Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.007111 | 0.0493 | 0.480455 |
2 | 0.050642 | 0.3509 | 0.363616 |
3 | 0.073255 | 0.5075 | 0.307055 |
4 | -0.027333 | -0.1894 | 0.425302 |
5 | -0.042028 | -0.2912 | 0.386084 |
6 | -0.029947 | -0.2075 | 0.418256 |
7 | -0.032256 | -0.2235 | 0.412057 |
8 | -0.025738 | -0.1783 | 0.429612 |
9 | 0.005925 | 0.041 | 0.483715 |
10 | -0.250575 | -1.736 | 0.044487 |
11 | -0.024208 | -0.1677 | 0.433754 |
12 | -0.199266 | -1.3806 | 0.086906 |
13 | -0.086235 | -0.5975 | 0.276506 |
14 | 0.035325 | 0.2447 | 0.403851 |
15 | 0.092058 | 0.6378 | 0.263319 |
16 | 0.007566 | 0.0524 | 0.479207 |
17 | -0.034722 | -0.2406 | 0.405459 |
18 | 0.143506 | 0.9942 | 0.162546 |
19 | 0.110564 | 0.766 | 0.22371 |
20 | 0.10425 | 0.7223 | 0.236818 |
21 | 0.008113 | 0.0562 | 0.477705 |
22 | -0.037216 | -0.2578 | 0.398816 |
23 | 0.0816 | 0.5653 | 0.287238 |
24 | -0.184171 | -1.276 | 0.104052 |
25 | -0.098659 | -0.6835 | 0.248779 |
26 | -0.17032 | -1.18 | 0.121906 |
27 | 0.018145 | 0.1257 | 0.450244 |
28 | -0.096981 | -0.6719 | 0.252433 |
29 | 0.004701 | 0.0326 | 0.487077 |
30 | -0.018747 | -0.1299 | 0.4486 |
31 | -0.155606 | -1.0781 | 0.143196 |
32 | 0.021065 | 0.1459 | 0.442289 |
33 | -0.059273 | -0.4107 | 0.341575 |
34 | 0.050271 | 0.3483 | 0.364574 |
35 | 0.026452 | 0.1833 | 0.427681 |
36 | -0.020731 | -0.1436 | 0.443197 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.007111 | 0.0493 | 0.480455 |
2 | 0.050594 | 0.3505 | 0.36374 |
3 | 0.072743 | 0.504 | 0.30829 |
4 | -0.030856 | -0.2138 | 0.415814 |
5 | -0.049574 | -0.3435 | 0.366378 |
6 | -0.032263 | -0.2235 | 0.412038 |
7 | -0.023224 | -0.1609 | 0.436425 |
8 | -0.016481 | -0.1142 | 0.454785 |
9 | 0.011234 | 0.0778 | 0.469143 |
10 | -0.251216 | -1.7405 | 0.044092 |
11 | -0.026887 | -0.1863 | 0.426505 |
12 | -0.194622 | -1.3484 | 0.091932 |
13 | -0.058552 | -0.4057 | 0.343398 |
14 | 0.035301 | 0.2446 | 0.403916 |
15 | 0.107956 | 0.7479 | 0.229073 |
16 | -0.01506 | -0.1043 | 0.458668 |
17 | -0.09069 | -0.6283 | 0.266386 |
18 | 0.111235 | 0.7707 | 0.222342 |
19 | 0.13695 | 0.9488 | 0.173732 |
20 | 0.067349 | 0.4666 | 0.321447 |
21 | -0.016639 | -0.1153 | 0.454354 |
22 | -0.171892 | -1.1909 | 0.119775 |
23 | 0.041897 | 0.2903 | 0.386429 |
24 | -0.218079 | -1.5109 | 0.068685 |
25 | -0.066676 | -0.4619 | 0.323105 |
26 | -0.206473 | -1.4305 | 0.079528 |
27 | 0.05645 | 0.3911 | 0.348728 |
28 | -0.051825 | -0.3591 | 0.360564 |
29 | 0.04465 | 0.3093 | 0.379199 |
30 | 0.043639 | 0.3023 | 0.381849 |
31 | -0.097041 | -0.6723 | 0.252302 |
32 | 0.036064 | 0.2499 | 0.401881 |
33 | -0.064475 | -0.4467 | 0.328552 |
34 | -0.092586 | -0.6415 | 0.262139 |
35 | -0.01241 | -0.086 | 0.465919 |
36 | -0.262054 | -1.8156 | 0.037843 |