Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.014093 | 0.0966 | 0.46172 |
2 | -0.214508 | -1.4706 | 0.074032 |
3 | -0.204166 | -1.3997 | 0.084086 |
4 | 0.117981 | 0.8088 | 0.211342 |
5 | -0.106341 | -0.729 | 0.234799 |
6 | -0.079424 | -0.5445 | 0.294334 |
7 | 0.056224 | 0.3855 | 0.35082 |
8 | -0.037708 | -0.2585 | 0.398571 |
9 | -0.049837 | -0.3417 | 0.367064 |
10 | -0.005173 | -0.0355 | 0.48593 |
11 | 0.054295 | 0.3722 | 0.355697 |
12 | -0.096369 | -0.6607 | 0.256025 |
13 | -0.08789 | -0.6025 | 0.274854 |
14 | 0.184163 | 1.2626 | 0.106489 |
15 | 0.047851 | 0.328 | 0.372167 |
16 | 0.026994 | 0.1851 | 0.42699 |
17 | -0.017939 | -0.123 | 0.451322 |
18 | 0.021203 | 0.1454 | 0.442523 |
19 | -0.210633 | -1.444 | 0.077682 |
20 | 0.051598 | 0.3537 | 0.362559 |
21 | 0.07161 | 0.4909 | 0.312879 |
22 | -0.024978 | -0.1712 | 0.432385 |
23 | -0.027406 | -0.1879 | 0.425887 |
24 | -0.085228 | -0.5843 | 0.280909 |
25 | 0.037455 | 0.2568 | 0.399235 |
26 | -0.058608 | -0.4018 | 0.344828 |
27 | 0.077228 | 0.5295 | 0.299492 |
28 | 0.071757 | 0.4919 | 0.312526 |
29 | 0.059837 | 0.4102 | 0.341753 |
30 | -0.087694 | -0.6012 | 0.275299 |
31 | 0.012245 | 0.0839 | 0.466729 |
32 | 0.114782 | 0.7869 | 0.217644 |
33 | 0.034319 | 0.2353 | 0.407508 |
34 | -0.040598 | -0.2783 | 0.390993 |
35 | -0.16627 | -1.1399 | 0.130054 |
36 | -0.001553 | -0.0106 | 0.495776 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.014093 | 0.0966 | 0.46172 |
2 | -0.214749 | -1.4722 | 0.07381 |
3 | -0.207055 | -1.4195 | 0.081177 |
4 | 0.076699 | 0.5258 | 0.300742 |
5 | -0.209213 | -1.4343 | 0.079055 |
6 | -0.094684 | -0.6491 | 0.259709 |
7 | 0.034103 | 0.2338 | 0.408078 |
8 | -0.177531 | -1.2171 | 0.114823 |
9 | -0.050307 | -0.3449 | 0.365859 |
10 | -0.041533 | -0.2847 | 0.388549 |
11 | -0.070283 | -0.4818 | 0.316078 |
12 | -0.12759 | -0.8747 | 0.193089 |
13 | -0.143387 | -0.983 | 0.165317 |
14 | 0.112994 | 0.7747 | 0.221213 |
15 | -0.080818 | -0.5541 | 0.291081 |
16 | 0.05808 | 0.3982 | 0.346151 |
17 | 0.051245 | 0.3513 | 0.363459 |
18 | -0.062947 | -0.4315 | 0.334024 |
19 | -0.170237 | -1.1671 | 0.124531 |
20 | 0.080904 | 0.5546 | 0.290882 |
21 | -0.054306 | -0.3723 | 0.35567 |
22 | -0.094993 | -0.6512 | 0.259032 |
23 | 0.077583 | 0.5319 | 0.298655 |
24 | -0.216732 | -1.4858 | 0.072 |
25 | -0.040769 | -0.2795 | 0.390546 |
26 | -0.059946 | -0.411 | 0.341481 |
27 | -0.044065 | -0.3021 | 0.381956 |
28 | 0.040232 | 0.2758 | 0.391949 |
29 | 0.007245 | 0.0497 | 0.480297 |
30 | -0.097532 | -0.6686 | 0.253496 |
31 | -0.006855 | -0.047 | 0.481357 |
32 | 0.059748 | 0.4096 | 0.341975 |
33 | 0.118653 | 0.8134 | 0.210033 |
34 | -0.001012 | -0.0069 | 0.497248 |
35 | -0.138745 | -0.9512 | 0.173187 |
36 | 0.03812 | 0.2613 | 0.397487 |