Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.079789 | 0.618 | 0.269443 |
2 | -0.073334 | -0.568 | 0.286063 |
3 | 0.010733 | 0.0831 | 0.467009 |
4 | 0.065322 | 0.506 | 0.307363 |
5 | 0.207598 | 1.608 | 0.056538 |
6 | 0.110256 | 0.854 | 0.198241 |
7 | -0.171652 | -1.3296 | 0.09434 |
8 | 0.092366 | 0.7155 | 0.238548 |
9 | -0.012728 | -0.0986 | 0.460896 |
10 | 0.04272 | 0.3309 | 0.370934 |
11 | 0.185855 | 1.4396 | 0.077585 |
12 | -0.315496 | -2.4438 | 0.008745 |
13 | -0.090613 | -0.7019 | 0.242732 |
14 | 0.182783 | 1.4158 | 0.080997 |
15 | -0.01069 | -0.0828 | 0.467141 |
16 | -0.005512 | -0.0427 | 0.483043 |
17 | -0.118284 | -0.9162 | 0.181608 |
18 | -0.070421 | -0.5455 | 0.293724 |
19 | 0.122107 | 0.9458 | 0.174014 |
20 | -0.158793 | -1.23 | 0.111748 |
21 | -0.129984 | -1.0068 | 0.159025 |
22 | -0.056602 | -0.4384 | 0.331322 |
23 | -0.155831 | -1.2071 | 0.116073 |
24 | -0.017702 | -0.1371 | 0.445698 |
25 | 0.104287 | 0.8078 | 0.211198 |
26 | -0.182385 | -1.4127 | 0.081449 |
27 | -0.059518 | -0.461 | 0.323224 |
28 | -0.064091 | -0.4964 | 0.310696 |
29 | -0.032013 | -0.248 | 0.402502 |
30 | 0.081364 | 0.6302 | 0.265464 |
31 | -0.04512 | -0.3495 | 0.36397 |
32 | 0.019463 | 0.1508 | 0.440336 |
33 | 0.063086 | 0.4887 | 0.313432 |
34 | -0.05615 | -0.4349 | 0.332585 |
35 | 0.032662 | 0.253 | 0.400568 |
36 | 0.025753 | 0.1995 | 0.421279 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.079789 | 0.618 | 0.269443 |
2 | -0.080211 | -0.6213 | 0.268375 |
3 | 0.023757 | 0.184 | 0.42731 |
4 | 0.05721 | 0.4431 | 0.329626 |
5 | 0.20293 | 1.5719 | 0.060618 |
6 | 0.091539 | 0.7091 | 0.240518 |
7 | -0.166538 | -1.29 | 0.101 |
8 | 0.129421 | 1.0025 | 0.160066 |
9 | -0.089126 | -0.6904 | 0.246313 |
10 | 0.026606 | 0.2061 | 0.418709 |
11 | 0.166172 | 1.2872 | 0.10149 |
12 | -0.3504 | -2.7142 | 0.004331 |
13 | 0.017679 | 0.1369 | 0.445769 |
14 | 0.146458 | 1.1345 | 0.130558 |
15 | -0.075128 | -0.5819 | 0.281394 |
16 | -0.013294 | -0.103 | 0.459162 |
17 | -0.028509 | -0.2208 | 0.412987 |
18 | 0.055808 | 0.4323 | 0.333541 |
19 | -0.065533 | -0.5076 | 0.306791 |
20 | -0.153887 | -1.192 | 0.118976 |
21 | -0.035765 | -0.277 | 0.391353 |
22 | -0.138427 | -1.0723 | 0.143951 |
23 | 0.002585 | 0.02 | 0.492046 |
24 | -0.113327 | -0.8778 | 0.191769 |
25 | 0.100684 | 0.7799 | 0.219258 |
26 | -0.040095 | -0.3106 | 0.378601 |
27 | -0.045266 | -0.3506 | 0.363549 |
28 | 0.026655 | 0.2065 | 0.418563 |
29 | -0.117891 | -0.9132 | 0.182401 |
30 | 0.104294 | 0.8079 | 0.211181 |
31 | 0.06275 | 0.4861 | 0.314348 |
32 | 0.009295 | 0.072 | 0.471421 |
33 | -0.005393 | -0.0418 | 0.483409 |
34 | -0.027826 | -0.2155 | 0.41504 |
35 | 0.044234 | 0.3426 | 0.366536 |
36 | -0.120905 | -0.9365 | 0.176379 |