Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.012345 | 0.0956 | 0.462069 |
2 | -0.064206 | -0.4973 | 0.310385 |
3 | -0.264672 | -2.0501 | 0.022364 |
4 | -0.006574 | -0.0509 | 0.47978 |
5 | 0.135585 | 1.0502 | 0.148911 |
6 | 0.12107 | 0.9378 | 0.176052 |
7 | 0.062903 | 0.4872 | 0.31393 |
8 | 0.026539 | 0.2056 | 0.418913 |
9 | -0.269675 | -2.0889 | 0.020484 |
10 | -0.027598 | -0.2138 | 0.415723 |
11 | 0.060384 | 0.4677 | 0.320836 |
12 | 0.078046 | 0.6045 | 0.27388 |
13 | 0.084746 | 0.6564 | 0.257025 |
14 | -0.15225 | -1.1793 | 0.121463 |
15 | -0.01034 | -0.0801 | 0.468216 |
16 | 0.041806 | 0.3238 | 0.373596 |
17 | 0.051877 | 0.4018 | 0.344615 |
18 | 0.084946 | 0.658 | 0.256531 |
19 | -0.033082 | -0.2563 | 0.399316 |
20 | -0.080036 | -0.62 | 0.268817 |
21 | -0.129688 | -1.0046 | 0.159573 |
22 | 0.005238 | 0.0406 | 0.483884 |
23 | 0.085621 | 0.6632 | 0.254867 |
24 | 0.213982 | 1.6575 | 0.05132 |
25 | 0.050481 | 0.391 | 0.348581 |
26 | -0.186153 | -1.4419 | 0.07726 |
27 | -0.064808 | -0.502 | 0.308753 |
28 | -0.025738 | -0.1994 | 0.421325 |
29 | 0.03376 | 0.2615 | 0.397301 |
30 | 0.089525 | 0.6935 | 0.24535 |
31 | -0.045235 | -0.3504 | 0.363638 |
32 | -0.044375 | -0.3437 | 0.366127 |
33 | -0.141745 | -1.098 | 0.138306 |
34 | -0.046953 | -0.3637 | 0.35868 |
35 | 0.078988 | 0.6118 | 0.271478 |
36 | -0.205959 | -1.5953 | 0.057944 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.012345 | 0.0956 | 0.462069 |
2 | -0.064368 | -0.4986 | 0.309945 |
3 | -0.264169 | -2.0462 | 0.022561 |
4 | -0.008902 | -0.069 | 0.472628 |
5 | 0.110597 | 0.8567 | 0.197514 |
6 | 0.056346 | 0.4365 | 0.332037 |
7 | 0.078659 | 0.6093 | 0.272315 |
8 | 0.108251 | 0.8385 | 0.202538 |
9 | -0.240875 | -1.8658 | 0.033479 |
10 | -0.009763 | -0.0756 | 0.469984 |
11 | 0.060934 | 0.472 | 0.319323 |
12 | -0.083539 | -0.6471 | 0.260022 |
13 | 0.075422 | 0.5842 | 0.280632 |
14 | -0.081914 | -0.6345 | 0.264081 |
15 | 0.01843 | 0.1428 | 0.443479 |
16 | 0.108858 | 0.8432 | 0.201229 |
17 | 0.021834 | 0.1691 | 0.433132 |
18 | 0.01879 | 0.1455 | 0.442384 |
19 | 0.012176 | 0.0943 | 0.462588 |
20 | -0.063231 | -0.4898 | 0.313037 |
21 | -0.149396 | -1.1572 | 0.125885 |
22 | 0.040657 | 0.3149 | 0.376954 |
23 | -0.039645 | -0.3071 | 0.37992 |
24 | 0.184086 | 1.4259 | 0.079536 |
25 | 0.162992 | 1.2625 | 0.105821 |
26 | -0.18017 | -1.3956 | 0.083991 |
27 | 0.11717 | 0.9076 | 0.183863 |
28 | -0.032372 | -0.2508 | 0.401431 |
29 | -0.203741 | -1.5782 | 0.059892 |
30 | 0.077661 | 0.6016 | 0.274866 |
31 | -0.095095 | -0.7366 | 0.232118 |
32 | -0.128513 | -0.9955 | 0.161755 |
33 | 0.076182 | 0.5901 | 0.278669 |
34 | -0.021825 | -0.1691 | 0.433162 |
35 | -0.092143 | -0.7137 | 0.239079 |
36 | -0.194112 | -1.5036 | 0.068967 |