Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.226744 | 1.5709 | 0.061384 |
2 | -0.002886 | -0.02 | 0.492065 |
3 | 0.199797 | 1.3842 | 0.086345 |
4 | 0.003488 | 0.0242 | 0.49041 |
5 | 0.20596 | 1.4269 | 0.080036 |
6 | 0.237873 | 1.648 | 0.052939 |
7 | 0.064258 | 0.4452 | 0.329091 |
8 | 0.187968 | 1.3023 | 0.099517 |
9 | 0.102394 | 0.7094 | 0.240751 |
10 | 0.056525 | 0.3916 | 0.348537 |
11 | 0.15704 | 1.088 | 0.141013 |
12 | -0.088341 | -0.612 | 0.271699 |
13 | -0.13774 | -0.9543 | 0.172358 |
14 | 0.167505 | 1.1605 | 0.125791 |
15 | 0.082739 | 0.5732 | 0.284581 |
16 | -0.112673 | -0.7806 | 0.219429 |
17 | -0.047472 | -0.3289 | 0.371832 |
18 | -0.055301 | -0.3831 | 0.351656 |
19 | -0.155802 | -1.0794 | 0.142895 |
20 | 0.042492 | 0.2944 | 0.384864 |
21 | -0.024254 | -0.168 | 0.43363 |
22 | -0.112137 | -0.7769 | 0.220513 |
23 | -0.173275 | -1.2005 | 0.117921 |
24 | -0.272273 | -1.8864 | 0.032652 |
25 | -0.057047 | -0.3952 | 0.34721 |
26 | -0.030253 | -0.2096 | 0.417434 |
27 | -0.180337 | -1.2494 | 0.108787 |
28 | -0.010929 | -0.0757 | 0.46998 |
29 | -0.049097 | -0.3402 | 0.367612 |
30 | -0.175319 | -1.2146 | 0.115222 |
31 | -0.093059 | -0.6447 | 0.261085 |
32 | -0.141435 | -0.9799 | 0.166027 |
33 | -0.081686 | -0.5659 | 0.287036 |
34 | -0.007118 | -0.0493 | 0.480437 |
35 | 0.02612 | 0.181 | 0.428579 |
36 | 0.039504 | 0.2737 | 0.392748 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.226744 | 1.5709 | 0.061384 |
2 | -0.057242 | -0.3966 | 0.346716 |
3 | 0.225778 | 1.5642 | 0.062166 |
4 | -0.109782 | -0.7606 | 0.225311 |
5 | 0.288008 | 1.9954 | 0.025847 |
6 | 0.063095 | 0.4371 | 0.331988 |
7 | 0.066737 | 0.4624 | 0.322953 |
8 | 0.110498 | 0.7656 | 0.223846 |
9 | 0.000155 | 0.0011 | 0.499575 |
10 | 0.042342 | 0.2934 | 0.385258 |
11 | 0.027392 | 0.1898 | 0.425141 |
12 | -0.194526 | -1.3477 | 0.092039 |
13 | -0.154056 | -1.0673 | 0.145581 |
14 | 0.133672 | 0.9261 | 0.179512 |
15 | 0.003447 | 0.0239 | 0.490522 |
16 | -0.184704 | -1.2797 | 0.103406 |
17 | -0.049742 | -0.3446 | 0.365943 |
18 | 0.036954 | 0.256 | 0.399512 |
19 | -0.172723 | -1.1967 | 0.118659 |
20 | 0.125029 | 0.8662 | 0.195338 |
21 | -0.033419 | -0.2315 | 0.408941 |
22 | -0.008179 | -0.0567 | 0.477523 |
23 | -0.211875 | -1.4679 | 0.074325 |
24 | -0.10254 | -0.7104 | 0.240441 |
25 | -0.004017 | -0.0278 | 0.488956 |
26 | 0.00185 | 0.0128 | 0.494914 |
27 | 0.014844 | 0.1028 | 0.459258 |
28 | 0.061979 | 0.4294 | 0.334776 |
29 | -0.015032 | -0.1041 | 0.458745 |
30 | 0.00269 | 0.0186 | 0.492605 |
31 | -0.04022 | -0.2787 | 0.390853 |
32 | -0.055707 | -0.386 | 0.350619 |
33 | 0.118766 | 0.8228 | 0.207335 |
34 | 0.009513 | 0.0659 | 0.473862 |
35 | 0.085944 | 0.5954 | 0.277173 |
36 | -0.068176 | -0.4723 | 0.319413 |