Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.692354 | -5.3181 | 1e-06 |
2 | 0.231456 | 1.7778 | 0.040291 |
3 | 0.005356 | 0.0411 | 0.483661 |
4 | -0.084512 | -0.6491 | 0.259381 |
5 | 0.096608 | 0.7421 | 0.230498 |
6 | -0.016336 | -0.1255 | 0.450285 |
7 | -0.086927 | -0.6677 | 0.253465 |
8 | 0.042889 | 0.3294 | 0.371495 |
9 | 0.075011 | 0.5762 | 0.283347 |
10 | -0.226283 | -1.7381 | 0.043704 |
11 | 0.385371 | 2.9601 | 0.002212 |
12 | -0.434989 | -3.3412 | 0.000726 |
13 | 0.248454 | 1.9084 | 0.030604 |
14 | -0.041019 | -0.3151 | 0.376909 |
15 | -0.011111 | -0.0853 | 0.466139 |
16 | -0.013262 | -0.1019 | 0.459603 |
17 | -0.017221 | -0.1323 | 0.447609 |
18 | 0.090465 | 0.6949 | 0.244931 |
19 | -0.051603 | -0.3964 | 0.34663 |
20 | -0.038426 | -0.2952 | 0.384456 |
21 | 0.105438 | 0.8099 | 0.210631 |
22 | -0.141666 | -1.0882 | 0.140476 |
23 | 0.165898 | 1.2743 | 0.103779 |
24 | -0.11698 | -0.8985 | 0.186274 |
25 | 0.018046 | 0.1386 | 0.445114 |
26 | 0.045386 | 0.3486 | 0.36431 |
27 | -0.07537 | -0.5789 | 0.282422 |
28 | 0.057835 | 0.4442 | 0.329247 |
29 | 0.038417 | 0.2951 | 0.384481 |
30 | -0.157094 | -1.2067 | 0.116189 |
31 | 0.096083 | 0.738 | 0.231712 |
32 | 0.113862 | 0.8746 | 0.192672 |
33 | -0.265981 | -2.043 | 0.022762 |
34 | 0.276719 | 2.1255 | 0.01887 |
35 | -0.214406 | -1.6469 | 0.05245 |
36 | 0.128368 | 0.986 | 0.164076 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.692354 | -5.3181 | 1e-06 |
2 | -0.476138 | -3.6573 | 0.000272 |
3 | -0.217952 | -1.6741 | 0.0497 |
4 | -0.176331 | -1.3544 | 0.090383 |
5 | -0.062089 | -0.4769 | 0.317592 |
6 | 0.115067 | 0.8838 | 0.190184 |
7 | 0.004751 | 0.0365 | 0.485506 |
8 | -0.191178 | -1.4685 | 0.073645 |
9 | -0.043298 | -0.3326 | 0.370317 |
10 | -0.334295 | -2.5678 | 0.006394 |
11 | 0.117332 | 0.9012 | 0.185562 |
12 | -0.062268 | -0.4783 | 0.317106 |
13 | -0.205152 | -1.5758 | 0.060209 |
14 | -0.244043 | -1.8745 | 0.032905 |
15 | -0.097677 | -0.7503 | 0.228036 |
16 | -0.157624 | -1.2107 | 0.115413 |
17 | -0.296038 | -2.2739 | 0.013312 |
18 | -0.045629 | -0.3505 | 0.363612 |
19 | 0.115493 | 0.8871 | 0.189309 |
20 | -0.201512 | -1.5478 | 0.063504 |
21 | 0.062927 | 0.4834 | 0.315316 |
22 | -0.295309 | -2.2683 | 0.013492 |
23 | 0.032121 | 0.2467 | 0.402987 |
24 | -0.015485 | -0.1189 | 0.452861 |
25 | -0.046172 | -0.3547 | 0.362056 |
26 | -0.034294 | -0.2634 | 0.396573 |
27 | -0.055631 | -0.4273 | 0.335354 |
28 | -0.081055 | -0.6226 | 0.267976 |
29 | 0.002987 | 0.0229 | 0.490886 |
30 | -0.074999 | -0.5761 | 0.283377 |
31 | -0.049977 | -0.3839 | 0.351223 |
32 | 0.008 | 0.0614 | 0.475605 |
33 | 0.066567 | 0.5113 | 0.305522 |
34 | -0.095479 | -0.7334 | 0.233114 |
35 | 0.032459 | 0.2493 | 0.401988 |
36 | 0.0648 | 0.4977 | 0.310259 |