Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.063528 | -0.4309 | 0.334289 |
2 | 0.134839 | 0.9145 | 0.182605 |
3 | 0.27701 | 1.8788 | 0.03331 |
4 | -0.162285 | -1.1007 | 0.138383 |
5 | -0.062827 | -0.4261 | 0.336006 |
6 | 0.162852 | 1.1045 | 0.137557 |
7 | -0.099902 | -0.6776 | 0.250721 |
8 | -0.088287 | -0.5988 | 0.276124 |
9 | 0.141313 | 0.9584 | 0.171427 |
10 | -0.098645 | -0.669 | 0.253406 |
11 | -0.054259 | -0.368 | 0.35728 |
12 | 0.177938 | 1.2068 | 0.116833 |
13 | -0.07355 | -0.4988 | 0.310134 |
14 | -0.035776 | -0.2426 | 0.404681 |
15 | 0.055734 | 0.378 | 0.353582 |
16 | -0.203257 | -1.3786 | 0.08735 |
17 | -0.171607 | -1.1639 | 0.125234 |
18 | 0.09472 | 0.6424 | 0.261895 |
19 | -0.206699 | -1.4019 | 0.083829 |
20 | -0.073719 | -0.5 | 0.309734 |
21 | -0.024805 | -0.1682 | 0.433567 |
22 | -0.077986 | -0.5289 | 0.299701 |
23 | 0.006532 | 0.0443 | 0.482428 |
24 | 0.160789 | 1.0905 | 0.140581 |
25 | -0.021489 | -0.1457 | 0.442379 |
26 | 0.086364 | 0.5857 | 0.280454 |
27 | -0.002437 | -0.0165 | 0.493441 |
28 | -0.041077 | -0.2786 | 0.390902 |
29 | -0.009041 | -0.0613 | 0.475686 |
30 | -0.010678 | -0.0724 | 0.471291 |
31 | -0.086853 | -0.5891 | 0.27935 |
32 | 0.070198 | 0.4761 | 0.318126 |
33 | -0.005824 | -0.0395 | 0.48433 |
34 | -0.061915 | -0.4199 | 0.338245 |
35 | 0.03144 | 0.2132 | 0.416043 |
36 | 0.012062 | 0.0818 | 0.467578 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.063528 | -0.4309 | 0.334289 |
2 | 0.131333 | 0.8907 | 0.18885 |
3 | 0.299141 | 2.0289 | 0.024141 |
4 | -0.153778 | -1.043 | 0.151206 |
5 | -0.190882 | -1.2946 | 0.100956 |
6 | 0.138901 | 0.9421 | 0.175538 |
7 | 0.067194 | 0.4557 | 0.325364 |
8 | -0.138775 | -0.9412 | 0.175755 |
9 | 0.019548 | 0.1326 | 0.447552 |
10 | 0.025977 | 0.1762 | 0.43046 |
11 | -0.023469 | -0.1592 | 0.437115 |
12 | 0.088394 | 0.5995 | 0.275885 |
13 | 0.003609 | 0.0245 | 0.490288 |
14 | -0.056434 | -0.3828 | 0.351832 |
15 | -0.072678 | -0.4929 | 0.312205 |
16 | -0.150371 | -1.0199 | 0.156563 |
17 | -0.154695 | -1.0492 | 0.149785 |
18 | 0.111203 | 0.7542 | 0.227281 |
19 | -0.046599 | -0.3161 | 0.376697 |
20 | -0.10683 | -0.7246 | 0.236196 |
21 | -0.170688 | -1.1577 | 0.126488 |
22 | 0.085237 | 0.5781 | 0.283007 |
23 | 0.144962 | 0.9832 | 0.165332 |
24 | 0.109413 | 0.7421 | 0.230907 |
25 | -0.076147 | -0.5165 | 0.304005 |
26 | 0.031183 | 0.2115 | 0.416718 |
27 | -0.087753 | -0.5952 | 0.277324 |
28 | 0.021663 | 0.1469 | 0.441916 |
29 | 0.035398 | 0.2401 | 0.405666 |
30 | -0.020854 | -0.1414 | 0.44407 |
31 | -0.133985 | -0.9087 | 0.184115 |
32 | 0.032542 | 0.2207 | 0.413147 |
33 | 0.037119 | 0.2518 | 0.401176 |
34 | -0.021378 | -0.145 | 0.442674 |
35 | -0.083939 | -0.5693 | 0.285961 |
36 | -0.070568 | -0.4786 | 0.31724 |