Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.319542 | 2.4752 | 0.00808 |
2 | 0.127944 | 0.9911 | 0.16282 |
3 | -0.005332 | -0.0413 | 0.483597 |
4 | 0.064455 | 0.4993 | 0.309708 |
5 | -0.007528 | -0.0583 | 0.476846 |
6 | -0.136257 | -1.0554 | 0.147728 |
7 | -0.146244 | -1.1328 | 0.130902 |
8 | -0.36189 | -2.8032 | 0.003403 |
9 | -0.105162 | -0.8146 | 0.209267 |
10 | -0.110552 | -0.8563 | 0.197612 |
11 | 0.126483 | 0.9797 | 0.165576 |
12 | -0.059091 | -0.4577 | 0.324406 |
13 | -0.114061 | -0.8835 | 0.190244 |
14 | -0.021584 | -0.1672 | 0.433892 |
15 | 0.008065 | 0.0625 | 0.475197 |
16 | 0.095016 | 0.736 | 0.232301 |
17 | -0.053075 | -0.4111 | 0.341227 |
18 | -0.058158 | -0.4505 | 0.32699 |
19 | 0.022704 | 0.1759 | 0.430496 |
20 | 0.049876 | 0.3863 | 0.350305 |
21 | -0.089368 | -0.6922 | 0.245727 |
22 | -0.113652 | -0.8803 | 0.191092 |
23 | 0.003272 | 0.0253 | 0.489931 |
24 | -0.048642 | -0.3768 | 0.353835 |
25 | -0.013551 | -0.105 | 0.458377 |
26 | 0.061866 | 0.4792 | 0.316764 |
27 | 0.004208 | 0.0326 | 0.487053 |
28 | -0.001337 | -0.0104 | 0.495886 |
29 | -0.027507 | -0.2131 | 0.415998 |
30 | 0.056748 | 0.4396 | 0.330915 |
31 | -0.008494 | -0.0658 | 0.47388 |
32 | -0.050564 | -0.3917 | 0.348347 |
33 | -0.064478 | -0.4994 | 0.309646 |
34 | -0.053438 | -0.4139 | 0.3402 |
35 | 0.070878 | 0.549 | 0.292514 |
36 | 0.095795 | 0.742 | 0.230484 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.319542 | 2.4752 | 0.00808 |
2 | 0.028775 | 0.2229 | 0.412188 |
3 | -0.060451 | -0.4683 | 0.32065 |
4 | 0.088776 | 0.6877 | 0.247161 |
5 | -0.050571 | -0.3917 | 0.348327 |
6 | -0.151543 | -1.1739 | 0.122547 |
7 | -0.054829 | -0.4247 | 0.336286 |
8 | -0.327829 | -2.5394 | 0.006858 |
9 | 0.116066 | 0.899 | 0.186111 |
10 | -0.066615 | -0.516 | 0.303877 |
11 | 0.192882 | 1.4941 | 0.070201 |
12 | -0.137479 | -1.0649 | 0.145592 |
13 | -0.135426 | -1.049 | 0.149192 |
14 | 0.007698 | 0.0596 | 0.476324 |
15 | -0.071088 | -0.5506 | 0.291962 |
16 | 0.002854 | 0.0221 | 0.491219 |
17 | -0.034971 | -0.2709 | 0.393704 |
18 | -0.126896 | -0.9829 | 0.164794 |
19 | 0.240112 | 1.8599 | 0.033902 |
20 | -0.168294 | -1.3036 | 0.098675 |
21 | -0.172346 | -1.335 | 0.093462 |
22 | -0.078738 | -0.6099 | 0.272115 |
23 | 0.030526 | 0.2365 | 0.406943 |
24 | 0.004117 | 0.0319 | 0.487332 |
25 | -0.055412 | -0.4292 | 0.33465 |
26 | 0.069372 | 0.5374 | 0.296505 |
27 | -0.05539 | -0.429 | 0.334713 |
28 | -0.055822 | -0.4324 | 0.333503 |
29 | -0.061628 | -0.4774 | 0.317417 |
30 | -0.128099 | -0.9922 | 0.16253 |
31 | -0.005033 | -0.039 | 0.484517 |
32 | -0.011449 | -0.0887 | 0.464815 |
33 | -0.032763 | -0.2538 | 0.400265 |
34 | -0.067951 | -0.5263 | 0.300293 |
35 | 0.044458 | 0.3444 | 0.365885 |
36 | 0.114491 | 0.8868 | 0.189353 |