Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.131737 | 0.9127 | 0.182982 |
2 | 0.234622 | 1.6255 | 0.055302 |
3 | 0.323898 | 2.244 | 0.014739 |
4 | 0.225367 | 1.5614 | 0.062501 |
5 | 0.096353 | 0.6676 | 0.253808 |
6 | 0.163854 | 1.1352 | 0.130961 |
7 | 0.030484 | 0.2112 | 0.416812 |
8 | 0.168209 | 1.1654 | 0.124811 |
9 | 0.050082 | 0.347 | 0.365063 |
10 | -0.054709 | -0.379 | 0.353167 |
11 | 0.316549 | 2.1931 | 0.016588 |
12 | -0.075939 | -0.5261 | 0.300613 |
13 | -0.035656 | -0.247 | 0.402969 |
14 | 0.129831 | 0.8995 | 0.186439 |
15 | 0.030757 | 0.2131 | 0.41608 |
16 | -0.021502 | -0.149 | 0.441099 |
17 | 0.093087 | 0.6449 | 0.261024 |
18 | -0.138269 | -0.958 | 0.171443 |
19 | 0.041372 | 0.2866 | 0.387814 |
20 | -0.083832 | -0.5808 | 0.282044 |
21 | -0.231083 | -1.601 | 0.05797 |
22 | -0.070495 | -0.4884 | 0.313743 |
23 | -0.105607 | -0.7317 | 0.233965 |
24 | -0.229178 | -1.5878 | 0.05945 |
25 | -0.132825 | -0.9202 | 0.181025 |
26 | -0.152695 | -1.0579 | 0.147698 |
27 | -0.207676 | -1.4388 | 0.078346 |
28 | -0.133097 | -0.9221 | 0.180537 |
29 | -0.150517 | -1.0428 | 0.151129 |
30 | -0.092814 | -0.643 | 0.26163 |
31 | -0.032934 | -0.2282 | 0.41024 |
32 | -0.156777 | -1.0862 | 0.141411 |
33 | 0.001633 | 0.0113 | 0.49551 |
34 | 0.00245 | 0.017 | 0.493265 |
35 | -0.040555 | -0.281 | 0.389969 |
36 | -0.040011 | -0.2772 | 0.391407 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.131737 | 0.9127 | 0.182982 |
2 | 0.221104 | 1.5319 | 0.066061 |
3 | 0.289636 | 2.0067 | 0.025219 |
4 | 0.151618 | 1.0504 | 0.149387 |
5 | -0.049717 | -0.3445 | 0.366005 |
6 | 0.000451 | 0.0031 | 0.498759 |
7 | -0.107871 | -0.7474 | 0.229247 |
8 | 0.11305 | 0.7832 | 0.218669 |
9 | 0.008668 | 0.0601 | 0.476181 |
10 | -0.12446 | -0.8623 | 0.19641 |
11 | 0.31425 | 2.1772 | 0.017207 |
12 | -0.1673 | -1.1591 | 0.126076 |
13 | -0.092528 | -0.6411 | 0.262269 |
14 | 0.048373 | 0.3351 | 0.369491 |
15 | -0.003712 | -0.0257 | 0.489796 |
16 | 0.052937 | 0.3668 | 0.357706 |
17 | 0.017917 | 0.1241 | 0.450865 |
18 | -0.163109 | -1.13 | 0.132035 |
19 | -0.023981 | -0.1661 | 0.43437 |
20 | -0.099403 | -0.6887 | 0.24717 |
21 | -0.147137 | -1.0194 | 0.156563 |
22 | -0.119277 | -0.8264 | 0.20634 |
23 | 0.076297 | 0.5286 | 0.299759 |
24 | -0.013321 | -0.0923 | 0.463427 |
25 | -0.131755 | -0.9128 | 0.182949 |
26 | -0.025427 | -0.1762 | 0.430453 |
27 | -0.10076 | -0.6981 | 0.244245 |
28 | -0.08076 | -0.5595 | 0.289204 |
29 | 0.155385 | 1.0765 | 0.143533 |
30 | -0.011966 | -0.0829 | 0.467138 |
31 | 0.104232 | 0.7221 | 0.236857 |
32 | 0.010618 | 0.0736 | 0.470831 |
33 | 0.016164 | 0.112 | 0.455651 |
34 | -0.020591 | -0.1427 | 0.44358 |
35 | 0.096689 | 0.6699 | 0.253073 |
36 | 0.028429 | 0.197 | 0.422345 |