Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.045508 | 0.3525 | 0.362849 |
2 | -0.137553 | -1.0655 | 0.145463 |
3 | 0.302322 | 2.3418 | 0.011265 |
4 | -0.204869 | -1.5869 | 0.058895 |
5 | 0.014118 | 0.1094 | 0.456641 |
6 | 0.417145 | 3.2312 | 0.001002 |
7 | -0.138398 | -1.072 | 0.144001 |
8 | -0.165745 | -1.2839 | 0.102064 |
9 | 0.101104 | 0.7831 | 0.21831 |
10 | -0.286897 | -2.2223 | 0.015022 |
11 | -0.020425 | -0.1582 | 0.437409 |
12 | 0.469796 | 3.639 | 0.000286 |
13 | -0.010395 | -0.0805 | 0.468047 |
14 | -0.200811 | -1.5555 | 0.062546 |
15 | -0.006552 | -0.0508 | 0.479845 |
16 | -0.179444 | -1.39 | 0.084837 |
17 | -0.107684 | -0.8341 | 0.203762 |
18 | 0.177775 | 1.377 | 0.086808 |
19 | -0.085561 | -0.6628 | 0.255013 |
20 | -0.241312 | -1.8692 | 0.03324 |
21 | -0.014686 | -0.1138 | 0.454906 |
22 | -0.158771 | -1.2298 | 0.111779 |
23 | -0.088369 | -0.6845 | 0.248145 |
24 | 0.276573 | 2.1423 | 0.018117 |
25 | 0.110886 | 0.8589 | 0.196902 |
26 | -0.235807 | -1.8266 | 0.036371 |
27 | -0.00757 | -0.0586 | 0.476719 |
28 | -0.099537 | -0.771 | 0.221862 |
29 | -0.198184 | -1.5351 | 0.065005 |
30 | 0.127476 | 0.9874 | 0.163701 |
31 | 0.007708 | 0.0597 | 0.476295 |
32 | -0.246041 | -1.9058 | 0.030733 |
33 | -0.038615 | -0.2991 | 0.382945 |
34 | -0.046979 | -0.3639 | 0.358606 |
35 | -0.145449 | -1.1266 | 0.13219 |
36 | 0.211684 | 1.6397 | 0.053151 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.045508 | 0.3525 | 0.362849 |
2 | -0.139914 | -1.0838 | 0.141401 |
3 | 0.322799 | 2.5004 | 0.007578 |
4 | -0.30857 | -2.3902 | 0.009999 |
5 | 0.225656 | 1.7479 | 0.042797 |
6 | 0.233368 | 1.8077 | 0.037837 |
7 | -0.089216 | -0.6911 | 0.246095 |
8 | -0.166142 | -1.2869 | 0.101531 |
9 | -0.047066 | -0.3646 | 0.358357 |
10 | -0.179867 | -1.3932 | 0.084343 |
11 | 0.065463 | 0.5071 | 0.306981 |
12 | 0.356206 | 2.7592 | 0.003836 |
13 | 0.132589 | 1.027 | 0.154265 |
14 | -0.245904 | -1.9048 | 0.030804 |
15 | -0.261882 | -2.0285 | 0.023476 |
16 | 0.023085 | 0.1788 | 0.429344 |
17 | -0.146801 | -1.1371 | 0.130006 |
18 | -0.111924 | -0.867 | 0.19471 |
19 | 0.006706 | 0.0519 | 0.479372 |
20 | 0.006298 | 0.0488 | 0.480627 |
21 | 0.021588 | 0.1672 | 0.433879 |
22 | 0.043561 | 0.3374 | 0.368489 |
23 | 0.041187 | 0.319 | 0.375406 |
24 | -0.070167 | -0.5435 | 0.294395 |
25 | 0.048183 | 0.3732 | 0.355148 |
26 | -0.168351 | -1.304 | 0.0986 |
27 | 0.013381 | 0.1037 | 0.458896 |
28 | -0.18487 | -1.432 | 0.078667 |
29 | -0.103183 | -0.7993 | 0.213649 |
30 | -0.139229 | -1.0785 | 0.142572 |
31 | 0.105212 | 0.815 | 0.209157 |
32 | -0.011469 | -0.0888 | 0.464752 |
33 | -0.047208 | -0.3657 | 0.357948 |
34 | 0.037332 | 0.2892 | 0.386722 |
35 | -0.05078 | -0.3933 | 0.347731 |
36 | -0.072461 | -0.5613 | 0.288349 |