Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.058742 | 0.4356 | 0.3324 |
2 | -0.134354 | -0.9964 | 0.161712 |
3 | 0.085258 | 0.6323 | 0.264908 |
4 | -0.056039 | -0.4156 | 0.339662 |
5 | 0.221825 | 1.6451 | 0.052826 |
6 | 0.35661 | 2.6447 | 0.005318 |
7 | 0.209519 | 1.5538 | 0.06298 |
8 | -0.057774 | -0.4285 | 0.334995 |
9 | -0.016197 | -0.1201 | 0.452414 |
10 | -0.188239 | -1.396 | 0.08416 |
11 | 0.042587 | 0.3158 | 0.376661 |
12 | 0.666786 | 4.945 | 4e-06 |
13 | -0.001022 | -0.0076 | 0.496989 |
14 | -0.143694 | -1.0657 | 0.145617 |
15 | -0.001791 | -0.0133 | 0.494727 |
16 | -0.15062 | -1.117 | 0.134419 |
17 | 0.150098 | 1.1132 | 0.135241 |
18 | 0.187929 | 1.3937 | 0.084505 |
19 | 0.048355 | 0.3586 | 0.36063 |
20 | -0.133162 | -0.9876 | 0.163847 |
21 | -0.098185 | -0.7282 | 0.234803 |
22 | -0.261627 | -1.9403 | 0.02874 |
23 | -0.015781 | -0.117 | 0.453629 |
24 | 0.335895 | 2.4911 | 0.007891 |
25 | -0.093634 | -0.6944 | 0.245173 |
26 | -0.152835 | -1.1335 | 0.13097 |
27 | -0.122431 | -0.908 | 0.183926 |
28 | -0.166687 | -1.2362 | 0.110822 |
29 | 0.032809 | 0.2433 | 0.404331 |
30 | 0.033163 | 0.2459 | 0.40332 |
31 | -0.013732 | -0.1018 | 0.459626 |
32 | -0.158806 | -1.1777 | 0.121987 |
33 | -0.158583 | -1.1761 | 0.122313 |
34 | -0.175952 | -1.3049 | 0.098681 |
35 | -0.080083 | -0.5939 | 0.277504 |
36 | 0.151142 | 1.1209 | 0.1336 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.058742 | 0.4356 | 0.3324 |
2 | -0.138281 | -1.0255 | 0.154803 |
3 | 0.104722 | 0.7766 | 0.22035 |
4 | -0.091692 | -0.68 | 0.249678 |
5 | 0.272157 | 2.0184 | 0.02422 |
6 | 0.310289 | 2.3012 | 0.012598 |
7 | 0.319975 | 2.373 | 0.010583 |
8 | 0.002994 | 0.0222 | 0.491183 |
9 | 0.051269 | 0.3802 | 0.352624 |
10 | -0.371353 | -2.754 | 0.003982 |
11 | -0.165892 | -1.2303 | 0.111913 |
12 | 0.501566 | 3.7197 | 0.000235 |
13 | -0.046887 | -0.3477 | 0.364689 |
14 | -0.01146 | -0.085 | 0.466288 |
15 | -0.073318 | -0.5437 | 0.294409 |
16 | -0.051157 | -0.3794 | 0.352929 |
17 | 0.016488 | 0.1223 | 0.451563 |
18 | -0.204355 | -1.5155 | 0.067682 |
19 | -0.211457 | -1.5682 | 0.061284 |
20 | -0.196965 | -1.4607 | 0.074889 |
21 | 0.014359 | 0.1065 | 0.457791 |
22 | -0.044567 | -0.3305 | 0.371133 |
23 | 0.059861 | 0.4439 | 0.329414 |
24 | -0.130728 | -0.9695 | 0.168269 |
25 | 0.070779 | 0.5249 | 0.300877 |
26 | 0.082028 | 0.6083 | 0.272736 |
27 | 0.005458 | 0.0405 | 0.483929 |
28 | 0.040711 | 0.3019 | 0.381926 |
29 | -0.172366 | -1.2783 | 0.103256 |
30 | -0.121524 | -0.9012 | 0.185693 |
31 | 0.014779 | 0.1096 | 0.456561 |
32 | -0.034834 | -0.2583 | 0.398556 |
33 | -0.068803 | -0.5103 | 0.305958 |
34 | 0.159849 | 1.1855 | 0.120464 |
35 | -0.023984 | -0.1779 | 0.429739 |
36 | 0.13316 | 0.9875 | 0.163851 |