Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.041108 | 0.2848 | 0.38851 |
2 | 0.219631 | 1.5216 | 0.067329 |
3 | 0.293878 | 2.036 | 0.023642 |
4 | 0.042183 | 0.2923 | 0.385677 |
5 | 0.144612 | 1.0019 | 0.160708 |
6 | 0.152207 | 1.0545 | 0.148461 |
7 | -0.044488 | -0.3082 | 0.379624 |
8 | 0.055212 | 0.3825 | 0.351881 |
9 | 0.100799 | 0.6984 | 0.244161 |
10 | -0.123143 | -0.8532 | 0.198904 |
11 | 0.047452 | 0.3288 | 0.371884 |
12 | -0.039094 | -0.2709 | 0.393833 |
13 | -0.057409 | -0.3977 | 0.346291 |
14 | -0.081314 | -0.5634 | 0.287907 |
15 | -0.005151 | -0.0357 | 0.48584 |
16 | -0.176523 | -1.223 | 0.113653 |
17 | -0.040313 | -0.2793 | 0.390609 |
18 | -0.034305 | -0.2377 | 0.406574 |
19 | -0.174644 | -1.21 | 0.116107 |
20 | -0.068567 | -0.475 | 0.318453 |
21 | -0.084081 | -0.5825 | 0.281469 |
22 | -0.260341 | -1.8037 | 0.038778 |
23 | 0.106441 | 0.7374 | 0.23222 |
24 | -0.248063 | -1.7186 | 0.046063 |
25 | -0.135165 | -0.9364 | 0.176865 |
26 | -0.011126 | -0.0771 | 0.46944 |
27 | -0.140499 | -0.9734 | 0.167616 |
28 | -0.09311 | -0.6451 | 0.260973 |
29 | -0.07098 | -0.4918 | 0.312563 |
30 | -0.131806 | -0.9132 | 0.182856 |
31 | -0.130914 | -0.907 | 0.184469 |
32 | -0.025343 | -0.1756 | 0.430681 |
33 | -0.17395 | -1.2052 | 0.117025 |
34 | -0.013034 | -0.0903 | 0.464212 |
35 | -0.057134 | -0.3958 | 0.34699 |
36 | 0.035625 | 0.2468 | 0.403051 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.041108 | 0.2848 | 0.38851 |
2 | 0.21831 | 1.5125 | 0.068483 |
3 | 0.292245 | 2.0247 | 0.024239 |
4 | -0.007371 | -0.0511 | 0.47974 |
5 | 0.023204 | 0.1608 | 0.436477 |
6 | 0.073638 | 0.5102 | 0.306132 |
7 | -0.095722 | -0.6632 | 0.255193 |
8 | -0.047185 | -0.3269 | 0.37258 |
9 | 0.079359 | 0.5498 | 0.292497 |
10 | -0.108123 | -0.7491 | 0.228727 |
11 | -0.012015 | -0.0832 | 0.467003 |
12 | -0.03491 | -0.2419 | 0.404959 |
13 | 0.008492 | 0.0588 | 0.476665 |
14 | -0.110892 | -0.7683 | 0.223041 |
15 | 0.035069 | 0.243 | 0.404534 |
16 | -0.10953 | -0.7588 | 0.225827 |
17 | -0.020886 | -0.1447 | 0.442775 |
18 | 0.029431 | 0.2039 | 0.419646 |
19 | -0.068815 | -0.4768 | 0.317846 |
20 | -0.074285 | -0.5147 | 0.304575 |
21 | -0.016331 | -0.1131 | 0.455195 |
22 | -0.18575 | -1.2869 | 0.102148 |
23 | 0.187096 | 1.2962 | 0.100546 |
24 | -0.193888 | -1.3433 | 0.092747 |
25 | -0.019917 | -0.138 | 0.445413 |
26 | -0.043053 | -0.2983 | 0.383389 |
27 | 0.03478 | 0.241 | 0.405305 |
28 | -0.070912 | -0.4913 | 0.31273 |
29 | -0.073819 | -0.5114 | 0.305696 |
30 | -0.060764 | -0.421 | 0.337822 |
31 | -0.085881 | -0.595 | 0.277319 |
32 | -0.068911 | -0.4774 | 0.317613 |
33 | -0.032155 | -0.2228 | 0.412329 |
34 | -0.026405 | -0.1829 | 0.427809 |
35 | -0.001314 | -0.0091 | 0.496387 |
36 | 0.052288 | 0.3623 | 0.359373 |