Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.055239 | -0.4243 | 0.336445 |
2 | -0.1434 | -1.1015 | 0.137582 |
3 | -0.167081 | -1.2834 | 0.10219 |
4 | 0.073519 | 0.5647 | 0.287206 |
5 | 0.150495 | 1.156 | 0.126176 |
6 | 0.104926 | 0.806 | 0.211753 |
7 | 0.151432 | 1.1632 | 0.124721 |
8 | -0.100172 | -0.7694 | 0.222352 |
9 | 0.14035 | 1.0781 | 0.142699 |
10 | 0.009667 | 0.0743 | 0.470531 |
11 | -0.172619 | -1.3259 | 0.09499 |
12 | 0.013839 | 0.1063 | 0.457853 |
13 | 0.005347 | 0.0411 | 0.48369 |
14 | 0.271417 | 2.0848 | 0.020712 |
15 | -0.005054 | -0.0388 | 0.484582 |
16 | 0.027471 | 0.211 | 0.416804 |
17 | -0.071378 | -0.5483 | 0.29279 |
18 | -0.077294 | -0.5937 | 0.277489 |
19 | -0.015783 | -0.1212 | 0.451959 |
20 | -0.035551 | -0.2731 | 0.392876 |
21 | 0.129133 | 0.9919 | 0.162651 |
22 | 0.033475 | 0.2571 | 0.398988 |
23 | 0.031723 | 0.2437 | 0.404167 |
24 | -0.114735 | -0.8813 | 0.190867 |
25 | -0.206075 | -1.5829 | 0.059396 |
26 | -0.054129 | -0.4158 | 0.339543 |
27 | 0.01265 | 0.0972 | 0.461461 |
28 | 0.17118 | 1.3149 | 0.096823 |
29 | 0.004586 | 0.0352 | 0.486008 |
30 | -0.1657 | -1.2728 | 0.104047 |
31 | -0.145386 | -1.1167 | 0.134319 |
32 | 0.039094 | 0.3003 | 0.382507 |
33 | -0.010139 | -0.0779 | 0.469093 |
34 | -0.030159 | -0.2317 | 0.408803 |
35 | 0.04119 | 0.3164 | 0.376413 |
36 | -0.063998 | -0.4916 | 0.312422 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.055239 | -0.4243 | 0.336445 |
2 | -0.146899 | -1.1284 | 0.131869 |
3 | -0.188921 | -1.4511 | 0.07602 |
4 | 0.026662 | 0.2048 | 0.419218 |
5 | 0.11247 | 0.8639 | 0.195571 |
6 | 0.119957 | 0.9214 | 0.180295 |
7 | 0.248104 | 1.9057 | 0.030781 |
8 | 0.018865 | 0.1449 | 0.44264 |
9 | 0.24086 | 1.8501 | 0.034656 |
10 | 0.081966 | 0.6296 | 0.265697 |
11 | -0.22016 | -1.6911 | 0.048049 |
12 | -0.050463 | -0.3876 | 0.349848 |
13 | -0.173427 | -1.3321 | 0.093973 |
14 | 0.116185 | 0.8924 | 0.187892 |
15 | 0.03309 | 0.2542 | 0.400125 |
16 | 0.099795 | 0.7665 | 0.223206 |
17 | 0.155749 | 1.1963 | 0.118177 |
18 | -0.006826 | -0.0524 | 0.479182 |
19 | -0.110043 | -0.8453 | 0.20069 |
20 | -0.144616 | -1.1108 | 0.135577 |
21 | -0.121254 | -0.9314 | 0.177729 |
22 | -0.049496 | -0.3802 | 0.352585 |
23 | -0.019713 | -0.1514 | 0.440081 |
24 | -0.025195 | -0.1935 | 0.423606 |
25 | -0.067481 | -0.5183 | 0.303082 |
26 | -0.101225 | -0.7775 | 0.219978 |
27 | -0.063591 | -0.4885 | 0.313519 |
28 | 0.039151 | 0.3007 | 0.38234 |
29 | 0.052398 | 0.4025 | 0.344394 |
30 | -0.130894 | -1.0054 | 0.1594 |
31 | -0.10229 | -0.7857 | 0.217593 |
32 | 0.090387 | 0.6943 | 0.245118 |
33 | -0.035374 | -0.2717 | 0.393394 |
34 | 0.06239 | 0.4792 | 0.316775 |
35 | 0.094524 | 0.7261 | 0.235338 |
36 | -0.059178 | -0.4546 | 0.32555 |