Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.082019 | -0.6406 | 0.262095 |
2 | 0.177755 | 1.3883 | 0.085046 |
3 | 0.141255 | 1.1032 | 0.137129 |
4 | 0.119419 | 0.9327 | 0.177328 |
5 | 0.122272 | 0.955 | 0.171679 |
6 | 0.249872 | 1.9516 | 0.027793 |
7 | -0.067954 | -0.5307 | 0.298764 |
8 | 0.187221 | 1.4622 | 0.074404 |
9 | 0.187594 | 1.4652 | 0.074007 |
10 | -0.024809 | -0.1938 | 0.423501 |
11 | 0.171762 | 1.3415 | 0.092365 |
12 | -0.129591 | -1.0121 | 0.157735 |
13 | 0.007029 | 0.0549 | 0.478198 |
14 | 0.003168 | 0.0247 | 0.490169 |
15 | 0.137798 | 1.0762 | 0.143029 |
16 | -0.108743 | -0.8493 | 0.199516 |
17 | 0.157583 | 1.2308 | 0.111569 |
18 | -0.089705 | -0.7006 | 0.243102 |
19 | 0.025427 | 0.1986 | 0.421621 |
20 | -0.109739 | -0.8571 | 0.197376 |
21 | 0.035846 | 0.28 | 0.390226 |
22 | -0.109247 | -0.8532 | 0.198431 |
23 | 0.047276 | 0.3692 | 0.356615 |
24 | -0.083567 | -0.6527 | 0.258207 |
25 | -0.108994 | -0.8513 | 0.198975 |
26 | 0.131376 | 1.0261 | 0.154453 |
27 | -0.117457 | -0.9174 | 0.181282 |
28 | -0.133763 | -1.0447 | 0.150136 |
29 | -0.009587 | -0.0749 | 0.470278 |
30 | -0.057731 | -0.4509 | 0.326834 |
31 | -0.143122 | -1.1178 | 0.134014 |
32 | 0.088712 | 0.6929 | 0.245514 |
33 | -0.099407 | -0.7764 | 0.220257 |
34 | -0.062416 | -0.4875 | 0.313832 |
35 | 0.015932 | 0.1244 | 0.45069 |
36 | -0.153122 | -1.1959 | 0.118178 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.082019 | -0.6406 | 0.262095 |
2 | 0.172186 | 1.3448 | 0.091831 |
3 | 0.173731 | 1.3569 | 0.089909 |
4 | 0.122795 | 0.9591 | 0.170657 |
5 | 0.098582 | 0.7699 | 0.222151 |
6 | 0.22926 | 1.7906 | 0.039162 |
7 | -0.089497 | -0.699 | 0.243606 |
8 | 0.059908 | 0.4679 | 0.320762 |
9 | 0.17286 | 1.3501 | 0.090989 |
10 | -0.070944 | -0.5541 | 0.290771 |
11 | 0.053844 | 0.4205 | 0.337787 |
12 | -0.223373 | -1.7446 | 0.043045 |
13 | -0.102422 | -0.7999 | 0.213425 |
14 | -0.106303 | -0.8303 | 0.204816 |
15 | 0.129336 | 1.0101 | 0.158208 |
16 | -0.023903 | -0.1867 | 0.426263 |
17 | 0.091986 | 0.7184 | 0.237615 |
18 | 0.022357 | 0.1746 | 0.43098 |
19 | -0.040277 | -0.3146 | 0.37708 |
20 | -0.147246 | -1.15 | 0.127311 |
21 | 0.047096 | 0.3678 | 0.357137 |
22 | -0.037873 | -0.2958 | 0.384195 |
23 | 0.027589 | 0.2155 | 0.415057 |
24 | -0.068521 | -0.5352 | 0.29724 |
25 | -0.146266 | -1.1424 | 0.128881 |
26 | 0.125578 | 0.9808 | 0.165284 |
27 | 0.007402 | 0.0578 | 0.477043 |
28 | -0.126324 | -0.9866 | 0.163863 |
29 | 0.057724 | 0.4508 | 0.326852 |
30 | 0.01194 | 0.0933 | 0.463003 |
31 | -0.085461 | -0.6675 | 0.253494 |
32 | -0.040702 | -0.3179 | 0.375825 |
33 | 0.140367 | 1.0963 | 0.138628 |
34 | -0.077311 | -0.6038 | 0.274103 |
35 | 0.026829 | 0.2095 | 0.417362 |
36 | -0.103011 | -0.8045 | 0.212105 |