Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.084662 | 0.6878 | 0.246994 |
2 | 0.122369 | 0.9941 | 0.161895 |
3 | 0.050158 | 0.4075 | 0.342485 |
4 | 0.106248 | 0.8632 | 0.195587 |
5 | 0.067749 | 0.5504 | 0.291953 |
6 | 0.043703 | 0.355 | 0.361845 |
7 | 0.034074 | 0.2768 | 0.391392 |
8 | 0.091729 | 0.7452 | 0.229396 |
9 | 0.107693 | 0.8749 | 0.1924 |
10 | -0.093983 | -0.7635 | 0.223936 |
11 | 0.186247 | 1.5131 | 0.067517 |
12 | -0.14916 | -1.2118 | 0.114958 |
13 | -0.018606 | -0.1512 | 0.440156 |
14 | 0.136792 | 1.1113 | 0.135235 |
15 | 0.131771 | 1.0705 | 0.144145 |
16 | 0.020589 | 0.1673 | 0.433835 |
17 | -0.037181 | -0.3021 | 0.381778 |
18 | 0.052462 | 0.4262 | 0.335672 |
19 | 0.085897 | 0.6978 | 0.243867 |
20 | 0.048631 | 0.3951 | 0.34703 |
21 | -0.119042 | -0.9671 | 0.168511 |
22 | 0.021261 | 0.1727 | 0.431697 |
23 | 0.051938 | 0.4219 | 0.337217 |
24 | -0.224665 | -1.8252 | 0.036249 |
25 | -0.128924 | -1.0474 | 0.149372 |
26 | -0.195361 | -1.5871 | 0.058633 |
27 | -0.082866 | -0.6732 | 0.251582 |
28 | -0.131487 | -1.0682 | 0.14466 |
29 | 0.014337 | 0.1165 | 0.453815 |
30 | -0.09469 | -0.7693 | 0.22224 |
31 | -0.075324 | -0.6119 | 0.271342 |
32 | -0.127245 | -1.0337 | 0.152515 |
33 | 0.001475 | 0.012 | 0.495238 |
34 | 0.039684 | 0.3224 | 0.374087 |
35 | -0.085137 | -0.6917 | 0.245789 |
36 | -0.02447 | -0.1988 | 0.421518 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.084662 | 0.6878 | 0.246994 |
2 | 0.116033 | 0.9427 | 0.174647 |
3 | 0.03183 | 0.2586 | 0.398378 |
4 | 0.087971 | 0.7147 | 0.238664 |
5 | 0.046051 | 0.3741 | 0.354756 |
6 | 0.01356 | 0.1102 | 0.456308 |
7 | 0.011754 | 0.0955 | 0.462108 |
8 | 0.07251 | 0.5891 | 0.278912 |
9 | 0.083854 | 0.6812 | 0.249055 |
10 | -0.13703 | -1.1132 | 0.134822 |
11 | 0.181603 | 1.4753 | 0.072437 |
12 | -0.192218 | -1.5616 | 0.061584 |
13 | -0.043782 | -0.3557 | 0.361606 |
14 | 0.198165 | 1.6099 | 0.056096 |
15 | 0.092773 | 0.7537 | 0.226858 |
16 | -0.030438 | -0.2473 | 0.402729 |
17 | -0.070898 | -0.576 | 0.283293 |
18 | 0.061611 | 0.5005 | 0.309184 |
19 | 0.052255 | 0.4245 | 0.336283 |
20 | -0.009952 | -0.0809 | 0.467902 |
21 | -0.061804 | -0.5021 | 0.308633 |
22 | -0.081716 | -0.6639 | 0.254544 |
23 | 0.085571 | 0.6952 | 0.244691 |
24 | -0.287366 | -2.3346 | 0.011309 |
25 | -0.14591 | -1.1854 | 0.12006 |
26 | -0.119599 | -0.9716 | 0.167392 |
27 | -0.007935 | -0.0645 | 0.474398 |
28 | -0.070797 | -0.5752 | 0.283571 |
29 | 0.035879 | 0.2915 | 0.385798 |
30 | -0.043444 | -0.3529 | 0.362627 |
31 | -0.050871 | -0.4133 | 0.340372 |
32 | -0.00087 | -0.0071 | 0.49719 |
33 | 0.06996 | 0.5684 | 0.285859 |
34 | -0.012533 | -0.1018 | 0.459606 |
35 | 0.096657 | 0.7852 | 0.217561 |
36 | -0.038164 | -0.31 | 0.378751 |