Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.155732 | -1.0212 | 0.156434 |
2 | 0.197857 | 1.2974 | 0.100699 |
3 | 0.325362 | 2.1335 | 0.019313 |
4 | 0.056807 | 0.3725 | 0.355671 |
5 | 0.028994 | 0.1901 | 0.425052 |
6 | 0.283953 | 1.862 | 0.034723 |
7 | -0.050056 | -0.3282 | 0.372161 |
8 | -0.042757 | -0.2804 | 0.390266 |
9 | 0.144084 | 0.9448 | 0.175015 |
10 | -0.13219 | -0.8668 | 0.195424 |
11 | -0.061466 | -0.4031 | 0.34445 |
12 | -0.088888 | -0.5829 | 0.28151 |
13 | -0.070172 | -0.4602 | 0.323863 |
14 | -0.178216 | -1.1686 | 0.124493 |
15 | -0.00561 | -0.0368 | 0.485412 |
16 | -0.145309 | -0.9529 | 0.172994 |
17 | -0.044872 | -0.2942 | 0.384993 |
18 | -0.054293 | -0.356 | 0.361782 |
19 | -0.184503 | -1.2099 | 0.116469 |
20 | -0.060992 | -0.4 | 0.345586 |
21 | -0.007469 | -0.049 | 0.480582 |
22 | -0.233951 | -1.5341 | 0.066163 |
23 | 0.158707 | 1.0407 | 0.151913 |
24 | -0.231807 | -1.5201 | 0.067908 |
25 | -0.014685 | -0.0963 | 0.461865 |
26 | 0.074341 | 0.4875 | 0.314194 |
27 | -0.041571 | -0.2726 | 0.393234 |
28 | -0.104422 | -0.6847 | 0.248591 |
29 | 0.083441 | 0.5472 | 0.293548 |
30 | -0.044442 | -0.2914 | 0.386063 |
31 | -0.051648 | -0.3387 | 0.368251 |
32 | 0.131593 | 0.8629 | 0.196486 |
33 | -0.049535 | -0.3248 | 0.373445 |
34 | 0.02898 | 0.19 | 0.425089 |
35 | -0.014828 | -0.0972 | 0.461497 |
36 | 0.062258 | 0.4083 | 0.342556 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.155732 | -1.0212 | 0.156434 |
2 | 0.17792 | 1.1667 | 0.124881 |
3 | 0.400483 | 2.6261 | 0.005958 |
4 | 0.174793 | 1.1462 | 0.129027 |
5 | -0.09902 | -0.6493 | 0.259794 |
6 | 0.112416 | 0.7372 | 0.232515 |
7 | -0.025296 | -0.1659 | 0.434516 |
8 | -0.184198 | -1.2079 | 0.11685 |
9 | -0.04684 | -0.3072 | 0.380105 |
10 | -0.096834 | -0.635 | 0.264402 |
11 | -0.07545 | -0.4948 | 0.311645 |
12 | -0.193111 | -1.2663 | 0.106109 |
13 | -0.030751 | -0.2016 | 0.420571 |
14 | -0.038411 | -0.2519 | 0.401167 |
15 | 0.046519 | 0.305 | 0.380902 |
16 | 0.012711 | 0.0834 | 0.466979 |
17 | 0.09325 | 0.6115 | 0.272049 |
18 | 0.071138 | 0.4665 | 0.321613 |
19 | -0.175859 | -1.1532 | 0.127602 |
20 | -0.146046 | -0.9577 | 0.171786 |
21 | 0.02975 | 0.1951 | 0.423124 |
22 | -0.17871 | -1.1719 | 0.123849 |
23 | 0.146824 | 0.9628 | 0.170518 |
24 | -0.195746 | -1.2836 | 0.103079 |
25 | 0.017748 | 0.1164 | 0.453945 |
26 | 0.101324 | 0.6644 | 0.254983 |
27 | 0.099353 | 0.6515 | 0.259094 |
28 | -0.028963 | -0.1899 | 0.425132 |
29 | -0.101922 | -0.6684 | 0.253741 |
30 | -0.014565 | -0.0955 | 0.462178 |
31 | -0.058952 | -0.3866 | 0.350488 |
32 | -0.039489 | -0.2589 | 0.398457 |
33 | -0.00986 | -0.0647 | 0.474375 |
34 | -0.009324 | -0.0611 | 0.475766 |
35 | -0.06928 | -0.4543 | 0.325949 |
36 | -0.059319 | -0.389 | 0.349606 |