Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.135089 | 1.0376 | 0.151835 |
2 | -0.084619 | -0.65 | 0.259117 |
3 | -0.517055 | -3.9716 | 9.8e-05 |
4 | -0.29581 | -2.2722 | 0.013368 |
5 | -0.048704 | -0.3741 | 0.354835 |
6 | 0.251325 | 1.9305 | 0.02918 |
7 | 0.150393 | 1.1552 | 0.126335 |
8 | 0.118094 | 0.9071 | 0.184024 |
9 | -0.1169 | -0.8979 | 0.186437 |
10 | -0.139496 | -1.0715 | 0.144156 |
11 | 0.1094 | 0.8403 | 0.202062 |
12 | -0.069892 | -0.5369 | 0.296695 |
13 | 0.168358 | 1.2932 | 0.100494 |
14 | -0.03882 | -0.2982 | 0.383306 |
15 | -0.011696 | -0.0898 | 0.46436 |
16 | -0.132742 | -1.0196 | 0.156038 |
17 | -0.082325 | -0.6323 | 0.264801 |
18 | -0.06547 | -0.5029 | 0.30846 |
19 | 0.086295 | 0.6628 | 0.255006 |
20 | 0.146016 | 1.1216 | 0.133295 |
21 | 0.248179 | 1.9063 | 0.030743 |
22 | 0.053154 | 0.4083 | 0.342273 |
23 | -0.226732 | -1.7416 | 0.043399 |
24 | -0.246007 | -1.8896 | 0.031863 |
25 | -0.155597 | -1.1952 | 0.118403 |
26 | 0.143891 | 1.1052 | 0.13677 |
27 | 0.248621 | 1.9097 | 0.030519 |
28 | 0.095731 | 0.7353 | 0.232527 |
29 | 0.026854 | 0.2063 | 0.418644 |
30 | -0.24832 | -1.9074 | 0.030671 |
31 | -0.076795 | -0.5899 | 0.278764 |
32 | 0.000991 | 0.0076 | 0.496977 |
33 | 0.104331 | 0.8014 | 0.213063 |
34 | -0.006116 | -0.047 | 0.481344 |
35 | 0.052333 | 0.402 | 0.344577 |
36 | -0.168435 | -1.2938 | 0.100392 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.135089 | 1.0376 | 0.151835 |
2 | -0.10478 | -0.8048 | 0.212074 |
3 | -0.504928 | -3.8784 | 0.000134 |
4 | -0.249201 | -1.9141 | 0.030228 |
5 | -0.123011 | -0.9449 | 0.174291 |
6 | -0.053504 | -0.411 | 0.34129 |
7 | -0.189522 | -1.4557 | 0.075381 |
8 | -0.039046 | -0.2999 | 0.382646 |
9 | -0.09364 | -0.7193 | 0.237409 |
10 | -0.146201 | -1.123 | 0.132995 |
11 | 0.236756 | 1.8186 | 0.037028 |
12 | -0.197256 | -1.5151 | 0.067537 |
13 | 0.151484 | 1.1636 | 0.12464 |
14 | 0.07876 | 0.605 | 0.273761 |
15 | 0.004998 | 0.0384 | 0.484753 |
16 | -0.014424 | -0.1108 | 0.456078 |
17 | -0.109776 | -0.8432 | 0.201259 |
18 | -0.053379 | -0.41 | 0.341641 |
19 | -0.177656 | -1.3646 | 0.08878 |
20 | 0.099902 | 0.7674 | 0.222964 |
21 | 0.175294 | 1.3465 | 0.091652 |
22 | -0.000457 | -0.0035 | 0.498605 |
23 | -0.002511 | -0.0193 | 0.492338 |
24 | -0.067682 | -0.5199 | 0.302547 |
25 | 0.066139 | 0.508 | 0.306665 |
26 | 0.021508 | 0.1652 | 0.434673 |
27 | 0.102556 | 0.7877 | 0.217 |
28 | -0.107457 | -0.8254 | 0.206237 |
29 | 0.135592 | 1.0415 | 0.150946 |
30 | -0.112149 | -0.8614 | 0.196243 |
31 | 0.033332 | 0.256 | 0.399411 |
32 | -0.013583 | -0.1043 | 0.45863 |
33 | -0.117207 | -0.9003 | 0.185814 |
34 | -0.121313 | -0.9318 | 0.177613 |
35 | -0.012831 | -0.0986 | 0.460911 |
36 | -0.148399 | -1.1399 | 0.129472 |