Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.190507 | -1.4383 | 0.077909 |
2 | 0.139401 | 1.0525 | 0.148517 |
3 | 0.313826 | 2.3693 | 0.010615 |
4 | -0.066946 | -0.5054 | 0.307603 |
5 | 0.129442 | 0.9773 | 0.166283 |
6 | 0.179586 | 1.3558 | 0.090248 |
7 | -0.160435 | -1.2113 | 0.115398 |
8 | -0.03048 | -0.2301 | 0.409412 |
9 | 0.1226 | 0.9256 | 0.179276 |
10 | -0.166213 | -1.2549 | 0.107321 |
11 | -0.06569 | -0.4959 | 0.310919 |
12 | -0.088956 | -0.6716 | 0.252274 |
13 | -0.121927 | -0.9205 | 0.180589 |
14 | -0.096737 | -0.7303 | 0.234085 |
15 | 0.075119 | 0.5671 | 0.286425 |
16 | -0.19289 | -1.4563 | 0.0754 |
17 | -0.00519 | -0.0392 | 0.484441 |
18 | 0.025994 | 0.1962 | 0.422557 |
19 | -0.185592 | -1.4012 | 0.08329 |
20 | 0.016724 | 0.1263 | 0.449983 |
21 | 0.060221 | 0.4547 | 0.325541 |
22 | -0.291921 | -2.204 | 0.015791 |
23 | 0.245072 | 1.8503 | 0.034731 |
24 | -0.228021 | -1.7215 | 0.04529 |
25 | -0.063349 | -0.4783 | 0.317142 |
26 | 0.164474 | 1.2418 | 0.109707 |
27 | -0.131571 | -0.9933 | 0.162372 |
28 | -0.039885 | -0.3011 | 0.382208 |
29 | 0.04151 | 0.3134 | 0.377562 |
30 | -0.095469 | -0.7208 | 0.236996 |
31 | 0.026856 | 0.2028 | 0.420024 |
32 | 0.140645 | 1.0618 | 0.146392 |
33 | -0.153747 | -1.1608 | 0.125287 |
34 | 0.099149 | 0.7486 | 0.228601 |
35 | 0.025616 | 0.1934 | 0.423667 |
36 | 0.013149 | 0.0993 | 0.460634 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.190507 | -1.4383 | 0.077909 |
2 | 0.106991 | 0.8078 | 0.211293 |
3 | 0.375703 | 2.8365 | 0.003152 |
4 | 0.057208 | 0.4319 | 0.333717 |
5 | 0.024775 | 0.187 | 0.426143 |
6 | 0.117096 | 0.8841 | 0.190191 |
7 | -0.140756 | -1.0627 | 0.146203 |
8 | -0.244444 | -1.8455 | 0.03508 |
9 | 0.020804 | 0.1571 | 0.437874 |
10 | -0.007603 | -0.0574 | 0.477212 |
11 | -0.114168 | -0.862 | 0.196163 |
12 | -0.176609 | -1.3334 | 0.093858 |
13 | -0.012774 | -0.0964 | 0.461754 |
14 | -0.039617 | -0.2991 | 0.382975 |
15 | 0.13578 | 1.0251 | 0.154819 |
16 | -0.003239 | -0.0245 | 0.490289 |
17 | 0.036772 | 0.2776 | 0.391155 |
18 | 0.009064 | 0.0684 | 0.47284 |
19 | -0.168914 | -1.2753 | 0.103693 |
20 | -0.143675 | -1.0847 | 0.141306 |
21 | 0.080176 | 0.6053 | 0.273687 |
22 | -0.214375 | -1.6185 | 0.055538 |
23 | 0.139766 | 1.0552 | 0.14789 |
24 | -0.227215 | -1.7154 | 0.045848 |
25 | -0.02219 | -0.1675 | 0.433774 |
26 | 0.086202 | 0.6508 | 0.258893 |
27 | 0.097887 | 0.739 | 0.231461 |
28 | -0.034874 | -0.2633 | 0.396638 |
29 | -0.079284 | -0.5986 | 0.275911 |
30 | -0.13488 | -1.0183 | 0.156414 |
31 | 0.017756 | 0.1341 | 0.446917 |
32 | 0.035476 | 0.2678 | 0.394894 |
33 | -0.026802 | -0.2023 | 0.420182 |
34 | 0.023761 | 0.1794 | 0.429132 |
35 | -0.03397 | -0.2565 | 0.399257 |
36 | -0.088745 | -0.67 | 0.252779 |