Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.16226 | -1.2569 | 0.106837 |
2 | -0.12929 | -1.0015 | 0.16031 |
3 | 0.037528 | 0.2907 | 0.386146 |
4 | 0.014635 | 0.1134 | 0.455062 |
5 | -0.058316 | -0.4517 | 0.326553 |
6 | 0.036367 | 0.2817 | 0.389571 |
7 | -0.02042 | -0.1582 | 0.437426 |
8 | 0.043515 | 0.3371 | 0.368623 |
9 | -0.055343 | -0.4287 | 0.334843 |
10 | -0.03872 | -0.2999 | 0.382636 |
11 | 0.145914 | 1.1302 | 0.131436 |
12 | -0.016469 | -0.1276 | 0.449458 |
13 | -0.026922 | -0.2085 | 0.417759 |
14 | -0.226149 | -1.7517 | 0.042464 |
15 | 0.086026 | 0.6664 | 0.25387 |
16 | 0.112247 | 0.8695 | 0.19403 |
17 | -0.10997 | -0.8518 | 0.198849 |
18 | 0.033129 | 0.2566 | 0.399175 |
19 | 0.049574 | 0.384 | 0.351168 |
20 | 0.05533 | 0.4286 | 0.33488 |
21 | -0.308383 | -2.3887 | 0.010035 |
22 | -0.034562 | -0.2677 | 0.394918 |
23 | 0.064564 | 0.5001 | 0.309415 |
24 | -0.033549 | -0.2599 | 0.397928 |
25 | -0.119837 | -0.9283 | 0.178498 |
26 | 0.194258 | 1.5047 | 0.068822 |
27 | -0.017639 | -0.1366 | 0.445889 |
28 | -0.005584 | -0.0433 | 0.482821 |
29 | -0.113014 | -0.8754 | 0.192423 |
30 | -0.004604 | -0.0357 | 0.485834 |
31 | 0.122917 | 0.9521 | 0.172429 |
32 | -0.065446 | -0.5069 | 0.307026 |
33 | -0.092586 | -0.7172 | 0.238026 |
34 | -0.001446 | -0.0112 | 0.495551 |
35 | 0.025809 | 0.1999 | 0.42111 |
36 | 0.018969 | 0.1469 | 0.441838 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.16226 | -1.2569 | 0.106837 |
2 | -0.159826 | -1.238 | 0.110268 |
3 | -0.013424 | -0.104 | 0.458764 |
4 | -0.001466 | -0.0114 | 0.495487 |
5 | -0.054223 | -0.42 | 0.337989 |
6 | 0.019216 | 0.1488 | 0.441088 |
7 | -0.027304 | -0.2115 | 0.41661 |
8 | 0.046491 | 0.3601 | 0.360013 |
9 | -0.04797 | -0.3716 | 0.355761 |
10 | -0.05012 | -0.3882 | 0.34961 |
11 | 0.124965 | 0.968 | 0.168471 |
12 | 0.018345 | 0.1421 | 0.44374 |
13 | 0.019987 | 0.1548 | 0.438743 |
14 | -0.257379 | -1.9937 | 0.025371 |
15 | -0.001207 | -0.0093 | 0.496287 |
16 | 0.088228 | 0.6834 | 0.24849 |
17 | -0.070428 | -0.5455 | 0.293705 |
18 | 0.038242 | 0.2962 | 0.384043 |
19 | -0.010919 | -0.0846 | 0.466438 |
20 | 0.13261 | 1.0272 | 0.154226 |
21 | -0.322159 | -2.4954 | 0.007674 |
22 | -0.16571 | -1.2836 | 0.102111 |
23 | -0.057709 | -0.447 | 0.328237 |
24 | -0.066645 | -0.5162 | 0.303795 |
25 | -0.049056 | -0.38 | 0.352647 |
26 | 0.095997 | 0.7436 | 0.230013 |
27 | 0.032303 | 0.2502 | 0.401637 |
28 | -0.021909 | -0.1697 | 0.432906 |
29 | -0.153908 | -1.1922 | 0.118944 |
30 | -0.060257 | -0.4668 | 0.321184 |
31 | 0.026302 | 0.2037 | 0.419626 |
32 | 0.056257 | 0.4358 | 0.332286 |
33 | -0.03986 | -0.3088 | 0.37929 |
34 | -0.082658 | -0.6403 | 0.262219 |
35 | -0.163782 | -1.2687 | 0.104733 |
36 | -0.044827 | -0.3472 | 0.364816 |