Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.011365 | 0.1042 | 0.458644 |
2 | 0.158487 | 1.4526 | 0.075036 |
3 | 0.325112 | 2.9797 | 0.001886 |
4 | -0.048166 | -0.4415 | 0.33001 |
5 | 0.163633 | 1.4997 | 0.068718 |
6 | 0.159183 | 1.4589 | 0.074156 |
7 | -0.171681 | -1.5735 | 0.059683 |
8 | 0.010163 | 0.0931 | 0.463003 |
9 | 0.102843 | 0.9426 | 0.174301 |
10 | -0.193869 | -1.7768 | 0.039608 |
11 | 0.005393 | 0.0494 | 0.480348 |
12 | -0.013936 | -0.1277 | 0.449334 |
13 | -0.15033 | -1.3778 | 0.085963 |
14 | 0.011299 | 0.1036 | 0.458882 |
15 | 0.028021 | 0.2568 | 0.398975 |
16 | -0.208438 | -1.9104 | 0.029749 |
17 | 0.063268 | 0.5799 | 0.28178 |
18 | 0.033047 | 0.3029 | 0.381364 |
19 | -0.161705 | -1.482 | 0.071035 |
20 | 0.068285 | 0.6258 | 0.266557 |
21 | 0.029543 | 0.2708 | 0.393618 |
22 | -0.20456 | -1.8748 | 0.032146 |
23 | 0.280195 | 2.568 | 0.005999 |
24 | -0.192466 | -1.764 | 0.040685 |
25 | -0.110532 | -1.013 | 0.156974 |
26 | 0.158139 | 1.4494 | 0.075479 |
27 | -0.129719 | -1.1889 | 0.118916 |
28 | -0.049121 | -0.4502 | 0.326862 |
29 | -0.002291 | -0.021 | 0.491647 |
30 | -0.220606 | -2.0219 | 0.023186 |
31 | -0.046484 | -0.426 | 0.335588 |
32 | 0.021756 | 0.1994 | 0.421217 |
33 | -0.261841 | -2.3998 | 0.009307 |
34 | -0.036364 | -0.3333 | 0.369877 |
35 | -0.036307 | -0.3328 | 0.370074 |
36 | -0.073275 | -0.6716 | 0.251848 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.011365 | 0.1042 | 0.458644 |
2 | 0.158378 | 1.4516 | 0.075174 |
3 | 0.330118 | 3.0256 | 0.001646 |
4 | -0.072108 | -0.6609 | 0.255248 |
5 | 0.066672 | 0.6111 | 0.271405 |
6 | 0.088596 | 0.812 | 0.209543 |
7 | -0.19203 | -1.76 | 0.041025 |
8 | -0.127806 | -1.1714 | 0.122382 |
9 | 0.120008 | 1.0999 | 0.137261 |
10 | -0.08956 | -0.8208 | 0.207033 |
11 | -0.063872 | -0.5854 | 0.279926 |
12 | 0.015643 | 0.1434 | 0.443169 |
13 | 0.005429 | 0.0498 | 0.480216 |
14 | -0.052085 | -0.4774 | 0.31717 |
15 | 0.070975 | 0.6505 | 0.258573 |
16 | -0.108815 | -0.9973 | 0.160739 |
17 | 0.012071 | 0.1106 | 0.456084 |
18 | 0.066667 | 0.611 | 0.271421 |
19 | -0.062617 | -0.5739 | 0.283788 |
20 | -0.046198 | -0.4234 | 0.336538 |
21 | 0.096485 | 0.8843 | 0.189529 |
22 | -0.148426 | -1.3604 | 0.088679 |
23 | 0.213067 | 1.9528 | 0.027087 |
24 | -0.216097 | -1.9806 | 0.025457 |
25 | -0.026621 | -0.244 | 0.403918 |
26 | 0.009545 | 0.0875 | 0.46525 |
27 | 0.044853 | 0.4111 | 0.341029 |
28 | -0.096312 | -0.8827 | 0.189956 |
29 | -0.087291 | -0.8 | 0.212974 |
30 | -0.119273 | -1.0932 | 0.138726 |
31 | 0.033292 | 0.3051 | 0.380514 |
32 | -0.080913 | -0.7416 | 0.230206 |
33 | -0.070865 | -0.6495 | 0.258897 |
34 | -0.029781 | -0.273 | 0.392781 |
35 | 0.024031 | 0.2202 | 0.413107 |
36 | 0.047896 | 0.439 | 0.330904 |