Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.277523 | 1.9227 | 0.030229 |
2 | -0.183486 | -1.2712 | 0.104886 |
3 | -0.373853 | -2.5901 | 0.006333 |
4 | -0.399083 | -2.7649 | 0.004027 |
5 | -0.018349 | -0.1271 | 0.449687 |
6 | 0.149083 | 1.0329 | 0.153419 |
7 | 0.146789 | 1.017 | 0.15713 |
8 | 0.130734 | 0.9058 | 0.184796 |
9 | -0.174312 | -1.2077 | 0.116546 |
10 | -0.048165 | -0.3337 | 0.370031 |
11 | 0.100917 | 0.6992 | 0.243908 |
12 | -0.018349 | -0.1271 | 0.449687 |
13 | 0.043578 | 0.3019 | 0.38201 |
14 | -0.002294 | -0.0159 | 0.493694 |
15 | -0.071101 | -0.4926 | 0.31227 |
16 | 0.029817 | 0.2066 | 0.418608 |
17 | -0.055046 | -0.3814 | 0.352306 |
18 | 0.029817 | 0.2066 | 0.418608 |
19 | -0.066514 | -0.4608 | 0.323504 |
20 | 0.03211 | 0.2225 | 0.412448 |
21 | 0.142202 | 0.9852 | 0.164732 |
22 | -0.020642 | -0.143 | 0.443439 |
23 | -0.068807 | -0.4767 | 0.317865 |
24 | -0.103211 | -0.7151 | 0.239016 |
25 | -0.036697 | -0.2542 | 0.400196 |
26 | 0.15367 | 1.0647 | 0.146179 |
27 | 0.077982 | 0.5403 | 0.295754 |
28 | -0.03211 | -0.2225 | 0.412448 |
29 | -0.12844 | -0.8899 | 0.188989 |
30 | -0.176606 | -1.2236 | 0.113546 |
31 | 0.082569 | 0.5721 | 0.284978 |
32 | 0.224771 | 1.5573 | 0.06299 |
33 | 0.174312 | 1.2077 | 0.116546 |
34 | 0.094037 | 0.6515 | 0.258914 |
35 | -0.215596 | -1.4937 | 0.0709 |
36 | -0.295872 | -2.0499 | 0.022931 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.277523 | 1.9227 | 0.030229 |
2 | -0.282243 | -1.9554 | 0.028183 |
3 | -0.271033 | -1.8778 | 0.033248 |
4 | -0.32211 | -2.2316 | 0.015172 |
5 | 0.032088 | 0.2223 | 0.412507 |
6 | -0.10898 | -0.755 | 0.226958 |
7 | -0.083182 | -0.5763 | 0.283552 |
8 | 0.01198 | 0.083 | 0.467099 |
9 | -0.249937 | -1.7316 | 0.044883 |
10 | 0.121758 | 0.8436 | 0.201549 |
11 | 0.075013 | 0.5197 | 0.302828 |
12 | -0.13069 | -0.9054 | 0.184875 |
13 | 0.023828 | 0.1651 | 0.434785 |
14 | 0.059254 | 0.4105 | 0.341624 |
15 | -0.032539 | -0.2254 | 0.411299 |
16 | 0.038144 | 0.2643 | 0.396351 |
17 | -0.049446 | -0.3426 | 0.366707 |
18 | 0.018695 | 0.1295 | 0.448744 |
19 | -0.179717 | -1.2451 | 0.109567 |
20 | 0.230643 | 1.5979 | 0.058309 |
21 | -0.017207 | -0.1192 | 0.452802 |
22 | -0.136302 | -0.9443 | 0.174866 |
23 | 0.039269 | 0.2721 | 0.39337 |
24 | -0.094678 | -0.656 | 0.257494 |
25 | 0.075564 | 0.5235 | 0.30151 |
26 | 0.089131 | 0.6175 | 0.269906 |
27 | -0.042348 | -0.2934 | 0.385244 |
28 | -0.149664 | -1.0369 | 0.152489 |
29 | -0.033107 | -0.2294 | 0.409776 |
30 | 0.030622 | 0.2122 | 0.416441 |
31 | 0.003875 | 0.0268 | 0.489346 |
32 | 0.101903 | 0.706 | 0.241799 |
33 | 0.098641 | 0.6834 | 0.248819 |
34 | 0.018811 | 0.1303 | 0.448427 |
35 | 0.015869 | 0.1099 | 0.456456 |
36 | -0.111918 | -0.7754 | 0.220957 |