Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.206331 | 1.4145 | 0.081898 |
2 | -0.070775 | -0.4852 | 0.314891 |
3 | -0.335151 | -2.2977 | 0.013039 |
4 | -0.388803 | -2.6655 | 0.005252 |
5 | -0.288095 | -1.9751 | 0.027074 |
6 | 0.011137 | 0.0763 | 0.469733 |
7 | 0.127963 | 0.8773 | 0.192402 |
8 | 0.239918 | 1.6448 | 0.053343 |
9 | 0.33341 | 2.2857 | 0.013412 |
10 | 0.099708 | 0.6836 | 0.248803 |
11 | -0.016052 | -0.11 | 0.456419 |
12 | -0.334477 | -2.2931 | 0.013182 |
13 | -0.223325 | -1.531 | 0.066232 |
14 | -0.128133 | -0.8784 | 0.192087 |
15 | 0.039668 | 0.272 | 0.393425 |
16 | 0.110019 | 0.7543 | 0.22723 |
17 | 0.312413 | 2.1418 | 0.018712 |
18 | 0.213737 | 1.4653 | 0.074748 |
19 | 0.012332 | 0.0845 | 0.466493 |
20 | -0.132126 | -0.9058 | 0.184829 |
21 | -0.406807 | -2.7889 | 0.003806 |
22 | -0.23335 | -1.5998 | 0.058176 |
23 | 0.056937 | 0.3903 | 0.349025 |
24 | 0.345195 | 2.3665 | 0.011064 |
25 | 0.11372 | 0.7796 | 0.21976 |
26 | 0.10266 | 0.7038 | 0.242515 |
27 | -0.063198 | -0.4333 | 0.333402 |
28 | -0.067261 | -0.4611 | 0.323421 |
29 | -0.1296 | -0.8885 | 0.1894 |
30 | -0.092316 | -0.6329 | 0.264937 |
31 | -0.01514 | -0.1038 | 0.458888 |
32 | 0.039793 | 0.2728 | 0.393097 |
33 | 0.149666 | 1.0261 | 0.155058 |
34 | 0.117009 | 0.8022 | 0.213245 |
35 | 0.078782 | 0.5401 | 0.295838 |
36 | -0.122025 | -0.8366 | 0.203536 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.206331 | 1.4145 | 0.081898 |
2 | -0.118387 | -0.8116 | 0.21055 |
3 | -0.311853 | -2.138 | 0.018875 |
4 | -0.308353 | -2.114 | 0.019926 |
5 | -0.291366 | -1.9975 | 0.025789 |
6 | -0.125956 | -0.8635 | 0.196121 |
7 | -0.191025 | -1.3096 | 0.098348 |
8 | -0.105602 | -0.724 | 0.236336 |
9 | 0.133666 | 0.9164 | 0.182076 |
10 | 0.005809 | 0.0398 | 0.4842 |
11 | 0.125923 | 0.8633 | 0.196182 |
12 | -0.157249 | -1.078 | 0.143258 |
13 | 0.054919 | 0.3765 | 0.354116 |
14 | 0.013406 | 0.0919 | 0.46358 |
15 | -0.053674 | -0.368 | 0.357274 |
16 | -0.081527 | -0.5589 | 0.289434 |
17 | 0.140478 | 0.9631 | 0.170222 |
18 | 0.131583 | 0.9021 | 0.185806 |
19 | 0.013433 | 0.0921 | 0.463508 |
20 | 0.025728 | 0.1764 | 0.430374 |
21 | -0.194442 | -1.333 | 0.094474 |
22 | -0.055105 | -0.3778 | 0.353647 |
23 | 0.092907 | 0.6369 | 0.263628 |
24 | 0.200366 | 1.3736 | 0.088035 |
25 | -0.182657 | -1.2522 | 0.108341 |
26 | -0.110231 | -0.7557 | 0.226798 |
27 | -0.043742 | -0.2999 | 0.382794 |
28 | 0.027034 | 0.1853 | 0.426882 |
29 | -0.017493 | -0.1199 | 0.452526 |
30 | 0.005794 | 0.0397 | 0.484242 |
31 | 0.07132 | 0.4889 | 0.313576 |
32 | 0.016834 | 0.1154 | 0.454306 |
33 | -0.010466 | -0.0717 | 0.471553 |
34 | 0.028748 | 0.1971 | 0.422306 |
35 | 0.099003 | 0.6787 | 0.250318 |
36 | 0.034959 | 0.2397 | 0.405816 |