Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.056854 | -0.433 | 0.333314 |
2 | -0.062232 | -0.4739 | 0.31866 |
3 | -0.350635 | -2.6704 | 0.004907 |
4 | -0.287864 | -2.1923 | 0.016192 |
5 | -0.05126 | -0.3904 | 0.348841 |
6 | 0.265971 | 2.0256 | 0.023709 |
7 | 0.129074 | 0.983 | 0.164845 |
8 | 0.196623 | 1.4974 | 0.069852 |
9 | -0.05756 | -0.4384 | 0.331375 |
10 | -0.202842 | -1.5448 | 0.063917 |
11 | -0.11833 | -0.9012 | 0.185612 |
12 | 0.06826 | 0.5198 | 0.302574 |
13 | -0.142149 | -1.0826 | 0.14174 |
14 | 0.202187 | 1.5398 | 0.064523 |
15 | 0.151572 | 1.1543 | 0.126548 |
16 | -0.028223 | -0.2149 | 0.415284 |
17 | -0.045495 | -0.3465 | 0.365119 |
18 | -0.157726 | -1.2012 | 0.117277 |
19 | -0.136 | -1.0357 | 0.152311 |
20 | 0.117861 | 0.8976 | 0.186555 |
21 | 0.078263 | 0.596 | 0.276737 |
22 | 0.089849 | 0.6843 | 0.248264 |
23 | 0.055614 | 0.4235 | 0.336733 |
24 | -0.225965 | -1.7209 | 0.0453 |
25 | -0.050685 | -0.386 | 0.350452 |
26 | 0.113285 | 0.8628 | 0.195913 |
27 | 0.096891 | 0.7379 | 0.231775 |
28 | -0.005493 | -0.0418 | 0.483387 |
29 | 0.016525 | 0.1259 | 0.450142 |
30 | -0.249845 | -1.9028 | 0.03102 |
31 | 0.071872 | 0.5474 | 0.293116 |
32 | -0.012378 | -0.0943 | 0.462609 |
33 | 0.089391 | 0.6808 | 0.24936 |
34 | 0.072411 | 0.5515 | 0.291715 |
35 | 0.033984 | 0.2588 | 0.398349 |
36 | -0.169892 | -1.2939 | 0.100421 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.056854 | -0.433 | 0.333314 |
2 | -0.065676 | -0.5002 | 0.309422 |
3 | -0.360858 | -2.7482 | 0.003987 |
4 | -0.397788 | -3.0295 | 0.001827 |
5 | -0.284749 | -2.1686 | 0.017114 |
6 | -0.021789 | -0.1659 | 0.43439 |
7 | -0.151018 | -1.1501 | 0.127407 |
8 | 0.015742 | 0.1199 | 0.452492 |
9 | 0.046202 | 0.3519 | 0.363109 |
10 | -0.057654 | -0.4391 | 0.331118 |
11 | -0.002039 | -0.0155 | 0.493832 |
12 | 0.160981 | 1.226 | 0.112578 |
13 | -0.230889 | -1.7584 | 0.041977 |
14 | -0.040022 | -0.3048 | 0.380804 |
15 | 0.195496 | 1.4889 | 0.070972 |
16 | -0.034795 | -0.265 | 0.395977 |
17 | -0.072236 | -0.5501 | 0.29217 |
18 | -0.028462 | -0.2168 | 0.414578 |
19 | -0.061019 | -0.4647 | 0.321941 |
20 | -0.036603 | -0.2788 | 0.39071 |
21 | -0.007932 | -0.0604 | 0.476018 |
22 | -0.030991 | -0.236 | 0.407125 |
23 | -0.066401 | -0.5057 | 0.307494 |
24 | -0.234593 | -1.7866 | 0.039614 |
25 | 0.025883 | 0.1971 | 0.422213 |
26 | 0.111705 | 0.8507 | 0.199213 |
27 | 0.061818 | 0.4708 | 0.319778 |
28 | -0.031354 | -0.2388 | 0.406056 |
29 | 0.059659 | 0.4544 | 0.325635 |
30 | -0.171119 | -1.3032 | 0.098827 |
31 | 0.035183 | 0.2679 | 0.394845 |
32 | -0.048882 | -0.3723 | 0.355523 |
33 | -0.084954 | -0.647 | 0.260096 |
34 | -0.10095 | -0.7688 | 0.222561 |
35 | 0.006851 | 0.0522 | 0.479283 |
36 | -0.07343 | -0.5592 | 0.28908 |