Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.001744 | 0.0102 | 0.495974 |
2 | 0.230668 | 1.345 | 0.093762 |
3 | 0.204484 | 1.1923 | 0.120693 |
4 | -0.02195 | -0.128 | 0.449455 |
5 | 0.0774 | 0.4513 | 0.327313 |
6 | 0.032468 | 0.1893 | 0.425483 |
7 | 0.042486 | 0.2477 | 0.402915 |
8 | 0.071723 | 0.4182 | 0.339211 |
9 | -0.076254 | -0.4446 | 0.329701 |
10 | -0.126817 | -0.7395 | 0.23235 |
11 | -0.133662 | -0.7794 | 0.220574 |
12 | -0.415959 | -2.4254 | 0.010375 |
13 | 0.005313 | 0.031 | 0.487734 |
14 | -0.25526 | -1.4884 | 0.07293 |
15 | 0.040039 | 0.2335 | 0.408401 |
16 | -0.122916 | -0.7167 | 0.239222 |
17 | -0.138451 | -0.8073 | 0.212553 |
18 | 0.028839 | 0.1682 | 0.433728 |
19 | -0.118798 | -0.6927 | 0.246599 |
20 | -0.029452 | -0.1717 | 0.432333 |
21 | -0.026134 | -0.1524 | 0.439892 |
22 | 0.057653 | 0.3362 | 0.369403 |
23 | 0.076204 | 0.4443 | 0.329806 |
24 | 0.002534 | 0.0148 | 0.49415 |
25 | 0.031857 | 0.1858 | 0.42687 |
26 | 0.118436 | 0.6906 | 0.247255 |
27 | -0.100589 | -0.5865 | 0.280698 |
28 | 0.061108 | 0.3563 | 0.361903 |
29 | 0.02927 | 0.1707 | 0.432748 |
30 | -0.057375 | -0.3346 | 0.37001 |
31 | 0.02849 | 0.1661 | 0.434522 |
32 | -0.005807 | -0.0339 | 0.486594 |
33 | -0.011288 | -0.0658 | 0.473952 |
34 | NA | NA | NA |
35 | NA | NA | NA |
36 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.001744 | 0.0102 | 0.495974 |
2 | 0.230666 | 1.345 | 0.093764 |
3 | 0.215224 | 1.255 | 0.109025 |
4 | -0.07264 | -0.4236 | 0.337277 |
5 | -0.025114 | -0.1464 | 0.44222 |
6 | 0.014602 | 0.0851 | 0.466324 |
7 | 0.055842 | 0.3256 | 0.373357 |
8 | 0.055938 | 0.3262 | 0.373146 |
9 | -0.112122 | -0.6538 | 0.258826 |
10 | -0.202705 | -1.182 | 0.12271 |
11 | -0.145158 | -0.8464 | 0.201622 |
12 | -0.373762 | -2.1794 | 0.018163 |
13 | 0.076251 | 0.4446 | 0.329706 |
14 | -0.054394 | -0.3172 | 0.376528 |
15 | 0.209262 | 1.2202 | 0.115393 |
16 | -0.103966 | -0.6062 | 0.274198 |
17 | -0.109106 | -0.6362 | 0.264455 |
18 | 0.056035 | 0.3267 | 0.372935 |
19 | 0.068213 | 0.3977 | 0.346652 |
20 | 0.05167 | 0.3013 | 0.382517 |
21 | -0.133687 | -0.7795 | 0.220532 |
22 | -0.052726 | -0.3074 | 0.380192 |
23 | -0.025116 | -0.1465 | 0.442215 |
24 | -0.170076 | -0.9917 | 0.164174 |
25 | 0.035508 | 0.207 | 0.418606 |
26 | 0.043479 | 0.2535 | 0.400696 |
27 | 0.000271 | 0.0016 | 0.499373 |
28 | -0.169683 | -0.9894 | 0.164725 |
29 | -0.033279 | -0.1941 | 0.423646 |
30 | -0.019879 | -0.1159 | 0.454202 |
31 | -0.000131 | -8e-04 | 0.499697 |
32 | 0.060375 | 0.352 | 0.363489 |
33 | -0.099583 | -0.5807 | 0.282648 |
34 | NA | NA | NA |
35 | NA | NA | NA |
36 | NA | NA | NA |