Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.044715 | 0.3464 | 0.365141 |
2 | 0.284018 | 2.2 | 0.015835 |
3 | -0.145409 | -1.1263 | 0.132255 |
4 | 0.107325 | 0.8313 | 0.20454 |
5 | 0.158932 | 1.2311 | 0.111548 |
6 | 0.036768 | 0.2848 | 0.388388 |
7 | -0.109339 | -0.8469 | 0.200198 |
8 | -0.122631 | -0.9499 | 0.172988 |
9 | -0.049338 | -0.3822 | 0.351842 |
10 | -0.048633 | -0.3767 | 0.353859 |
11 | -0.081141 | -0.6285 | 0.266026 |
12 | -0.184071 | -1.4258 | 0.079553 |
13 | -0.006468 | -0.0501 | 0.480104 |
14 | -0.001572 | -0.0122 | 0.495163 |
15 | 0.06343 | 0.4913 | 0.312494 |
16 | 0.084878 | 0.6575 | 0.2567 |
17 | -0.027329 | -0.2117 | 0.416534 |
18 | 0.021875 | 0.1694 | 0.433008 |
19 | 0.040483 | 0.3136 | 0.377465 |
20 | -0.018091 | -0.1401 | 0.444513 |
21 | 0.213906 | 1.6569 | 0.051379 |
22 | -0.135596 | -1.0503 | 0.148891 |
23 | 0.195285 | 1.5127 | 0.067806 |
24 | -0.127738 | -0.9895 | 0.163207 |
25 | 0.144516 | 1.1194 | 0.133713 |
26 | 0.059828 | 0.4634 | 0.322367 |
27 | 0.010988 | 0.0851 | 0.466229 |
28 | -0.086407 | -0.6693 | 0.252934 |
29 | -0.026655 | -0.2065 | 0.418562 |
30 | -0.02143 | -0.166 | 0.434358 |
31 | 0.047361 | 0.3669 | 0.357508 |
32 | -0.040033 | -0.3101 | 0.378782 |
33 | -0.152209 | -1.179 | 0.121525 |
34 | -0.105852 | -0.8199 | 0.207752 |
35 | -0.140294 | -1.0867 | 0.140755 |
36 | -0.103998 | -0.8056 | 0.211838 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.044715 | 0.3464 | 0.365141 |
2 | 0.282583 | 2.1889 | 0.016254 |
3 | -0.182026 | -1.41 | 0.081856 |
4 | 0.051461 | 0.3986 | 0.345795 |
5 | 0.270304 | 2.0938 | 0.020257 |
6 | -0.082805 | -0.6414 | 0.261851 |
7 | -0.247601 | -1.9179 | 0.029943 |
8 | -0.005701 | -0.0442 | 0.482462 |
9 | 0.052465 | 0.4064 | 0.34295 |
10 | -0.148146 | -1.1475 | 0.127859 |
11 | -0.10398 | -0.8054 | 0.211878 |
12 | -0.041162 | -0.3188 | 0.375477 |
13 | 0.108206 | 0.8382 | 0.202635 |
14 | 0.029902 | 0.2316 | 0.408811 |
15 | -0.032787 | -0.254 | 0.400195 |
16 | 0.17879 | 1.3849 | 0.085606 |
17 | 0.009995 | 0.0774 | 0.469273 |
18 | -0.158361 | -1.2267 | 0.112371 |
19 | 0.045545 | 0.3528 | 0.362741 |
20 | -0.02568 | -0.1989 | 0.421499 |
21 | 0.175792 | 1.3617 | 0.089196 |
22 | -0.202197 | -1.5662 | 0.061279 |
23 | 0.135429 | 1.049 | 0.149186 |
24 | 0.077549 | 0.6007 | 0.275154 |
25 | -0.00327 | -0.0253 | 0.489938 |
26 | 0.101637 | 0.7873 | 0.21711 |
27 | -0.029687 | -0.23 | 0.409454 |
28 | -0.130816 | -1.0133 | 0.157493 |
29 | 0.035573 | 0.2755 | 0.39192 |
30 | 0.000922 | 0.0071 | 0.497163 |
31 | -0.042338 | -0.328 | 0.372045 |
32 | -0.033552 | -0.2599 | 0.397919 |
33 | -0.033238 | -0.2575 | 0.398851 |
34 | -0.107733 | -0.8345 | 0.203656 |
35 | -0.086878 | -0.673 | 0.251781 |
36 | -0.15424 | -1.1947 | 0.118446 |