Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.135783 | 1.3234 | 0.094432 |
2 | 0.178303 | 1.7379 | 0.042736 |
3 | 0.10518 | 1.0252 | 0.153944 |
4 | 0.205458 | 2.0026 | 0.024038 |
5 | 0.02104 | 0.2051 | 0.418976 |
6 | 0.092656 | 0.9031 | 0.184378 |
7 | 0.032627 | 0.318 | 0.375587 |
8 | -0.002198 | -0.0214 | 0.491477 |
9 | -0.180457 | -1.7589 | 0.040909 |
10 | -0.097348 | -0.9488 | 0.172558 |
11 | 0.066173 | 0.645 | 0.260248 |
12 | -0.439656 | -4.2852 | 2.2e-05 |
13 | -0.164251 | -1.6009 | 0.056357 |
14 | -0.078785 | -0.7679 | 0.222225 |
15 | -0.014466 | -0.141 | 0.444085 |
16 | -0.122183 | -1.1909 | 0.118331 |
17 | -0.117928 | -1.1494 | 0.126634 |
18 | -0.060458 | -0.5893 | 0.278538 |
19 | 0.023942 | 0.2334 | 0.407993 |
20 | -0.060861 | -0.5932 | 0.277229 |
21 | 0.050565 | 0.4928 | 0.311628 |
22 | 0.06517 | 0.6352 | 0.263412 |
23 | -0.084454 | -0.8232 | 0.206242 |
24 | 0.003612 | 0.0352 | 0.485995 |
25 | 0.062723 | 0.6114 | 0.271213 |
26 | 0.030508 | 0.2974 | 0.383423 |
27 | -0.002892 | -0.0282 | 0.488786 |
28 | 0.001555 | 0.0152 | 0.493972 |
29 | 0.063865 | 0.6225 | 0.267558 |
30 | 0.050472 | 0.4919 | 0.311947 |
31 | -0.038927 | -0.3794 | 0.352612 |
32 | 0.062026 | 0.6046 | 0.273459 |
33 | 0.051454 | 0.5015 | 0.308586 |
34 | 0.007712 | 0.0752 | 0.470119 |
35 | -0.05399 | -0.5262 | 0.299978 |
36 | 0.075964 | 0.7404 | 0.23044 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.135783 | 1.3234 | 0.094432 |
2 | 0.162869 | 1.5875 | 0.057867 |
3 | 0.065721 | 0.6406 | 0.261673 |
4 | 0.166068 | 1.6186 | 0.054422 |
5 | -0.046177 | -0.4501 | 0.32684 |
6 | 0.036427 | 0.3551 | 0.361669 |
7 | -0.004009 | -0.0391 | 0.484457 |
8 | -0.05764 | -0.5618 | 0.287785 |
9 | -0.19632 | -1.9135 | 0.029348 |
10 | -0.088777 | -0.8653 | 0.194529 |
11 | 0.150402 | 1.4659 | 0.072984 |
12 | -0.464296 | -4.5254 | 9e-06 |
13 | -0.021241 | -0.207 | 0.418215 |
14 | 0.115533 | 1.1261 | 0.131485 |
15 | 0.037881 | 0.3692 | 0.356395 |
16 | 0.063235 | 0.6163 | 0.269573 |
17 | -0.151865 | -1.4802 | 0.071065 |
18 | 0.038267 | 0.373 | 0.354998 |
19 | 0.095851 | 0.9342 | 0.176273 |
20 | -0.014421 | -0.1406 | 0.44426 |
21 | -0.097812 | -0.9534 | 0.171415 |
22 | -0.048141 | -0.4692 | 0.319992 |
23 | 0.062086 | 0.6051 | 0.273263 |
24 | -0.208495 | -2.0322 | 0.022465 |
25 | -0.012315 | -0.12 | 0.452354 |
26 | 0.005754 | 0.0561 | 0.477698 |
27 | 0.038523 | 0.3755 | 0.354071 |
28 | 0.088622 | 0.8638 | 0.194941 |
29 | -0.100004 | -0.9747 | 0.166087 |
30 | 0.040616 | 0.3959 | 0.346544 |
31 | 0.038534 | 0.3756 | 0.354033 |
32 | 0.078633 | 0.7664 | 0.222664 |
33 | -0.032855 | -0.3202 | 0.374749 |
34 | -0.037354 | -0.3641 | 0.358302 |
35 | -0.089474 | -0.8721 | 0.192681 |
36 | -0.001476 | -0.0144 | 0.494277 |