Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.010312 | 0.0792 | 0.468569 |
2 | -0.02522 | -0.1937 | 0.423532 |
3 | 0.164612 | 1.2644 | 0.105527 |
4 | -0.07536 | -0.5789 | 0.282446 |
5 | 0.142692 | 1.096 | 0.138758 |
6 | 0.031885 | 0.2449 | 0.403688 |
7 | -0.33584 | -2.5796 | 0.006201 |
8 | -0.113863 | -0.8746 | 0.192669 |
9 | -0.068943 | -0.5296 | 0.299202 |
10 | -0.091364 | -0.7018 | 0.242788 |
11 | 0.013489 | 0.1036 | 0.458916 |
12 | -0.219313 | -1.6846 | 0.048677 |
13 | -0.153105 | -1.176 | 0.122155 |
14 | 0.121003 | 0.9294 | 0.178223 |
15 | 0.11676 | 0.8968 | 0.186722 |
16 | 0.029299 | 0.225 | 0.41136 |
17 | 0.028083 | 0.2157 | 0.41498 |
18 | -0.01639 | -0.1259 | 0.450123 |
19 | -0.031704 | -0.2435 | 0.404223 |
20 | 0.157038 | 1.2062 | 0.116271 |
21 | -0.063181 | -0.4853 | 0.314629 |
22 | 0.000185 | 0.0014 | 0.499436 |
23 | -0.085253 | -0.6548 | 0.257559 |
24 | 0.000286 | 0.0022 | 0.499126 |
25 | 0.106983 | 0.8218 | 0.207263 |
26 | -0.018354 | -0.141 | 0.444182 |
27 | -0.090608 | -0.696 | 0.24459 |
28 | -0.087058 | -0.6687 | 0.253146 |
29 | -0.081978 | -0.6297 | 0.265667 |
30 | -0.070313 | -0.5401 | 0.295586 |
31 | 0.032391 | 0.2488 | 0.402189 |
32 | 0.002995 | 0.023 | 0.490862 |
33 | -0.088474 | -0.6796 | 0.249713 |
34 | -0.073928 | -0.5679 | 0.286144 |
35 | 0.15919 | 1.2228 | 0.113141 |
36 | 0.007161 | 0.055 | 0.478159 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.010312 | 0.0792 | 0.468569 |
2 | -0.025329 | -0.1946 | 0.423206 |
3 | 0.165264 | 1.2694 | 0.104639 |
4 | -0.082489 | -0.6336 | 0.264391 |
5 | 0.160259 | 1.231 | 0.111609 |
6 | -0.010949 | -0.0841 | 0.466631 |
7 | -0.3163 | -2.4295 | 0.00909 |
8 | -0.169722 | -1.3037 | 0.098707 |
9 | -0.08035 | -0.6172 | 0.269745 |
10 | -0.016749 | -0.1287 | 0.449036 |
11 | 0.018004 | 0.1383 | 0.445242 |
12 | -0.139218 | -1.0694 | 0.144633 |
13 | -0.116396 | -0.8941 | 0.187462 |
14 | 0.02634 | 0.2023 | 0.42018 |
15 | 0.12312 | 0.9457 | 0.174078 |
16 | 0.000373 | 0.0029 | 0.498863 |
17 | -0.007993 | -0.0614 | 0.475627 |
18 | -0.027437 | -0.2107 | 0.416905 |
19 | -0.19422 | -1.4918 | 0.070536 |
20 | -0.008999 | -0.0691 | 0.472563 |
21 | -0.096973 | -0.7449 | 0.229656 |
22 | 0.106219 | 0.8159 | 0.208925 |
23 | -0.103272 | -0.7933 | 0.215405 |
24 | 0.064538 | 0.4957 | 0.310964 |
25 | 0.028002 | 0.2151 | 0.415221 |
26 | -0.016012 | -0.123 | 0.451267 |
27 | -0.041495 | -0.3187 | 0.375529 |
28 | -0.136355 | -1.0474 | 0.149602 |
29 | -0.130052 | -0.9989 | 0.160949 |
30 | -0.2228 | -1.7114 | 0.046134 |
31 | -0.030774 | -0.2364 | 0.406977 |
32 | 0.0896 | 0.6882 | 0.247003 |
33 | -0.019515 | -0.1499 | 0.440678 |
34 | -0.101734 | -0.7814 | 0.218836 |
35 | 0.097296 | 0.7473 | 0.228912 |
36 | -0.07473 | -0.574 | 0.28407 |