Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.13543 | 0.9285 | 0.178956 |
2 | 0.240985 | 1.6521 | 0.052589 |
3 | 0.33581 | 2.3022 | 0.0129 |
4 | 0.22256 | 1.5258 | 0.066881 |
5 | 0.063804 | 0.4374 | 0.331906 |
6 | 0.185662 | 1.2728 | 0.104668 |
7 | 0.018785 | 0.1288 | 0.44904 |
8 | 0.140643 | 0.9642 | 0.16994 |
9 | 0.013149 | 0.0901 | 0.464277 |
10 | -0.086975 | -0.5963 | 0.276928 |
11 | 0.283014 | 1.9402 | 0.029181 |
12 | -0.157775 | -1.0816 | 0.142463 |
13 | -0.077121 | -0.5287 | 0.299746 |
14 | 0.096843 | 0.6639 | 0.254991 |
15 | 0.071789 | 0.4922 | 0.312449 |
16 | -0.103472 | -0.7094 | 0.240799 |
17 | 0.075741 | 0.5193 | 0.303011 |
18 | -0.159112 | -1.0908 | 0.140458 |
19 | -0.028258 | -0.1937 | 0.423611 |
20 | -0.14691 | -1.0072 | 0.159506 |
21 | -0.206068 | -1.4127 | 0.082161 |
22 | -0.089551 | -0.6139 | 0.271111 |
23 | -0.19182 | -1.3151 | 0.097437 |
24 | -0.199386 | -1.3669 | 0.089077 |
25 | -0.086828 | -0.5953 | 0.277262 |
26 | -0.114773 | -0.7868 | 0.217662 |
27 | -0.240275 | -1.6472 | 0.05309 |
28 | -0.107912 | -0.7398 | 0.231548 |
29 | -0.127552 | -0.8745 | 0.193158 |
30 | -0.090425 | -0.6199 | 0.269152 |
31 | -0.045048 | -0.3088 | 0.379407 |
32 | -0.064645 | -0.4432 | 0.329832 |
33 | -0.04346 | -0.2979 | 0.383527 |
34 | 0.002699 | 0.0185 | 0.492658 |
35 | -0.007403 | -0.0508 | 0.479869 |
36 | -0.00188 | -0.0129 | 0.494887 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.13543 | 0.9285 | 0.178956 |
2 | 0.226804 | 1.5549 | 0.063341 |
3 | 0.300548 | 2.0605 | 0.022457 |
4 | 0.144633 | 0.9916 | 0.163247 |
5 | -0.098278 | -0.6738 | 0.251883 |
6 | 0.01888 | 0.1294 | 0.448784 |
7 | -0.108703 | -0.7452 | 0.229922 |
8 | 0.102722 | 0.7042 | 0.242382 |
9 | -0.034444 | -0.2361 | 0.407177 |
10 | -0.159775 | -1.0954 | 0.139469 |
11 | 0.322187 | 2.2088 | 0.01605 |
12 | -0.24632 | -1.6887 | 0.048952 |
13 | -0.065444 | -0.4487 | 0.327868 |
14 | 0.054841 | 0.376 | 0.354314 |
15 | 0.129157 | 0.8855 | 0.190209 |
16 | 0.017091 | 0.1172 | 0.453612 |
17 | -0.088068 | -0.6038 | 0.274451 |
18 | -0.183061 | -1.255 | 0.107841 |
19 | -0.092463 | -0.6339 | 0.264612 |
20 | -0.073654 | -0.5049 | 0.307977 |
21 | -0.065705 | -0.4505 | 0.327228 |
22 | -0.091282 | -0.6258 | 0.267238 |
23 | 0.009461 | 0.0649 | 0.474279 |
24 | 0.04207 | 0.2884 | 0.387147 |
25 | -0.048718 | -0.334 | 0.369934 |
26 | -0.032655 | -0.2239 | 0.411914 |
27 | -0.074429 | -0.5103 | 0.306129 |
28 | -0.084505 | -0.5793 | 0.282563 |
29 | 0.100379 | 0.6882 | 0.247366 |
30 | -0.052645 | -0.3609 | 0.35989 |
31 | 0.097916 | 0.6713 | 0.252665 |
32 | 0.008034 | 0.0551 | 0.478155 |
33 | -0.032521 | -0.223 | 0.41227 |
34 | 0.037386 | 0.2563 | 0.399417 |
35 | 0.044881 | 0.3077 | 0.37984 |
36 | 0.03366 | 0.2308 | 0.40925 |