Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.116037 | 0.8606 | 0.196611 |
2 | -0.117119 | -0.8686 | 0.194427 |
3 | -0.508052 | -3.7678 | 0.000202 |
4 | -0.344871 | -2.5576 | 0.006663 |
5 | 0.00278 | 0.0206 | 0.491812 |
6 | 0.273137 | 2.0256 | 0.023832 |
7 | 0.228667 | 1.6958 | 0.047785 |
8 | 0.040089 | 0.2973 | 0.383676 |
9 | -0.139654 | -1.0357 | 0.152436 |
10 | -0.184178 | -1.3659 | 0.088764 |
11 | 0.117572 | 0.8719 | 0.193517 |
12 | -0.041531 | -0.308 | 0.379623 |
13 | 0.139616 | 1.0354 | 0.152501 |
14 | 0.004316 | 0.032 | 0.487291 |
15 | 0.030927 | 0.2294 | 0.40972 |
16 | -0.108507 | -0.8047 | 0.212225 |
17 | -0.130878 | -0.9706 | 0.167995 |
18 | -0.011923 | -0.0884 | 0.46493 |
19 | 0.004421 | 0.0328 | 0.48698 |
20 | 0.188676 | 1.3993 | 0.083676 |
21 | 0.176788 | 1.3111 | 0.097637 |
22 | 0.080256 | 0.5952 | 0.277077 |
23 | -0.209473 | -1.5535 | 0.063021 |
24 | -0.309057 | -2.292 | 0.012878 |
25 | -0.116022 | -0.8604 | 0.196639 |
26 | 0.164763 | 1.2219 | 0.113476 |
27 | 0.237708 | 1.7629 | 0.041738 |
28 | 0.108486 | 0.8046 | 0.212271 |
29 | 0.009063 | 0.0672 | 0.473327 |
30 | -0.254 | -1.8837 | 0.032447 |
31 | -0.04462 | -0.3309 | 0.370985 |
32 | -0.011957 | -0.0887 | 0.464831 |
33 | 0.200557 | 1.4874 | 0.071314 |
34 | 0.002982 | 0.0221 | 0.491218 |
35 | -0.026737 | -0.1983 | 0.421776 |
36 | -0.147097 | -1.0909 | 0.140036 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.116037 | 0.8606 | 0.196611 |
2 | -0.132366 | -0.9816 | 0.165286 |
3 | -0.492447 | -3.6521 | 0.00029 |
4 | -0.356868 | -2.6466 | 0.005292 |
5 | -0.148481 | -1.1012 | 0.13781 |
6 | -0.08564 | -0.6351 | 0.263991 |
7 | -0.175636 | -1.3025 | 0.099079 |
8 | -0.186368 | -1.3821 | 0.086258 |
9 | -0.156087 | -1.1576 | 0.12602 |
10 | -0.197664 | -1.4659 | 0.074183 |
11 | 0.1099 | 0.815 | 0.209282 |
12 | -0.247466 | -1.8353 | 0.035938 |
13 | -0.06625 | -0.4913 | 0.312577 |
14 | 0.044681 | 0.3314 | 0.370815 |
15 | 0.110142 | 0.8168 | 0.208773 |
16 | -0.057133 | -0.4237 | 0.336716 |
17 | -0.163305 | -1.2111 | 0.115517 |
18 | 0.034244 | 0.254 | 0.400236 |
19 | -0.121304 | -0.8996 | 0.186123 |
20 | 0.040804 | 0.3026 | 0.381665 |
21 | 0.15819 | 1.1732 | 0.122892 |
22 | 0.127946 | 0.9489 | 0.173418 |
23 | 0.080025 | 0.5935 | 0.277645 |
24 | -0.130051 | -0.9645 | 0.169512 |
25 | 0.079408 | 0.5889 | 0.279168 |
26 | 0.074505 | 0.5525 | 0.291406 |
27 | 0.002016 | 0.0149 | 0.494064 |
28 | -0.139038 | -1.0311 | 0.153496 |
29 | 0.027485 | 0.2038 | 0.419617 |
30 | -0.040509 | -0.3004 | 0.382494 |
31 | 0.00813 | 0.0603 | 0.476069 |
32 | -0.075023 | -0.5564 | 0.290102 |
33 | 0.03427 | 0.2542 | 0.400162 |
34 | -0.065889 | -0.4886 | 0.313518 |
35 | 0.030924 | 0.2293 | 0.409729 |
36 | -0.140754 | -1.0439 | 0.150558 |