Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.136959 | 0.9489 | 0.173717 |
2 | 0.285333 | 1.9768 | 0.026909 |
3 | 0.458114 | 3.1739 | 0.001313 |
4 | 0.227546 | 1.5765 | 0.060742 |
5 | 0.229029 | 1.5868 | 0.059567 |
6 | 0.247559 | 1.7151 | 0.046385 |
7 | -0.062838 | -0.4354 | 0.332628 |
8 | 0.164839 | 1.142 | 0.129551 |
9 | 0.070573 | 0.4889 | 0.313554 |
10 | -0.124099 | -0.8598 | 0.197092 |
11 | -0.090699 | -0.6284 | 0.266366 |
12 | -0.1348 | -0.9339 | 0.177509 |
13 | -0.172894 | -1.1978 | 0.11843 |
14 | -0.004619 | -0.032 | 0.487303 |
15 | -0.157912 | -1.094 | 0.139698 |
16 | -0.243692 | -1.6883 | 0.048916 |
17 | -0.026078 | -0.1807 | 0.428693 |
18 | -0.048175 | -0.3338 | 0.370005 |
19 | -0.181492 | -1.2574 | 0.107344 |
20 | -0.11948 | -0.8278 | 0.205945 |
21 | 0.03753 | 0.26 | 0.397982 |
22 | -0.205655 | -1.4248 | 0.08034 |
23 | 0.097045 | 0.6723 | 0.252293 |
24 | -0.090868 | -0.6296 | 0.265986 |
25 | -0.192269 | -1.3321 | 0.094563 |
26 | 0.043144 | 0.2989 | 0.38315 |
27 | -0.06096 | -0.4223 | 0.337329 |
28 | -0.131346 | -0.91 | 0.183687 |
29 | -0.011959 | -0.0829 | 0.467155 |
30 | -0.145577 | -1.0086 | 0.159115 |
31 | -0.04151 | -0.2876 | 0.387449 |
32 | -0.046485 | -0.3221 | 0.374403 |
33 | -0.177925 | -1.2327 | 0.111845 |
34 | -0.064471 | -0.4467 | 0.328561 |
35 | 0.012185 | 0.0844 | 0.466538 |
36 | -0.122634 | -0.8496 | 0.199873 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.136959 | 0.9489 | 0.173717 |
2 | 0.271672 | 1.8822 | 0.03294 |
3 | 0.431816 | 2.9917 | 0.002185 |
4 | 0.150432 | 1.0422 | 0.151265 |
5 | 0.019744 | 0.1368 | 0.445884 |
6 | -0.025566 | -0.1771 | 0.430076 |
7 | -0.358845 | -2.4862 | 0.008223 |
8 | -0.078525 | -0.544 | 0.294467 |
9 | 0.008785 | 0.0609 | 0.47586 |
10 | -0.044689 | -0.3096 | 0.379097 |
11 | -0.141012 | -0.977 | 0.166743 |
12 | -0.166757 | -1.1553 | 0.126838 |
13 | -0.05837 | -0.4044 | 0.343858 |
14 | 0.234778 | 1.6266 | 0.055186 |
15 | 0.25818 | 1.7887 | 0.039986 |
16 | -0.049552 | -0.3433 | 0.366433 |
17 | -0.110921 | -0.7685 | 0.222983 |
18 | -0.018656 | -0.1293 | 0.448849 |
19 | -0.07835 | -0.5428 | 0.294881 |
20 | -0.151808 | -1.0518 | 0.149089 |
21 | 0.176471 | 1.2226 | 0.11372 |
22 | -0.216817 | -1.5022 | 0.069804 |
23 | 0.014592 | 0.1011 | 0.459947 |
24 | -0.039108 | -0.2709 | 0.393798 |
25 | -0.118065 | -0.818 | 0.208705 |
26 | 0.019715 | 0.1366 | 0.445962 |
27 | 0.029878 | 0.207 | 0.418444 |
28 | 0.076827 | 0.5323 | 0.298497 |
29 | -0.064499 | -0.4469 | 0.328492 |
30 | -0.022925 | -0.1588 | 0.437235 |
31 | -0.052366 | -0.3628 | 0.359172 |
32 | -0.149118 | -1.0331 | 0.153363 |
33 | -0.032447 | -0.2248 | 0.411546 |
34 | 0.081799 | 0.5667 | 0.286774 |
35 | 0.090799 | 0.6291 | 0.266142 |
36 | 0.011694 | 0.081 | 0.467883 |