Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.063909 | 0.5787 | 0.282181 |
2 | 0.274971 | 2.49 | 0.007398 |
3 | 0.185223 | 1.6773 | 0.04865 |
4 | 0.041143 | 0.3726 | 0.355218 |
5 | 0.168908 | 1.5295 | 0.064992 |
6 | -0.063662 | -0.5765 | 0.282934 |
7 | 0.054616 | 0.4946 | 0.311113 |
8 | -0.013514 | -0.1224 | 0.45145 |
9 | 0.030351 | 0.2748 | 0.392064 |
10 | -0.151751 | -1.3742 | 0.086568 |
11 | 0.099808 | 0.9038 | 0.184375 |
12 | -0.253078 | -2.2917 | 0.012243 |
13 | 0.019398 | 0.1757 | 0.430498 |
14 | 0.065594 | 0.594 | 0.277082 |
15 | -0.114641 | -1.0381 | 0.151134 |
16 | 0.103277 | 0.9352 | 0.176213 |
17 | -0.021667 | -0.1962 | 0.42247 |
18 | 0.017657 | 0.1599 | 0.436679 |
19 | -0.013013 | -0.1178 | 0.453241 |
20 | 0.020501 | 0.1856 | 0.42659 |
21 | -0.02423 | -0.2194 | 0.413436 |
22 | -0.050331 | -0.4558 | 0.324881 |
23 | -0.056626 | -0.5128 | 0.304745 |
24 | 0.025901 | 0.2345 | 0.407573 |
25 | 0.09555 | 0.8652 | 0.194715 |
26 | -0.07267 | -0.6581 | 0.256173 |
27 | 0.015115 | 0.1369 | 0.445734 |
28 | -0.073904 | -0.6692 | 0.252614 |
29 | -0.039309 | -0.356 | 0.361394 |
30 | 0.024022 | 0.2175 | 0.41417 |
31 | -0.076417 | -0.692 | 0.245451 |
32 | 0.03476 | 0.3148 | 0.376869 |
33 | -0.050501 | -0.4573 | 0.324331 |
34 | 0.106715 | 0.9663 | 0.168357 |
35 | -0.023428 | -0.2122 | 0.416258 |
36 | -0.107527 | -0.9737 | 0.166534 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.063909 | 0.5787 | 0.282181 |
2 | 0.271998 | 2.463 | 0.007935 |
3 | 0.16812 | 1.5224 | 0.065879 |
4 | -0.047302 | -0.4283 | 0.334765 |
5 | 0.082856 | 0.7503 | 0.227614 |
6 | -0.107656 | -0.9749 | 0.166246 |
7 | -0.007695 | -0.0697 | 0.472307 |
8 | -0.011978 | -0.1085 | 0.456946 |
9 | 0.055361 | 0.5013 | 0.308746 |
10 | -0.189613 | -1.717 | 0.044876 |
11 | 0.138709 | 1.2561 | 0.10633 |
12 | -0.248171 | -2.2473 | 0.013654 |
13 | 0.075363 | 0.6824 | 0.248442 |
14 | 0.143346 | 1.2981 | 0.098954 |
15 | -0.016623 | -0.1505 | 0.440358 |
16 | -0.02157 | -0.1953 | 0.42281 |
17 | 0.100852 | 0.9133 | 0.181893 |
18 | -0.101941 | -0.9231 | 0.179328 |
19 | -0.026661 | -0.2414 | 0.404915 |
20 | 0.047362 | 0.4289 | 0.334568 |
21 | -0.006846 | -0.062 | 0.475361 |
22 | -0.180523 | -1.6347 | 0.052972 |
23 | 0.064404 | 0.5832 | 0.28068 |
24 | 0.029447 | 0.2667 | 0.395201 |
25 | 0.124364 | 1.1262 | 0.131691 |
26 | -0.004503 | -0.0408 | 0.483785 |
27 | -0.070572 | -0.6391 | 0.262283 |
28 | -0.147583 | -1.3364 | 0.092554 |
29 | 0.054157 | 0.4904 | 0.312577 |
30 | 0.035699 | 0.3233 | 0.373657 |
31 | -0.033383 | -0.3023 | 0.381597 |
32 | 0.042951 | 0.3889 | 0.349164 |
33 | -0.041419 | -0.3751 | 0.35429 |
34 | 0.054946 | 0.4976 | 0.310063 |
35 | 0.017572 | 0.1591 | 0.436981 |
36 | -0.149957 | -1.3579 | 0.089107 |