Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.060604 | -0.402 | 0.344814 |
2 | 0.142324 | 0.9441 | 0.175145 |
3 | 0.285472 | 1.8936 | 0.032432 |
4 | -0.151165 | -1.0027 | 0.160741 |
5 | -0.054911 | -0.3642 | 0.358713 |
6 | 0.16509 | 1.0951 | 0.139719 |
7 | -0.096678 | -0.6413 | 0.26233 |
8 | -0.083369 | -0.553 | 0.291529 |
9 | 0.136427 | 0.905 | 0.185209 |
10 | -0.100963 | -0.6697 | 0.253269 |
11 | -0.050238 | -0.3332 | 0.370267 |
12 | 0.178851 | 1.1864 | 0.120922 |
13 | -0.071804 | -0.4763 | 0.31811 |
14 | -0.026201 | -0.1738 | 0.43141 |
15 | 0.056268 | 0.3732 | 0.355382 |
16 | -0.200462 | -1.3297 | 0.095233 |
17 | -0.171741 | -1.1392 | 0.130392 |
18 | 0.08701 | 0.5772 | 0.283387 |
19 | -0.211533 | -1.4032 | 0.083795 |
20 | -0.072986 | -0.4841 | 0.315346 |
21 | -0.028901 | -0.1917 | 0.424428 |
22 | -0.083222 | -0.552 | 0.29186 |
23 | -0.002312 | -0.0153 | 0.493916 |
24 | 0.149531 | 0.9919 | 0.16334 |
25 | -0.02824 | -0.1873 | 0.426135 |
26 | 0.090058 | 0.5974 | 0.276659 |
27 | -0.001606 | -0.0107 | 0.495774 |
28 | -0.042 | -0.2786 | 0.390929 |
29 | -0.001004 | -0.0067 | 0.497358 |
30 | -0.015617 | -0.1036 | 0.458983 |
31 | -0.089136 | -0.5913 | 0.278685 |
32 | 0.072377 | 0.4801 | 0.31677 |
33 | -0.011332 | -0.0752 | 0.470211 |
34 | -0.059271 | -0.3932 | 0.34805 |
35 | 0.029525 | 0.1958 | 0.422815 |
36 | 0.011745 | 0.0779 | 0.469128 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.060604 | -0.402 | 0.344814 |
2 | 0.139162 | 0.9231 | 0.180496 |
3 | 0.308415 | 2.0458 | 0.023391 |
4 | -0.144129 | -0.956 | 0.172137 |
5 | -0.18938 | -1.2562 | 0.107835 |
6 | 0.135099 | 0.8961 | 0.187525 |
7 | 0.067582 | 0.4483 | 0.328071 |
8 | -0.131878 | -0.8748 | 0.193222 |
9 | 0.015453 | 0.1025 | 0.459411 |
10 | 0.017932 | 0.1189 | 0.45293 |
11 | -0.018645 | -0.1237 | 0.451068 |
12 | 0.100373 | 0.6658 | 0.254507 |
13 | 0.005385 | 0.0357 | 0.485833 |
14 | -0.05603 | -0.3717 | 0.355964 |
15 | -0.073507 | -0.4876 | 0.314131 |
16 | -0.14893 | -0.9879 | 0.164305 |
17 | -0.161208 | -1.0693 | 0.145375 |
18 | 0.105466 | 0.6996 | 0.243934 |
19 | -0.042015 | -0.2787 | 0.390892 |
20 | -0.094851 | -0.6292 | 0.266246 |
21 | -0.165755 | -1.0995 | 0.138767 |
22 | 0.078138 | 0.5183 | 0.303419 |
23 | 0.132923 | 0.8817 | 0.191362 |
24 | 0.109275 | 0.7248 | 0.236191 |
25 | -0.071888 | -0.4769 | 0.317914 |
26 | 0.033041 | 0.2192 | 0.413766 |
27 | -0.088966 | -0.5901 | 0.27906 |
28 | 0.017685 | 0.1173 | 0.453575 |
29 | 0.041512 | 0.2754 | 0.392164 |
30 | -0.020493 | -0.1359 | 0.446245 |
31 | -0.131995 | -0.8756 | 0.193012 |
32 | 0.034122 | 0.2263 | 0.410993 |
33 | 0.038001 | 0.2521 | 0.40108 |
34 | -0.016354 | -0.1085 | 0.457055 |
35 | -0.08459 | -0.5611 | 0.288785 |
36 | -0.068506 | -0.4544 | 0.325881 |