Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.254125 | 1.5034 | 0.07085 |
2 | 0.093328 | 0.5521 | 0.292183 |
3 | 0.031488 | 0.1863 | 0.426649 |
4 | -0.163515 | -0.9674 | 0.17 |
5 | -0.177492 | -1.0501 | 0.150444 |
6 | -0.170498 | -1.0087 | 0.160025 |
7 | -0.06984 | -0.4132 | 0.340998 |
8 | -0.199544 | -1.1805 | 0.122878 |
9 | -0.05167 | -0.3057 | 0.380828 |
10 | -0.03417 | -0.2022 | 0.420484 |
11 | 0.046102 | 0.2727 | 0.393326 |
12 | 0.26671 | 1.5779 | 0.061795 |
13 | 0.280068 | 1.6569 | 0.053239 |
14 | 0.087914 | 0.5201 | 0.303132 |
15 | -0.088117 | -0.5213 | 0.302718 |
16 | 0.009996 | 0.0591 | 0.476591 |
17 | -0.202139 | -1.1959 | 0.119893 |
18 | -0.12514 | -0.7403 | 0.232017 |
19 | -0.159078 | -0.9411 | 0.176547 |
20 | -0.131679 | -0.779 | 0.220601 |
21 | -0.052437 | -0.3102 | 0.379117 |
22 | -0.082658 | -0.489 | 0.313943 |
23 | 0.021213 | 0.1255 | 0.450425 |
24 | 0.028267 | 0.1672 | 0.434075 |
25 | 0.189152 | 1.119 | 0.135372 |
26 | 0.211602 | 1.2519 | 0.109462 |
27 | -0.001866 | -0.011 | 0.495627 |
28 | 0.027534 | 0.1629 | 0.435771 |
29 | -0.061319 | -0.3628 | 0.359481 |
30 | -0.136352 | -0.8067 | 0.212653 |
31 | -0.110023 | -0.6509 | 0.25968 |
32 | -0.023588 | -0.1395 | 0.444908 |
33 | -0.014008 | -0.0829 | 0.467212 |
34 | 0.007634 | 0.0452 | 0.482118 |
35 | NA | NA | NA |
36 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.254125 | 1.5034 | 0.07085 |
2 | 0.030733 | 0.1818 | 0.428387 |
3 | 0.000738 | 0.0044 | 0.498271 |
4 | -0.186519 | -1.1035 | 0.138679 |
5 | -0.105646 | -0.625 | 0.268008 |
6 | -0.093377 | -0.5524 | 0.292085 |
7 | 0.019632 | 0.1161 | 0.4541 |
8 | -0.212895 | -1.2595 | 0.108091 |
9 | 0.006093 | 0.036 | 0.485725 |
10 | -0.073834 | -0.4368 | 0.332466 |
11 | 0.061255 | 0.3624 | 0.35962 |
12 | 0.200055 | 1.1835 | 0.122286 |
13 | 0.161875 | 0.9577 | 0.1724 |
14 | -0.104538 | -0.6185 | 0.27014 |
15 | -0.161559 | -0.9558 | 0.172866 |
16 | 0.084238 | 0.4984 | 0.310675 |
17 | -0.11014 | -0.6516 | 0.259459 |
18 | 0.025786 | 0.1526 | 0.439813 |
19 | -0.173937 | -1.029 | 0.155264 |
20 | -0.0127 | -0.0751 | 0.470268 |
21 | 0.00488 | 0.0289 | 0.488566 |
22 | -0.043725 | -0.2587 | 0.398699 |
23 | -0.061152 | -0.3618 | 0.359845 |
24 | -0.058945 | -0.3487 | 0.364694 |
25 | 0.023332 | 0.138 | 0.445503 |
26 | 0.14197 | 0.8399 | 0.203331 |
27 | -0.11175 | -0.6611 | 0.256431 |
28 | 0.000608 | 0.0036 | 0.498575 |
29 | -0.066008 | -0.3905 | 0.349263 |
30 | -0.037507 | -0.2219 | 0.412843 |
31 | 0.039723 | 0.235 | 0.407788 |
32 | 0.038382 | 0.2271 | 0.410844 |
33 | 0.009207 | 0.0545 | 0.478437 |
34 | -0.013582 | -0.0804 | 0.468208 |
35 | NA | NA | NA |
36 | NA | NA | NA |