Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.10344 | 0.7167 | 0.238531 |
2 | 0.318605 | 2.2074 | 0.016051 |
3 | 0.327497 | 2.269 | 0.013902 |
4 | 0.23063 | 1.5979 | 0.058319 |
5 | 0.084464 | 0.5852 | 0.280583 |
6 | 0.173662 | 1.2032 | 0.117406 |
7 | 0.063532 | 0.4402 | 0.330897 |
8 | 0.152587 | 1.0572 | 0.147867 |
9 | 0.099024 | 0.6861 | 0.247988 |
10 | -0.096562 | -0.669 | 0.253349 |
11 | 0.345788 | 2.3957 | 0.010268 |
12 | -0.176776 | -1.2247 | 0.113325 |
13 | 0.012468 | 0.0864 | 0.465761 |
14 | 0.062717 | 0.4345 | 0.332931 |
15 | 0.056123 | 0.3888 | 0.34956 |
16 | -0.080881 | -0.5604 | 0.288921 |
17 | 0.107788 | 0.7468 | 0.229421 |
18 | -0.156803 | -1.0864 | 0.141372 |
19 | -0.03024 | -0.2095 | 0.417468 |
20 | -0.129684 | -0.8985 | 0.186708 |
21 | -0.239753 | -1.6611 | 0.05161 |
22 | -0.073525 | -0.5094 | 0.306405 |
23 | -0.224034 | -1.5522 | 0.063597 |
24 | -0.166663 | -1.1547 | 0.12697 |
25 | -0.152244 | -1.0548 | 0.148404 |
26 | -0.077771 | -0.5388 | 0.296252 |
27 | -0.225167 | -1.56 | 0.062664 |
28 | -0.106699 | -0.7392 | 0.231683 |
29 | -0.174659 | -1.2101 | 0.116088 |
30 | -0.077373 | -0.5361 | 0.297198 |
31 | -0.072434 | -0.5018 | 0.309039 |
32 | -0.109096 | -0.7558 | 0.226719 |
33 | -0.00818 | -0.0567 | 0.477522 |
34 | -0.041988 | -0.2909 | 0.38619 |
35 | -0.0086 | -0.0596 | 0.476368 |
36 | -0.052607 | -0.3645 | 0.358553 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.10344 | 0.7167 | 0.238531 |
2 | 0.311236 | 2.1563 | 0.01805 |
3 | 0.305107 | 2.1138 | 0.019875 |
4 | 0.141431 | 0.9799 | 0.166033 |
5 | -0.118907 | -0.8238 | 0.207061 |
6 | -0.036815 | -0.2551 | 0.399883 |
7 | -0.047613 | -0.3299 | 0.371467 |
8 | 0.117987 | 0.8174 | 0.20886 |
9 | 0.092693 | 0.6422 | 0.261902 |
10 | -0.228358 | -1.5821 | 0.060096 |
11 | 0.303853 | 2.1052 | 0.020268 |
12 | -0.254751 | -1.765 | 0.041966 |
13 | -0.077081 | -0.534 | 0.297893 |
14 | 0.050482 | 0.3498 | 0.364028 |
15 | 0.098199 | 0.6803 | 0.249778 |
16 | 0.044545 | 0.3086 | 0.379474 |
17 | -0.021207 | -0.1469 | 0.441903 |
18 | -0.225422 | -1.5618 | 0.062456 |
19 | -0.142473 | -0.9871 | 0.164277 |
20 | -0.116454 | -0.8068 | 0.211876 |
21 | -0.021543 | -0.1493 | 0.440989 |
22 | -0.077057 | -0.5339 | 0.297948 |
23 | 0.059988 | 0.4156 | 0.339775 |
24 | 0.003681 | 0.0255 | 0.489881 |
25 | -0.116775 | -0.809 | 0.211241 |
26 | 0.024909 | 0.1726 | 0.431856 |
27 | -0.029479 | -0.2042 | 0.419516 |
28 | -0.126719 | -0.8779 | 0.192177 |
29 | 0.118743 | 0.8227 | 0.20738 |
30 | 0.006905 | 0.0478 | 0.481023 |
31 | 0.10815 | 0.7493 | 0.228672 |
32 | -0.026955 | -0.1868 | 0.426322 |
33 | -0.005574 | -0.0386 | 0.484677 |
34 | -0.0332 | -0.23 | 0.409527 |
35 | 0.086182 | 0.5971 | 0.276628 |
36 | 0.052767 | 0.3656 | 0.358142 |