Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.006926 | 0.048 | 0.480964 |
2 | 0.23754 | 1.6457 | 0.053177 |
3 | 0.411957 | 2.8541 | 0.003177 |
4 | -0.067709 | -0.4691 | 0.32056 |
5 | 0.286346 | 1.9839 | 0.026503 |
6 | 0.174136 | 1.2064 | 0.116779 |
7 | -0.12139 | -0.841 | 0.202256 |
8 | 0.282796 | 1.9593 | 0.027951 |
9 | 0.045061 | 0.3122 | 0.378124 |
10 | -0.099182 | -0.6871 | 0.247648 |
11 | 0.087362 | 0.6053 | 0.273927 |
12 | -0.14613 | -1.0124 | 0.158207 |
13 | -0.011341 | -0.0786 | 0.46885 |
14 | 0.05024 | 0.3481 | 0.364653 |
15 | -0.054102 | -0.3748 | 0.35472 |
16 | -0.009965 | -0.069 | 0.472623 |
17 | 0.081879 | 0.5673 | 0.286586 |
18 | -0.032932 | -0.2282 | 0.410245 |
19 | -0.133995 | -0.9283 | 0.178937 |
20 | 0.02826 | 0.1958 | 0.422801 |
21 | -0.038768 | -0.2686 | 0.394697 |
22 | -0.109924 | -0.7616 | 0.22502 |
23 | 0.110892 | 0.7683 | 0.223041 |
24 | -0.21549 | -1.493 | 0.070997 |
25 | -0.041986 | -0.2909 | 0.386195 |
26 | -0.017812 | -0.1234 | 0.45115 |
27 | -0.133909 | -0.9277 | 0.179091 |
28 | -0.152417 | -1.056 | 0.148133 |
29 | -0.116812 | -0.8093 | 0.21117 |
30 | -0.189766 | -1.3147 | 0.097423 |
31 | -0.074752 | -0.5179 | 0.303454 |
32 | -0.156816 | -1.0865 | 0.141353 |
33 | -0.19326 | -1.3389 | 0.093447 |
34 | -0.053902 | -0.3734 | 0.355232 |
35 | -0.125269 | -0.8679 | 0.194887 |
36 | -0.093261 | -0.6461 | 0.260636 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.006926 | 0.048 | 0.480964 |
2 | 0.237504 | 1.6455 | 0.053203 |
3 | 0.433532 | 3.0036 | 0.002115 |
4 | -0.112689 | -0.7807 | 0.219398 |
5 | 0.099984 | 0.6927 | 0.245914 |
6 | 0.081968 | 0.5679 | 0.286379 |
7 | -0.171246 | -1.1864 | 0.120647 |
8 | 0.081441 | 0.5642 | 0.28761 |
9 | 0.088203 | 0.6111 | 0.272013 |
10 | -0.131055 | -0.908 | 0.184215 |
11 | -0.177656 | -1.2308 | 0.11219 |
12 | -0.086439 | -0.5989 | 0.276038 |
13 | 0.063508 | 0.44 | 0.330957 |
14 | 0.048105 | 0.3333 | 0.370188 |
15 | 0.141585 | 0.9809 | 0.165773 |
16 | -0.019876 | -0.1377 | 0.445524 |
17 | 0.047375 | 0.3282 | 0.372086 |
18 | 0.015055 | 0.1043 | 0.458682 |
19 | -0.238201 | -1.6503 | 0.052705 |
20 | -0.026078 | -0.1807 | 0.428692 |
21 | 0.111111 | 0.7698 | 0.222595 |
22 | -0.107178 | -0.7426 | 0.230686 |
23 | 0.029986 | 0.2077 | 0.418152 |
24 | -0.140024 | -0.9701 | 0.168425 |
25 | -0.044896 | -0.3111 | 0.378555 |
26 | -0.090202 | -0.6249 | 0.267487 |
27 | 0.217495 | 1.5068 | 0.069201 |
28 | -0.172638 | -1.1961 | 0.118771 |
29 | -0.187751 | -1.3008 | 0.099772 |
30 | -0.063679 | -0.4412 | 0.330531 |
31 | -0.045649 | -0.3163 | 0.376586 |
32 | -0.057326 | -0.3972 | 0.346502 |
33 | 0.041727 | 0.2891 | 0.386877 |
34 | 0.067254 | 0.466 | 0.321679 |
35 | -0.039812 | -0.2758 | 0.391934 |
36 | -0.002936 | -0.0203 | 0.491928 |