Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.152295 | 1.1698 | 0.123392 |
2 | -0.171137 | -1.3145 | 0.096878 |
3 | -0.113026 | -0.8682 | 0.194409 |
4 | -0.025149 | -0.1932 | 0.423743 |
5 | 0.01997 | 0.1534 | 0.439306 |
6 | -0.02927 | -0.2248 | 0.411446 |
7 | -0.024607 | -0.189 | 0.425367 |
8 | -0.075723 | -0.5816 | 0.281512 |
9 | 0.052497 | 0.4032 | 0.344115 |
10 | -0.151041 | -1.1602 | 0.125327 |
11 | -0.304733 | -2.3407 | 0.011324 |
12 | -0.253512 | -1.9473 | 0.028134 |
13 | 0.262395 | 2.0155 | 0.024208 |
14 | 0.252966 | 1.9431 | 0.028392 |
15 | 0.029277 | 0.2249 | 0.411425 |
16 | -0.034091 | -0.2619 | 0.397171 |
17 | -0.049033 | -0.3766 | 0.353901 |
18 | 0.05581 | 0.4287 | 0.334858 |
19 | 0.003391 | 0.026 | 0.489654 |
20 | -0.004974 | -0.0382 | 0.484825 |
21 | 0.051247 | 0.3936 | 0.347636 |
22 | 0.155576 | 1.195 | 0.118434 |
23 | 0.085724 | 0.6585 | 0.256403 |
24 | -0.353482 | -2.7151 | 0.004338 |
25 | -0.281456 | -2.1619 | 0.017346 |
26 | 0.002336 | 0.0179 | 0.492874 |
27 | 0.098028 | 0.753 | 0.227231 |
28 | 0.198984 | 1.5284 | 0.065875 |
29 | 0.026882 | 0.2065 | 0.418563 |
30 | -0.036821 | -0.2828 | 0.389151 |
31 | 0.064948 | 0.4989 | 0.309861 |
32 | 0.043252 | 0.3322 | 0.370449 |
33 | -0.080742 | -0.6202 | 0.268759 |
34 | 0.029473 | 0.2264 | 0.41084 |
35 | 0.099791 | 0.7665 | 0.223215 |
36 | 0.065027 | 0.4995 | 0.309649 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.152295 | 1.1698 | 0.123392 |
2 | -0.198945 | -1.5281 | 0.065913 |
3 | -0.054874 | -0.4215 | 0.337464 |
4 | -0.031775 | -0.2441 | 0.404012 |
5 | -0.001505 | -0.0116 | 0.495406 |
6 | -0.051746 | -0.3975 | 0.346228 |
7 | -0.013522 | -0.1039 | 0.458816 |
8 | -0.089303 | -0.686 | 0.247716 |
9 | 0.071351 | 0.5481 | 0.29286 |
10 | -0.22401 | -1.7207 | 0.045278 |
11 | -0.264348 | -2.0305 | 0.023411 |
12 | -0.286841 | -2.2033 | 0.015746 |
13 | 0.236166 | 1.814 | 0.03738 |
14 | 0.036603 | 0.2812 | 0.389789 |
15 | 0.029287 | 0.225 | 0.411394 |
16 | -0.019997 | -0.1536 | 0.439225 |
17 | -0.009359 | -0.0719 | 0.471468 |
18 | -0.006076 | -0.0467 | 0.481467 |
19 | -0.051966 | -0.3992 | 0.345609 |
20 | -0.062008 | -0.4763 | 0.317813 |
21 | 0.071074 | 0.5459 | 0.293587 |
22 | 0.011968 | 0.0919 | 0.463534 |
23 | 0.03921 | 0.3012 | 0.38217 |
24 | -0.352453 | -2.7072 | 0.00443 |
25 | 0.015507 | 0.1191 | 0.452796 |
26 | -0.04168 | -0.3202 | 0.374992 |
27 | -0.031037 | -0.2384 | 0.406199 |
28 | 0.161976 | 1.2442 | 0.109181 |
29 | 0.001057 | 0.0081 | 0.496773 |
30 | 0.039576 | 0.304 | 0.381103 |
31 | 0.097699 | 0.7504 | 0.227987 |
32 | -0.047279 | -0.3632 | 0.358894 |
33 | 0.025873 | 0.1987 | 0.421578 |
34 | 0.032758 | 0.2516 | 0.401105 |
35 | -0.092507 | -0.7106 | 0.240078 |
36 | -0.24041 | -1.8466 | 0.03491 |