Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.16946 | 1.3235 | 0.0953 |
2 | -0.153497 | -1.1989 | 0.117611 |
3 | 0.032077 | 0.2505 | 0.40151 |
4 | 0.036821 | 0.2876 | 0.38732 |
5 | 0.001438 | 0.0112 | 0.495538 |
6 | 0.065377 | 0.5106 | 0.305734 |
7 | 0.151389 | 1.1824 | 0.12082 |
8 | -0.075428 | -0.5891 | 0.278982 |
9 | -0.092576 | -0.723 | 0.23621 |
10 | -0.052592 | -0.4108 | 0.341345 |
11 | 0.003906 | 0.0305 | 0.487883 |
12 | 0.22143 | 1.7294 | 0.044396 |
13 | 0.097321 | 0.7601 | 0.22506 |
14 | -0.149533 | -1.1679 | 0.123698 |
15 | -0.119957 | -0.9369 | 0.176253 |
16 | -0.09165 | -0.7158 | 0.23842 |
17 | -0.036746 | -0.287 | 0.387543 |
18 | 0.098631 | 0.7703 | 0.222037 |
19 | 0.164286 | 1.2831 | 0.102153 |
20 | 0.047499 | 0.371 | 0.355969 |
21 | -0.120618 | -0.9421 | 0.174939 |
22 | -0.111554 | -0.8713 | 0.193512 |
23 | 0.230898 | 1.8034 | 0.038134 |
24 | 0.082796 | 0.6467 | 0.260141 |
25 | -0.053914 | -0.4211 | 0.337589 |
26 | 0.001513 | 0.0118 | 0.495306 |
27 | 0.046728 | 0.365 | 0.358204 |
28 | -0.120151 | -0.9384 | 0.175867 |
29 | -0.141015 | -1.1014 | 0.137533 |
30 | 0.067053 | 0.5237 | 0.301193 |
31 | 0.04972 | 0.3883 | 0.349563 |
32 | -0.046005 | -0.3593 | 0.360302 |
33 | -0.126206 | -0.9857 | 0.164088 |
34 | -0.098652 | -0.7705 | 0.22199 |
35 | 0.052128 | 0.4071 | 0.342667 |
36 | 0.135774 | 1.0604 | 0.146565 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.16946 | 1.3235 | 0.0953 |
2 | -0.187601 | -1.4652 | 0.073999 |
3 | 0.10112 | 0.7898 | 0.21636 |
4 | -0.020807 | -0.1625 | 0.435723 |
5 | 0.021369 | 0.1669 | 0.434001 |
6 | 0.06677 | 0.5215 | 0.301955 |
7 | 0.133843 | 1.0453 | 0.149993 |
8 | -0.122449 | -0.9564 | 0.171333 |
9 | -0.008451 | -0.066 | 0.473795 |
10 | -0.094669 | -0.7394 | 0.231254 |
11 | 0.024689 | 0.1928 | 0.423867 |
12 | 0.220565 | 1.7227 | 0.045008 |
13 | 0.006886 | 0.0538 | 0.478644 |
14 | -0.125879 | -0.9831 | 0.16471 |
15 | -0.050453 | -0.3941 | 0.347458 |
16 | -0.132259 | -1.033 | 0.152848 |
17 | 0.003943 | 0.0308 | 0.487766 |
18 | 0.091027 | 0.7109 | 0.239914 |
19 | 0.087394 | 0.6826 | 0.248732 |
20 | 0.08157 | 0.6371 | 0.263228 |
21 | -0.055582 | -0.4341 | 0.332869 |
22 | -0.094699 | -0.7396 | 0.231182 |
23 | 0.291663 | 2.278 | 0.013123 |
24 | -0.145952 | -1.1399 | 0.129387 |
25 | -0.033763 | -0.2637 | 0.39645 |
26 | 0.022998 | 0.1796 | 0.429024 |
27 | 0.073781 | 0.5763 | 0.283283 |
28 | -0.078693 | -0.6146 | 0.270549 |
29 | -0.058494 | -0.4569 | 0.3247 |
30 | -0.130181 | -1.0167 | 0.156645 |
31 | 0.029989 | 0.2342 | 0.407798 |
32 | -0.051746 | -0.4042 | 0.343757 |
33 | -0.06692 | -0.5227 | 0.30155 |
34 | 0.042108 | 0.3289 | 0.37169 |
35 | 0.028965 | 0.2262 | 0.410892 |
36 | 0.100184 | 0.7825 | 0.218485 |