Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.072019 | -3.9288 | 4.4e-05 |
2 | -0.021804 | -1.1895 | 0.117173 |
3 | -0.062469 | -3.4079 | 0.000332 |
4 | 0.052199 | 2.8476 | 0.002218 |
5 | 0.000784 | 0.0428 | 0.48294 |
6 | -0.001332 | -0.0727 | 0.471042 |
7 | -0.038882 | -2.1211 | 0.016996 |
8 | 0.037977 | 2.0717 | 0.019189 |
9 | 0.046399 | 2.5312 | 0.00571 |
10 | 0.009001 | 0.491 | 0.31173 |
11 | -0.007544 | -0.4115 | 0.340354 |
12 | -0.037511 | -2.0463 | 0.020406 |
13 | 0.007886 | 0.4302 | 0.333546 |
14 | 0.041225 | 2.2489 | 0.012295 |
15 | 0.031886 | 1.7395 | 0.041026 |
16 | 0.039582 | 2.1593 | 0.015453 |
17 | 0.005891 | 0.3214 | 0.373978 |
18 | -0.024315 | -1.3265 | 0.092393 |
19 | -0.026661 | -1.4545 | 0.072963 |
20 | -0.001261 | -0.0688 | 0.47259 |
21 | -0.014184 | -0.7738 | 0.219562 |
22 | -0.023629 | -1.289 | 0.098742 |
23 | -0.040575 | -2.2135 | 0.013469 |
24 | 0.004684 | 0.2555 | 0.399177 |
25 | 0.012186 | 0.6648 | 0.253128 |
26 | 0.013515 | 0.7373 | 0.230498 |
27 | -0.064075 | -3.4955 | 0.00024 |
28 | -0.037645 | -2.0537 | 0.020048 |
29 | -0.012338 | -0.6731 | 0.250469 |
30 | 0.041801 | 2.2803 | 0.011329 |
31 | -0.039222 | -2.1397 | 0.016231 |
32 | 0.023541 | 1.2842 | 0.099583 |
33 | -0.024749 | -1.3501 | 0.088541 |
34 | 0.008014 | 0.4372 | 0.330998 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.072019 | -3.9288 | 4.4e-05 |
2 | -0.027132 | -1.4801 | 0.069475 |
3 | -0.066429 | -3.6239 | 0.000148 |
4 | 0.042419 | 2.3141 | 0.010365 |
5 | 0.004405 | 0.2403 | 0.405046 |
6 | -0.002408 | -0.1313 | 0.447754 |
7 | -0.033477 | -1.8262 | 0.033957 |
8 | 0.031117 | 1.6975 | 0.044853 |
9 | 0.04961 | 2.7064 | 0.00342 |
10 | 0.0139 | 0.7583 | 0.224164 |
11 | 0.004194 | 0.2288 | 0.409521 |
12 | -0.034953 | -1.9068 | 0.028321 |
13 | -0.000872 | -0.0476 | 0.481027 |
14 | 0.038035 | 2.0749 | 0.019041 |
15 | 0.037082 | 2.0229 | 0.021586 |
16 | 0.053457 | 2.9162 | 0.001785 |
17 | 0.016619 | 0.9066 | 0.182348 |
18 | -0.023788 | -1.2977 | 0.097248 |
19 | -0.031709 | -1.7298 | 0.041885 |
20 | -0.006894 | -0.3761 | 0.353436 |
21 | -0.014261 | -0.778 | 0.218327 |
22 | -0.027746 | -1.5136 | 0.065115 |
23 | -0.047932 | -2.6148 | 0.004487 |
24 | -0.013778 | -0.7516 | 0.226171 |
25 | 0.000351 | 0.0192 | 0.492358 |
26 | 0.013297 | 0.7254 | 0.234134 |
27 | -0.053004 | -2.8915 | 0.001931 |
28 | -0.042759 | -2.3326 | 0.009868 |
29 | -0.02489 | -1.3578 | 0.087309 |
30 | 0.022972 | 1.2532 | 0.105117 |
31 | -0.03501 | -1.9099 | 0.028123 |
32 | 0.026874 | 1.466 | 0.071372 |
33 | -0.014477 | -0.7897 | 0.214873 |
34 | -0.00366 | -0.1997 | 0.420871 |