Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.135493 | 0.9387 | 0.176286 |
2 | 0.241363 | 1.6722 | 0.050495 |
3 | 0.336485 | 2.3312 | 0.011994 |
4 | 0.224692 | 1.5567 | 0.063054 |
5 | 0.062552 | 0.4334 | 0.333344 |
6 | 0.184283 | 1.2767 | 0.103917 |
7 | 0.019864 | 0.1376 | 0.445558 |
8 | 0.142617 | 0.9881 | 0.164033 |
9 | 0.014084 | 0.0976 | 0.461338 |
10 | -0.084988 | -0.5888 | 0.279374 |
11 | 0.288659 | 1.9999 | 0.025594 |
12 | -0.155738 | -1.079 | 0.142993 |
13 | -0.072996 | -0.5057 | 0.307679 |
14 | 0.094327 | 0.6535 | 0.258271 |
15 | 0.07519 | 0.5209 | 0.302405 |
16 | -0.100569 | -0.6968 | 0.244657 |
17 | 0.076049 | 0.5269 | 0.300351 |
18 | -0.153771 | -1.0654 | 0.146022 |
19 | -0.023571 | -0.1633 | 0.435482 |
20 | -0.149395 | -1.035 | 0.152918 |
21 | -0.206858 | -1.4332 | 0.079148 |
22 | -0.083081 | -0.5756 | 0.283786 |
23 | -0.197099 | -1.3655 | 0.089224 |
24 | -0.200626 | -1.39 | 0.085474 |
25 | -0.091042 | -0.6308 | 0.265595 |
26 | -0.114055 | -0.7902 | 0.21665 |
27 | -0.240902 | -1.669 | 0.050812 |
28 | -0.108316 | -0.7504 | 0.228329 |
29 | -0.128206 | -0.8882 | 0.189421 |
30 | -0.087863 | -0.6087 | 0.272786 |
31 | -0.051844 | -0.3592 | 0.360515 |
32 | -0.062118 | -0.4304 | 0.334429 |
33 | -0.041512 | -0.2876 | 0.387445 |
34 | 0.000787 | 0.0055 | 0.497835 |
35 | -0.007871 | -0.0545 | 0.478368 |
36 | -0.0058 | -0.0402 | 0.484057 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.135493 | 0.9387 | 0.176286 |
2 | 0.227175 | 1.5739 | 0.061038 |
3 | 0.301221 | 2.0869 | 0.021115 |
4 | 0.147017 | 1.0186 | 0.156758 |
5 | -0.10038 | -0.6955 | 0.245062 |
6 | 0.015617 | 0.1082 | 0.457144 |
7 | -0.108582 | -0.7523 | 0.227778 |
8 | 0.10638 | 0.737 | 0.232348 |
9 | -0.031195 | -0.2161 | 0.414904 |
10 | -0.159027 | -1.1018 | 0.138028 |
11 | 0.32688 | 2.2647 | 0.014043 |
12 | -0.248196 | -1.7196 | 0.045978 |
13 | -0.063647 | -0.441 | 0.33061 |
14 | 0.045447 | 0.3149 | 0.377115 |
15 | 0.130215 | 0.9022 | 0.185739 |
16 | 0.024059 | 0.1667 | 0.434158 |
17 | -0.088836 | -0.6155 | 0.270575 |
18 | -0.176544 | -1.2231 | 0.113626 |
19 | -0.096153 | -0.6662 | 0.254246 |
20 | -0.078127 | -0.5413 | 0.295408 |
21 | -0.069373 | -0.4806 | 0.316481 |
22 | -0.084608 | -0.5862 | 0.28025 |
23 | 0.007533 | 0.0522 | 0.479297 |
24 | 0.036912 | 0.2557 | 0.399624 |
25 | -0.051548 | -0.3571 | 0.361278 |
26 | -0.034849 | -0.2414 | 0.40512 |
27 | -0.072938 | -0.5053 | 0.30782 |
28 | -0.079442 | -0.5504 | 0.292301 |
29 | 0.105383 | 0.7301 | 0.234434 |
30 | -0.050317 | -0.3486 | 0.364455 |
31 | 0.097134 | 0.673 | 0.252098 |
32 | 0.010026 | 0.0695 | 0.472455 |
33 | -0.040338 | -0.2795 | 0.390542 |
34 | 0.042979 | 0.2978 | 0.383583 |
35 | 0.044203 | 0.3062 | 0.38037 |
36 | 0.030233 | 0.2095 | 0.417489 |