Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.126902 | -0.983 | 0.164783 |
2 | -0.088574 | -0.6861 | 0.247649 |
3 | 0.007499 | 0.0581 | 0.476935 |
4 | 0.077702 | 0.6019 | 0.274761 |
5 | -0.05967 | -0.4622 | 0.322803 |
6 | -0.018109 | -0.1403 | 0.444458 |
7 | -0.00211 | -0.0163 | 0.493508 |
8 | 0.028673 | 0.2221 | 0.412496 |
9 | -0.101617 | -0.7871 | 0.217155 |
10 | -0.064059 | -0.4962 | 0.310783 |
11 | 0.146427 | 1.1342 | 0.130606 |
12 | -0.029289 | -0.2269 | 0.410649 |
13 | 0.004419 | 0.0342 | 0.486402 |
14 | -0.244441 | -1.8934 | 0.031563 |
15 | 0.114952 | 0.8904 | 0.188399 |
16 | 0.083061 | 0.6434 | 0.261211 |
17 | -0.091731 | -0.7105 | 0.24006 |
18 | 0.023899 | 0.1851 | 0.426879 |
19 | 0.043286 | 0.3353 | 0.369287 |
20 | 0.034955 | 0.2708 | 0.393751 |
21 | -0.278118 | -2.1543 | 0.017621 |
22 | -0.056083 | -0.4344 | 0.332773 |
23 | 0.071096 | 0.5507 | 0.291939 |
24 | 0.028426 | 0.2202 | 0.413236 |
25 | -0.184093 | -1.426 | 0.079528 |
26 | 0.186849 | 1.4473 | 0.076505 |
27 | 0.014983 | 0.1161 | 0.453997 |
28 | -0.01737 | -0.1345 | 0.44671 |
29 | -0.123175 | -0.9541 | 0.171928 |
30 | -0.009701 | -0.0751 | 0.470174 |
31 | 0.14073 | 1.0901 | 0.140016 |
32 | -0.080567 | -0.6241 | 0.267475 |
33 | -0.065183 | -0.5049 | 0.307737 |
34 | -0.015306 | -0.1186 | 0.453009 |
35 | 0.010702 | 0.0829 | 0.467104 |
36 | 0.004527 | 0.0351 | 0.486071 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.126902 | -0.983 | 0.164783 |
2 | -0.106391 | -0.8241 | 0.206572 |
3 | -0.018954 | -0.1468 | 0.441883 |
4 | 0.068599 | 0.5314 | 0.298565 |
5 | -0.041383 | -0.3205 | 0.374833 |
6 | -0.018662 | -0.1446 | 0.442773 |
7 | -0.016877 | -0.1307 | 0.448214 |
8 | 0.018038 | 0.1397 | 0.444674 |
9 | -0.093046 | -0.7207 | 0.236936 |
10 | -0.08997 | -0.6969 | 0.244277 |
11 | 0.112528 | 0.8716 | 0.19344 |
12 | -0.012638 | -0.0979 | 0.461172 |
13 | 0.037454 | 0.2901 | 0.386363 |
14 | -0.258267 | -2.0005 | 0.024987 |
15 | 0.033357 | 0.2584 | 0.398498 |
16 | 0.078253 | 0.6061 | 0.273351 |
17 | -0.063727 | -0.4936 | 0.311686 |
18 | 0.049173 | 0.3809 | 0.352315 |
19 | -0.021797 | -0.1688 | 0.433244 |
20 | 0.077073 | 0.597 | 0.276374 |
21 | -0.289062 | -2.2391 | 0.014436 |
22 | -0.156834 | -1.2148 | 0.114595 |
23 | -0.032815 | -0.2542 | 0.400113 |
24 | 0.00242 | 0.0187 | 0.492553 |
25 | -0.062315 | -0.4827 | 0.315535 |
26 | 0.1067 | 0.8265 | 0.2059 |
27 | 0.032191 | 0.2493 | 0.401972 |
28 | -0.058579 | -0.4537 | 0.325824 |
29 | -0.143175 | -1.109 | 0.135921 |
30 | -0.12645 | -0.9795 | 0.165638 |
31 | 0.050822 | 0.3937 | 0.347613 |
32 | 0.020029 | 0.1551 | 0.438615 |
33 | -0.026694 | -0.2068 | 0.418443 |
34 | -0.083996 | -0.6506 | 0.258885 |
35 | -0.186272 | -1.4429 | 0.077131 |
36 | -0.016444 | -0.1274 | 0.449534 |