Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.012768 | 0.0875 | 0.465309 |
2 | 0.261417 | 1.7922 | 0.039771 |
3 | 0.032772 | 0.2247 | 0.411603 |
4 | 0.102332 | 0.7015 | 0.24321 |
5 | -0.143748 | -0.9855 | 0.164716 |
6 | -0.002469 | -0.0169 | 0.493284 |
7 | 0.082123 | 0.563 | 0.288052 |
8 | -0.004753 | -0.0326 | 0.487071 |
9 | 0.196761 | 1.3489 | 0.091912 |
10 | -0.011161 | -0.0765 | 0.469666 |
11 | 0.406764 | 2.7886 | 0.003809 |
12 | -0.163148 | -1.1185 | 0.134521 |
13 | 0.029858 | 0.2047 | 0.419346 |
14 | 0.001547 | 0.0106 | 0.495791 |
15 | 0.053411 | 0.3662 | 0.357941 |
16 | -0.168657 | -1.1563 | 0.126711 |
17 | 0.065533 | 0.4493 | 0.327649 |
18 | -0.089513 | -0.6137 | 0.271196 |
19 | -0.149143 | -1.0225 | 0.155896 |
20 | -0.00301 | -0.0206 | 0.491813 |
21 | -0.162128 | -1.1115 | 0.136005 |
22 | 0.054368 | 0.3727 | 0.355514 |
23 | -0.170154 | -1.1665 | 0.124645 |
24 | -0.029502 | -0.2023 | 0.420296 |
25 | -0.050401 | -0.3455 | 0.365619 |
26 | 0.011538 | 0.0791 | 0.468645 |
27 | -0.164753 | -1.1295 | 0.132211 |
28 | -0.099578 | -0.6827 | 0.249082 |
29 | -0.100329 | -0.6878 | 0.247473 |
30 | -0.103272 | -0.708 | 0.241221 |
31 | -0.004013 | -0.0275 | 0.489085 |
32 | -0.056804 | -0.3894 | 0.349358 |
33 | -0.00494 | -0.0339 | 0.486564 |
34 | -0.038157 | -0.2616 | 0.397389 |
35 | -0.016881 | -0.1157 | 0.45418 |
36 | -0.022538 | -0.1545 | 0.438933 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.012768 | 0.0875 | 0.465309 |
2 | 0.261297 | 1.7914 | 0.039838 |
3 | 0.028951 | 0.1985 | 0.421763 |
4 | 0.036168 | 0.248 | 0.402625 |
5 | -0.172218 | -1.1807 | 0.121838 |
6 | -0.041429 | -0.284 | 0.388821 |
7 | 0.172644 | 1.1836 | 0.121264 |
8 | 0.019761 | 0.1355 | 0.446407 |
9 | 0.17924 | 1.2288 | 0.112631 |
10 | -0.063432 | -0.4349 | 0.332823 |
11 | 0.335135 | 2.2976 | 0.013042 |
12 | -0.196017 | -1.3438 | 0.092729 |
13 | -0.18421 | -1.2629 | 0.106431 |
14 | 0.132745 | 0.9101 | 0.183719 |
15 | 0.058055 | 0.398 | 0.346214 |
16 | -0.088974 | -0.61 | 0.272407 |
17 | -0.000554 | -0.0038 | 0.498492 |
18 | -0.215489 | -1.4773 | 0.07313 |
19 | -0.123175 | -0.8444 | 0.20135 |
20 | -0.012627 | -0.0866 | 0.465691 |
21 | -0.109243 | -0.7489 | 0.228815 |
22 | 0.011728 | 0.0804 | 0.46813 |
23 | -0.013289 | -0.0911 | 0.463898 |
24 | -0.083631 | -0.5733 | 0.284572 |
25 | -0.02684 | -0.184 | 0.427401 |
26 | -0.030781 | -0.211 | 0.416891 |
27 | 0.023544 | 0.1614 | 0.43623 |
28 | -0.179846 | -1.233 | 0.111861 |
29 | 0.027561 | 0.189 | 0.425473 |
30 | 0.154899 | 1.0619 | 0.146847 |
31 | -0.036327 | -0.249 | 0.402205 |
32 | 0.047844 | 0.328 | 0.372183 |
33 | -0.069576 | -0.477 | 0.317791 |
34 | -0.007821 | -0.0536 | 0.478733 |
35 | 0.086268 | 0.5914 | 0.278536 |
36 | -0.019638 | -0.1346 | 0.44674 |