Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.580323 | 4.9242 | 3e-06 |
2 | 0.169292 | 1.4365 | 0.077597 |
3 | -0.022645 | -0.1921 | 0.424084 |
4 | -0.334884 | -2.8416 | 0.002917 |
5 | -0.557729 | -4.7325 | 5e-06 |
6 | -0.653629 | -5.5462 | 0 |
7 | -0.526616 | -4.4685 | 1.4e-05 |
8 | -0.269955 | -2.2906 | 0.012457 |
9 | 0.004388 | 0.0372 | 0.4852 |
10 | 0.170259 | 1.4447 | 0.076441 |
11 | 0.505958 | 4.2932 | 2.7e-05 |
12 | 0.823558 | 6.9881 | 0 |
13 | 0.491206 | 4.168 | 4.2e-05 |
14 | 0.149716 | 1.2704 | 0.104019 |
15 | -0.009742 | -0.0827 | 0.467173 |
16 | -0.271984 | -2.3079 | 0.011942 |
17 | -0.452441 | -3.8391 | 0.000131 |
18 | -0.533287 | -4.5251 | 1.2e-05 |
19 | -0.427058 | -3.6237 | 0.000269 |
20 | -0.217796 | -1.8481 | 0.03435 |
21 | -0.009846 | -0.0835 | 0.466824 |
22 | 0.130729 | 1.1093 | 0.135501 |
23 | 0.390947 | 3.3173 | 0.000714 |
24 | 0.649499 | 5.5112 | 0 |
25 | 0.407761 | 3.46 | 0.000456 |
26 | 0.11683 | 0.9913 | 0.162422 |
27 | -0.003018 | -0.0256 | 0.489821 |
28 | -0.199177 | -1.6901 | 0.04767 |
29 | -0.35361 | -3.0005 | 0.001851 |
30 | -0.413491 | -3.5086 | 0.00039 |
31 | -0.333684 | -2.8314 | 0.003002 |
32 | -0.17491 | -1.4842 | 0.071065 |
33 | -0.009183 | -0.0779 | 0.469055 |
34 | 0.101317 | 0.8597 | 0.196404 |
35 | 0.282385 | 2.3961 | 0.009585 |
36 | 0.493588 | 4.1882 | 3.9e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.580323 | 4.9242 | 3e-06 |
2 | -0.252529 | -2.1428 | 0.017756 |
3 | 0.00137 | 0.0116 | 0.49538 |
4 | -0.444964 | -3.7756 | 0.000163 |
5 | -0.239114 | -2.0289 | 0.023081 |
6 | -0.455135 | -3.8619 | 0.000122 |
7 | -0.155908 | -1.3229 | 0.095024 |
8 | -0.296482 | -2.5157 | 0.007055 |
9 | -0.137955 | -1.1706 | 0.122813 |
10 | -0.570015 | -4.8367 | 4e-06 |
11 | 0.242591 | 2.0585 | 0.021583 |
12 | 0.244486 | 2.0745 | 0.020803 |
13 | -0.384684 | -3.2642 | 0.000841 |
14 | -0.140458 | -1.1918 | 0.118622 |
15 | -0.111465 | -0.9458 | 0.173704 |
16 | -0.001189 | -0.0101 | 0.49599 |
17 | 0.001882 | 0.016 | 0.493652 |
18 | 0.013329 | 0.1131 | 0.455132 |
19 | 0.010644 | 0.0903 | 0.464142 |
20 | -0.109556 | -0.9296 | 0.177839 |
21 | 0.017348 | 0.1472 | 0.441691 |
22 | -0.002071 | -0.0176 | 0.493013 |
23 | -0.029062 | -0.2466 | 0.40296 |
24 | 0.029294 | 0.2486 | 0.402201 |
25 | 0.016375 | 0.1389 | 0.44494 |
26 | -0.110983 | -0.9417 | 0.174743 |
27 | 0.007431 | 0.0631 | 0.474948 |
28 | 0.007801 | 0.0662 | 0.473705 |
29 | -0.017509 | -0.1486 | 0.441153 |
30 | 0.021914 | 0.1859 | 0.426504 |
31 | -0.026431 | -0.2243 | 0.41159 |
32 | -0.01444 | -0.1225 | 0.451411 |
33 | 0.037832 | 0.321 | 0.374565 |
34 | 0.027565 | 0.2339 | 0.407864 |
35 | -0.046318 | -0.393 | 0.347731 |
36 | 0.001612 | 0.0137 | 0.494563 |