Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.137575 | 1.403 | 0.081798 |
2 | 0.153133 | 1.5617 | 0.060703 |
3 | 0.096245 | 0.9815 | 0.16431 |
4 | 0.185107 | 1.8877 | 0.030925 |
5 | 0.014925 | 0.1522 | 0.43966 |
6 | 0.086839 | 0.8856 | 0.188943 |
7 | 0.063029 | 0.6428 | 0.260894 |
8 | 0.017701 | 0.1805 | 0.42855 |
9 | -0.12913 | -1.3169 | 0.095387 |
10 | -0.092996 | -0.9484 | 0.172569 |
11 | 0.066261 | 0.6757 | 0.250354 |
12 | -0.440948 | -4.4968 | 9e-06 |
13 | -0.168454 | -1.7179 | 0.044395 |
14 | -0.071745 | -0.7317 | 0.233012 |
15 | -0.005435 | -0.0554 | 0.477954 |
16 | -0.113582 | -1.1583 | 0.124694 |
17 | -0.133577 | -1.3622 | 0.088035 |
18 | -0.054782 | -0.5587 | 0.288795 |
19 | 0.008426 | 0.0859 | 0.465844 |
20 | -0.039502 | -0.4028 | 0.343946 |
21 | 0.035722 | 0.3643 | 0.358188 |
22 | 0.077777 | 0.7932 | 0.214742 |
23 | -0.0955 | -0.9739 | 0.16618 |
24 | -0.024975 | -0.2547 | 0.39973 |
25 | 0.05217 | 0.532 | 0.297918 |
26 | 0.047944 | 0.4889 | 0.31296 |
27 | -0.00317 | -0.0323 | 0.487138 |
28 | 0.012134 | 0.1237 | 0.450878 |
29 | 0.065401 | 0.667 | 0.253137 |
30 | 0.045942 | 0.4685 | 0.320196 |
31 | -0.034858 | -0.3555 | 0.361474 |
32 | 0.032856 | 0.3351 | 0.369125 |
33 | 0.037697 | 0.3844 | 0.350722 |
34 | -0.001309 | -0.0134 | 0.494686 |
35 | -0.055675 | -0.5678 | 0.285707 |
36 | 0.112413 | 1.1464 | 0.127131 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.137575 | 1.403 | 0.081798 |
2 | 0.136796 | 1.395 | 0.082987 |
3 | 0.061534 | 0.6275 | 0.265845 |
4 | 0.152432 | 1.5545 | 0.061551 |
5 | -0.044988 | -0.4588 | 0.323671 |
6 | 0.044833 | 0.4572 | 0.324236 |
7 | 0.032138 | 0.3277 | 0.371883 |
8 | -0.034841 | -0.3553 | 0.361538 |
9 | -0.149515 | -1.5248 | 0.065178 |
10 | -0.096702 | -0.9862 | 0.163169 |
11 | 0.116529 | 1.1884 | 0.118698 |
12 | -0.470052 | -4.7936 | 3e-06 |
13 | -0.042512 | -0.4335 | 0.332761 |
14 | 0.091213 | 0.9302 | 0.177212 |
15 | 0.045009 | 0.459 | 0.323595 |
16 | 0.069722 | 0.711 | 0.23933 |
17 | -0.159908 | -1.6307 | 0.052984 |
18 | 0.059678 | 0.6086 | 0.272057 |
19 | 0.100366 | 1.0235 | 0.154214 |
20 | 0.025235 | 0.2574 | 0.398708 |
21 | -0.05021 | -0.512 | 0.304853 |
22 | -0.054314 | -0.5539 | 0.290418 |
23 | 0.014408 | 0.1469 | 0.441733 |
24 | -0.253956 | -2.5899 | 0.005489 |
25 | -0.010529 | -0.1074 | 0.457351 |
26 | 0.024248 | 0.2473 | 0.402588 |
27 | 0.034083 | 0.3476 | 0.364427 |
28 | 0.099421 | 1.0139 | 0.156493 |
29 | -0.107293 | -1.0942 | 0.138203 |
30 | 0.065301 | 0.6659 | 0.253462 |
31 | 0.03895 | 0.3972 | 0.346013 |
32 | 0.068736 | 0.701 | 0.242442 |
33 | -0.014107 | -0.1439 | 0.442942 |
34 | -0.038768 | -0.3954 | 0.346693 |
35 | -0.096829 | -0.9875 | 0.162853 |
36 | -0.009452 | -0.0964 | 0.461696 |