Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.223372 | 1.5314 | 0.066192 |
2 | -0.0183 | -0.1255 | 0.450349 |
3 | -0.042209 | -0.2894 | 0.386784 |
4 | 0.183149 | 1.2556 | 0.107733 |
5 | 0.100024 | 0.6857 | 0.248126 |
6 | 0.01991 | 0.1365 | 0.446007 |
7 | 0.106927 | 0.7331 | 0.233582 |
8 | 0.106019 | 0.7268 | 0.235468 |
9 | 0.170522 | 1.169 | 0.124141 |
10 | 0.031792 | 0.218 | 0.414204 |
11 | 0.185096 | 1.269 | 0.105353 |
12 | -0.103027 | -0.7063 | 0.24174 |
13 | -0.06082 | -0.417 | 0.339303 |
14 | 0.056129 | 0.3848 | 0.351059 |
15 | 0.080819 | 0.5541 | 0.291079 |
16 | -0.064785 | -0.4441 | 0.329489 |
17 | -0.219307 | -1.5035 | 0.069701 |
18 | -0.061142 | -0.4192 | 0.338501 |
19 | -0.011204 | -0.0768 | 0.469549 |
20 | 0.012242 | 0.0839 | 0.466736 |
21 | -0.049639 | -0.3403 | 0.36757 |
22 | -0.043844 | -0.3006 | 0.382532 |
23 | -0.051996 | -0.3565 | 0.361544 |
24 | -0.19647 | -1.3469 | 0.092231 |
25 | -0.030981 | -0.2124 | 0.416359 |
26 | -0.080455 | -0.5516 | 0.291928 |
27 | 0.004805 | 0.0329 | 0.486931 |
28 | -0.014975 | -0.1027 | 0.459334 |
29 | -0.014633 | -0.1003 | 0.46026 |
30 | -0.146887 | -1.007 | 0.159545 |
31 | -0.07355 | -0.5042 | 0.308226 |
32 | -0.104011 | -0.7131 | 0.239665 |
33 | -0.090682 | -0.6217 | 0.268577 |
34 | 0.008672 | 0.0595 | 0.476422 |
35 | -0.052827 | -0.3622 | 0.359427 |
36 | 0.070954 | 0.4864 | 0.314459 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.223372 | 1.5314 | 0.066192 |
2 | -0.071776 | -0.4921 | 0.31248 |
3 | -0.023059 | -0.1581 | 0.437534 |
4 | 0.208659 | 1.4305 | 0.079595 |
5 | 0.006029 | 0.0413 | 0.483603 |
6 | 0.005187 | 0.0356 | 0.485891 |
7 | 0.142 | 0.9735 | 0.167643 |
8 | 0.022495 | 0.1542 | 0.43905 |
9 | 0.141722 | 0.9716 | 0.168112 |
10 | -0.018401 | -0.1262 | 0.450075 |
11 | 0.183437 | 1.2576 | 0.107378 |
12 | -0.230481 | -1.5801 | 0.060396 |
13 | -0.025764 | -0.1766 | 0.430279 |
14 | 0.084306 | 0.578 | 0.28302 |
15 | -0.080427 | -0.5514 | 0.291992 |
16 | -0.086431 | -0.5925 | 0.278165 |
17 | -0.185025 | -1.2685 | 0.105439 |
18 | -0.061488 | -0.4215 | 0.33764 |
19 | -0.031781 | -0.2179 | 0.414232 |
20 | -0.027458 | -0.1882 | 0.425748 |
21 | 0.088806 | 0.6088 | 0.272786 |
22 | -0.086317 | -0.5918 | 0.278423 |
23 | 0.052359 | 0.359 | 0.360618 |
24 | -0.190204 | -1.304 | 0.099297 |
25 | 0.105472 | 0.7231 | 0.236608 |
26 | -0.032394 | -0.2221 | 0.412606 |
27 | 0.088502 | 0.6067 | 0.273472 |
28 | 0.127999 | 0.8775 | 0.192335 |
29 | -0.120226 | -0.8242 | 0.206987 |
30 | -0.122632 | -0.8407 | 0.202379 |
31 | 0.061182 | 0.4194 | 0.338401 |
32 | -0.159505 | -1.0935 | 0.139871 |
33 | 0.040299 | 0.2763 | 0.391774 |
34 | -0.033306 | -0.2283 | 0.410188 |
35 | 0.00417 | 0.0286 | 0.488658 |
36 | -0.000484 | -0.0033 | 0.498683 |