Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.158918 | 1.101 | 0.138191 |
2 | 0.297938 | 2.0642 | 0.022214 |
3 | 0.470569 | 3.2602 | 0.001025 |
4 | 0.21822 | 1.5119 | 0.068561 |
5 | 0.250698 | 1.7369 | 0.044411 |
6 | 0.249096 | 1.7258 | 0.045409 |
7 | -0.085189 | -0.5902 | 0.27891 |
8 | 0.163075 | 1.1298 | 0.132084 |
9 | 0.074581 | 0.5167 | 0.303864 |
10 | -0.166772 | -1.1554 | 0.126816 |
11 | -0.112333 | -0.7783 | 0.220117 |
12 | -0.152991 | -1.0599 | 0.147236 |
13 | -0.189544 | -1.3132 | 0.097679 |
14 | -0.032794 | -0.2272 | 0.410616 |
15 | -0.198766 | -1.3771 | 0.087436 |
16 | -0.269898 | -1.8699 | 0.033801 |
17 | -0.037906 | -0.2626 | 0.396982 |
18 | -0.074407 | -0.5155 | 0.304283 |
19 | -0.196284 | -1.3599 | 0.090108 |
20 | -0.144404 | -1.0005 | 0.161052 |
21 | 0.028353 | 0.1964 | 0.422551 |
22 | -0.202218 | -1.401 | 0.083822 |
23 | 0.089982 | 0.6234 | 0.267981 |
24 | -0.105995 | -0.7344 | 0.233153 |
25 | -0.187519 | -1.2992 | 0.100046 |
26 | 0.06626 | 0.4591 | 0.324131 |
27 | -0.060647 | -0.4202 | 0.338117 |
28 | -0.148606 | -1.0296 | 0.154186 |
29 | 0.004709 | 0.0326 | 0.487054 |
30 | -0.126748 | -0.8781 | 0.192123 |
31 | -0.02874 | -0.1991 | 0.421507 |
32 | -0.021135 | -0.1464 | 0.4421 |
33 | -0.160059 | -1.1089 | 0.136495 |
34 | -0.037272 | -0.2582 | 0.398667 |
35 | 0.032785 | 0.2271 | 0.410639 |
36 | -0.104977 | -0.7273 | 0.235286 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.158918 | 1.101 | 0.138191 |
2 | 0.279748 | 1.9382 | 0.029249 |
3 | 0.436311 | 3.0229 | 0.002005 |
4 | 0.11546 | 0.7999 | 0.213846 |
5 | 0.026599 | 0.1843 | 0.427284 |
6 | -0.027454 | -0.1902 | 0.424973 |
7 | -0.385699 | -2.6722 | 0.005131 |
8 | -0.08466 | -0.5865 | 0.28013 |
9 | 0.031952 | 0.2214 | 0.412873 |
10 | -0.07461 | -0.5169 | 0.303796 |
11 | -0.181264 | -1.2558 | 0.107627 |
12 | -0.16066 | -1.1131 | 0.135608 |
13 | -0.009331 | -0.0646 | 0.474362 |
14 | 0.244924 | 1.6969 | 0.048098 |
15 | 0.225057 | 1.5592 | 0.062754 |
16 | -0.082853 | -0.574 | 0.284317 |
17 | -0.114255 | -0.7916 | 0.216249 |
18 | 0.01609 | 0.1115 | 0.455854 |
19 | -0.044036 | -0.3051 | 0.380809 |
20 | -0.185001 | -1.2817 | 0.103049 |
21 | 0.151287 | 1.0481 | 0.149909 |
22 | -0.248956 | -1.7248 | 0.045497 |
23 | 0.019021 | 0.1318 | 0.447854 |
24 | -0.011501 | -0.0797 | 0.468412 |
25 | -0.08244 | -0.5712 | 0.285278 |
26 | 0.016678 | 0.1155 | 0.454247 |
27 | -0.01697 | -0.1176 | 0.453448 |
28 | 0.024706 | 0.1712 | 0.432405 |
29 | -0.057309 | -0.397 | 0.346547 |
30 | 0.038559 | 0.2671 | 0.395251 |
31 | 0.005427 | 0.0376 | 0.485081 |
32 | -0.134408 | -0.9312 | 0.178204 |
33 | -0.018549 | -0.1285 | 0.44914 |
34 | 0.064342 | 0.4458 | 0.328882 |
35 | 0.01196 | 0.0829 | 0.467153 |
36 | -0.027083 | -0.1876 | 0.425975 |