Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.121866 | 0.9361 | 0.176526 |
2 | 0.309216 | 2.3751 | 0.010406 |
3 | 0.320021 | 2.4581 | 0.008461 |
4 | 0.227016 | 1.7437 | 0.043206 |
5 | 0.104571 | 0.8032 | 0.212535 |
6 | 0.199386 | 1.5315 | 0.065494 |
7 | 0.098474 | 0.7564 | 0.226212 |
8 | 0.159152 | 1.2225 | 0.113195 |
9 | 0.093865 | 0.721 | 0.236881 |
10 | -0.070138 | -0.5387 | 0.296048 |
11 | 0.340112 | 2.6125 | 0.005693 |
12 | -0.130873 | -1.0053 | 0.159441 |
13 | 0.030889 | 0.2373 | 0.406636 |
14 | 0.103561 | 0.7955 | 0.214764 |
15 | 0.078022 | 0.5993 | 0.275635 |
16 | -0.063958 | -0.4913 | 0.312527 |
17 | 0.099744 | 0.7661 | 0.223322 |
18 | -0.091513 | -0.7029 | 0.242434 |
19 | 0.010415 | 0.08 | 0.468254 |
20 | -0.09032 | -0.6938 | 0.245278 |
21 | -0.118127 | -0.9074 | 0.183955 |
22 | 0.013187 | 0.1013 | 0.459831 |
23 | -0.177618 | -1.3643 | 0.088826 |
24 | -0.147704 | -1.1345 | 0.13058 |
25 | -0.121519 | -0.9334 | 0.177207 |
26 | -0.039162 | -0.3008 | 0.382308 |
27 | -0.204088 | -1.5676 | 0.061158 |
28 | -0.120348 | -0.9244 | 0.17952 |
29 | -0.094608 | -0.7267 | 0.235142 |
30 | -0.094369 | -0.7249 | 0.2357 |
31 | -0.084937 | -0.6524 | 0.258334 |
32 | -0.041526 | -0.319 | 0.37544 |
33 | -0.023026 | -0.1769 | 0.430109 |
34 | -0.128088 | -0.9839 | 0.164601 |
35 | -0.009944 | -0.0764 | 0.469686 |
36 | -0.07903 | -0.607 | 0.273076 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.121866 | 0.9361 | 0.176526 |
2 | 0.298802 | 2.2951 | 0.012649 |
3 | 0.286654 | 2.2018 | 0.0158 |
4 | 0.130335 | 1.0011 | 0.160428 |
5 | -0.083725 | -0.6431 | 0.261323 |
6 | 0.019042 | 0.1463 | 0.442105 |
7 | -0.009601 | -0.0737 | 0.470732 |
8 | 0.088504 | 0.6798 | 0.24964 |
9 | 0.020045 | 0.154 | 0.439079 |
10 | -0.21896 | -1.6819 | 0.048941 |
11 | 0.317488 | 2.4387 | 0.008885 |
12 | -0.18785 | -1.4429 | 0.077168 |
13 | -0.058581 | -0.45 | 0.327189 |
14 | 0.060993 | 0.4685 | 0.320578 |
15 | 0.075046 | 0.5764 | 0.283256 |
16 | -0.017441 | -0.134 | 0.446941 |
17 | -0.0454 | -0.3487 | 0.364268 |
18 | -0.121256 | -0.9314 | 0.177726 |
19 | -0.020502 | -0.1575 | 0.437703 |
20 | -0.080006 | -0.6145 | 0.27061 |
21 | 0.009586 | 0.0736 | 0.470777 |
22 | -0.072981 | -0.5606 | 0.288604 |
23 | -0.034578 | -0.2656 | 0.395736 |
24 | -0.065541 | -0.5034 | 0.308268 |
25 | -0.116257 | -0.893 | 0.187746 |
26 | 0.119224 | 0.9158 | 0.181755 |
27 | 0.000685 | 0.0053 | 0.497911 |
28 | -0.160801 | -1.2351 | 0.110838 |
29 | 0.103021 | 0.7913 | 0.215963 |
30 | -0.054378 | -0.4177 | 0.338848 |
31 | 0.117282 | 0.9009 | 0.185663 |
32 | 0.046095 | 0.3541 | 0.362276 |
33 | -0.026853 | -0.2063 | 0.418648 |
34 | -0.086292 | -0.6628 | 0.255012 |
35 | 0.063553 | 0.4882 | 0.313623 |
36 | 0.005087 | 0.0391 | 0.484483 |