Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.000861 | 0.0066 | 0.497396 |
2 | -0.169295 | -1.2893 | 0.101203 |
3 | -0.402008 | -3.0616 | 0.001667 |
4 | -0.320248 | -2.4389 | 0.008906 |
5 | 0.062936 | 0.4793 | 0.316761 |
6 | 0.388172 | 2.9562 | 0.002249 |
7 | 0.23353 | 1.7785 | 0.040281 |
8 | -0.071231 | -0.5425 | 0.294783 |
9 | -0.169066 | -1.2876 | 0.101506 |
10 | -0.244131 | -1.8592 | 0.034034 |
11 | -0.047797 | -0.364 | 0.358587 |
12 | 0.335113 | 2.5521 | 0.006681 |
13 | -0.037315 | -0.2842 | 0.388642 |
14 | 0.022681 | 0.1727 | 0.431732 |
15 | 0.02418 | 0.1842 | 0.427269 |
16 | -0.081594 | -0.6214 | 0.268386 |
17 | -0.064854 | -0.4939 | 0.311616 |
18 | 0.008876 | 0.0676 | 0.47317 |
19 | 0.007546 | 0.0575 | 0.477185 |
20 | 0.001015 | 0.0077 | 0.49693 |
21 | 0.122472 | 0.9327 | 0.177415 |
22 | -0.009584 | -0.073 | 0.471034 |
23 | -0.079721 | -0.6071 | 0.273064 |
24 | 0.069798 | 0.5316 | 0.298529 |
25 | -0.190156 | -1.4482 | 0.076475 |
26 | 0.0451 | 0.3435 | 0.366243 |
27 | 0.081871 | 0.6235 | 0.267698 |
28 | 0.068906 | 0.5248 | 0.300871 |
29 | 0.023636 | 0.18 | 0.428888 |
30 | -0.058685 | -0.4469 | 0.328295 |
31 | -0.017397 | -0.1325 | 0.447527 |
32 | -0.103687 | -0.7897 | 0.216471 |
33 | -0.006048 | -0.0461 | 0.48171 |
34 | 0.022464 | 0.1711 | 0.432379 |
35 | 0.093912 | 0.7152 | 0.238674 |
36 | 0.132279 | 1.0074 | 0.158961 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.000861 | 0.0066 | 0.497396 |
2 | -0.169296 | -1.2893 | 0.101202 |
3 | -0.413545 | -3.1495 | 0.001293 |
4 | -0.46723 | -3.5583 | 0.000376 |
5 | -0.310945 | -2.3681 | 0.010617 |
6 | -0.022416 | -0.1707 | 0.432521 |
7 | -0.052681 | -0.4012 | 0.34487 |
8 | -0.193148 | -1.471 | 0.073352 |
9 | -0.052102 | -0.3968 | 0.346487 |
10 | -0.070101 | -0.5339 | 0.297734 |
11 | -0.123505 | -0.9406 | 0.175408 |
12 | 0.196353 | 1.4954 | 0.070118 |
13 | -0.224897 | -1.7128 | 0.046049 |
14 | -0.146978 | -1.1194 | 0.133802 |
15 | 0.179401 | 1.3663 | 0.088563 |
16 | 0.158916 | 1.2103 | 0.115542 |
17 | -0.032056 | -0.2441 | 0.403995 |
18 | -0.082812 | -0.6307 | 0.265365 |
19 | 0.088065 | 0.6707 | 0.252543 |
20 | 0.081326 | 0.6194 | 0.269053 |
21 | 0.058059 | 0.4422 | 0.330009 |
22 | 0.023375 | 0.178 | 0.429664 |
23 | -0.080978 | -0.6167 | 0.26992 |
24 | 0.160161 | 1.2197 | 0.113748 |
25 | 0.038672 | 0.2945 | 0.384708 |
26 | -0.02378 | -0.1811 | 0.428459 |
27 | -0.125393 | -0.955 | 0.17178 |
28 | 0.019578 | 0.1491 | 0.440995 |
29 | 0.161706 | 1.2315 | 0.111549 |
30 | -0.061669 | -0.4697 | 0.320182 |
31 | 0.031563 | 0.2404 | 0.405443 |
32 | 0.005282 | 0.0402 | 0.484026 |
33 | -0.122556 | -0.9334 | 0.177252 |
34 | -0.039682 | -0.3022 | 0.381787 |
35 | 0.019676 | 0.1498 | 0.440702 |
36 | -0.031108 | -0.2369 | 0.40678 |