Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.127157 | -0.8901 | 0.188881 |
2 | 0.073764 | 0.5163 | 0.303967 |
3 | 0.216166 | 1.5132 | 0.068331 |
4 | -0.099882 | -0.6992 | 0.243874 |
5 | 0.220374 | 1.5426 | 0.064679 |
6 | 0.005185 | 0.0363 | 0.485599 |
7 | -0.187678 | -1.3137 | 0.097525 |
8 | 0.056593 | 0.3961 | 0.346858 |
9 | 0.007313 | 0.0512 | 0.479692 |
10 | -0.047209 | -0.3305 | 0.371229 |
11 | -0.164321 | -1.1502 | 0.127812 |
12 | -0.055426 | -0.388 | 0.349855 |
13 | -0.091129 | -0.6379 | 0.263254 |
14 | 0.096374 | 0.6746 | 0.251544 |
15 | -0.072134 | -0.5049 | 0.307932 |
16 | -0.086544 | -0.6058 | 0.27372 |
17 | 0.077257 | 0.5408 | 0.295547 |
18 | -0.005615 | -0.0393 | 0.484404 |
19 | -0.173403 | -1.2138 | 0.115317 |
20 | 0.045421 | 0.3179 | 0.375938 |
21 | 0.047047 | 0.3293 | 0.371656 |
22 | -0.088768 | -0.6214 | 0.268617 |
23 | 0.147985 | 1.0359 | 0.152668 |
24 | -0.227465 | -1.5923 | 0.058879 |
25 | -0.057211 | -0.4005 | 0.345274 |
26 | 0.06898 | 0.4829 | 0.315674 |
27 | -0.042467 | -0.2973 | 0.383758 |
28 | -0.111628 | -0.7814 | 0.219165 |
29 | -0.049038 | -0.3433 | 0.366433 |
30 | -0.008711 | -0.061 | 0.475812 |
31 | -0.00264 | -0.0185 | 0.492664 |
32 | -0.018942 | -0.1326 | 0.447529 |
33 | -0.085709 | -0.6 | 0.275648 |
34 | -0.057204 | -0.4004 | 0.345291 |
35 | 0.118051 | 0.8264 | 0.206304 |
36 | -0.005256 | -0.0368 | 0.485401 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.127157 | -0.8901 | 0.188881 |
2 | 0.058541 | 0.4098 | 0.341873 |
3 | 0.237073 | 1.6595 | 0.0517 |
4 | -0.051083 | -0.3576 | 0.361095 |
5 | 0.178789 | 1.2515 | 0.108343 |
6 | 0.01524 | 0.1067 | 0.457738 |
7 | -0.203828 | -1.4268 | 0.07999 |
8 | -0.087869 | -0.6151 | 0.270673 |
9 | 0.061537 | 0.4308 | 0.334266 |
10 | 0.004018 | 0.0281 | 0.488839 |
11 | -0.224432 | -1.571 | 0.061307 |
12 | -0.038226 | -0.2676 | 0.395071 |
13 | -0.050806 | -0.3556 | 0.361817 |
14 | 0.12992 | 0.9094 | 0.183785 |
15 | -0.029456 | -0.2062 | 0.418748 |
16 | 0.00394 | 0.0276 | 0.489054 |
17 | 0.04425 | 0.3097 | 0.379033 |
18 | 0.004412 | 0.0309 | 0.487745 |
19 | -0.284662 | -1.9926 | 0.025944 |
20 | -0.034307 | -0.2402 | 0.405607 |
21 | 0.216262 | 1.5138 | 0.068246 |
22 | -0.087681 | -0.6138 | 0.271105 |
23 | 0.011295 | 0.0791 | 0.468651 |
24 | -0.188589 | -1.3201 | 0.096464 |
25 | -0.029718 | -0.208 | 0.418035 |
26 | -0.127006 | -0.889 | 0.189161 |
27 | 0.143204 | 1.0024 | 0.160531 |
28 | -0.12234 | -0.8564 | 0.197978 |
29 | -0.033877 | -0.2371 | 0.406768 |
30 | -0.06125 | -0.4288 | 0.334992 |
31 | -0.07492 | -0.5244 | 0.301169 |
32 | -0.036699 | -0.2569 | 0.399167 |
33 | 0.014068 | 0.0985 | 0.460977 |
34 | 0.014557 | 0.1019 | 0.459627 |
35 | -0.078533 | -0.5497 | 0.2925 |
36 | 0.074631 | 0.5224 | 0.301866 |