Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.160339 | -1.242 | 0.109538 |
2 | -0.078908 | -0.6112 | 0.271681 |
3 | 0.01723 | 0.1335 | 0.447137 |
4 | -0.097943 | -0.7587 | 0.225511 |
5 | 0.226131 | 1.7516 | 0.042476 |
6 | 0.014267 | 0.1105 | 0.456186 |
7 | -0.311718 | -2.4146 | 0.00941 |
8 | -0.092488 | -0.7164 | 0.238259 |
9 | 0.15408 | 1.1935 | 0.118687 |
10 | -0.13747 | -1.0648 | 0.145607 |
11 | -0.05245 | -0.4063 | 0.342994 |
12 | -0.14879 | -1.1525 | 0.12684 |
13 | -0.105796 | -0.8195 | 0.207875 |
14 | 0.184209 | 1.4269 | 0.0794 |
15 | 0.045313 | 0.351 | 0.36341 |
16 | -0.145938 | -1.1304 | 0.131397 |
17 | 0.123 | 0.9528 | 0.172269 |
18 | 0.080034 | 0.6199 | 0.268823 |
19 | 0.100898 | 0.7816 | 0.218776 |
20 | 0.022851 | 0.177 | 0.430051 |
21 | 0.052965 | 0.4103 | 0.341536 |
22 | -0.01279 | -0.0991 | 0.460707 |
23 | 0.159079 | 1.2322 | 0.111337 |
24 | -0.125158 | -0.9695 | 0.168101 |
25 | -0.179272 | -1.3886 | 0.085039 |
26 | 0.029652 | 0.2297 | 0.40956 |
27 | 0.074514 | 0.5772 | 0.282987 |
28 | -0.051741 | -0.4008 | 0.345 |
29 | -0.127443 | -0.9872 | 0.163762 |
30 | -0.133397 | -1.0333 | 0.152807 |
31 | -0.064912 | -0.5028 | 0.308471 |
32 | 0.235208 | 1.8219 | 0.036727 |
33 | -0.053533 | -0.4147 | 0.339932 |
34 | -0.109978 | -0.8519 | 0.198832 |
35 | 0.122073 | 0.9456 | 0.174078 |
36 | -0.053958 | -0.418 | 0.338734 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.160339 | -1.242 | 0.109538 |
2 | -0.107377 | -0.8317 | 0.204426 |
3 | -0.014534 | -0.1126 | 0.455368 |
4 | -0.109948 | -0.8517 | 0.198896 |
5 | 0.199959 | 1.5489 | 0.063335 |
6 | 0.07149 | 0.5538 | 0.290901 |
7 | -0.281799 | -2.1828 | 0.016487 |
8 | -0.222813 | -1.7259 | 0.044756 |
9 | 0.119373 | 0.9247 | 0.179424 |
10 | -0.173298 | -1.3424 | 0.092269 |
11 | -0.202679 | -1.5699 | 0.060844 |
12 | -0.130346 | -1.0097 | 0.158357 |
13 | -0.094139 | -0.7292 | 0.23436 |
14 | -0.070146 | -0.5434 | 0.294451 |
15 | -0.011152 | -0.0864 | 0.465724 |
16 | -0.096524 | -0.7477 | 0.228789 |
17 | 0.066361 | 0.514 | 0.304559 |
18 | 0.049005 | 0.3796 | 0.352796 |
19 | 0.04278 | 0.3314 | 0.370758 |
20 | -0.099225 | -0.7686 | 0.222574 |
21 | 0.18253 | 1.4139 | 0.081283 |
22 | 0.042067 | 0.3258 | 0.372837 |
23 | 0.054955 | 0.4257 | 0.335933 |
24 | -0.149348 | -1.1568 | 0.125961 |
25 | -0.106841 | -0.8276 | 0.205591 |
26 | -0.067852 | -0.5256 | 0.300558 |
27 | 0.157715 | 1.2217 | 0.113308 |
28 | -0.066117 | -0.5121 | 0.305218 |
29 | -0.084204 | -0.6522 | 0.258367 |
30 | -0.045398 | -0.3517 | 0.363165 |
31 | -0.064129 | -0.4967 | 0.310592 |
32 | 0.004758 | 0.0369 | 0.485363 |
33 | 0.04492 | 0.348 | 0.364547 |
34 | -0.021364 | -0.1655 | 0.434559 |
35 | 0.112488 | 0.8713 | 0.193523 |
36 | -0.199805 | -1.5477 | 0.063479 |