Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.285008 | 1.6619 | 0.052867 |
2 | 0.295469 | 1.7229 | 0.046999 |
3 | 0.246037 | 1.4346 | 0.080264 |
4 | 0.2184 | 1.2735 | 0.105743 |
5 | -0.188565 | -1.0995 | 0.139635 |
6 | -0.036427 | -0.2124 | 0.416531 |
7 | 0.140529 | 0.8194 | 0.209128 |
8 | -0.122984 | -0.7171 | 0.239102 |
9 | -0.159233 | -0.9285 | 0.179851 |
10 | -0.276588 | -1.6128 | 0.05802 |
11 | -0.128881 | -0.7515 | 0.228761 |
12 | -0.468548 | -2.7321 | 0.004955 |
13 | -0.288157 | -1.6802 | 0.05104 |
14 | -0.154014 | -0.898 | 0.187737 |
15 | -0.017903 | -0.1044 | 0.458737 |
16 | -0.122082 | -0.7119 | 0.240705 |
17 | 0.021905 | 0.1277 | 0.449559 |
18 | 0.067821 | 0.3955 | 0.347487 |
19 | -0.034981 | -0.204 | 0.419795 |
20 | -0.059199 | -0.3452 | 0.36604 |
21 | -0.034697 | -0.2023 | 0.420437 |
22 | 0.104647 | 0.6102 | 0.272896 |
23 | 0.01732 | 0.101 | 0.460075 |
24 | 0.02646 | 0.1543 | 0.439148 |
25 | 0.131418 | 0.7663 | 0.224395 |
26 | 0.057152 | 0.3333 | 0.370496 |
27 | -0.050163 | -0.2925 | 0.385841 |
28 | -0.008468 | -0.0494 | 0.480453 |
29 | 0.038712 | 0.2257 | 0.411383 |
30 | -0.052277 | -0.3048 | 0.381178 |
31 | -0.009667 | -0.0564 | 0.47769 |
32 | 0.050542 | 0.2947 | 0.385005 |
33 | 0.011416 | 0.0666 | 0.473659 |
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 | 0.285008 | 1.6619 | 0.052867 |
2 | 0.23318 | 1.3597 | 0.091443 |
3 | 0.132368 | 0.7718 | 0.222772 |
4 | 0.086864 | 0.5065 | 0.307887 |
5 | -0.391882 | -2.285 | 0.014335 |
6 | -0.039562 | -0.2307 | 0.409471 |
7 | 0.326253 | 1.9024 | 0.032811 |
8 | -0.129876 | -0.7573 | 0.227043 |
9 | -0.174964 | -1.0202 | 0.157418 |
10 | -0.485547 | -2.8312 | 0.003867 |
11 | 0.010059 | 0.0587 | 0.476786 |
12 | 0.008305 | 0.0484 | 0.480829 |
13 | -0.000491 | -0.0029 | 0.498867 |
14 | 0.061758 | 0.3601 | 0.360498 |
15 | 0.004825 | 0.0281 | 0.488861 |
16 | 0.005448 | 0.0318 | 0.487422 |
17 | -0.027881 | -0.1626 | 0.435908 |
18 | -0.13913 | -0.8113 | 0.211429 |
19 | 0.066244 | 0.3863 | 0.350853 |
20 | -0.073129 | -0.4264 | 0.336247 |
21 | -0.179878 | -1.0489 | 0.150821 |
22 | -0.081995 | -0.4781 | 0.317815 |
23 | 0.012389 | 0.0722 | 0.471417 |
24 | -0.043282 | -0.2524 | 0.401135 |
25 | 0.093598 | 0.5458 | 0.294395 |
26 | -0.145515 | -0.8485 | 0.20105 |
27 | 0.01865 | 0.1087 | 0.45702 |
28 | 0.077774 | 0.4535 | 0.326536 |
29 | -0.055886 | -0.3259 | 0.373261 |
30 | -0.071666 | -0.4179 | 0.339331 |
31 | -0.091904 | -0.5359 | 0.297762 |
32 | -0.021069 | -0.1229 | 0.451474 |
33 | -0.033767 | -0.1969 | 0.422542 |
34 | NA | NA | NA |
35 | NA | NA | NA |
36 | NA | NA | NA |