Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.011376 | 0.0788 | 0.468753 |
2 | 0.368147 | 2.5506 | 0.006999 |
3 | -0.137747 | -0.9543 | 0.172347 |
4 | 0.115406 | 0.7996 | 0.213954 |
5 | -0.07881 | -0.546 | 0.293793 |
6 | -0.034539 | -0.2393 | 0.405947 |
7 | 0.01631 | 0.113 | 0.45525 |
8 | 0.056469 | 0.3912 | 0.348679 |
9 | 0.272615 | 1.8887 | 0.032489 |
10 | 0.006853 | 0.0475 | 0.481164 |
11 | 0.314282 | 2.1774 | 0.017199 |
12 | -0.320724 | -2.222 | 0.015514 |
13 | 0.147889 | 1.0246 | 0.155342 |
14 | -0.16886 | -1.1699 | 0.12391 |
15 | 0.085115 | 0.5897 | 0.27908 |
16 | -0.141173 | -0.9781 | 0.16647 |
17 | 0.188459 | 1.3057 | 0.098942 |
18 | 0.125822 | 0.8717 | 0.19385 |
19 | 0.267133 | 1.8507 | 0.035182 |
20 | -0.001096 | -0.0076 | 0.496985 |
21 | -0.014391 | -0.0997 | 0.460496 |
22 | -0.040022 | -0.2773 | 0.391378 |
23 | -0.208745 | -1.4462 | 0.077306 |
24 | -0.042763 | -0.2963 | 0.38415 |
25 | -0.251782 | -1.7444 | 0.043745 |
26 | -0.030702 | -0.2127 | 0.416228 |
27 | -0.169819 | -1.1765 | 0.12259 |
28 | 0.108004 | 0.7483 | 0.228972 |
29 | -0.184896 | -1.281 | 0.103175 |
30 | 0.060033 | 0.4159 | 0.339661 |
31 | -0.18517 | -1.2829 | 0.102845 |
32 | 0.021107 | 0.1462 | 0.442173 |
33 | -0.121299 | -0.8404 | 0.202429 |
34 | -0.069627 | -0.4824 | 0.31586 |
35 | -0.01631 | -0.113 | 0.45525 |
36 | -0.060855 | -0.4216 | 0.337593 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.011376 | 0.0788 | 0.468753 |
2 | 0.368065 | 2.55 | 0.007009 |
3 | -0.167258 | -1.1588 | 0.126136 |
4 | -0.010909 | -0.0756 | 0.470034 |
5 | 0.031316 | 0.217 | 0.414578 |
6 | -0.110847 | -0.768 | 0.223133 |
7 | 0.075139 | 0.5206 | 0.302526 |
8 | 0.109935 | 0.7617 | 0.224997 |
9 | 0.254563 | 1.7637 | 0.042076 |
10 | -0.064545 | -0.4472 | 0.328377 |
11 | 0.184195 | 1.2761 | 0.104023 |
12 | -0.368754 | -2.5548 | 0.006925 |
13 | 0.010963 | 0.076 | 0.469885 |
14 | 0.186234 | 1.2903 | 0.10157 |
15 | -0.076745 | -0.5317 | 0.298691 |
16 | -0.073273 | -0.5076 | 0.307012 |
17 | 0.275531 | 1.9089 | 0.03113 |
18 | 0.066157 | 0.4584 | 0.324384 |
19 | 0.065293 | 0.4524 | 0.326523 |
20 | -0.138096 | -0.9568 | 0.171742 |
21 | -0.023839 | -0.1652 | 0.434755 |
22 | -0.098889 | -0.6851 | 0.248281 |
23 | -0.043629 | -0.3023 | 0.381875 |
24 | -0.130932 | -0.9071 | 0.184437 |
25 | -0.142949 | -0.9904 | 0.163477 |
26 | -0.06292 | -0.4359 | 0.332423 |
27 | -0.146441 | -1.0146 | 0.157699 |
28 | -0.112019 | -0.7761 | 0.220751 |
29 | -0.089528 | -0.6203 | 0.269006 |
30 | 0.067529 | 0.4679 | 0.321002 |
31 | 0.10492 | 0.7269 | 0.235407 |
32 | -0.096379 | -0.6677 | 0.25375 |
33 | 0.037747 | 0.2615 | 0.397406 |
34 | 0.072063 | 0.4993 | 0.309936 |
35 | -0.006007 | -0.0416 | 0.483488 |
36 | -0.096341 | -0.6675 | 0.253834 |