Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.247854 | 1.6992 | 0.047946 |
2 | -0.074907 | -0.5135 | 0.304991 |
3 | 0.037283 | 0.2556 | 0.399688 |
4 | 0.019615 | 0.1345 | 0.4468 |
5 | 0.037622 | 0.2579 | 0.398795 |
6 | -0.070957 | -0.4865 | 0.314451 |
7 | -0.17983 | -1.2329 | 0.111881 |
8 | -0.006423 | -0.044 | 0.482532 |
9 | 0.004696 | 0.0322 | 0.487227 |
10 | 0.078935 | 0.5412 | 0.295479 |
11 | 0.077003 | 0.5279 | 0.300023 |
12 | -0.335772 | -2.3019 | 0.012908 |
13 | -0.208748 | -1.4311 | 0.079508 |
14 | 0.103114 | 0.7069 | 0.241556 |
15 | 0.012879 | 0.0883 | 0.465008 |
16 | -0.052129 | -0.3574 | 0.361204 |
17 | -0.039227 | -0.2689 | 0.394582 |
18 | 0.009804 | 0.0672 | 0.47335 |
19 | 0.069452 | 0.4761 | 0.318089 |
20 | -0.14929 | -1.0235 | 0.15566 |
21 | -0.110031 | -0.7543 | 0.227207 |
22 | -0.068835 | -0.4719 | 0.319587 |
23 | -0.113495 | -0.7781 | 0.220209 |
24 | -0.027891 | -0.1912 | 0.424591 |
25 | 0.038972 | 0.2672 | 0.395249 |
26 | -0.073485 | -0.5038 | 0.308382 |
27 | -0.010674 | -0.0732 | 0.470987 |
28 | 0.073999 | 0.5073 | 0.307154 |
29 | -0.009863 | -0.0676 | 0.473188 |
30 | -0.014435 | -0.099 | 0.460795 |
31 | -0.039415 | -0.2702 | 0.394089 |
32 | 0.126395 | 0.8665 | 0.195304 |
33 | 0.107382 | 0.7362 | 0.232642 |
34 | -0.004611 | -0.0316 | 0.487457 |
35 | -0.023311 | -0.1598 | 0.436856 |
36 | 0.015721 | 0.1078 | 0.457317 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.247854 | 1.6992 | 0.047946 |
2 | -0.145263 | -0.9959 | 0.162207 |
3 | 0.10291 | 0.7055 | 0.241986 |
4 | -0.033113 | -0.227 | 0.410698 |
5 | 0.060649 | 0.4158 | 0.339728 |
6 | -0.113001 | -0.7747 | 0.221199 |
7 | -0.129171 | -0.8856 | 0.190183 |
8 | 0.061793 | 0.4236 | 0.336883 |
9 | -0.045233 | -0.3101 | 0.378928 |
10 | 0.133072 | 0.9123 | 0.183135 |
11 | 0.014516 | 0.0995 | 0.460576 |
12 | -0.380183 | -2.6064 | 0.00611 |
13 | -0.032258 | -0.2211 | 0.412968 |
14 | 0.089024 | 0.6103 | 0.272296 |
15 | -0.014658 | -0.1005 | 0.46019 |
16 | -0.007093 | -0.0486 | 0.480712 |
17 | 0.017247 | 0.1182 | 0.453191 |
18 | -0.021651 | -0.1484 | 0.44132 |
19 | -0.090733 | -0.622 | 0.268462 |
20 | -0.203629 | -1.396 | 0.084635 |
21 | 0.015129 | 0.1037 | 0.458916 |
22 | -0.05763 | -0.3951 | 0.347282 |
23 | 0.01184 | 0.0812 | 0.467825 |
24 | -0.131557 | -0.9019 | 0.185853 |
25 | -0.064231 | -0.4403 | 0.330853 |
26 | -0.065894 | -0.4517 | 0.326766 |
27 | -0.012184 | -0.0835 | 0.466893 |
28 | 0.028971 | 0.1986 | 0.42171 |
29 | -0.103537 | -0.7098 | 0.240662 |
30 | 0.016939 | 0.1161 | 0.454022 |
31 | -0.037338 | -0.256 | 0.399542 |
32 | 0.039138 | 0.2683 | 0.394816 |
33 | -0.066381 | -0.4551 | 0.325573 |
34 | 0.002015 | 0.0138 | 0.494519 |
35 | -0.078906 | -0.541 | 0.295547 |
36 | -0.056994 | -0.3907 | 0.348881 |