Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.110573 | 0.8275 | 0.205746 |
2 | 0.327046 | 2.4474 | 0.008776 |
3 | 0.325809 | 2.4381 | 0.008981 |
4 | 0.23373 | 1.7491 | 0.042879 |
5 | 0.096115 | 0.7193 | 0.237485 |
6 | 0.17861 | 1.3366 | 0.09338 |
7 | 0.073774 | 0.5521 | 0.291548 |
8 | 0.137498 | 1.0289 | 0.153965 |
9 | 0.091972 | 0.6883 | 0.247066 |
10 | -0.094533 | -0.7074 | 0.24112 |
11 | 0.351469 | 2.6302 | 0.0055 |
12 | -0.152496 | -1.1412 | 0.129327 |
13 | 0.030609 | 0.2291 | 0.40983 |
14 | 0.107029 | 0.8009 | 0.213279 |
15 | 0.07255 | 0.5429 | 0.294672 |
16 | -0.03605 | -0.2698 | 0.394163 |
17 | 0.097312 | 0.7282 | 0.234757 |
18 | -0.117905 | -0.8823 | 0.190687 |
19 | -0.014133 | -0.1058 | 0.458074 |
20 | -0.09457 | -0.7077 | 0.241033 |
21 | -0.18067 | -1.352 | 0.090904 |
22 | -0.034909 | -0.2612 | 0.397433 |
23 | -0.215687 | -1.6141 | 0.056068 |
24 | -0.141229 | -1.0569 | 0.147556 |
25 | -0.130739 | -0.9784 | 0.166051 |
26 | -0.108085 | -0.8088 | 0.211016 |
27 | -0.207815 | -1.5551 | 0.062772 |
28 | -0.149058 | -1.1154 | 0.134711 |
29 | -0.167767 | -1.2555 | 0.107264 |
30 | -0.087685 | -0.6562 | 0.257199 |
31 | -0.059422 | -0.4447 | 0.329134 |
32 | -0.108657 | -0.8131 | 0.209798 |
33 | 0.0022 | 0.0165 | 0.493463 |
34 | -0.083184 | -0.6225 | 0.268073 |
35 | 0.013564 | 0.1015 | 0.459758 |
36 | -0.064341 | -0.4815 | 0.316025 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.110573 | 0.8275 | 0.205746 |
2 | 0.318717 | 2.3851 | 0.010243 |
3 | 0.299661 | 2.2425 | 0.014454 |
4 | 0.136572 | 1.022 | 0.155584 |
5 | -0.10965 | -0.8205 | 0.207692 |
6 | -0.028713 | -0.2149 | 0.415326 |
7 | -0.039041 | -0.2922 | 0.385624 |
8 | 0.086924 | 0.6505 | 0.259022 |
9 | 0.065269 | 0.4884 | 0.313578 |
10 | -0.220206 | -1.6479 | 0.05249 |
11 | 0.336502 | 2.5182 | 0.007341 |
12 | -0.201259 | -1.5061 | 0.068833 |
13 | -0.076542 | -0.5728 | 0.28454 |
14 | 0.083916 | 0.628 | 0.266289 |
15 | 0.073955 | 0.5534 | 0.291088 |
16 | 0.044319 | 0.3317 | 0.370695 |
17 | -0.069631 | -0.5211 | 0.302185 |
18 | -0.204152 | -1.5277 | 0.066104 |
19 | -0.08301 | -0.6212 | 0.268497 |
20 | -0.075645 | -0.5661 | 0.286801 |
21 | 0.027129 | 0.203 | 0.419931 |
22 | -0.112748 | -0.8437 | 0.201205 |
23 | -0.023186 | -0.1735 | 0.43144 |
24 | 0.010037 | 0.0751 | 0.470196 |
25 | -0.10467 | -0.7833 | 0.218382 |
26 | 0.030819 | 0.2306 | 0.409222 |
27 | -0.039821 | -0.298 | 0.383406 |
28 | -0.168706 | -1.2625 | 0.106004 |
29 | 0.090802 | 0.6795 | 0.249811 |
30 | 0.002997 | 0.0224 | 0.491093 |
31 | 0.154176 | 1.1537 | 0.126752 |
32 | 0.000594 | 0.0044 | 0.498235 |
33 | 0.011287 | 0.0845 | 0.466493 |
34 | -0.013112 | -0.0981 | 0.461094 |
35 | 0.057572 | 0.4308 | 0.334123 |
36 | 0.017487 | 0.1309 | 0.448178 |