0.0383 | 0.484796 |
21 | 0.00265 | 0.0207 | 0.491778 |
22 | -0.1768 | -1.3809 | 0.086181 |
23 | 0.314559 | 2.4568 | 0.00844 |
24 | -0.230763 | -1.8023 | 0.038218 |
25 | 0.110282 | 0.8613 | 0.196214 |
26 | -0.06655 | -0.5198 | 0.302553 |
27 | -0.029112 | -0.2274 | 0.410446 |
28 | 0.151234 | 1.1812 | 0.121059 |
29 | -0.154464 | -1.2064 | 0.11616 |
30 | 0.130883 | 1.0222 | 0.155355 |
31 | -0.178676 | -1.3955 | 0.083962 |
32 | 0.131209 | 1.0248 | 0.154758 |
33 | 0.012697 | 0.0992 | 0.460666 |
34 | -0.056287 | -0.4396 | 0.330884 |
35 | 0.060412 | 0.4718 | 0.319365 |
36 | -0.14723 | -1.1499 | 0.127337 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.63921 | -4.9924 | 3e-06 |
2 | -0.449208 | -3.5084 | 0.000426 |
3 | -0.196668 | -1.536 | 0.064852 |
4 | -0.348507 | -2.7219 | 0.004224 |
5 | -0.208478 | -1.6283 | 0.054311 |
6 | 0.026998 | 0.2109 | 0.416849 |
7 | 0.167968 | 1.3119 | 0.097239 |
8 | -0.254153 | -1.985 | 0.025823 |
9 | 0.091541 | 0.715 | 0.238682 |
10 | 0.102474 | 0.8003 | 0.213308 |
11 | 0.087198 | 0.681 | 0.249214 |
12 | 0.058423 | 0.4563 | 0.324897 |
13 | -0.288259 | -2.2514 | 0.013987 |
14 | 0.049988 | 0.3904 | 0.348795 |
15 | 0.063357 | 0.4948 | 0.311246 |
16 | -0.048809 | -0.3812 | 0.352187 |
17 | -0.139998 | -1.0934 | 0.139254 |
18 | 0.046234 | 0.3611 | 0.359637 |
19 | 0.095119 | 0.7429 | 0.230195 |
20 | -0.033518 | -0.2618 | 0.397184 |
21 | 0.046567 | 0.3637 | 0.35867 |
22 | -0.037763 | -0.2949 | 0.38452 |
23 | -0.000653 | -0.0051 | 0.497974 |
24 | -0.018937 | -0.1479 | 0.441453 |
25 | 0.024266 | 0.1895 | 0.425155 |
26 | -0.051122 | -0.3993 | 0.345542 |
27 | 0.011976 | 0.0935 | 0.462894 |
28 | 0.046432 | 0.3626 | 0.359062 |
29 | -0.068765 | -0.5371 | 0.296586 |
30 | 0.092704 | 0.724 | 0.235905 |
31 | 0.050194 | 0.392 | 0.348201 |
32 | -0.165214 | -1.2904 | 0.100898 |
33 | -0.025481 | -0.199 | 0.421457 |
34 | 0.026358 | 0.2059 | 0.418792 |
35 | 0.066857 | 0.5222 | 0.301721 |
36 | -0.04731 | -0.3695 | 0.356516 |