Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.012962 | -0.0767 | 0.469655 |
2 | -0.000365 | -0.0022 | 0.499144 |
3 | -0.024509 | -0.145 | 0.442772 |
4 | 0.007257 | 0.0429 | 0.483 |
5 | -0.091967 | -0.5441 | 0.294916 |
6 | 0.088361 | 0.5228 | 0.30222 |
7 | 0.06262 | 0.3705 | 0.356635 |
8 | -0.148425 | -0.8781 | 0.19294 |
9 | 0.087814 | 0.5195 | 0.303336 |
10 | -0.198311 | -1.1732 | 0.124314 |
11 | 0.057097 | 0.3378 | 0.368769 |
12 | -0.042127 | -0.2492 | 0.402321 |
13 | 0.043953 | 0.26 | 0.398183 |
14 | -0.130351 | -0.7712 | 0.222891 |
15 | -0.061844 | -0.3659 | 0.358331 |
16 | 0.118485 | 0.701 | 0.24398 |
17 | -0.055819 | -0.3302 | 0.371597 |
18 | 0.049429 | 0.2924 | 0.385843 |
19 | -0.124874 | -0.7388 | 0.232487 |
20 | -0.000456 | -0.0027 | 0.49893 |
21 | -0.04377 | -0.2589 | 0.398597 |
22 | 0.1733 | 1.0253 | 0.156138 |
23 | 0.035737 | 0.2114 | 0.416892 |
24 | 0.048334 | 0.2859 | 0.388302 |
25 | -0.031721 | -0.1877 | 0.426113 |
26 | -0.038293 | -0.2265 | 0.411048 |
27 | 0.086125 | 0.5095 | 0.306792 |
28 | -0.12492 | -0.739 | 0.232406 |
29 | 0.01707 | 0.101 | 0.460069 |
30 | -0.026244 | -0.1553 | 0.438754 |
31 | -0.069557 | -0.4115 | 0.341605 |
32 | -0.149612 | -0.8851 | 0.191067 |
33 | 0.049886 | 0.2951 | 0.38482 |
34 | -0.049338 | -0.2919 | 0.386047 |
35 | NA | NA | NA |
36 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.012962 | -0.0767 | 0.469655 |
2 | -0.000533 | -0.0032 | 0.49875 |
3 | -0.024525 | -0.1451 | 0.442735 |
4 | 0.006626 | 0.0392 | 0.484478 |
5 | -0.091893 | -0.5436 | 0.295066 |
6 | 0.086269 | 0.5104 | 0.306497 |
7 | 0.065141 | 0.3854 | 0.351144 |
8 | -0.154723 | -0.9154 | 0.183136 |
9 | 0.095942 | 0.5676 | 0.286965 |
10 | -0.214982 | -1.2718 | 0.105907 |
11 | 0.078831 | 0.4664 | 0.321919 |
12 | -0.041405 | -0.245 | 0.403961 |
13 | -0.00631 | -0.0373 | 0.485217 |
14 | -0.087461 | -0.5174 | 0.304058 |
15 | -0.111274 | -0.6583 | 0.257324 |
16 | 0.16247 | 0.9612 | 0.171527 |
17 | -0.061889 | -0.3661 | 0.358233 |
18 | 0.002668 | 0.0158 | 0.493748 |
19 | -0.105774 | -0.6258 | 0.267764 |
20 | -0.071549 | -0.4233 | 0.337337 |
21 | 0.074112 | 0.4385 | 0.331876 |
22 | 0.083858 | 0.4961 | 0.311459 |
23 | 0.056381 | 0.3336 | 0.370353 |
24 | 0.016697 | 0.0988 | 0.460939 |
25 | -0.086249 | -0.5103 | 0.306538 |
26 | 0.072174 | 0.427 | 0.336001 |
27 | 0.049588 | 0.2934 | 0.385486 |
28 | -0.140714 | -0.8325 | 0.205393 |
29 | -0.059889 | -0.3543 | 0.362616 |
30 | -0.002682 | -0.0159 | 0.493715 |
31 | -0.07096 | -0.4198 | 0.338596 |
32 | -0.090943 | -0.538 | 0.296982 |
33 | -0.017427 | -0.1031 | 0.459236 |
34 | -0.065886 | -0.3898 | 0.349528 |
35 | NA | NA | NA |
36 | NA | NA | NA |