Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.312633 | 1.9272 | 0.030728 |
2 | 0.130804 | 0.8063 | 0.212535 |
3 | -0.138249 | -0.8522 | 0.199715 |
4 | -0.168582 | -1.0392 | 0.152637 |
5 | -0.092465 | -0.57 | 0.286018 |
6 | 0.015097 | 0.0931 | 0.46317 |
7 | 0.070649 | 0.4355 | 0.332827 |
8 | 0.16862 | 1.0394 | 0.152584 |
9 | 0.142715 | 0.8798 | 0.192262 |
10 | -0.197101 | -1.215 | 0.115929 |
11 | -0.342041 | -2.1085 | 0.020819 |
12 | -0.432376 | -2.6653 | 0.005614 |
13 | -0.237901 | -1.4665 | 0.075367 |
14 | 0.04768 | 0.2939 | 0.385209 |
15 | 0.039643 | 0.2444 | 0.404127 |
16 | 0.046206 | 0.2848 | 0.388658 |
17 | -0.03301 | -0.2035 | 0.419921 |
18 | -0.01654 | -0.102 | 0.459662 |
19 | -0.173812 | -1.0714 | 0.145363 |
20 | -0.063694 | -0.3926 | 0.348391 |
21 | 0.038708 | 0.2386 | 0.406344 |
22 | 0.032151 | 0.1982 | 0.421976 |
23 | 0.25355 | 1.563 | 0.063173 |
24 | 0.078263 | 0.4824 | 0.316129 |
25 | 0.11823 | 0.7288 | 0.23529 |
26 | 0.048507 | 0.299 | 0.383277 |
27 | 0.010987 | 0.0677 | 0.473179 |
28 | -0.056404 | -0.3477 | 0.364993 |
29 | 0.044208 | 0.2725 | 0.393351 |
30 | -0.055545 | -0.3424 | 0.366966 |
31 | 0.007826 | 0.0482 | 0.480887 |
32 | -0.036184 | -0.2231 | 0.412345 |
33 | -0.061692 | -0.3803 | 0.352921 |
34 | 0.014311 | 0.0882 | 0.465084 |
35 | 0.001566 | 0.0097 | 0.496174 |
36 | -0.015661 | -0.0965 | 0.461799 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.312633 | 1.9272 | 0.030728 |
2 | 0.036647 | 0.2259 | 0.411243 |
3 | -0.209867 | -1.2937 | 0.101787 |
4 | -0.085135 | -0.5248 | 0.301384 |
5 | 0.025961 | 0.16 | 0.436851 |
6 | 0.046247 | 0.2851 | 0.388564 |
7 | 0.020536 | 0.1266 | 0.449966 |
8 | 0.121828 | 0.751 | 0.22864 |
9 | 0.064183 | 0.3956 | 0.347288 |
10 | -0.322037 | -1.9852 | 0.027189 |
11 | -0.240855 | -1.4847 | 0.072932 |
12 | -0.205524 | -1.2669 | 0.106445 |
13 | -0.060159 | -0.3708 | 0.356407 |
14 | 0.111496 | 0.6873 | 0.248031 |
15 | -0.132569 | -0.8172 | 0.209451 |
16 | -0.106991 | -0.6595 | 0.256765 |
17 | -0.095216 | -0.5869 | 0.280354 |
18 | 0.067338 | 0.4151 | 0.340203 |
19 | -0.095282 | -0.5874 | 0.280219 |
20 | 0.054229 | 0.3343 | 0.369999 |
21 | 0.116573 | 0.7186 | 0.23839 |
22 | -0.294406 | -1.8148 | 0.038724 |
23 | 0.035865 | 0.2211 | 0.413104 |
24 | -0.087034 | -0.5365 | 0.297366 |
25 | 0.097698 | 0.6023 | 0.275291 |
26 | 0.097808 | 0.6029 | 0.275069 |
27 | -0.093577 | -0.5768 | 0.283722 |
28 | -0.138403 | -0.8532 | 0.199454 |
29 | -0.049565 | -0.3055 | 0.380812 |
30 | -0.103664 | -0.639 | 0.263319 |
31 | -0.002405 | -0.0148 | 0.494125 |
32 | -0.110897 | -0.6836 | 0.249183 |
33 | 0.0382 | 0.2355 | 0.407551 |
34 | -0.087135 | -0.5371 | 0.297153 |
35 | -0.031509 | -0.1942 | 0.423513 |
36 | 0.070769 | 0.4362 | 0.332562 |