Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.143105 | 1.0119 | 0.158228 |
2 | 0.259615 | 1.8358 | 0.036172 |
3 | 0.32812 | 2.3202 | 0.012227 |
4 | 0.198734 | 1.4053 | 0.083063 |
5 | 0.108201 | 0.7651 | 0.223905 |
6 | 0.164967 | 1.1665 | 0.124474 |
7 | 0.036957 | 0.2613 | 0.397457 |
8 | 0.151003 | 1.0678 | 0.14538 |
9 | 0.04736 | 0.3349 | 0.369556 |
10 | -0.060647 | -0.4288 | 0.33494 |
11 | 0.324759 | 2.2964 | 0.01294 |
12 | -0.050971 | -0.3604 | 0.360025 |
13 | -0.017444 | -0.1233 | 0.451164 |
14 | 0.18157 | 1.2839 | 0.102548 |
15 | 0.051761 | 0.366 | 0.357952 |
16 | 0.007482 | 0.0529 | 0.47901 |
17 | 0.067605 | 0.478 | 0.317352 |
18 | -0.093383 | -0.6603 | 0.25604 |
19 | 0.060621 | 0.4287 | 0.335007 |
20 | -0.053773 | -0.3802 | 0.352691 |
21 | -0.193404 | -1.3676 | 0.088781 |
22 | -0.026617 | -0.1882 | 0.425735 |
23 | -0.117442 | -0.8304 | 0.205119 |
24 | -0.217812 | -1.5402 | 0.064913 |
25 | -0.096153 | -0.6799 | 0.249851 |
26 | -0.189619 | -1.3408 | 0.093022 |
27 | -0.225935 | -1.5976 | 0.058217 |
28 | -0.162234 | -1.1472 | 0.128386 |
29 | -0.129118 | -0.913 | 0.182812 |
30 | -0.105131 | -0.7434 | 0.230363 |
31 | -0.02787 | -0.1971 | 0.422286 |
32 | -0.156979 | -1.11 | 0.136152 |
33 | 0.007951 | 0.0562 | 0.477695 |
34 | -0.042908 | -0.3034 | 0.381419 |
35 | -0.017695 | -0.1251 | 0.450465 |
36 | -0.031774 | -0.2247 | 0.411573 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.143105 | 1.0119 | 0.158228 |
2 | 0.244136 | 1.7263 | 0.045234 |
3 | 0.287797 | 2.035 | 0.023583 |
4 | 0.106306 | 0.7517 | 0.227879 |
5 | -0.05339 | -0.3775 | 0.35369 |
6 | 0.007462 | 0.0528 | 0.479065 |
7 | -0.080526 | -0.5694 | 0.285816 |
8 | 0.097674 | 0.6907 | 0.246486 |
9 | -0.002333 | -0.0165 | 0.493451 |
10 | -0.135771 | -0.96 | 0.170827 |
11 | 0.330226 | 2.3351 | 0.011798 |
12 | -0.108181 | -0.765 | 0.223947 |
13 | -0.099663 | -0.7047 | 0.242126 |
14 | 0.09924 | 0.7017 | 0.243049 |
15 | 0.014773 | 0.1045 | 0.458612 |
16 | 0.014293 | 0.1011 | 0.459952 |
17 | -0.065149 | -0.4607 | 0.323514 |
18 | -0.136897 | -0.968 | 0.16885 |
19 | 0.038567 | 0.2727 | 0.393099 |
20 | -0.045188 | -0.3195 | 0.37533 |
21 | -0.114963 | -0.8129 | 0.210062 |
22 | -0.135633 | -0.9591 | 0.171069 |
23 | 0.014541 | 0.1028 | 0.459258 |
24 | -0.023042 | -0.1629 | 0.435615 |
25 | -0.123278 | -0.8717 | 0.193767 |
26 | -0.095925 | -0.6783 | 0.250356 |
27 | -0.096184 | -0.6801 | 0.249781 |
28 | -0.062228 | -0.44 | 0.33091 |
29 | 0.152491 | 1.0783 | 0.143043 |
30 | -0.029907 | -0.2115 | 0.416689 |
31 | 0.096808 | 0.6845 | 0.248398 |
32 | 0.022202 | 0.157 | 0.437941 |
33 | 0.03113 | 0.2201 | 0.413337 |
34 | -0.02496 | -0.1765 | 0.430308 |
35 | 0.110923 | 0.7843 | 0.218269 |
36 | 0.022015 | 0.1557 | 0.438459 |