Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.214997 | -1.6374 | 0.053484 |
2 | 0.182134 | 1.3871 | 0.08536 |
3 | -0.168594 | -1.284 | 0.102128 |
4 | -0.094108 | -0.7167 | 0.238217 |
5 | -0.230269 | -1.7537 | 0.042384 |
6 | -0.069909 | -0.5324 | 0.298238 |
7 | -0.030698 | -0.2338 | 0.407986 |
8 | 0.108168 | 0.8238 | 0.206719 |
9 | -0.01304 | -0.0993 | 0.460616 |
10 | 0.10778 | 0.8208 | 0.207553 |
11 | 0.278339 | 2.1198 | 0.019158 |
12 | -0.143219 | -1.0907 | 0.139953 |
13 | 0.067267 | 0.5123 | 0.305197 |
14 | -0.198577 | -1.5123 | 0.067941 |
15 | 0.00898 | 0.0684 | 0.472854 |
16 | -0.064488 | -0.4911 | 0.312594 |
17 | 0.019827 | 0.151 | 0.440249 |
18 | 0.053148 | 0.4048 | 0.343571 |
19 | 0.003773 | 0.0287 | 0.488586 |
20 | -0.052926 | -0.4031 | 0.34419 |
21 | 0.045173 | 0.344 | 0.366034 |
22 | -0.084488 | -0.6434 | 0.261238 |
23 | 0.124036 | 0.9446 | 0.174384 |
24 | -0.120366 | -0.9167 | 0.181552 |
25 | 0.016988 | 0.1294 | 0.448754 |
26 | -0.022452 | -0.171 | 0.432414 |
27 | 0.053477 | 0.4073 | 0.342656 |
28 | -0.066683 | -0.5078 | 0.306745 |
29 | 0.050702 | 0.3861 | 0.350404 |
30 | -0.024045 | -0.1831 | 0.427672 |
31 | -0.040317 | -0.307 | 0.379954 |
32 | 0.006435 | 0.049 | 0.480542 |
33 | 0.013206 | 0.1006 | 0.460118 |
34 | 0.005876 | 0.0448 | 0.48223 |
35 | -0.024023 | -0.183 | 0.427735 |
36 | 0.061375 | 0.4674 | 0.320977 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.214997 | -1.6374 | 0.053484 |
2 | 0.142497 | 1.0852 | 0.141156 |
3 | -0.111706 | -0.8507 | 0.199209 |
4 | -0.182851 | -1.3926 | 0.084536 |
5 | -0.265827 | -2.0245 | 0.023767 |
6 | -0.177174 | -1.3493 | 0.091239 |
7 | -0.081322 | -0.6193 | 0.269061 |
8 | 0.020586 | 0.1568 | 0.437983 |
9 | -0.104674 | -0.7972 | 0.214301 |
10 | -0.062559 | -0.4764 | 0.317778 |
11 | 0.309832 | 2.3596 | 0.010841 |
12 | -0.032594 | -0.2482 | 0.402416 |
13 | -0.021086 | -0.1606 | 0.436488 |
14 | -0.088803 | -0.6763 | 0.250768 |
15 | 0.040104 | 0.3054 | 0.380568 |
16 | 0.133649 | 1.0178 | 0.15649 |
17 | 0.029548 | 0.225 | 0.411374 |
18 | 0.000124 | 9e-04 | 0.499626 |
19 | -0.090032 | -0.6857 | 0.247828 |
20 | -0.052753 | -0.4018 | 0.344672 |
21 | -0.009394 | -0.0715 | 0.471607 |
22 | -0.163488 | -1.2451 | 0.109054 |
23 | 0.111098 | 0.8461 | 0.200488 |
24 | -0.105759 | -0.8054 | 0.21193 |
25 | -0.05754 | -0.4382 | 0.33143 |
26 | -0.071454 | -0.5442 | 0.294202 |
27 | 0.013425 | 0.1022 | 0.459459 |
28 | -0.076507 | -0.5827 | 0.28119 |
29 | -0.072043 | -0.5487 | 0.292672 |
30 | 0.05086 | 0.3873 | 0.349962 |
31 | -0.093293 | -0.7105 | 0.24012 |
32 | 0.042175 | 0.3212 | 0.374608 |
33 | 0.029565 | 0.2252 | 0.411324 |
34 | -0.146863 | -1.1185 | 0.133988 |
35 | 0.036722 | 0.2797 | 0.390365 |
36 | 0.061577 | 0.469 | 0.320429 |