Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.017094 | 0.1197 | 0.45262 |
2 | -0.179569 | -1.257 | 0.10736 |
3 | 0.214695 | 1.5029 | 0.069646 |
4 | 0.181949 | 1.2736 | 0.104399 |
5 | -0.177521 | -1.2426 | 0.109956 |
6 | -0.050814 | -0.3557 | 0.361797 |
7 | 0.13031 | 0.9122 | 0.183073 |
8 | -0.294133 | -2.0589 | 0.022418 |
9 | -0.118176 | -0.8272 | 0.206057 |
10 | 0.242478 | 1.6973 | 0.047987 |
11 | -0.227639 | -1.5935 | 0.058743 |
12 | -0.293964 | -2.0577 | 0.022478 |
13 | 0.164628 | 1.1524 | 0.127375 |
14 | -0.01584 | -0.1109 | 0.456081 |
15 | -0.201318 | -1.4092 | 0.082542 |
16 | 0.023694 | 0.1659 | 0.434476 |
17 | 0.157329 | 1.1013 | 0.138073 |
18 | -0.001167 | -0.0082 | 0.496757 |
19 | 0.076521 | 0.5356 | 0.297312 |
20 | 0.190921 | 1.3364 | 0.093789 |
21 | -0.025838 | -0.1809 | 0.42861 |
22 | -0.09956 | -0.6969 | 0.244573 |
23 | 0.211365 | 1.4796 | 0.072697 |
24 | -0.168387 | -1.1787 | 0.122103 |
25 | -0.195245 | -1.3667 | 0.088977 |
26 | -0.029011 | -0.2031 | 0.419957 |
27 | 0.048592 | 0.3401 | 0.3676 |
28 | -0.119209 | -0.8345 | 0.204035 |
29 | -0.141397 | -0.9898 | 0.163573 |
30 | 0.070766 | 0.4954 | 0.31128 |
31 | -0.007502 | -0.0525 | 0.479165 |
32 | -0.068372 | -0.4786 | 0.317174 |
33 | 0.008365 | 0.0586 | 0.476771 |
34 | -0.030167 | -0.2112 | 0.416817 |
35 | 0.001167 | 0.0082 | 0.496758 |
36 | 0.077488 | 0.5424 | 0.294994 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.017094 | 0.1197 | 0.45262 |
2 | -0.179914 | -1.2594 | 0.106927 |
3 | 0.228865 | 1.6021 | 0.057786 |
4 | 0.143704 | 1.0059 | 0.159697 |
5 | -0.124441 | -0.8711 | 0.193977 |
6 | -0.037646 | -0.2635 | 0.396626 |
7 | 0.023162 | 0.1621 | 0.435934 |
8 | -0.313096 | -2.1917 | 0.016593 |
9 | -0.008715 | -0.061 | 0.475801 |
10 | 0.171716 | 1.202 | 0.117568 |
11 | -0.249994 | -1.75 | 0.043193 |
12 | -0.112271 | -0.7859 | 0.217856 |
13 | 0.075904 | 0.5313 | 0.298796 |
14 | -0.196123 | -1.3729 | 0.088023 |
15 | 0.043086 | 0.3016 | 0.382117 |
16 | 0.005194 | 0.0364 | 0.485572 |
17 | -0.060447 | -0.4231 | 0.337026 |
18 | 0.234111 | 1.6388 | 0.053833 |
19 | 0.074961 | 0.5247 | 0.301071 |
20 | -0.099756 | -0.6983 | 0.244149 |
21 | 0.139823 | 0.9788 | 0.166252 |
22 | -0.196411 | -1.3749 | 0.087712 |
23 | 0.0138 | 0.0966 | 0.461719 |
24 | -0.178185 | -1.2473 | 0.109109 |
25 | -0.163186 | -1.1423 | 0.12944 |
26 | -0.07423 | -0.5196 | 0.302836 |
27 | 0.075611 | 0.5293 | 0.299502 |
28 | -0.083962 | -0.5877 | 0.279706 |
29 | -0.022806 | -0.1596 | 0.43691 |
30 | 0.031689 | 0.2218 | 0.412687 |
31 | 0.054095 | 0.3787 | 0.353287 |
32 | -0.032183 | -0.2253 | 0.411349 |
33 | -0.093208 | -0.6525 | 0.258578 |
34 | -0.033462 | -0.2342 | 0.407889 |
35 | 0.010912 | 0.0764 | 0.469713 |
36 | -0.085887 | -0.6012 | 0.275235 |