Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.400271 | -3.5577 | 0.000318 |
2 | 0.020034 | 0.1781 | 0.429563 |
3 | -0.166789 | -1.4825 | 0.071099 |
4 | 0.04629 | 0.4114 | 0.340934 |
5 | 0.055048 | 0.4893 | 0.313 |
6 | 0.007138 | 0.0634 | 0.474786 |
7 | 0.029139 | 0.259 | 0.398158 |
8 | -0.079331 | -0.7051 | 0.241408 |
9 | 0.138564 | 1.2316 | 0.110879 |
10 | -0.120327 | -1.0695 | 0.144053 |
11 | -0.09902 | -0.8801 | 0.190736 |
12 | 0.172803 | 1.5359 | 0.064278 |
13 | -0.026325 | -0.234 | 0.407801 |
14 | 0.006912 | 0.0614 | 0.475583 |
15 | -0.087963 | -0.7818 | 0.218325 |
16 | 0.05104 | 0.4537 | 0.325661 |
17 | -0.107422 | -0.9548 | 0.171298 |
18 | 0.106605 | 0.9475 | 0.173131 |
19 | 0.070427 | 0.626 | 0.26657 |
20 | -0.143628 | -1.2766 | 0.102742 |
21 | 0.136164 | 1.2103 | 0.114895 |
22 | -0.181552 | -1.6137 | 0.055294 |
23 | 0.105286 | 0.9358 | 0.176112 |
24 | -0.003936 | -0.035 | 0.486092 |
25 | 0.141732 | 1.2597 | 0.105736 |
26 | -0.189517 | -1.6845 | 0.048019 |
27 | 0.026923 | 0.2393 | 0.405747 |
28 | -0.074059 | -0.6582 | 0.256146 |
29 | 0.104495 | 0.9288 | 0.177919 |
30 | 0.067527 | 0.6002 | 0.275048 |
31 | -0.067397 | -0.599 | 0.275432 |
32 | 0.041686 | 0.3705 | 0.355997 |
33 | 0.027407 | 0.2436 | 0.404087 |
34 | -0.042041 | -0.3737 | 0.354827 |
35 | -0.043521 | -0.3868 | 0.349964 |
36 | -0.009321 | -0.0828 | 0.467092 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.400271 | -3.5577 | 0.000318 |
2 | -0.166928 | -1.4837 | 0.070935 |
3 | -0.274685 | -2.4415 | 0.008432 |
4 | -0.189851 | -1.6874 | 0.047732 |
5 | -0.063115 | -0.561 | 0.2882 |
6 | -0.041738 | -0.371 | 0.355824 |
7 | 0.025233 | 0.2243 | 0.411562 |
8 | -0.040211 | -0.3574 | 0.360872 |
9 | 0.140139 | 1.2456 | 0.1083 |
10 | 0.012773 | 0.1135 | 0.454949 |
11 | -0.189076 | -1.6805 | 0.048401 |
12 | 0.075634 | 0.6723 | 0.251692 |
13 | 0.043741 | 0.3888 | 0.349244 |
14 | -0.024573 | -0.2184 | 0.413836 |
15 | -0.054753 | -0.4867 | 0.313924 |
16 | 0.011963 | 0.1063 | 0.457795 |
17 | -0.1379 | -1.2257 | 0.111979 |
18 | -0.071438 | -0.635 | 0.263647 |
19 | 0.113853 | 1.012 | 0.157325 |
20 | -0.070475 | -0.6264 | 0.266431 |
21 | 0.041815 | 0.3717 | 0.35557 |
22 | -0.092904 | -0.8257 | 0.205716 |
23 | 0.006251 | 0.0556 | 0.477916 |
24 | 0.028507 | 0.2534 | 0.400318 |
25 | 0.145362 | 1.292 | 0.100061 |
26 | -0.041394 | -0.3679 | 0.356959 |
27 | -0.042805 | -0.3805 | 0.352313 |
28 | -0.170548 | -1.5159 | 0.066772 |
29 | 0.041255 | 0.3667 | 0.357419 |
30 | 0.080734 | 0.7176 | 0.237566 |
31 | -0.038786 | -0.3447 | 0.365605 |
32 | 0.093963 | 0.8352 | 0.203072 |
33 | 0.154205 | 1.3706 | 0.08719 |
34 | 0.049525 | 0.4402 | 0.330502 |
35 | 0.037044 | 0.3293 | 0.371416 |
36 | 0.024772 | 0.2202 | 0.41315 |