Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.091818 | 0.7053 | 0.241711 |
2 | 0.224612 | 1.7253 | 0.044856 |
3 | -0.040114 | -0.3081 | 0.379536 |
4 | -0.037949 | -0.2915 | 0.385849 |
5 | -0.081593 | -0.6267 | 0.266627 |
6 | -0.120781 | -0.9277 | 0.178662 |
7 | -0.025875 | -0.1987 | 0.421572 |
8 | -0.041654 | -0.32 | 0.375067 |
9 | 0.010756 | 0.0826 | 0.467216 |
10 | 0.098556 | 0.757 | 0.226024 |
11 | -0.050622 | -0.3888 | 0.349399 |
12 | -0.066166 | -0.5082 | 0.306592 |
13 | -0.310588 | -2.3857 | 0.010139 |
14 | -0.090028 | -0.6915 | 0.245976 |
15 | -0.092981 | -0.7142 | 0.23896 |
16 | 0.027674 | 0.2126 | 0.416199 |
17 | 0.122968 | 0.9445 | 0.174373 |
18 | 0.088069 | 0.6765 | 0.250693 |
19 | 0.197596 | 1.5178 | 0.067208 |
20 | -0.039402 | -0.3026 | 0.381611 |
21 | 0.004427 | 0.034 | 0.486495 |
22 | -0.085181 | -0.6543 | 0.257735 |
23 | -0.165593 | -1.2719 | 0.104192 |
24 | -0.041958 | -0.3223 | 0.374187 |
25 | -0.28273 | -2.1717 | 0.016956 |
26 | 0.087147 | 0.6694 | 0.252929 |
27 | -0.021867 | -0.168 | 0.433592 |
28 | 0.080918 | 0.6215 | 0.268318 |
29 | 0.060196 | 0.4624 | 0.322757 |
30 | -0.050093 | -0.3848 | 0.350895 |
31 | -0.024941 | -0.1916 | 0.424367 |
32 | -0.036525 | -0.2806 | 0.390017 |
33 | 0.05684 | 0.4366 | 0.331998 |
34 | -0.044871 | -0.3447 | 0.365788 |
35 | 0.011812 | 0.0907 | 0.464008 |
36 | -0.039345 | -0.3022 | 0.381775 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.091818 | 0.7053 | 0.241711 |
2 | 0.21802 | 1.6746 | 0.049649 |
3 | -0.080746 | -0.6202 | 0.26875 |
4 | -0.0823 | -0.6322 | 0.264862 |
5 | -0.04796 | -0.3684 | 0.356951 |
6 | -0.092249 | -0.7086 | 0.240688 |
7 | 0.016042 | 0.1232 | 0.451176 |
8 | -0.001569 | -0.012 | 0.495214 |
9 | -0.001682 | -0.0129 | 0.494869 |
10 | 0.100857 | 0.7747 | 0.220805 |
11 | -0.091997 | -0.7066 | 0.241284 |
12 | -0.124821 | -0.9588 | 0.170793 |
13 | -0.288184 | -2.2136 | 0.015368 |
14 | -0.021581 | -0.1658 | 0.434452 |
15 | 0.059358 | 0.4559 | 0.325055 |
16 | 0.05386 | 0.4137 | 0.340294 |
17 | 0.108352 | 0.8323 | 0.204306 |
18 | 0.008936 | 0.0686 | 0.472755 |
19 | 0.077219 | 0.5931 | 0.277681 |
20 | -0.140418 | -1.0786 | 0.142584 |
21 | -0.088908 | -0.6829 | 0.248666 |
22 | -0.015048 | -0.1156 | 0.454186 |
23 | -0.070174 | -0.539 | 0.295952 |
24 | 0.026159 | 0.2009 | 0.420722 |
25 | -0.30468 | -2.3403 | 0.011335 |
26 | -0.002835 | -0.0218 | 0.491351 |
27 | 0.029114 | 0.2236 | 0.411909 |
28 | 0.002666 | 0.0205 | 0.491865 |
29 | 0.060216 | 0.4625 | 0.322702 |
30 | -0.035301 | -0.2712 | 0.39361 |
31 | -0.023331 | -0.1792 | 0.429195 |
32 | 0.059482 | 0.4569 | 0.324714 |
33 | 0.015317 | 0.1176 | 0.453373 |
34 | -0.129811 | -0.9971 | 0.161394 |
35 | -0.029582 | -0.2272 | 0.410517 |
36 | -0.174426 | -1.3398 | 0.092725 |