Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.003142 | -0.0241 | 0.490414 |
2 | 0.079763 | 0.6127 | 0.271224 |
3 | 0.119552 | 0.9183 | 0.1811 |
4 | 0.026495 | 0.2035 | 0.419719 |
5 | 0.0119 | 0.0914 | 0.463739 |
6 | 0.118501 | 0.9102 | 0.183205 |
7 | 0.011754 | 0.0903 | 0.464183 |
8 | 0.114698 | 0.881 | 0.190943 |
9 | 0.022693 | 0.1743 | 0.431111 |
10 | -0.097499 | -0.7489 | 0.228446 |
11 | 0.224024 | 1.7208 | 0.045268 |
12 | -0.165036 | -1.2677 | 0.104948 |
13 | -0.055652 | -0.4275 | 0.335297 |
14 | 0.087642 | 0.6732 | 0.251726 |
15 | -0.056215 | -0.4318 | 0.333732 |
16 | -0.062305 | -0.4786 | 0.317005 |
17 | -0.033988 | -0.2611 | 0.397475 |
18 | -0.031062 | -0.2386 | 0.406124 |
19 | 0.001253 | 0.0096 | 0.496176 |
20 | 0.012801 | 0.0983 | 0.461004 |
21 | -0.05365 | -0.4121 | 0.340883 |
22 | 0.023939 | 0.1839 | 0.427368 |
23 | 0.015081 | 0.1158 | 0.454085 |
24 | -0.201042 | -1.5442 | 0.063939 |
25 | -0.10766 | -0.8269 | 0.205799 |
26 | -0.156122 | -1.1992 | 0.117623 |
27 | 0.012753 | 0.098 | 0.46115 |
28 | -0.071288 | -0.5476 | 0.293025 |
29 | 0.084074 | 0.6458 | 0.260462 |
30 | -0.047748 | -0.3668 | 0.357555 |
31 | -0.006358 | -0.0488 | 0.480609 |
32 | -0.042229 | -0.3244 | 0.373405 |
33 | -0.058095 | -0.4462 | 0.328531 |
34 | -0.022668 | -0.1741 | 0.431184 |
35 | -0.008419 | -0.0647 | 0.474328 |
36 | -0.0446 | -0.3426 | 0.366567 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.003142 | -0.0241 | 0.490414 |
2 | 0.079754 | 0.6126 | 0.271247 |
3 | 0.120803 | 0.9279 | 0.178618 |
4 | 0.022451 | 0.1724 | 0.431838 |
5 | -0.00679 | -0.0522 | 0.47929 |
6 | 0.102433 | 0.7868 | 0.217272 |
7 | 0.008975 | 0.0689 | 0.472636 |
8 | 0.099846 | 0.7669 | 0.22309 |
9 | -0.000821 | -0.0063 | 0.497495 |
10 | -0.124166 | -0.9537 | 0.172054 |
11 | 0.206607 | 1.587 | 0.058932 |
12 | -0.182497 | -1.4018 | 0.083109 |
13 | -0.065827 | -0.5056 | 0.307502 |
14 | 0.063355 | 0.4866 | 0.314159 |
15 | -0.044741 | -0.3437 | 0.366162 |
16 | -0.034138 | -0.2622 | 0.397032 |
17 | -0.09647 | -0.741 | 0.230816 |
18 | 0.04031 | 0.3096 | 0.378968 |
19 | 0.003801 | 0.0292 | 0.488405 |
20 | 0.029153 | 0.2239 | 0.411795 |
21 | 0.018829 | 0.1446 | 0.442748 |
22 | -0.073156 | -0.5619 | 0.288149 |
23 | 0.123873 | 0.9515 | 0.172619 |
24 | -0.21761 | -1.6715 | 0.04996 |
25 | -0.172514 | -1.3251 | 0.095123 |
26 | -0.115615 | -0.8881 | 0.189059 |
27 | 0.080168 | 0.6158 | 0.270202 |
28 | -0.01573 | -0.1208 | 0.45212 |
29 | 0.07612 | 0.5847 | 0.280494 |
30 | 0.015751 | 0.121 | 0.452056 |
31 | 0.002301 | 0.0177 | 0.49298 |
32 | 0.043421 | 0.3335 | 0.36996 |
33 | -0.054416 | -0.418 | 0.338742 |
34 | -0.073702 | -0.5661 | 0.286732 |
35 | 0.087103 | 0.6691 | 0.253036 |
36 | -0.068686 | -0.5276 | 0.299882 |