Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.035211 | 0.2414 | 0.405149 |
2 | -0.089789 | -0.6156 | 0.270577 |
3 | -0.464789 | -3.1864 | 0.00128 |
4 | -0.31162 | -2.1364 | 0.018944 |
5 | -0.012324 | -0.0845 | 0.466513 |
6 | 0.294014 | 2.0157 | 0.024787 |
7 | 0.207746 | 1.4242 | 0.080492 |
8 | 0.077465 | 0.5311 | 0.298935 |
9 | -0.170775 | -1.1708 | 0.123796 |
10 | -0.169014 | -1.1587 | 0.126216 |
11 | 0.066901 | 0.4587 | 0.324299 |
12 | -0.06338 | -0.4345 | 0.332952 |
13 | 0.079225 | 0.5431 | 0.2948 |
14 | 0.09507 | 0.6518 | 0.258862 |
15 | 0.045775 | 0.3138 | 0.377525 |
16 | -0.077465 | -0.5311 | 0.298935 |
17 | -0.160211 | -1.0984 | 0.138823 |
18 | -0.036972 | -0.2535 | 0.400507 |
19 | -0.021127 | -0.1448 | 0.442729 |
20 | 0.195423 | 1.3397 | 0.093384 |
21 | 0.195423 | 1.3397 | 0.093384 |
22 | 0.091549 | 0.6276 | 0.266642 |
23 | -0.21831 | -1.4967 | 0.070584 |
24 | -0.258803 | -1.7743 | 0.041249 |
25 | -0.045775 | -0.3138 | 0.377525 |
26 | 0.09331 | 0.6397 | 0.262737 |
27 | 0.169014 | 1.1587 | 0.126216 |
28 | 0.072183 | 0.4949 | 0.311501 |
29 | 0.040493 | 0.2776 | 0.391266 |
30 | -0.191901 | -1.3156 | 0.097343 |
31 | -0.015845 | -0.1086 | 0.45698 |
32 | -0.045775 | -0.3138 | 0.377525 |
33 | 0.112676 | 0.7725 | 0.221852 |
34 | -0.06162 | -0.4224 | 0.337314 |
35 | 0.054577 | 0.3742 | 0.354982 |
36 | -0.008803 | -0.0603 | 0.476067 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.035211 | 0.2414 | 0.405149 |
2 | -0.091142 | -0.6248 | 0.267551 |
3 | -0.462541 | -3.171 | 0.001337 |
4 | -0.390024 | -2.6739 | 0.00514 |
5 | -0.219709 | -1.5063 | 0.069347 |
6 | -0.047516 | -0.3258 | 0.373029 |
7 | -0.151846 | -1.041 | 0.1516 |
8 | -0.13307 | -0.9123 | 0.183138 |
9 | -0.158138 | -1.0841 | 0.141916 |
10 | -0.12897 | -0.8842 | 0.190552 |
11 | 0.120688 | 0.8274 | 0.206097 |
12 | -0.208806 | -1.4315 | 0.079451 |
13 | -0.184321 | -1.2636 | 0.106295 |
14 | 0.071497 | 0.4902 | 0.313151 |
15 | 0.089912 | 0.6164 | 0.270301 |
16 | -0.120453 | -0.8258 | 0.206549 |
17 | -0.29564 | -2.0268 | 0.024188 |
18 | -0.064729 | -0.4438 | 0.329628 |
19 | -0.173913 | -1.1923 | 0.119567 |
20 | -0.092085 | -0.6313 | 0.265451 |
21 | -0.005398 | -0.037 | 0.485319 |
22 | 0.029267 | 0.2006 | 0.42092 |
23 | -0.010254 | -0.0703 | 0.472128 |
24 | -0.091082 | -0.6244 | 0.267683 |
25 | 0.096424 | 0.6611 | 0.255903 |
26 | 0.012941 | 0.0887 | 0.464841 |
27 | -0.044416 | -0.3045 | 0.381046 |
28 | -0.110032 | -0.7543 | 0.227203 |
29 | 0.043005 | 0.2948 | 0.384711 |
30 | -0.035647 | -0.2444 | 0.403999 |
31 | -0.001652 | -0.0113 | 0.495506 |
32 | -0.09282 | -0.6363 | 0.263821 |
33 | -0.003964 | -0.0272 | 0.489217 |
34 | -0.090087 | -0.6176 | 0.269909 |
35 | -0.035165 | -0.2411 | 0.405272 |
36 | -0.115143 | -0.7894 | 0.216926 |