Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.20695 | 1.4188 | 0.081281 |
2 | 0.214552 | 1.4709 | 0.073992 |
3 | 0.481823 | 3.3032 | 0.000916 |
4 | 0.199195 | 1.3656 | 0.089281 |
5 | 0.161355 | 1.1062 | 0.137136 |
6 | 0.197097 | 1.3512 | 0.091545 |
7 | 0.02985 | 0.2046 | 0.419367 |
8 | 0.273729 | 1.8766 | 0.033395 |
9 | -0.059967 | -0.4111 | 0.341429 |
10 | -0.109861 | -0.7532 | 0.227553 |
11 | 0.284231 | 1.9486 | 0.028664 |
12 | -0.108656 | -0.7449 | 0.230018 |
13 | -0.133324 | -0.914 | 0.182685 |
14 | 0.109387 | 0.7499 | 0.228521 |
15 | 0.038285 | 0.2625 | 0.397053 |
16 | -0.018879 | -0.1294 | 0.448786 |
17 | -0.011578 | -0.0794 | 0.468537 |
18 | -0.11014 | -0.7551 | 0.226983 |
19 | 0.01022 | 0.0701 | 0.472221 |
20 | -0.194471 | -1.3332 | 0.094442 |
21 | -0.221009 | -1.5152 | 0.068214 |
22 | -0.092211 | -0.6322 | 0.26517 |
23 | -0.17828 | -1.2222 | 0.113858 |
24 | -0.229831 | -1.5756 | 0.060908 |
25 | -0.160689 | -1.1016 | 0.138116 |
26 | -0.165267 | -1.133 | 0.131478 |
27 | -0.221313 | -1.5172 | 0.067951 |
28 | -0.184039 | -1.2617 | 0.10664 |
29 | -0.133908 | -0.918 | 0.181646 |
30 | -0.096735 | -0.6632 | 0.255227 |
31 | -0.068778 | -0.4715 | 0.319726 |
32 | -0.072238 | -0.4952 | 0.31137 |
33 | -0.034161 | -0.2342 | 0.407926 |
34 | -0.012168 | -0.0834 | 0.466935 |
35 | -0.020312 | -0.1392 | 0.444924 |
36 | -0.034909 | -0.2393 | 0.405948 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.20695 | 1.4188 | 0.081281 |
2 | 0.179408 | 1.23 | 0.112417 |
3 | 0.440712 | 3.0214 | 0.002031 |
4 | 0.056036 | 0.3842 | 0.351295 |
5 | -0.005944 | -0.0408 | 0.483833 |
6 | -0.073713 | -0.5054 | 0.307837 |
7 | -0.146978 | -1.0076 | 0.159396 |
8 | 0.255498 | 1.7516 | 0.043183 |
9 | -0.22374 | -1.5339 | 0.065881 |
10 | -0.140433 | -0.9628 | 0.170298 |
11 | 0.231774 | 1.589 | 0.059387 |
12 | -0.110854 | -0.76 | 0.225531 |
13 | -0.028326 | -0.1942 | 0.42343 |
14 | -0.043123 | -0.2956 | 0.384405 |
15 | 0.21999 | 1.5082 | 0.069102 |
16 | -0.001365 | -0.0094 | 0.496287 |
17 | -0.085119 | -0.5835 | 0.281157 |
18 | -0.155543 | -1.0664 | 0.145856 |
19 | -0.191169 | -1.3106 | 0.098183 |
20 | -0.061624 | -0.4225 | 0.337304 |
21 | -0.062046 | -0.4254 | 0.336256 |
22 | -0.137089 | -0.9398 | 0.176054 |
23 | 0.023351 | 0.1601 | 0.43675 |
24 | 0.091368 | 0.6264 | 0.267045 |
25 | -0.000146 | -0.001 | 0.499604 |
26 | -0.066312 | -0.4546 | 0.32574 |
27 | -0.126885 | -0.8699 | 0.194393 |
28 | 0.044489 | 0.305 | 0.380857 |
29 | 0.07813 | 0.5356 | 0.297369 |
30 | -0.027578 | -0.1891 | 0.425429 |
31 | 0.047128 | 0.3231 | 0.374028 |
32 | -0.039381 | -0.27 | 0.394178 |
33 | 0.075172 | 0.5154 | 0.304361 |
34 | -0.048667 | -0.3336 | 0.370066 |
35 | 0.038124 | 0.2614 | 0.397478 |
36 | 0.00185 | 0.0127 | 0.494968 |