Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.167372 | -1.1716 | 0.123511 |
2 | 0.113501 | 0.7945 | 0.215365 |
3 | 0.390799 | 2.7356 | 0.004323 |
4 | -0.086856 | -0.608 | 0.273 |
5 | 0.148655 | 1.0406 | 0.151587 |
6 | 0.17742 | 1.2419 | 0.110085 |
7 | -0.117137 | -0.82 | 0.208104 |
8 | 0.138886 | 0.9722 | 0.167863 |
9 | 0.032399 | 0.2268 | 0.410764 |
10 | -0.022933 | -0.1605 | 0.43656 |
11 | 0.156516 | 1.0956 | 0.139302 |
12 | -0.132702 | -0.9289 | 0.178744 |
13 | 0.021033 | 0.1472 | 0.441778 |
14 | 0.088577 | 0.62 | 0.269052 |
15 | -0.125011 | -0.8751 | 0.1929 |
16 | -0.115166 | -0.8062 | 0.212022 |
17 | 0.094216 | 0.6595 | 0.256328 |
18 | -0.140662 | -0.9846 | 0.16482 |
19 | -0.091758 | -0.6423 | 0.261834 |
20 | 0.062784 | 0.4395 | 0.331121 |
21 | -0.179137 | -1.254 | 0.107903 |
22 | -0.203574 | -1.425 | 0.080245 |
23 | 0.062951 | 0.4407 | 0.3307 |
24 | -0.272588 | -1.9081 | 0.031122 |
25 | -0.04494 | -0.3146 | 0.377207 |
26 | -0.02064 | -0.1445 | 0.442856 |
27 | -0.189825 | -1.3288 | 0.095039 |
28 | 0.021319 | 0.1492 | 0.440991 |
29 | -0.02384 | -0.1669 | 0.434075 |
30 | -0.080206 | -0.5614 | 0.288528 |
31 | -0.073756 | -0.5163 | 0.303987 |
32 | 0.027946 | 0.1956 | 0.422856 |
33 | -0.096728 | -0.6771 | 0.250764 |
34 | 0.021452 | 0.1502 | 0.440627 |
35 | -0.124167 | -0.8692 | 0.194496 |
36 | 0.016738 | 0.1172 | 0.453602 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.167372 | -1.1716 | 0.123511 |
2 | 0.087952 | 0.6157 | 0.270483 |
3 | 0.438424 | 3.069 | 0.001748 |
4 | 0.056053 | 0.3924 | 0.348242 |
5 | 0.040152 | 0.2811 | 0.389923 |
6 | 0.060755 | 0.4253 | 0.336245 |
7 | -0.101573 | -0.711 | 0.240225 |
8 | -0.013744 | -0.0962 | 0.461875 |
9 | -0.016075 | -0.1125 | 0.455434 |
10 | 0.039577 | 0.277 | 0.391459 |
11 | 0.113542 | 0.7948 | 0.215283 |
12 | -0.1193 | -0.8351 | 0.203858 |
13 | -0.07003 | -0.4902 | 0.313087 |
14 | 0.008457 | 0.0592 | 0.476518 |
15 | -0.014402 | -0.1008 | 0.460056 |
16 | -0.219418 | -1.5359 | 0.065495 |
17 | 0.023131 | 0.1619 | 0.436018 |
18 | 0.041505 | 0.2905 | 0.386316 |
19 | -0.067209 | -0.4705 | 0.320055 |
20 | 0.011577 | 0.081 | 0.467872 |
21 | -0.056874 | -0.3981 | 0.346135 |
22 | -0.264724 | -1.8531 | 0.03495 |
23 | -0.040533 | -0.2837 | 0.388906 |
24 | -0.135025 | -0.9452 | 0.174604 |
25 | 0.051091 | 0.3576 | 0.361075 |
26 | 0.086926 | 0.6085 | 0.27284 |
27 | 0.052526 | 0.3677 | 0.357347 |
28 | -0.02897 | -0.2028 | 0.420068 |
29 | 0.040501 | 0.2835 | 0.38899 |
30 | 0.043847 | 0.3069 | 0.3801 |
31 | -0.240892 | -1.6862 | 0.049054 |
32 | 0.05204 | 0.3643 | 0.358609 |
33 | 0.047161 | 0.3301 | 0.371357 |
34 | 0.003583 | 0.0251 | 0.490046 |
35 | -0.104703 | -0.7329 | 0.233549 |
36 | 0.041247 | 0.2887 | 0.387002 |