Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.016607 | 0.1138 | 0.454921 |
2 | 0.266291 | 1.8256 | 0.037134 |
3 | 0.043209 | 0.2962 | 0.384182 |
4 | 0.101582 | 0.6964 | 0.2448 |
5 | -0.138081 | -0.9466 | 0.174333 |
6 | -0.002207 | -0.0151 | 0.493996 |
7 | 0.081143 | 0.5563 | 0.290326 |
8 | -0.001421 | -0.0097 | 0.496134 |
9 | 0.217987 | 1.4944 | 0.070872 |
10 | 0.004035 | 0.0277 | 0.489025 |
11 | 0.414702 | 2.8431 | 0.003296 |
12 | -0.139895 | -0.9591 | 0.171214 |
13 | 0.031922 | 0.2188 | 0.41386 |
14 | 0.007548 | 0.0517 | 0.479475 |
15 | 0.030661 | 0.2102 | 0.417209 |
16 | -0.156164 | -1.0706 | 0.144907 |
17 | 0.068177 | 0.4674 | 0.321187 |
18 | -0.089054 | -0.6105 | 0.272228 |
19 | -0.130691 | -0.896 | 0.187418 |
20 | 0.008384 | 0.0575 | 0.477203 |
21 | -0.149529 | -1.0251 | 0.155277 |
22 | 0.058546 | 0.4014 | 0.344984 |
23 | -0.142342 | -0.9758 | 0.167069 |
24 | -0.058676 | -0.4023 | 0.344656 |
25 | -0.057339 | -0.3931 | 0.348013 |
26 | -0.01203 | -0.0825 | 0.467309 |
27 | -0.165011 | -1.1313 | 0.131842 |
28 | -0.112252 | -0.7696 | 0.222706 |
29 | -0.099633 | -0.6831 | 0.248964 |
30 | -0.106429 | -0.7296 | 0.234616 |
31 | -0.000463 | -0.0032 | 0.49874 |
32 | -0.063981 | -0.4386 | 0.33147 |
33 | 0.001057 | 0.0072 | 0.497124 |
34 | -0.030715 | -0.2106 | 0.417067 |
35 | -0.033995 | -0.2331 | 0.408365 |
36 | -0.026308 | -0.1804 | 0.428823 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.016607 | 0.1138 | 0.454921 |
2 | 0.266089 | 1.8242 | 0.03724 |
3 | 0.038263 | 0.2623 | 0.397111 |
4 | 0.032479 | 0.2227 | 0.412379 |
5 | -0.172646 | -1.1836 | 0.121261 |
6 | -0.041701 | -0.2859 | 0.388111 |
7 | 0.17127 | 1.1742 | 0.123122 |
8 | 0.02785 | 0.1909 | 0.4247 |
9 | 0.202814 | 1.3904 | 0.085475 |
10 | -0.050424 | -0.3457 | 0.365558 |
11 | 0.331664 | 2.2738 | 0.013795 |
12 | -0.183461 | -1.2577 | 0.107348 |
13 | -0.195003 | -1.3369 | 0.093849 |
14 | 0.124713 | 0.855 | 0.198447 |
15 | 0.037968 | 0.2603 | 0.397886 |
16 | -0.068554 | -0.47 | 0.320272 |
17 | 0.024593 | 0.1686 | 0.433416 |
18 | -0.235033 | -1.6113 | 0.056905 |
19 | -0.116607 | -0.7994 | 0.214035 |
20 | -0.037446 | -0.2567 | 0.39926 |
21 | -0.105234 | -0.7214 | 0.237104 |
22 | 0.046484 | 0.3187 | 0.37569 |
23 | -0.001419 | -0.0097 | 0.49614 |
24 | -0.115233 | -0.79 | 0.216749 |
25 | -0.048226 | -0.3306 | 0.371201 |
26 | -0.045107 | -0.3092 | 0.379253 |
27 | 0.025551 | 0.1752 | 0.430849 |
28 | -0.171397 | -1.175 | 0.122949 |
29 | 0.042144 | 0.2889 | 0.386955 |
30 | 0.146338 | 1.0032 | 0.160441 |
31 | -0.029272 | -0.2007 | 0.420909 |
32 | 0.04521 | 0.3099 | 0.378988 |
33 | -0.064658 | -0.4433 | 0.329802 |
34 | -0.008675 | -0.0595 | 0.476414 |
35 | 0.123633 | 0.8476 | 0.200483 |
36 | -0.022981 | -0.1576 | 0.437743 |