Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.05444 | 0.4619 | 0.322759 |
2 | 0.136876 | 1.1614 | 0.124651 |
3 | 0.149513 | 1.2687 | 0.104325 |
4 | 0.03169 | 0.2689 | 0.394387 |
5 | 0.045593 | 0.3869 | 0.349997 |
6 | 0.091981 | 0.7805 | 0.218832 |
7 | 0.015192 | 0.1289 | 0.448893 |
8 | 0.203558 | 1.7272 | 0.044205 |
9 | 0.02738 | 0.2323 | 0.408472 |
10 | -0.079682 | -0.6761 | 0.250565 |
11 | 0.190193 | 1.6138 | 0.055469 |
12 | -0.180006 | -1.5274 | 0.065521 |
13 | -0.013888 | -0.1178 | 0.45326 |
14 | 0.194659 | 1.6517 | 0.051471 |
15 | 0.021493 | 0.1824 | 0.4279 |
16 | 0.005917 | 0.0502 | 0.480047 |
17 | -0.074964 | -0.6361 | 0.263368 |
18 | 0.016319 | 0.1385 | 0.445127 |
19 | 0.004458 | 0.0378 | 0.484967 |
20 | -0.06268 | -0.5319 | 0.298231 |
21 | -0.092034 | -0.7809 | 0.218701 |
22 | 0.022436 | 0.1904 | 0.424777 |
23 | 0.013562 | 0.1151 | 0.454351 |
24 | -0.163877 | -1.3905 | 0.084324 |
25 | -0.09042 | -0.7672 | 0.222725 |
26 | -0.210902 | -1.7896 | 0.038864 |
27 | -0.040695 | -0.3453 | 0.365435 |
28 | -0.136856 | -1.1613 | 0.124685 |
29 | 0.063732 | 0.5408 | 0.295164 |
30 | -0.107279 | -0.9103 | 0.182853 |
31 | -0.024659 | -0.2092 | 0.417427 |
32 | -0.018863 | -0.1601 | 0.436641 |
33 | -0.020391 | -0.173 | 0.43156 |
34 | -0.01335 | -0.1133 | 0.455064 |
35 | -0.003251 | -0.0276 | 0.489034 |
36 | -0.005726 | -0.0486 | 0.480691 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.05444 | 0.4619 | 0.322759 |
2 | 0.134311 | 1.1397 | 0.129102 |
3 | 0.138655 | 1.1765 | 0.12163 |
4 | 0.00249 | 0.0211 | 0.491603 |
5 | 0.00681 | 0.0578 | 0.477038 |
6 | 0.068126 | 0.5781 | 0.28251 |
7 | -0.000643 | -0.0055 | 0.49783 |
8 | 0.183971 | 1.561 | 0.061449 |
9 | -0.007425 | -0.063 | 0.474971 |
10 | -0.140554 | -1.1926 | 0.118463 |
11 | 0.15512 | 1.3162 | 0.096134 |
12 | -0.199256 | -1.6907 | 0.047605 |
13 | -0.015101 | -0.1281 | 0.4492 |
14 | 0.213506 | 1.8117 | 0.037104 |
15 | 0.03333 | 0.2828 | 0.389066 |
16 | -0.071837 | -0.6096 | 0.272036 |
17 | -0.165311 | -1.4027 | 0.0825 |
18 | 0.099752 | 0.8464 | 0.20006 |
19 | -0.024497 | -0.2079 | 0.41796 |
20 | -0.022267 | -0.1889 | 0.425334 |
21 | -0.047151 | -0.4001 | 0.345138 |
22 | -0.124689 | -1.058 | 0.146791 |
23 | 0.141809 | 1.2033 | 0.116404 |
24 | -0.179318 | -1.5216 | 0.066249 |
25 | -0.129202 | -1.0963 | 0.138297 |
26 | -0.135863 | -1.1528 | 0.126396 |
27 | 0.083007 | 0.7043 | 0.241747 |
28 | -0.048083 | -0.408 | 0.342244 |
29 | 0.036779 | 0.3121 | 0.377939 |
30 | -0.031625 | -0.2683 | 0.394599 |
31 | 0.003414 | 0.029 | 0.488486 |
32 | 0.093014 | 0.7893 | 0.216278 |
33 | -0.000982 | -0.0083 | 0.496687 |
34 | -0.009397 | -0.0797 | 0.468333 |
35 | 0.13106 | 1.1121 | 0.134901 |
36 | -0.020156 | -0.171 | 0.432341 |