Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.216574 | 1.4689 | 0.074336 |
2 | -0.24387 | -1.654 | 0.052468 |
3 | -0.412884 | -2.8003 | 0.00372 |
4 | -0.410705 | -2.7855 | 0.003868 |
5 | -0.056721 | -0.3847 | 0.351117 |
6 | 0.174894 | 1.1862 | 0.120819 |
7 | 0.345735 | 2.3449 | 0.011702 |
8 | 0.24795 | 1.6817 | 0.049705 |
9 | -0.095436 | -0.6473 | 0.260336 |
10 | -0.115635 | -0.7843 | 0.218449 |
11 | -0.09758 | -0.6618 | 0.255694 |
12 | -0.253661 | -1.7204 | 0.046039 |
13 | -0.049011 | -0.3324 | 0.370545 |
14 | 0.198297 | 1.3449 | 0.092623 |
15 | 0.191861 | 1.3013 | 0.099824 |
16 | 0.006655 | 0.0451 | 0.482097 |
17 | -0.057888 | -0.3926 | 0.348208 |
18 | -0.046172 | -0.3132 | 0.377789 |
19 | -0.126676 | -0.8592 | 0.197355 |
20 | 0.012682 | 0.086 | 0.465915 |
21 | 0.188605 | 1.2792 | 0.103624 |
22 | 0.053284 | 0.3614 | 0.359732 |
23 | -0.075989 | -0.5154 | 0.304378 |
24 | -0.173672 | -1.1779 | 0.122447 |
25 | -0.018644 | -0.1265 | 0.449962 |
26 | 0.103457 | 0.7017 | 0.243208 |
27 | 0.089872 | 0.6095 | 0.272582 |
28 | 0.042506 | 0.2883 | 0.38721 |
29 | -0.033977 | -0.2304 | 0.409384 |
30 | -0.176964 | -1.2002 | 0.118098 |
31 | -0.004435 | -0.0301 | 0.488067 |
32 | 0.025833 | 0.1752 | 0.430842 |
33 | 0.051496 | 0.3493 | 0.364244 |
34 | 0.046733 | 0.317 | 0.376355 |
35 | -8.2e-05 | -6e-04 | 0.499778 |
36 | 0.034738 | 0.2356 | 0.407394 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.216574 | 1.4689 | 0.074336 |
2 | -0.305084 | -2.0692 | 0.022087 |
3 | -0.321478 | -2.1804 | 0.017191 |
4 | -0.409155 | -2.775 | 0.003976 |
5 | -0.202921 | -1.3763 | 0.087699 |
6 | -0.244594 | -1.6589 | 0.051969 |
7 | -0.036401 | -0.2469 | 0.403048 |
8 | -0.025713 | -0.1744 | 0.431161 |
9 | -0.136602 | -0.9265 | 0.179516 |
10 | 0.124397 | 0.8437 | 0.201601 |
11 | 0.168664 | 1.1439 | 0.129284 |
12 | -0.185172 | -1.2559 | 0.107747 |
13 | -0.033421 | -0.2267 | 0.410842 |
14 | 0.117309 | 0.7956 | 0.215166 |
15 | -0.025902 | -0.1757 | 0.430661 |
16 | -0.209049 | -1.4178 | 0.081488 |
17 | -0.020128 | -0.1365 | 0.446005 |
18 | -0.014649 | -0.0994 | 0.460643 |
19 | -0.146921 | -0.9965 | 0.162118 |
20 | 0.102981 | 0.6985 | 0.244205 |
21 | 0.195288 | 1.3245 | 0.095939 |
22 | -0.014218 | -0.0964 | 0.461799 |
23 | 0.120249 | 0.8156 | 0.209474 |
24 | -0.037223 | -0.2525 | 0.400906 |
25 | -0.027979 | -0.1898 | 0.425165 |
26 | 0.103011 | 0.6987 | 0.244144 |
27 | 0.093866 | 0.6366 | 0.26376 |
28 | -0.24277 | -1.6465 | 0.053234 |
29 | -0.034342 | -0.2329 | 0.408428 |
30 | -0.029069 | -0.1972 | 0.422288 |
31 | -0.017865 | -0.1212 | 0.452045 |
32 | -0.162388 | -1.1014 | 0.138233 |
33 | 0.101302 | 0.6871 | 0.247745 |
34 | -0.051563 | -0.3497 | 0.364073 |
35 | -0.046752 | -0.3171 | 0.376307 |
36 | 0.069794 | 0.4734 | 0.319097 |