Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.12222 | 1.0371 | 0.151586 |
2 | 0.209307 | 1.776 | 0.039976 |
3 | 0.243023 | 2.0621 | 0.021403 |
4 | 0.124569 | 1.057 | 0.147022 |
5 | 0.110043 | 0.9337 | 0.176778 |
6 | 0.146785 | 1.2455 | 0.10849 |
7 | 0.030664 | 0.2602 | 0.39773 |
8 | 0.16749 | 1.4212 | 0.079788 |
9 | 0.09688 | 0.8221 | 0.20688 |
10 | -0.079455 | -0.6742 | 0.251173 |
11 | 0.222762 | 1.8902 | 0.031378 |
12 | -0.109497 | -0.9291 | 0.177967 |
13 | -0.007719 | -0.0655 | 0.473978 |
14 | 0.191632 | 1.6261 | 0.054154 |
15 | 0.079756 | 0.6768 | 0.250366 |
16 | -0.00362 | -0.0307 | 0.48779 |
17 | 0.048479 | 0.4114 | 0.341016 |
18 | -0.022228 | -0.1886 | 0.425464 |
19 | 0.063338 | 0.5374 | 0.29631 |
20 | -0.010604 | -0.09 | 0.464276 |
21 | -0.112522 | -0.9548 | 0.171443 |
22 | -0.027314 | -0.2318 | 0.408689 |
23 | -0.031078 | -0.2637 | 0.396381 |
24 | -0.238467 | -2.0235 | 0.023369 |
25 | -0.100951 | -0.8566 | 0.197255 |
26 | -0.167533 | -1.4216 | 0.079735 |
27 | -0.112995 | -0.9588 | 0.170435 |
28 | -0.102921 | -0.8733 | 0.192697 |
29 | -0.02589 | -0.2197 | 0.41337 |
30 | -0.118299 | -1.0038 | 0.159419 |
31 | -0.049917 | -0.4236 | 0.336576 |
32 | -0.068335 | -0.5798 | 0.281916 |
33 | -0.051106 | -0.4336 | 0.332921 |
34 | -0.019092 | -0.162 | 0.435878 |
35 | 0.015024 | 0.1275 | 0.449456 |
36 | -0.038917 | -0.3302 | 0.371095 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.12222 | 1.0371 | 0.151586 |
2 | 0.197317 | 1.6743 | 0.049206 |
3 | 0.209539 | 1.778 | 0.039813 |
4 | 0.053216 | 0.4516 | 0.326474 |
5 | 0.015468 | 0.1312 | 0.447972 |
6 | 0.065347 | 0.5545 | 0.290481 |
7 | -0.042246 | -0.3585 | 0.360522 |
8 | 0.113073 | 0.9595 | 0.170269 |
9 | 0.03989 | 0.3385 | 0.367993 |
10 | -0.160729 | -1.3638 | 0.088435 |
11 | 0.178238 | 1.5124 | 0.067404 |
12 | -0.174249 | -1.4786 | 0.071811 |
13 | -0.019813 | -0.1681 | 0.433479 |
14 | 0.196356 | 1.6661 | 0.050015 |
15 | 0.087384 | 0.7415 | 0.230408 |
16 | -0.064405 | -0.5465 | 0.293207 |
17 | -0.08574 | -0.7275 | 0.23463 |
18 | -0.011662 | -0.099 | 0.460724 |
19 | 0.032834 | 0.2786 | 0.390673 |
20 | -0.040773 | -0.346 | 0.365186 |
21 | -0.058848 | -0.4993 | 0.309531 |
22 | -0.153524 | -1.3027 | 0.098416 |
23 | 0.034183 | 0.2901 | 0.386304 |
24 | -0.194005 | -1.6462 | 0.052042 |
25 | -0.106887 | -0.907 | 0.183724 |
26 | -0.040102 | -0.3403 | 0.367319 |
27 | 0.074412 | 0.6314 | 0.264887 |
28 | -0.037335 | -0.3168 | 0.376156 |
29 | 0.066109 | 0.561 | 0.288284 |
30 | -0.060068 | -0.5097 | 0.305913 |
31 | 0.025339 | 0.215 | 0.415185 |
32 | 0.052938 | 0.4492 | 0.32732 |
33 | 0.010439 | 0.0886 | 0.464832 |
34 | -0.055597 | -0.4718 | 0.319265 |
35 | 0.193233 | 1.6396 | 0.052721 |
36 | -0.06151 | -0.5219 | 0.30166 |