Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.285122 | 1.9754 | 0.026995 |
2 | 0.190802 | 1.3219 | 0.096231 |
3 | 0.140179 | 0.9712 | 0.168162 |
4 | 0.193043 | 1.3374 | 0.093691 |
5 | 0.178942 | 1.2397 | 0.110548 |
6 | 0.18101 | 1.2541 | 0.107944 |
7 | 0.128229 | 0.8884 | 0.189379 |
8 | 0.01066 | 0.0739 | 0.470718 |
9 | 0.131704 | 0.9125 | 0.183041 |
10 | 0.039608 | 0.2744 | 0.392472 |
11 | 0.010037 | 0.0695 | 0.472424 |
12 | -0.153346 | -1.0624 | 0.146682 |
13 | 0.211368 | 1.4644 | 0.074802 |
14 | 0.186818 | 1.2943 | 0.100875 |
15 | 0.000922 | 0.0064 | 0.497465 |
16 | 0.004329 | 0.03 | 0.488098 |
17 | 0.051392 | 0.3561 | 0.36168 |
18 | 0.032087 | 0.2223 | 0.412509 |
19 | -0.075246 | -0.5213 | 0.30227 |
20 | -0.031235 | -0.2164 | 0.414795 |
21 | -0.14914 | -1.0333 | 0.153327 |
22 | -0.159779 | -1.107 | 0.13691 |
23 | -0.03706 | -0.2568 | 0.399232 |
24 | -0.110463 | -0.7653 | 0.223917 |
25 | -0.159854 | -1.1075 | 0.136798 |
26 | -0.147208 | -1.0199 | 0.156447 |
27 | -0.050952 | -0.353 | 0.362815 |
28 | -0.128568 | -0.8907 | 0.188754 |
29 | -0.066233 | -0.4589 | 0.324196 |
30 | -0.093115 | -0.6451 | 0.260962 |
31 | 0.009479 | 0.0657 | 0.473955 |
32 | -0.0777 | -0.5383 | 0.296422 |
33 | -0.086696 | -0.6006 | 0.27545 |
34 | -0.128995 | -0.8937 | 0.18797 |
35 | -0.203617 | -1.4107 | 0.082391 |
36 | -0.168801 | -1.1695 | 0.123992 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.285122 | 1.9754 | 0.026995 |
2 | 0.119197 | 0.8258 | 0.206495 |
3 | 0.064346 | 0.4458 | 0.328871 |
4 | 0.134059 | 0.9288 | 0.178823 |
5 | 0.086742 | 0.601 | 0.275344 |
6 | 0.084856 | 0.5879 | 0.279678 |
7 | 0.021928 | 0.1519 | 0.439942 |
8 | -0.097641 | -0.6765 | 0.250992 |
9 | 0.101276 | 0.7017 | 0.24314 |
10 | -0.058858 | -0.4078 | 0.342625 |
11 | -0.054447 | -0.3772 | 0.353837 |
12 | -0.193975 | -1.3439 | 0.09265 |
13 | 0.317777 | 2.2016 | 0.016266 |
14 | 0.130688 | 0.9054 | 0.184879 |
15 | -0.1545 | -1.0704 | 0.144894 |
16 | -3.2e-05 | -2e-04 | 0.499912 |
17 | 0.098633 | 0.6833 | 0.248836 |
18 | -0.04035 | -0.2796 | 0.390511 |
19 | -0.228637 | -1.584 | 0.059876 |
20 | -0.076943 | -0.5331 | 0.298219 |
21 | -0.001718 | -0.0119 | 0.495275 |
22 | -0.177832 | -1.2321 | 0.111965 |
23 | 0.004885 | 0.0338 | 0.48657 |
24 | -0.046183 | -0.32 | 0.375192 |
25 | 0.132279 | 0.9165 | 0.182006 |
26 | -0.052909 | -0.3666 | 0.357779 |
27 | -0.098682 | -0.6837 | 0.248729 |
28 | 0.024375 | 0.1689 | 0.433302 |
29 | 0.131622 | 0.9119 | 0.183188 |
30 | -0.135524 | -0.9389 | 0.176231 |
31 | -0.01705 | -0.1181 | 0.45323 |
32 | 0.021428 | 0.1485 | 0.441302 |
33 | 0.009179 | 0.0636 | 0.474779 |
34 | -0.218975 | -1.5171 | 0.0679 |
35 | -0.058215 | -0.4033 | 0.344249 |
36 | -0.027729 | -0.1921 | 0.424233 |