Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.134566 | 0.9225 | 0.180481 |
2 | 0.248918 | 1.7065 | 0.047258 |
3 | 0.339673 | 2.3287 | 0.012114 |
4 | 0.230185 | 1.5781 | 0.060629 |
5 | 0.075205 | 0.5156 | 0.304282 |
6 | 0.19138 | 1.312 | 0.09794 |
7 | 0.051029 | 0.3498 | 0.364012 |
8 | 0.168353 | 1.1542 | 0.127132 |
9 | 0.029435 | 0.2018 | 0.420473 |
10 | -0.068755 | -0.4714 | 0.319783 |
11 | 0.314733 | 2.1577 | 0.018047 |
12 | -0.153266 | -1.0507 | 0.149375 |
13 | -0.062419 | -0.4279 | 0.335331 |
14 | 0.086374 | 0.5921 | 0.278295 |
15 | 0.063407 | 0.4347 | 0.332886 |
16 | -0.065479 | -0.4489 | 0.327783 |
17 | 0.064046 | 0.4391 | 0.331309 |
18 | -0.152196 | -1.0434 | 0.15105 |
19 | -0.022869 | -0.1568 | 0.438045 |
20 | -0.148765 | -1.0199 | 0.156503 |
21 | -0.213856 | -1.4661 | 0.074637 |
22 | -0.062969 | -0.4317 | 0.333969 |
23 | -0.193208 | -1.3246 | 0.09586 |
24 | -0.174013 | -1.193 | 0.119434 |
25 | -0.12482 | -0.8557 | 0.198246 |
26 | -0.109814 | -0.7528 | 0.227648 |
27 | -0.228909 | -1.5693 | 0.061641 |
28 | -0.132983 | -0.9117 | 0.183293 |
29 | -0.157247 | -1.078 | 0.143261 |
30 | -0.091276 | -0.6258 | 0.26725 |
31 | -0.068017 | -0.4663 | 0.321578 |
32 | -0.081637 | -0.5597 | 0.28918 |
33 | -0.030276 | -0.2076 | 0.418235 |
34 | -0.022299 | -0.1529 | 0.439575 |
35 | -0.020296 | -0.1391 | 0.444965 |
36 | -0.038556 | -0.2643 | 0.396342 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.134566 | 0.9225 | 0.180481 |
2 | 0.235067 | 1.6115 | 0.056879 |
3 | 0.304451 | 2.0872 | 0.021159 |
4 | 0.151903 | 1.0414 | 0.15151 |
5 | -0.091334 | -0.6262 | 0.267123 |
6 | 0.015999 | 0.1097 | 0.456563 |
7 | -0.079559 | -0.5454 | 0.294019 |
8 | 0.123916 | 0.8495 | 0.199948 |
9 | -0.03081 | -0.2112 | 0.416813 |
10 | -0.175113 | -1.2005 | 0.117978 |
11 | 0.326178 | 2.2362 | 0.015063 |
12 | -0.251841 | -1.7265 | 0.04541 |
13 | -0.078854 | -0.5406 | 0.295669 |
14 | 0.027356 | 0.1875 | 0.426021 |
15 | 0.117317 | 0.8043 | 0.212641 |
16 | 0.083325 | 0.5712 | 0.285276 |
17 | -0.095659 | -0.6558 | 0.257573 |
18 | -0.193702 | -1.328 | 0.095303 |
19 | -0.120242 | -0.8243 | 0.206956 |
20 | -0.067125 | -0.4602 | 0.323752 |
21 | -0.050048 | -0.3431 | 0.366522 |
22 | -0.08917 | -0.6113 | 0.271966 |
23 | 0.035243 | 0.2416 | 0.405064 |
24 | 0.055849 | 0.3829 | 0.351766 |
25 | -0.11003 | -0.7543 | 0.227209 |
26 | -0.03698 | -0.2535 | 0.400487 |
27 | -0.099226 | -0.6803 | 0.249839 |
28 | -0.049537 | -0.3396 | 0.367831 |
29 | 0.133089 | 0.9124 | 0.183105 |
30 | -0.05235 | -0.3589 | 0.360642 |
31 | 0.094512 | 0.6479 | 0.260087 |
32 | -0.00059 | -0.004 | 0.498395 |
33 | -0.013035 | -0.0894 | 0.464587 |
34 | 0.038116 | 0.2613 | 0.397499 |
35 | 0.007699 | 0.0528 | 0.479065 |
36 | 0.057434 | 0.3937 | 0.347773 |