Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.345975 | 2.5658 | 0.006524 |
2 | 0.203954 | 1.5126 | 0.068058 |
3 | 0.119181 | 0.8839 | 0.190307 |
4 | 0.190917 | 1.4159 | 0.081224 |
5 | 0.05536 | 0.4106 | 0.341496 |
6 | 0.050919 | 0.3776 | 0.353581 |
7 | 0.148048 | 1.098 | 0.138504 |
8 | 0.169 | 1.2533 | 0.107692 |
9 | 0.048216 | 0.3576 | 0.361013 |
10 | 0.029002 | 0.2151 | 0.415249 |
11 | 0.075346 | 0.5588 | 0.289289 |
12 | 0.005347 | 0.0397 | 0.484256 |
13 | -0.028641 | -0.2124 | 0.416287 |
14 | -0.033082 | -0.2453 | 0.403554 |
15 | -0.139092 | -1.0315 | 0.153403 |
16 | -0.031344 | -0.2325 | 0.408525 |
17 | -0.010392 | -0.0771 | 0.469424 |
18 | -0.014833 | -0.11 | 0.456404 |
19 | -0.135617 | -1.0058 | 0.159468 |
20 | -0.169605 | -1.2578 | 0.106885 |
21 | -0.030001 | -0.2225 | 0.412377 |
22 | -0.063989 | -0.4746 | 0.318492 |
23 | -0.159381 | -1.182 | 0.121146 |
24 | -0.077025 | -0.5712 | 0.285084 |
25 | -0.121632 | -0.902 | 0.185483 |
26 | -0.10068 | -0.7467 | 0.229224 |
27 | -0.170679 | -1.2658 | 0.105462 |
28 | -0.07355 | -0.5455 | 0.293821 |
29 | -0.092764 | -0.688 | 0.247185 |
30 | 0.004365 | 0.0324 | 0.487146 |
31 | -0.116419 | -0.8634 | 0.195837 |
32 | -0.084848 | -0.6293 | 0.265894 |
33 | -0.154848 | -1.1484 | 0.127891 |
34 | -0.036481 | -0.2706 | 0.393874 |
35 | 0.026945 | 0.1998 | 0.421174 |
36 | -0.032435 | -0.2405 | 0.405401 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.345975 | 2.5658 | 0.006524 |
2 | 0.095712 | 0.7098 | 0.240409 |
3 | 0.025518 | 0.1892 | 0.425298 |
4 | 0.145928 | 1.0822 | 0.141937 |
5 | -0.068662 | -0.5092 | 0.306319 |
6 | 0.0127 | 0.0942 | 0.462653 |
7 | 0.142907 | 1.0598 | 0.146927 |
8 | 0.066383 | 0.4923 | 0.312231 |
9 | -0.061551 | -0.4565 | 0.324924 |
10 | -0.004421 | -0.0328 | 0.486981 |
11 | 0.036889 | 0.2736 | 0.392718 |
12 | -0.069085 | -0.5123 | 0.30523 |
13 | -0.015705 | -0.1165 | 0.453853 |
14 | -0.026707 | -0.1981 | 0.421862 |
15 | -0.192386 | -1.4268 | 0.079649 |
16 | 0.088667 | 0.6576 | 0.256779 |
17 | 0.043328 | 0.3213 | 0.37459 |
18 | -0.048447 | -0.3593 | 0.360376 |
19 | -0.110845 | -0.822 | 0.2073 |
20 | -0.11116 | -0.8244 | 0.20664 |
21 | 0.10424 | 0.7731 | 0.221398 |
22 | -0.003861 | -0.0286 | 0.48863 |
23 | -0.100664 | -0.7465 | 0.229258 |
24 | 0.023035 | 0.1708 | 0.43249 |
25 | -0.139683 | -1.0359 | 0.152388 |
26 | 0.0411 | 0.3048 | 0.380833 |
27 | -0.042085 | -0.3121 | 0.378068 |
28 | -0.000732 | -0.0054 | 0.497843 |
29 | -0.059366 | -0.4403 | 0.330734 |
30 | 0.093277 | 0.6918 | 0.246 |
31 | -0.06369 | -0.4723 | 0.319279 |
32 | -0.057622 | -0.4273 | 0.335403 |
33 | -0.080482 | -0.5969 | 0.276522 |
34 | 0.046898 | 0.3478 | 0.364657 |
35 | 0.077254 | 0.5729 | 0.284512 |
36 | -0.000464 | -0.0034 | 0.498632 |