Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.195934 | 1.3433 | 0.09282 |
2 | 0.09257 | 0.6346 | 0.264374 |
3 | 0.215976 | 1.4807 | 0.072685 |
4 | 0.074475 | 0.5106 | 0.30602 |
5 | 0.300659 | 2.0612 | 0.022419 |
6 | 0.107979 | 0.7403 | 0.231409 |
7 | -0.160834 | -1.1026 | 0.137903 |
8 | 0.085773 | 0.588 | 0.279664 |
9 | 0.047132 | 0.3231 | 0.374019 |
10 | -0.037424 | -0.2566 | 0.399318 |
11 | 0.131614 | 0.9023 | 0.185749 |
12 | -0.424927 | -2.9132 | 0.00273 |
13 | -0.121367 | -0.832 | 0.204795 |
14 | 0.156573 | 1.0734 | 0.144284 |
15 | -0.118219 | -0.8105 | 0.210879 |
16 | -0.068368 | -0.4687 | 0.320724 |
17 | -0.193029 | -1.3233 | 0.096062 |
18 | -0.197033 | -1.3508 | 0.091615 |
19 | 0.04452 | 0.3052 | 0.380774 |
20 | -0.126467 | -0.867 | 0.19517 |
21 | -0.169909 | -1.1648 | 0.124982 |
22 | -0.131596 | -0.9022 | 0.185782 |
23 | -0.202511 | -1.3883 | 0.085788 |
24 | -0.071682 | -0.4914 | 0.312707 |
25 | 0.015231 | 0.1044 | 0.458641 |
26 | -0.140544 | -0.9635 | 0.170108 |
27 | -0.006547 | -0.0449 | 0.482194 |
28 | 0.077687 | 0.5326 | 0.298412 |
29 | 0.026409 | 0.181 | 0.428554 |
30 | 0.041958 | 0.2876 | 0.387441 |
31 | -0.099922 | -0.685 | 0.248345 |
32 | -0.018364 | -0.1259 | 0.450175 |
33 | -0.001891 | -0.013 | 0.494855 |
34 | 0.018107 | 0.1241 | 0.450868 |
35 | 0.015672 | 0.1074 | 0.457448 |
36 | 0.039533 | 0.271 | 0.393781 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.195934 | 1.3433 | 0.09282 |
2 | 0.056343 | 0.3863 | 0.350521 |
3 | 0.195941 | 1.3433 | 0.092812 |
4 | -0.00361 | -0.0247 | 0.490181 |
5 | 0.288377 | 1.977 | 0.026962 |
6 | -0.041184 | -0.2823 | 0.389459 |
7 | -0.227042 | -1.5565 | 0.063146 |
8 | 0.048256 | 0.3308 | 0.371124 |
9 | 0.014414 | 0.0988 | 0.460852 |
10 | -0.074283 | -0.5093 | 0.306477 |
11 | 0.136748 | 0.9375 | 0.176647 |
12 | -0.466807 | -3.2003 | 0.001231 |
13 | 0.082404 | 0.5649 | 0.287404 |
14 | 0.162745 | 1.1157 | 0.135106 |
15 | -0.017377 | -0.1191 | 0.452839 |
16 | -0.1004 | -0.6883 | 0.247322 |
17 | -0.035716 | -0.2449 | 0.403817 |
18 | -0.066169 | -0.4536 | 0.32609 |
19 | -0.099303 | -0.6808 | 0.249673 |
20 | -0.046675 | -0.32 | 0.375198 |
21 | 0.08239 | 0.5648 | 0.287436 |
22 | -0.245072 | -1.6801 | 0.049784 |
23 | 0.10285 | 0.7051 | 0.242112 |
24 | -0.285151 | -1.9549 | 0.028278 |
25 | 0.132493 | 0.9083 | 0.184169 |
26 | 0.143736 | 0.9854 | 0.164736 |
27 | 0.099181 | 0.68 | 0.249936 |
28 | 0.042094 | 0.2886 | 0.387086 |
29 | -0.049165 | -0.3371 | 0.368786 |
30 | -0.172928 | -1.1855 | 0.120883 |
31 | -0.086359 | -0.592 | 0.278328 |
32 | -0.069879 | -0.4791 | 0.317057 |
33 | 0.035917 | 0.2462 | 0.403285 |
34 | -0.138564 | -0.9499 | 0.173499 |
35 | 0.131366 | 0.9006 | 0.186197 |
36 | -0.110185 | -0.7554 | 0.226892 |