Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.187217 | 1.438 | 0.077853 |
2 | -0.044089 | -0.3387 | 0.368036 |
3 | 0.112453 | 0.8638 | 0.195606 |
4 | 0.064536 | 0.4957 | 0.310969 |
5 | -0.011792 | -0.0906 | 0.464068 |
6 | -0.096527 | -0.7414 | 0.230685 |
7 | -0.074054 | -0.5688 | 0.285818 |
8 | -0.067923 | -0.5217 | 0.301907 |
9 | -0.135266 | -1.039 | 0.151523 |
10 | 0.002106 | 0.0162 | 0.493573 |
11 | 0.046053 | 0.3537 | 0.362398 |
12 | -0.364036 | -2.7962 | 0.003484 |
13 | -0.240795 | -1.8496 | 0.034692 |
14 | -0.001079 | -0.0083 | 0.496707 |
15 | 0.047272 | 0.3631 | 0.358911 |
16 | -0.027305 | -0.2097 | 0.4173 |
17 | -0.118223 | -0.9081 | 0.183763 |
18 | 0.052626 | 0.4042 | 0.343753 |
19 | 0.080757 | 0.6203 | 0.268723 |
20 | -0.067025 | -0.5148 | 0.304297 |
21 | -0.00011 | -8e-04 | 0.499665 |
22 | 0.027846 | 0.2139 | 0.415686 |
23 | -0.061752 | -0.4743 | 0.318508 |
24 | -0.081567 | -0.6265 | 0.266692 |
25 | 0.130788 | 1.0046 | 0.159596 |
26 | 0.022922 | 0.1761 | 0.430421 |
27 | -0.02525 | -0.194 | 0.42344 |
28 | 0.031588 | 0.2426 | 0.404565 |
29 | 0.034823 | 0.2675 | 0.395015 |
30 | 0.024102 | 0.1851 | 0.426882 |
31 | -0.037044 | -0.2845 | 0.388496 |
32 | 0.029332 | 0.2253 | 0.41126 |
33 | 0.057463 | 0.4414 | 0.330275 |
34 | -0.011456 | -0.088 | 0.465089 |
35 | -0.067752 | -0.5204 | 0.302361 |
36 | 0.059476 | 0.4568 | 0.324731 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.187217 | 1.438 | 0.077853 |
2 | -0.082014 | -0.63 | 0.265576 |
3 | 0.142665 | 1.0958 | 0.138802 |
4 | 0.009416 | 0.0723 | 0.471293 |
5 | -0.009309 | -0.0715 | 0.471618 |
6 | -0.107015 | -0.822 | 0.207193 |
7 | -0.047601 | -0.3656 | 0.357975 |
8 | -0.062467 | -0.4798 | 0.316566 |
9 | -0.101974 | -0.7833 | 0.218299 |
10 | 0.066699 | 0.5123 | 0.305168 |
11 | 0.035137 | 0.2699 | 0.394093 |
12 | -0.38397 | -2.9493 | 0.00228 |
13 | -0.121666 | -0.9345 | 0.176919 |
14 | -0.021382 | -0.1642 | 0.435053 |
15 | 0.093812 | 0.7206 | 0.237005 |
16 | 0.004037 | 0.031 | 0.487682 |
17 | -0.125325 | -0.9626 | 0.169829 |
18 | -0.007776 | -0.0597 | 0.476288 |
19 | -0.024398 | -0.1874 | 0.425995 |
20 | -0.121765 | -0.9353 | 0.176725 |
21 | -0.060983 | -0.4684 | 0.320606 |
22 | -0.002596 | -0.0199 | 0.492078 |
23 | -0.011376 | -0.0874 | 0.465333 |
24 | -0.226956 | -1.7433 | 0.043247 |
25 | 0.02906 | 0.2232 | 0.412069 |
26 | -0.123781 | -0.9508 | 0.172797 |
27 | 0.070234 | 0.5395 | 0.295793 |
28 | 0.028204 | 0.2166 | 0.414618 |
29 | -0.140014 | -1.0755 | 0.143272 |
30 | -0.044255 | -0.3399 | 0.367559 |
31 | -0.042422 | -0.3259 | 0.372845 |
32 | -0.026512 | -0.2036 | 0.419667 |
33 | -0.029544 | -0.2269 | 0.410632 |
34 | -0.038847 | -0.2984 | 0.383228 |
35 | -0.107026 | -0.8221 | 0.207171 |
36 | -0.082119 | -0.6308 | 0.265314 |