Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.059734 | -0.4138 | 0.340414 |
2 | 0.385595 | 2.6715 | 0.005141 |
3 | -0.110364 | -0.7646 | 0.22412 |
4 | 0.11002 | 0.7622 | 0.224823 |
5 | -0.015392 | -0.1066 | 0.457761 |
6 | 0.081745 | 0.5663 | 0.2869 |
7 | 0.014638 | 0.1014 | 0.459821 |
8 | -0.005683 | -0.0394 | 0.484377 |
9 | -0.010926 | -0.0757 | 0.469988 |
10 | -0.114837 | -0.7956 | 0.215088 |
11 | -0.203037 | -1.4067 | 0.082982 |
12 | -0.217151 | -1.5045 | 0.069507 |
13 | 0.025624 | 0.1775 | 0.429921 |
14 | -0.052809 | -0.3659 | 0.358033 |
15 | 0.166295 | 1.1521 | 0.127488 |
16 | -0.078178 | -0.5416 | 0.295288 |
17 | -0.104175 | -0.7217 | 0.236976 |
18 | -0.07744 | -0.5365 | 0.297039 |
19 | -0.045889 | -0.3179 | 0.375959 |
20 | -0.085617 | -0.5932 | 0.277926 |
21 | 0.091822 | 0.6362 | 0.263847 |
22 | -0.166733 | -1.1552 | 0.126872 |
23 | 0.167366 | 1.1595 | 0.125985 |
24 | -0.273461 | -1.8946 | 0.032089 |
25 | 0.043275 | 0.2998 | 0.382805 |
26 | -0.259622 | -1.7987 | 0.039176 |
27 | -0.011418 | -0.0791 | 0.468638 |
28 | -0.078606 | -0.5446 | 0.294276 |
29 | 0.02682 | 0.1858 | 0.426686 |
30 | -0.016225 | -0.1124 | 0.455485 |
31 | -0.016298 | -0.1129 | 0.455285 |
32 | 0.037866 | 0.2623 | 0.397089 |
33 | 0.012663 | 0.0877 | 0.465229 |
34 | 0.090933 | 0.63 | 0.265841 |
35 | 0.033568 | 0.2326 | 0.408544 |
36 | 0.146993 | 1.0184 | 0.156798 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.059734 | -0.4138 | 0.340414 |
2 | 0.383395 | 2.6562 | 0.005347 |
3 | -0.086191 | -0.5972 | 0.276606 |
4 | -0.04997 | -0.3462 | 0.365351 |
5 | 0.071156 | 0.493 | 0.312135 |
6 | 0.056976 | 0.3947 | 0.347392 |
7 | 0.001676 | 0.0116 | 0.495393 |
8 | -0.055946 | -0.3876 | 0.350011 |
9 | -0.014138 | -0.098 | 0.461189 |
10 | -0.109427 | -0.7581 | 0.226039 |
11 | -0.250173 | -1.7332 | 0.044736 |
12 | -0.191216 | -1.3248 | 0.095758 |
13 | 0.199765 | 1.384 | 0.086378 |
14 | 0.095807 | 0.6638 | 0.255007 |
15 | 0.096339 | 0.6675 | 0.25384 |
16 | -0.031488 | -0.2182 | 0.414116 |
17 | -0.237203 | -1.6434 | 0.053419 |
18 | -0.030499 | -0.2113 | 0.416772 |
19 | 0.063955 | 0.4431 | 0.329845 |
20 | -0.129493 | -0.8972 | 0.187058 |
21 | 0.08026 | 0.5561 | 0.290378 |
22 | -0.237834 | -1.6478 | 0.052967 |
23 | 0.030985 | 0.2147 | 0.415466 |
24 | -0.154152 | -1.068 | 0.145433 |
25 | -0.036069 | -0.2499 | 0.401868 |
26 | 0.041037 | 0.2843 | 0.388696 |
27 | -0.063643 | -0.4409 | 0.330621 |
28 | -0.149215 | -1.0338 | 0.153208 |
29 | -0.065589 | -0.4544 | 0.325788 |
30 | -0.011593 | -0.0803 | 0.468158 |
31 | 0.020549 | 0.1424 | 0.443693 |
32 | 0.145447 | 1.0077 | 0.15933 |
33 | 0.000854 | 0.0059 | 0.497653 |
34 | -0.071894 | -0.4981 | 0.310347 |
35 | -0.011122 | -0.0771 | 0.469451 |
36 | -0.066718 | -0.4622 | 0.323 |