Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.009109 | 0.07 | 0.472227 |
2 | 0.08164 | 0.6271 | 0.266511 |
3 | 0.11067 | 0.8501 | 0.199361 |
4 | 0.047349 | 0.3637 | 0.358694 |
5 | -0.000326 | -0.0025 | 0.499006 |
6 | 0.124747 | 0.9582 | 0.170936 |
7 | 0.01416 | 0.1088 | 0.456878 |
8 | 0.11292 | 0.8674 | 0.19463 |
9 | 0.011621 | 0.0893 | 0.464587 |
10 | -0.07886 | -0.6057 | 0.273508 |
11 | 0.218396 | 1.6775 | 0.049364 |
12 | -0.167234 | -1.2845 | 0.101986 |
13 | -0.058576 | -0.4499 | 0.327206 |
14 | 0.087514 | 0.6722 | 0.252037 |
15 | -0.056924 | -0.4372 | 0.331765 |
16 | -0.075307 | -0.5784 | 0.282583 |
17 | -0.017041 | -0.1309 | 0.448152 |
18 | -0.046904 | -0.3603 | 0.359965 |
19 | 0.007158 | 0.055 | 0.478169 |
20 | 0.009159 | 0.0703 | 0.472077 |
21 | -0.051082 | -0.3924 | 0.348099 |
22 | 0.026795 | 0.2058 | 0.418822 |
23 | 0.006895 | 0.053 | 0.478971 |
24 | -0.195327 | -1.5003 | 0.06943 |
25 | -0.104494 | -0.8026 | 0.212703 |
26 | -0.157307 | -1.2083 | 0.115876 |
27 | 0.00838 | 0.0644 | 0.474448 |
28 | -0.06052 | -0.4649 | 0.321871 |
29 | 0.07273 | 0.5587 | 0.289256 |
30 | -0.042574 | -0.327 | 0.372406 |
31 | -0.002378 | -0.0183 | 0.492743 |
32 | -0.05545 | -0.4259 | 0.335857 |
33 | -0.048857 | -0.3753 | 0.354399 |
34 | -0.026353 | -0.2024 | 0.420141 |
35 | -0.008655 | -0.0665 | 0.473611 |
36 | -0.046052 | -0.3537 | 0.362401 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.009109 | 0.07 | 0.472227 |
2 | 0.081564 | 0.6265 | 0.266701 |
3 | 0.109985 | 0.8448 | 0.200815 |
4 | 0.040591 | 0.3118 | 0.378152 |
5 | -0.018374 | -0.1411 | 0.444124 |
6 | 0.107746 | 0.8276 | 0.205613 |
7 | 0.006937 | 0.0533 | 0.478842 |
8 | 0.098483 | 0.7565 | 0.226191 |
9 | -0.01327 | -0.1019 | 0.45958 |
10 | -0.109235 | -0.839 | 0.202415 |
11 | 0.209527 | 1.6094 | 0.056433 |
12 | -0.195501 | -1.5017 | 0.069258 |
13 | -0.064977 | -0.4991 | 0.309783 |
14 | 0.071312 | 0.5478 | 0.292964 |
15 | -0.057294 | -0.4401 | 0.330743 |
16 | -0.036017 | -0.2767 | 0.391506 |
17 | -0.079334 | -0.6094 | 0.272308 |
18 | 0.021823 | 0.1676 | 0.433725 |
19 | 0.013675 | 0.105 | 0.458349 |
20 | 0.03016 | 0.2317 | 0.408802 |
21 | 0.01306 | 0.1003 | 0.460218 |
22 | -0.06241 | -0.4794 | 0.316721 |
23 | 0.115741 | 0.889 | 0.188801 |
24 | -0.210498 | -1.6169 | 0.055621 |
25 | -0.17491 | -1.3435 | 0.092126 |
26 | -0.103164 | -0.7924 | 0.215645 |
27 | 0.077004 | 0.5915 | 0.278231 |
28 | -0.020199 | -0.1551 | 0.438617 |
29 | 0.08105 | 0.6226 | 0.267986 |
30 | 0.012524 | 0.0962 | 0.461843 |
31 | 0.000859 | 0.0066 | 0.497379 |
32 | 0.038308 | 0.2942 | 0.3848 |
33 | -0.063182 | -0.4853 | 0.314628 |
34 | -0.061851 | -0.4751 | 0.318239 |
35 | 0.084644 | 0.6502 | 0.259056 |
36 | -0.066789 | -0.513 | 0.304929 |