Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.000256 | -0.0014 | 0.499426 |
2 | 0.235227 | 1.3306 | 0.096356 |
3 | 0.19873 | 1.1242 | 0.134649 |
4 | 0.015415 | 0.0872 | 0.465527 |
5 | 0.095926 | 0.5426 | 0.29557 |
6 | 0.059621 | 0.3373 | 0.369059 |
7 | 0.071918 | 0.4068 | 0.343421 |
8 | 0.091499 | 0.5176 | 0.304149 |
9 | -0.07396 | -0.4184 | 0.339232 |
10 | -0.139137 | -0.7871 | 0.218513 |
11 | -0.118562 | -0.6707 | 0.253616 |
12 | -0.382139 | -2.1617 | 0.019113 |
13 | 0.028454 | 0.161 | 0.436567 |
14 | -0.244405 | -1.3826 | 0.088186 |
15 | 0.044601 | 0.2523 | 0.401212 |
16 | -0.140424 | -0.7944 | 0.21642 |
17 | -0.138794 | -0.7851 | 0.219074 |
18 | -0.023433 | -0.1326 | 0.447686 |
19 | -0.124385 | -0.7036 | 0.243376 |
20 | -0.056379 | -0.3189 | 0.375928 |
21 | -0.033101 | -0.1872 | 0.426324 |
22 | 0.048945 | 0.2769 | 0.391828 |
23 | 0.034314 | 0.1941 | 0.423658 |
24 | -0.022012 | -0.1245 | 0.450841 |
25 | -0.015473 | -0.0875 | 0.465399 |
26 | 0.122014 | 0.6902 | 0.247518 |
27 | -0.087622 | -0.4957 | 0.31176 |
28 | 0.045788 | 0.259 | 0.39864 |
29 | 0.014883 | 0.0842 | 0.466715 |
30 | -0.008651 | -0.0489 | 0.480636 |
31 | 0.001399 | 0.0079 | 0.496868 |
32 | NA | NA | NA |
33 | NA | NA | NA |
34 | NA | NA | NA |
35 | NA | NA | NA |
36 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.000256 | -0.0014 | 0.499426 |
2 | 0.235227 | 1.3306 | 0.096356 |
3 | 0.210482 | 1.1907 | 0.121271 |
4 | -0.033222 | -0.1879 | 0.426058 |
5 | -0.000948 | -0.0054 | 0.497877 |
6 | 0.029106 | 0.1646 | 0.435129 |
7 | 0.061995 | 0.3507 | 0.364056 |
8 | 0.063216 | 0.3576 | 0.361494 |
9 | -0.125883 | -0.7121 | 0.240781 |
10 | -0.234884 | -1.3287 | 0.096672 |
11 | -0.145129 | -0.821 | 0.208867 |
12 | -0.341002 | -1.929 | 0.03132 |
13 | 0.099159 | 0.5609 | 0.289377 |
14 | -0.056937 | -0.3221 | 0.374742 |
15 | 0.196817 | 1.1134 | 0.136922 |
16 | -0.075453 | -0.4268 | 0.336181 |
17 | -0.0575 | -0.3253 | 0.373547 |
18 | 0.04756 | 0.269 | 0.394813 |
19 | 0.050531 | 0.2858 | 0.388419 |
20 | 0.010021 | 0.0567 | 0.477574 |
21 | -0.132223 | -0.748 | 0.22997 |
22 | -0.05179 | -0.293 | 0.385719 |
23 | -0.040265 | -0.2278 | 0.410637 |
24 | -0.154382 | -0.8733 | 0.194499 |
25 | 0.012315 | 0.0697 | 0.472446 |
26 | 0.072222 | 0.4085 | 0.342797 |
27 | 0.046504 | 0.2631 | 0.397094 |
28 | -0.132525 | -0.7497 | 0.229464 |
29 | -0.043631 | -0.2468 | 0.403314 |
30 | -0.018853 | -0.1066 | 0.457867 |
31 | -0.021298 | -0.1205 | 0.452429 |
32 | NA | NA | NA |
33 | NA | NA | NA |
34 | NA | NA | NA |
35 | NA | NA | NA |
36 | NA | NA | NA |