Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.268194 | 2.1287 | 0.018597 |
2 | 0.142222 | 1.1288 | 0.131621 |
3 | -0.117263 | -0.9307 | 0.177769 |
4 | -0.415771 | -3.3001 | 0.000797 |
5 | -0.232865 | -1.8483 | 0.034626 |
6 | -0.064324 | -0.5106 | 0.305723 |
7 | -0.112568 | -0.8935 | 0.187501 |
8 | 0.246539 | 1.9568 | 0.027401 |
9 | 0.204232 | 1.621 | 0.055001 |
10 | 0.133026 | 1.0559 | 0.147531 |
11 | 0.112936 | 0.8964 | 0.186725 |
12 | -0.151658 | -1.2037 | 0.116595 |
13 | -0.144314 | -1.1455 | 0.128176 |
14 | -0.145595 | -1.1556 | 0.126099 |
15 | -0.144935 | -1.1504 | 0.127166 |
16 | -0.011808 | -0.0937 | 0.462813 |
17 | 0.017493 | 0.1389 | 0.445006 |
18 | 0.06859 | 0.5444 | 0.294038 |
19 | 0.123188 | 0.9778 | 0.165962 |
20 | 0.124357 | 0.9871 | 0.163696 |
21 | -0.026681 | -0.2118 | 0.416484 |
22 | -0.029536 | -0.2344 | 0.407704 |
23 | -0.153153 | -1.2156 | 0.114333 |
24 | -0.215185 | -1.708 | 0.046282 |
25 | -0.084155 | -0.668 | 0.2533 |
26 | -0.09575 | -0.76 | 0.225048 |
27 | 0.037554 | 0.2981 | 0.383313 |
28 | 0.157334 | 1.2488 | 0.108179 |
29 | 0.146065 | 1.1594 | 0.125343 |
30 | 0.115213 | 0.9145 | 0.181977 |
31 | 0.113918 | 0.9042 | 0.184667 |
32 | -0.070783 | -0.5618 | 0.288116 |
33 | 0.013991 | 0.111 | 0.455965 |
34 | -0.051346 | -0.4075 | 0.342495 |
35 | -0.014166 | -0.1124 | 0.455416 |
36 | 0.081105 | 0.6437 | 0.261037 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.268194 | 2.1287 | 0.018597 |
2 | 0.075742 | 0.6012 | 0.274938 |
3 | -0.1873 | -1.4866 | 0.071048 |
4 | -0.395544 | -3.1395 | 0.001288 |
5 | -0.022285 | -0.1769 | 0.430085 |
6 | 0.132919 | 1.055 | 0.147725 |
7 | -0.211362 | -1.6776 | 0.049187 |
8 | 0.144127 | 1.144 | 0.128482 |
9 | 0.133727 | 1.0614 | 0.146274 |
10 | -0.012565 | -0.0997 | 0.460438 |
11 | -0.047137 | -0.3741 | 0.35478 |
12 | -0.074805 | -0.5937 | 0.277403 |
13 | 0.071176 | 0.5649 | 0.287059 |
14 | -0.088641 | -0.7036 | 0.242149 |
15 | -0.055866 | -0.4434 | 0.32949 |
16 | -0.019992 | -0.1587 | 0.437212 |
17 | -0.055453 | -0.4401 | 0.330668 |
18 | 0.003004 | 0.0238 | 0.490526 |
19 | -0.009938 | -0.0789 | 0.46869 |
20 | 0.136494 | 1.0834 | 0.141382 |
21 | -0.132106 | -1.0486 | 0.149193 |
22 | -0.016507 | -0.131 | 0.448088 |
23 | -0.015078 | -0.1197 | 0.45256 |
24 | -0.169553 | -1.3458 | 0.091597 |
25 | 0.002136 | 0.017 | 0.493263 |
26 | -0.098715 | -0.7835 | 0.218126 |
27 | 0.032208 | 0.2556 | 0.399529 |
28 | -0.028196 | -0.2238 | 0.411818 |
29 | 0.052704 | 0.4183 | 0.338567 |
30 | 0.015303 | 0.1215 | 0.451855 |
31 | 0.053804 | 0.4271 | 0.335396 |
32 | 0.061533 | 0.4884 | 0.313479 |
33 | 0.094835 | 0.7527 | 0.227208 |
34 | 0.060702 | 0.4818 | 0.315805 |
35 | 0.051941 | 0.4123 | 0.340772 |
36 | 0.074265 | 0.5895 | 0.27883 |