Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.141573 | 1.0594 | 0.146974 |
2 | 0.270536 | 2.0245 | 0.023849 |
3 | 0.327947 | 2.4541 | 0.008629 |
4 | 0.219337 | 1.6414 | 0.053163 |
5 | 0.105831 | 0.792 | 0.215862 |
6 | 0.167149 | 1.2508 | 0.108098 |
7 | 0.0364 | 0.2724 | 0.393161 |
8 | 0.155346 | 1.1625 | 0.124981 |
9 | 0.054668 | 0.4091 | 0.342015 |
10 | -0.068285 | -0.511 | 0.30568 |
11 | 0.31773 | 2.3777 | 0.010431 |
12 | -0.048386 | -0.3621 | 0.359324 |
13 | -0.010184 | -0.0762 | 0.469762 |
14 | 0.180199 | 1.3485 | 0.091465 |
15 | 0.057232 | 0.4283 | 0.335043 |
16 | 0.027321 | 0.2044 | 0.419372 |
17 | 0.072882 | 0.5454 | 0.293822 |
18 | -0.078066 | -0.5842 | 0.280719 |
19 | 0.050071 | 0.3747 | 0.35465 |
20 | -0.036976 | -0.2767 | 0.391515 |
21 | -0.183138 | -1.3705 | 0.088003 |
22 | -0.026611 | -0.1991 | 0.421436 |
23 | -0.09908 | -0.7414 | 0.230761 |
24 | -0.198609 | -1.4863 | 0.071411 |
25 | -0.109813 | -0.8218 | 0.207347 |
26 | -0.189162 | -1.4156 | 0.081221 |
27 | -0.1981 | -1.4824 | 0.071914 |
28 | -0.184081 | -1.3775 | 0.086914 |
29 | -0.130371 | -0.9756 | 0.166728 |
30 | -0.121054 | -0.9059 | 0.184439 |
31 | -0.021028 | -0.1574 | 0.437763 |
32 | -0.160926 | -1.2043 | 0.116777 |
33 | 0.004536 | 0.0339 | 0.486523 |
34 | -0.046646 | -0.3491 | 0.364174 |
35 | -0.006497 | -0.0486 | 0.480698 |
36 | -0.059744 | -0.4471 | 0.328269 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.141573 | 1.0594 | 0.146974 |
2 | 0.255616 | 1.9129 | 0.030443 |
3 | 0.287412 | 2.1508 | 0.017911 |
4 | 0.127603 | 0.9549 | 0.171868 |
5 | -0.063285 | -0.4736 | 0.318819 |
6 | -0.003317 | -0.0248 | 0.490142 |
7 | -0.092741 | -0.694 | 0.245273 |
8 | 0.100082 | 0.7489 | 0.228513 |
9 | 0.016308 | 0.122 | 0.451653 |
10 | -0.148374 | -1.1103 | 0.135801 |
11 | 0.32213 | 2.4106 | 0.009617 |
12 | -0.10559 | -0.7902 | 0.216383 |
13 | -0.087756 | -0.6567 | 0.25703 |
14 | 0.109821 | 0.8218 | 0.207332 |
15 | 0.000203 | 0.0015 | 0.499396 |
16 | 0.046123 | 0.3452 | 0.365635 |
17 | -0.068387 | -0.5118 | 0.305416 |
18 | -0.133292 | -0.9975 | 0.161415 |
19 | 0.001575 | 0.0118 | 0.495318 |
20 | -0.047231 | -0.3534 | 0.36254 |
21 | -0.078523 | -0.5876 | 0.279576 |
22 | -0.132127 | -0.9887 | 0.16352 |
23 | 0.026827 | 0.2008 | 0.420808 |
24 | -0.020161 | -0.1509 | 0.440308 |
25 | -0.146735 | -1.0981 | 0.138437 |
26 | -0.088959 | -0.6657 | 0.254165 |
27 | -0.083669 | -0.6261 | 0.266888 |
28 | -0.092644 | -0.6933 | 0.245498 |
29 | 0.148443 | 1.1108 | 0.135692 |
30 | -0.025007 | -0.1871 | 0.426115 |
31 | 0.113838 | 0.8519 | 0.198952 |
32 | 0.010911 | 0.0817 | 0.467607 |
33 | 0.029583 | 0.2214 | 0.412802 |
34 | -0.021192 | -0.1586 | 0.437283 |
35 | 0.092843 | 0.6948 | 0.245035 |
36 | 0.018544 | 0.1388 | 0.445065 |