Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.352175 | -2.4144 | 0.009854 |
2 | 0.029033 | 0.199 | 0.421545 |
3 | -0.055311 | -0.3792 | 0.353125 |
4 | -0.192553 | -1.3201 | 0.096601 |
5 | 0.108563 | 0.7443 | 0.230209 |
6 | 0.047538 | 0.3259 | 0.372972 |
7 | -0.083323 | -0.5712 | 0.285281 |
8 | -0.000884 | -0.0061 | 0.497596 |
9 | 0.200646 | 1.3756 | 0.087739 |
10 | -0.069969 | -0.4797 | 0.316838 |
11 | -0.017199 | -0.1179 | 0.453321 |
12 | -0.189268 | -1.2976 | 0.100387 |
13 | -0.073724 | -0.5054 | 0.307812 |
14 | 0.030862 | 0.2116 | 0.416674 |
15 | 0.229638 | 1.5743 | 0.061061 |
16 | -0.241383 | -1.6548 | 0.05231 |
17 | 0.109018 | 0.7474 | 0.229276 |
18 | 0.095349 | 0.6537 | 0.258252 |
19 | -0.112103 | -0.7685 | 0.223007 |
20 | 0.184435 | 1.2644 | 0.106157 |
21 | -0.188797 | -1.2943 | 0.100939 |
22 | -0.091827 | -0.6295 | 0.266024 |
23 | 0.10578 | 0.7252 | 0.235965 |
24 | 0.074474 | 0.5106 | 0.306021 |
25 | 0.022462 | 0.154 | 0.439137 |
26 | 0.106939 | 0.7331 | 0.233558 |
27 | -0.175479 | -1.203 | 0.117497 |
28 | 0.072451 | 0.4967 | 0.310858 |
29 | -0.052991 | -0.3633 | 0.35901 |
30 | -0.064573 | -0.4427 | 0.33001 |
31 | -0.010777 | -0.0739 | 0.470707 |
32 | -0.017974 | -0.1232 | 0.451227 |
33 | 0.164503 | 1.1278 | 0.13257 |
34 | -0.070783 | -0.4853 | 0.314871 |
35 | 0.060535 | 0.415 | 0.340013 |
36 | -0.121819 | -0.8351 | 0.20393 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.352175 | -2.4144 | 0.009854 |
2 | -0.108445 | -0.7435 | 0.230452 |
3 | -0.09492 | -0.6507 | 0.259192 |
4 | -0.28433 | -1.9493 | 0.028623 |
5 | -0.099159 | -0.6798 | 0.249983 |
6 | 0.024393 | 0.1672 | 0.433954 |
7 | -0.114644 | -0.786 | 0.217918 |
8 | -0.146644 | -1.0053 | 0.159941 |
9 | 0.212897 | 1.4596 | 0.075533 |
10 | 0.123455 | 0.8464 | 0.200819 |
11 | -0.048044 | -0.3294 | 0.371668 |
12 | -0.233512 | -1.6009 | 0.058052 |
13 | -0.168736 | -1.1568 | 0.126601 |
14 | -0.178038 | -1.2206 | 0.114169 |
15 | 0.080789 | 0.5539 | 0.29115 |
16 | -0.283691 | -1.9449 | 0.028892 |
17 | -0.163068 | -1.1179 | 0.134638 |
18 | 0.134704 | 0.9235 | 0.180236 |
19 | 0.012431 | 0.0852 | 0.466224 |
20 | 0.046862 | 0.3213 | 0.374714 |
21 | 0.039732 | 0.2724 | 0.393257 |
22 | -0.021757 | -0.1492 | 0.441033 |
23 | -0.05416 | -0.3713 | 0.356041 |
24 | -0.057836 | -0.3965 | 0.346763 |
25 | 0.011329 | 0.0777 | 0.469212 |
26 | 0.132498 | 0.9084 | 0.184161 |
27 | -0.064875 | -0.4448 | 0.329267 |
28 | -0.017772 | -0.1218 | 0.451772 |
29 | -0.075477 | -0.5174 | 0.303637 |
30 | -0.040162 | -0.2753 | 0.392131 |
31 | 0.019407 | 0.133 | 0.447361 |
32 | -0.12068 | -0.8273 | 0.206113 |
33 | 0.062668 | 0.4296 | 0.334714 |
34 | 0.004536 | 0.0311 | 0.487663 |
35 | -0.09674 | -0.6632 | 0.255216 |
36 | 0.012151 | 0.0833 | 0.466981 |