Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.114034 | 0.9264 | 0.178802 |
2 | 0.291383 | 2.3672 | 0.010432 |
3 | 0.329121 | 2.6738 | 0.004722 |
4 | 0.188793 | 1.5338 | 0.064934 |
5 | 0.099187 | 0.8058 | 0.211626 |
6 | 0.221327 | 1.7981 | 0.03837 |
7 | 0.091377 | 0.7424 | 0.230253 |
8 | 0.165415 | 1.3438 | 0.091801 |
9 | 0.104334 | 0.8476 | 0.199858 |
10 | -0.075943 | -0.617 | 0.269689 |
11 | 0.323613 | 2.629 | 0.005321 |
12 | -0.132632 | -1.0775 | 0.142588 |
13 | 0.041319 | 0.3357 | 0.36909 |
14 | 0.11001 | 0.8937 | 0.187357 |
15 | 0.074971 | 0.6091 | 0.272284 |
16 | -0.045142 | -0.3667 | 0.357496 |
17 | 0.092869 | 0.7545 | 0.226625 |
18 | -0.079744 | -0.6478 | 0.259666 |
19 | 0.012572 | 0.1021 | 0.45948 |
20 | -0.073345 | -0.5959 | 0.276653 |
21 | -0.117155 | -0.9518 | 0.172343 |
22 | -0.00729 | -0.0592 | 0.476475 |
23 | -0.171724 | -1.3951 | 0.083832 |
24 | -0.141254 | -1.1476 | 0.127648 |
25 | -0.118431 | -0.9621 | 0.169747 |
26 | -0.049247 | -0.4001 | 0.345193 |
27 | -0.147319 | -1.1968 | 0.117828 |
28 | -0.084788 | -0.6888 | 0.246675 |
29 | -0.064767 | -0.5262 | 0.300266 |
30 | -0.080606 | -0.6548 | 0.257422 |
31 | -0.061788 | -0.502 | 0.308681 |
32 | 0.004241 | 0.0345 | 0.486309 |
33 | -0.050752 | -0.4123 | 0.340724 |
34 | -0.075166 | -0.6107 | 0.271763 |
35 | 0.064022 | 0.5201 | 0.30236 |
36 | -0.086548 | -0.7031 | 0.242228 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.114034 | 0.9264 | 0.178802 |
2 | 0.282047 | 2.2914 | 0.012571 |
3 | 0.300615 | 2.4422 | 0.008642 |
4 | 0.097364 | 0.791 | 0.215892 |
5 | -0.085511 | -0.6947 | 0.244844 |
6 | 0.063474 | 0.5157 | 0.303904 |
7 | 0.006459 | 0.0525 | 0.479154 |
8 | 0.093897 | 0.7628 | 0.224144 |
9 | 0.006549 | 0.0532 | 0.478865 |
10 | -0.22985 | -1.8673 | 0.03315 |
11 | 0.293644 | 2.3856 | 0.009965 |
12 | -0.189155 | -1.5367 | 0.064573 |
13 | -0.01313 | -0.1067 | 0.457687 |
14 | 0.044932 | 0.365 | 0.358129 |
15 | 0.089127 | 0.7241 | 0.235792 |
16 | -0.00258 | -0.021 | 0.491672 |
17 | -0.092611 | -0.7524 | 0.227251 |
18 | -0.087864 | -0.7138 | 0.238931 |
19 | -0.007822 | -0.0636 | 0.47476 |
20 | -0.072469 | -0.5887 | 0.279021 |
21 | -0.010045 | -0.0816 | 0.467603 |
22 | -0.128931 | -1.0474 | 0.149359 |
23 | -0.019628 | -0.1595 | 0.436898 |
24 | -0.067009 | -0.5444 | 0.294005 |
25 | -0.074461 | -0.6049 | 0.273652 |
26 | 0.105007 | 0.8531 | 0.198349 |
27 | 0.04419 | 0.359 | 0.360371 |
28 | -0.073425 | -0.5965 | 0.276437 |
29 | 0.066879 | 0.5433 | 0.294367 |
30 | -0.081634 | -0.6632 | 0.254756 |
31 | 0.110404 | 0.8969 | 0.186508 |
32 | 0.081448 | 0.6617 | 0.255237 |
33 | -0.0581 | -0.472 | 0.319238 |
34 | -0.05517 | -0.4482 | 0.327738 |
35 | 0.128741 | 1.0459 | 0.149713 |
36 | -0.034183 | -0.2777 | 0.391055 |