Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.008526 | -0.0585 | 0.476817 |
2 | 0.024509 | 0.168 | 0.433642 |
3 | 0.123585 | 0.8473 | 0.200574 |
4 | 0.14068 | 0.9645 | 0.169877 |
5 | 0.016652 | 0.1142 | 0.454798 |
6 | 0.198373 | 1.36 | 0.090163 |
7 | 0.07537 | 0.5167 | 0.303891 |
8 | 0.052323 | 0.3587 | 0.360709 |
9 | 0.050323 | 0.345 | 0.365817 |
10 | -0.1749 | -1.1991 | 0.118258 |
11 | 0.363164 | 2.4897 | 0.008189 |
12 | -0.127746 | -0.8758 | 0.192801 |
13 | -0.088282 | -0.6052 | 0.273968 |
14 | 0.018594 | 0.1275 | 0.449553 |
15 | 0.134274 | 0.9205 | 0.180996 |
16 | -0.090846 | -0.6228 | 0.26821 |
17 | 0.120901 | 0.8289 | 0.205688 |
18 | -0.0855 | -0.5862 | 0.280287 |
19 | -0.072323 | -0.4958 | 0.311165 |
20 | 0.024001 | 0.1645 | 0.435005 |
21 | -0.164509 | -1.1278 | 0.132562 |
22 | -0.04145 | -0.2842 | 0.388766 |
23 | -0.133478 | -0.9151 | 0.182411 |
24 | -0.097383 | -0.6676 | 0.253818 |
25 | -0.091395 | -0.6266 | 0.266985 |
26 | 0.033266 | 0.2281 | 0.410294 |
27 | -0.097618 | -0.6692 | 0.253309 |
28 | -0.106478 | -0.73 | 0.234515 |
29 | -0.109761 | -0.7525 | 0.227756 |
30 | -0.078507 | -0.5382 | 0.296484 |
31 | -0.026955 | -0.1848 | 0.427094 |
32 | -0.046053 | -0.3157 | 0.376805 |
33 | 0.01371 | 0.094 | 0.462759 |
34 | -0.012804 | -0.0878 | 0.465212 |
35 | -0.003101 | -0.0213 | 0.491564 |
36 | -0.054791 | -0.3756 | 0.354443 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.008526 | -0.0585 | 0.476817 |
2 | 0.024438 | 0.1675 | 0.433833 |
3 | 0.12408 | 0.8506 | 0.199639 |
4 | 0.144842 | 0.993 | 0.1629 |
5 | 0.016858 | 0.1156 | 0.454242 |
6 | 0.184029 | 1.2616 | 0.106652 |
7 | 0.055366 | 0.3796 | 0.352987 |
8 | 0.032042 | 0.2197 | 0.41354 |
9 | 0.006598 | 0.0452 | 0.482057 |
10 | -0.257977 | -1.7686 | 0.041725 |
11 | 0.359599 | 2.4653 | 0.008699 |
12 | -0.246527 | -1.6901 | 0.048816 |
13 | -0.057368 | -0.3933 | 0.347941 |
14 | -0.006303 | -0.0432 | 0.482859 |
15 | 0.053741 | 0.3684 | 0.357104 |
16 | 0.080065 | 0.5489 | 0.292837 |
17 | -0.00046 | -0.0032 | 0.498748 |
18 | -0.086806 | -0.5951 | 0.277312 |
19 | -0.0427 | -0.2927 | 0.385505 |
20 | -0.028268 | -0.1938 | 0.423586 |
21 | -0.07087 | -0.4859 | 0.314661 |
22 | -0.254511 | -1.7448 | 0.043775 |
23 | -0.080837 | -0.5542 | 0.291038 |
24 | -0.022987 | -0.1576 | 0.437727 |
25 | 0.008422 | 0.0577 | 0.477101 |
26 | 0.010322 | 0.0708 | 0.471943 |
27 | 0.099794 | 0.6842 | 0.248619 |
28 | -0.140575 | -0.9637 | 0.170057 |
29 | 0.082679 | 0.5668 | 0.286768 |
30 | -0.042836 | -0.2937 | 0.385153 |
31 | -0.079226 | -0.5431 | 0.294798 |
32 | 0.018641 | 0.1278 | 0.449426 |
33 | 0.050033 | 0.343 | 0.36656 |
34 | 0.081686 | 0.56 | 0.289065 |
35 | 0.027062 | 0.1855 | 0.426808 |
36 | -0.008514 | -0.0584 | 0.47685 |