Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.157518 | 1.2099 | 0.115568 |
2 | 0.23549 | 1.8088 | 0.037787 |
3 | -0.430112 | -3.3038 | 0.000812 |
4 | -0.18315 | -1.4068 | 0.082366 |
5 | -0.241302 | -1.8535 | 0.034408 |
6 | 0.096671 | 0.7425 | 0.230351 |
7 | 0.100942 | 0.7753 | 0.220615 |
8 | 0.260681 | 2.0023 | 0.024926 |
9 | 0.102121 | 0.7844 | 0.21797 |
10 | -0.034303 | -0.2635 | 0.396546 |
11 | -0.260304 | -1.9994 | 0.025087 |
12 | -0.288794 | -2.2183 | 0.015199 |
13 | -0.260028 | -1.9973 | 0.025205 |
14 | -0.059482 | -0.4569 | 0.324714 |
15 | 0.053582 | 0.4116 | 0.341073 |
16 | 0.152998 | 1.1752 | 0.122318 |
17 | 0.070546 | 0.5419 | 0.294974 |
18 | -0.008698 | -0.0668 | 0.47348 |
19 | 0.007269 | 0.0558 | 0.477832 |
20 | -0.07386 | -0.5673 | 0.286321 |
21 | 0.095219 | 0.7314 | 0.233717 |
22 | -0.119685 | -0.9193 | 0.180837 |
23 | 0.134391 | 1.0323 | 0.153078 |
24 | -0.041076 | -0.3155 | 0.376743 |
25 | 0.189508 | 1.4556 | 0.075397 |
26 | 0.015513 | 0.1192 | 0.452779 |
27 | 0.095892 | 0.7366 | 0.232155 |
28 | -0.033503 | -0.2573 | 0.398904 |
29 | 0.057255 | 0.4398 | 0.330852 |
30 | -0.088992 | -0.6836 | 0.248465 |
31 | -0.07957 | -0.6112 | 0.271711 |
32 | -0.100943 | -0.7754 | 0.220613 |
33 | -0.026982 | -0.2073 | 0.418264 |
34 | 0.044631 | 0.3428 | 0.366478 |
35 | 0.07754 | 0.5956 | 0.276861 |
36 | -0.078169 | -0.6004 | 0.27526 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.157518 | 1.2099 | 0.115568 |
2 | 0.216038 | 1.6594 | 0.051169 |
3 | -0.530532 | -4.0751 | 7e-05 |
4 | -0.09502 | -0.7299 | 0.23418 |
5 | 0.091023 | 0.6992 | 0.243599 |
6 | -0.014446 | -0.111 | 0.456013 |
7 | 0.002393 | 0.0184 | 0.4927 |
8 | 0.151262 | 1.1619 | 0.124984 |
9 | 0.050654 | 0.3891 | 0.349309 |
10 | -0.165506 | -1.2713 | 0.10431 |
11 | -0.162934 | -1.2515 | 0.107843 |
12 | -0.099014 | -0.7605 | 0.22498 |
13 | -0.175965 | -1.3516 | 0.090829 |
14 | -0.130552 | -1.0028 | 0.160029 |
15 | -0.06557 | -0.5037 | 0.308191 |
16 | -0.063165 | -0.4852 | 0.314672 |
17 | -0.107904 | -0.8288 | 0.205273 |
18 | -0.075967 | -0.5835 | 0.280887 |
19 | 0.201826 | 1.5503 | 0.063214 |
20 | -0.006683 | -0.0513 | 0.479616 |
21 | 0.104362 | 0.8016 | 0.212995 |
22 | -0.14576 | -1.1196 | 0.133711 |
23 | 0.049648 | 0.3814 | 0.352156 |
24 | -0.010963 | -0.0842 | 0.466588 |
25 | -0.07276 | -0.5589 | 0.289178 |
26 | 0.018226 | 0.14 | 0.444568 |
27 | -0.041121 | -0.3159 | 0.376612 |
28 | 0.008904 | 0.0684 | 0.472852 |
29 | 0.071059 | 0.5458 | 0.293626 |
30 | -0.061376 | -0.4714 | 0.319534 |
31 | -0.111207 | -0.8542 | 0.198225 |
32 | 0.074127 | 0.5694 | 0.28563 |
33 | 0.009633 | 0.074 | 0.470634 |
34 | -0.025147 | -0.1932 | 0.423749 |
35 | 0.009897 | 0.076 | 0.46983 |
36 | -0.191602 | -1.4717 | 0.073205 |