Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.014909 | 0.1033 | 0.459081 |
2 | 0.260666 | 1.8059 | 0.0386 |
3 | 0.030835 | 0.2136 | 0.41587 |
4 | 0.098962 | 0.6856 | 0.248124 |
5 | -0.142922 | -0.9902 | 0.163522 |
6 | -0.004316 | -0.0299 | 0.488136 |
7 | 0.084342 | 0.5843 | 0.280864 |
8 | -0.002383 | -0.0165 | 0.493447 |
9 | 0.196387 | 1.3606 | 0.089997 |
10 | -0.016692 | -0.1156 | 0.454207 |
11 | 0.403528 | 2.7957 | 0.003712 |
12 | -0.164607 | -1.1404 | 0.129883 |
13 | 0.022723 | 0.1574 | 0.437783 |
14 | -0.000366 | -0.0025 | 0.498994 |
15 | 0.050192 | 0.3477 | 0.364779 |
16 | -0.158291 | -1.0967 | 0.139128 |
17 | 0.059682 | 0.4135 | 0.340544 |
18 | -0.089964 | -0.6233 | 0.268022 |
19 | -0.149519 | -1.0359 | 0.15272 |
20 | -0.008972 | -0.0622 | 0.475348 |
21 | -0.166586 | -1.1541 | 0.127078 |
22 | 0.052409 | 0.3631 | 0.359062 |
23 | -0.170476 | -1.1811 | 0.121693 |
24 | -0.036874 | -0.2555 | 0.399725 |
25 | -0.043007 | -0.298 | 0.383509 |
26 | 0.013577 | 0.0941 | 0.462725 |
27 | -0.157214 | -1.0892 | 0.14075 |
28 | -0.101549 | -0.7036 | 0.242555 |
29 | -0.098285 | -0.6809 | 0.249592 |
30 | -0.103907 | -0.7199 | 0.237542 |
31 | -0.003503 | -0.0243 | 0.49037 |
32 | -0.060095 | -0.4164 | 0.339504 |
33 | 0.001085 | 0.0075 | 0.497016 |
34 | -0.041513 | -0.2876 | 0.38744 |
35 | -0.020476 | -0.1419 | 0.443892 |
36 | -0.019459 | -0.1348 | 0.446662 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.014909 | 0.1033 | 0.459081 |
2 | 0.260501 | 1.8048 | 0.03869 |
3 | 0.025836 | 0.179 | 0.429347 |
4 | 0.032872 | 0.2277 | 0.410405 |
5 | -0.170064 | -1.1782 | 0.122255 |
6 | -0.04058 | -0.2811 | 0.389904 |
7 | 0.174709 | 1.2104 | 0.116022 |
8 | 0.021445 | 0.1486 | 0.441255 |
9 | 0.176004 | 1.2194 | 0.114326 |
10 | -0.071023 | -0.4921 | 0.312461 |
11 | 0.332428 | 2.3031 | 0.012824 |
12 | -0.194418 | -1.347 | 0.092158 |
13 | -0.185509 | -1.2852 | 0.102437 |
14 | 0.133685 | 0.9262 | 0.179489 |
15 | 0.054676 | 0.3788 | 0.35325 |
16 | -0.078533 | -0.5441 | 0.294448 |
17 | -0.005489 | -0.038 | 0.484911 |
18 | -0.225341 | -1.5612 | 0.062522 |
19 | -0.118391 | -0.8202 | 0.208069 |
20 | -0.01413 | -0.0979 | 0.461212 |
21 | -0.10275 | -0.7119 | 0.239995 |
22 | 0.008754 | 0.0607 | 0.475944 |
23 | -0.021201 | -0.1469 | 0.441918 |
24 | -0.083135 | -0.576 | 0.283661 |
25 | -0.019409 | -0.1345 | 0.446798 |
26 | -0.023401 | -0.1621 | 0.435943 |
27 | 0.022029 | 0.1526 | 0.439667 |
28 | -0.178469 | -1.2365 | 0.11115 |
29 | 0.029156 | 0.202 | 0.420386 |
30 | 0.147387 | 1.0211 | 0.156157 |
31 | -0.032895 | -0.2279 | 0.410346 |
32 | 0.045456 | 0.3149 | 0.377092 |
33 | -0.067657 | -0.4687 | 0.320689 |
34 | -0.011496 | -0.0796 | 0.468425 |
35 | 0.083619 | 0.5793 | 0.282539 |
36 | -0.027641 | -0.1915 | 0.424469 |