Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.189966 | 1.4592 | 0.074912 |
2 | 0.13687 | 1.0513 | 0.148699 |
3 | 0.204837 | 1.5734 | 0.060489 |
4 | 0.217654 | 1.6718 | 0.049927 |
5 | 0.093851 | 0.7209 | 0.236913 |
6 | -0.131818 | -1.0125 | 0.157714 |
7 | -0.012377 | -0.0951 | 0.46229 |
8 | -0.086339 | -0.6632 | 0.254897 |
9 | -0.195066 | -1.4983 | 0.06969 |
10 | -0.133334 | -1.0242 | 0.154971 |
11 | 0.038301 | 0.2942 | 0.384819 |
12 | -0.381083 | -2.9272 | 0.002426 |
13 | -0.228944 | -1.7586 | 0.04192 |
14 | -0.097094 | -0.7458 | 0.229376 |
15 | -0.016851 | -0.1294 | 0.448727 |
16 | -0.114502 | -0.8795 | 0.191348 |
17 | -0.182914 | -1.405 | 0.082634 |
18 | 0.070791 | 0.5438 | 0.294329 |
19 | 0.062574 | 0.4806 | 0.316275 |
20 | -0.076893 | -0.5906 | 0.278514 |
21 | 0.013093 | 0.1006 | 0.460117 |
22 | 0.075438 | 0.5794 | 0.282247 |
23 | -0.031571 | -0.2425 | 0.404616 |
24 | -0.087406 | -0.6714 | 0.252299 |
25 | 0.093743 | 0.7201 | 0.237168 |
26 | 0.064924 | 0.4987 | 0.309925 |
27 | -0.025159 | -0.1932 | 0.423714 |
28 | 0.018759 | 0.1441 | 0.442961 |
29 | 0.076274 | 0.5859 | 0.280098 |
30 | 0.067565 | 0.519 | 0.30286 |
31 | -0.031552 | -0.2424 | 0.404673 |
32 | 0.029375 | 0.2256 | 0.411132 |
33 | 0.086711 | 0.666 | 0.253991 |
34 | -0.015109 | -0.1161 | 0.454003 |
35 | -0.090524 | -0.6953 | 0.244789 |
36 | 0.112332 | 0.8628 | 0.195861 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.189966 | 1.4592 | 0.074912 |
2 | 0.104556 | 0.8031 | 0.212567 |
3 | 0.1696 | 1.3027 | 0.098866 |
4 | 0.155367 | 1.1934 | 0.118746 |
5 | 0.004246 | 0.0326 | 0.487046 |
6 | -0.231522 | -1.7784 | 0.040249 |
7 | -0.04603 | -0.3536 | 0.362462 |
8 | -0.112501 | -0.8641 | 0.195507 |
9 | -0.143533 | -1.1025 | 0.137361 |
10 | -0.002586 | -0.0199 | 0.492109 |
11 | 0.187346 | 1.439 | 0.077713 |
12 | -0.391303 | -3.0057 | 0.001944 |
13 | -0.081724 | -0.6277 | 0.2663 |
14 | 0.00067 | 0.0051 | 0.497955 |
15 | 0.059971 | 0.4606 | 0.323372 |
16 | 0.010136 | 0.0779 | 0.469102 |
17 | -0.018211 | -0.1399 | 0.444615 |
18 | -0.033488 | -0.2572 | 0.398951 |
19 | 0.024868 | 0.191 | 0.424586 |
20 | -0.133071 | -1.0221 | 0.155445 |
21 | -0.038706 | -0.2973 | 0.383638 |
22 | -0.025803 | -0.1982 | 0.421787 |
23 | 0.010822 | 0.0831 | 0.467018 |
24 | -0.218544 | -1.6787 | 0.049253 |
25 | 0.102177 | 0.7848 | 0.217844 |
26 | -0.05649 | -0.4339 | 0.33297 |
27 | 0.039945 | 0.3068 | 0.38003 |
28 | 0.080369 | 0.6173 | 0.269696 |
29 | -0.06727 | -0.5167 | 0.303646 |
30 | -0.069282 | -0.5322 | 0.298305 |
31 | 0.080397 | 0.6175 | 0.269628 |
32 | -0.091608 | -0.7037 | 0.242208 |
33 | 0.036158 | 0.2777 | 0.391094 |
34 | -0.020323 | -0.1561 | 0.438242 |
35 | -0.098638 | -0.7576 | 0.225838 |
36 | 0.016965 | 0.1303 | 0.448383 |