Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.065483 | 0.5072 | 0.306927 |
2 | -0.19104 | -1.4798 | 0.07208 |
3 | 0.021469 | 0.1663 | 0.434241 |
4 | -0.133734 | -1.0359 | 0.152203 |
5 | 0.045907 | 0.3556 | 0.361695 |
6 | 0.065485 | 0.5072 | 0.306922 |
7 | -0.143153 | -1.1089 | 0.135957 |
8 | 0.060814 | 0.4711 | 0.319652 |
9 | -0.020833 | -0.1614 | 0.436172 |
10 | 0.110896 | 0.859 | 0.196882 |
11 | 0.256202 | 1.9845 | 0.025888 |
12 | -0.260865 | -2.0206 | 0.023893 |
13 | -0.128882 | -0.9983 | 0.161068 |
14 | 0.146248 | 1.1328 | 0.130895 |
15 | -0.051628 | -0.3999 | 0.345322 |
16 | -0.045684 | -0.3539 | 0.362339 |
17 | -0.023076 | -0.1787 | 0.429369 |
18 | -0.098815 | -0.7654 | 0.223512 |
19 | 0.074476 | 0.5769 | 0.283086 |
20 | -0.097117 | -0.7523 | 0.227417 |
21 | -0.071095 | -0.5507 | 0.291943 |
22 | -0.013314 | -0.1031 | 0.459103 |
23 | -0.203081 | -1.5731 | 0.060482 |
24 | 0.094854 | 0.7347 | 0.232681 |
25 | 0.122872 | 0.9518 | 0.172518 |
26 | -0.173026 | -1.3403 | 0.092608 |
27 | -0.020517 | -0.1589 | 0.437131 |
28 | -0.027208 | -0.2108 | 0.416898 |
29 | -0.088405 | -0.6848 | 0.248059 |
30 | 0.09502 | 0.736 | 0.232292 |
31 | 0.088058 | 0.6821 | 0.248902 |
32 | 0.05907 | 0.4576 | 0.324463 |
33 | 0.056563 | 0.4381 | 0.331432 |
34 | -0.134956 | -1.0454 | 0.150023 |
35 | 0.055754 | 0.4319 | 0.333694 |
36 | 0.004564 | 0.0354 | 0.485958 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.065483 | 0.5072 | 0.306927 |
2 | -0.196169 | -1.5195 | 0.066942 |
3 | 0.051471 | 0.3987 | 0.345766 |
4 | -0.185629 | -1.4379 | 0.077832 |
5 | 0.096784 | 0.7497 | 0.228186 |
6 | -0.019733 | -0.1529 | 0.439513 |
7 | -0.112375 | -0.8705 | 0.193761 |
8 | 0.076421 | 0.592 | 0.278053 |
9 | -0.087037 | -0.6742 | 0.251392 |
10 | 0.196217 | 1.5199 | 0.066895 |
11 | 0.164801 | 1.2765 | 0.103341 |
12 | -0.24725 | -1.9152 | 0.030119 |
13 | 0.013935 | 0.1079 | 0.457202 |
14 | 0.06542 | 0.5067 | 0.307098 |
15 | -0.016868 | -0.1307 | 0.448242 |
16 | -0.117674 | -0.9115 | 0.18284 |
17 | -0.020718 | -0.1605 | 0.436521 |
18 | -0.024788 | -0.192 | 0.424191 |
19 | -0.007322 | -0.0567 | 0.47748 |
20 | -0.172433 | -1.3357 | 0.093352 |
21 | -0.074577 | -0.5777 | 0.282824 |
22 | -0.0828 | -0.6414 | 0.261864 |
23 | -0.106562 | -0.8254 | 0.206199 |
24 | 0.048681 | 0.3771 | 0.353721 |
25 | -0.075683 | -0.5862 | 0.279957 |
26 | -0.075529 | -0.585 | 0.280354 |
27 | -0.0132 | -0.1022 | 0.459451 |
28 | -0.095429 | -0.7392 | 0.231336 |
29 | -0.086416 | -0.6694 | 0.252911 |
30 | 0.016401 | 0.127 | 0.449665 |
31 | 0.199997 | 1.5492 | 0.0633 |
32 | 0.042935 | 0.3326 | 0.370308 |
33 | 0.043981 | 0.3407 | 0.36727 |
34 | -0.087784 | -0.68 | 0.249568 |
35 | 0.037143 | 0.2877 | 0.387281 |
36 | -0.050946 | -0.3946 | 0.347258 |