Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.154301 | 1.1751 | 0.122374 |
2 | 0.271991 | 2.0714 | 0.021389 |
3 | 0.311951 | 2.3757 | 0.010419 |
4 | 0.234546 | 1.7862 | 0.039643 |
5 | 0.083935 | 0.6392 | 0.262594 |
6 | 0.163876 | 1.248 | 0.108515 |
7 | 0.012728 | 0.0969 | 0.461556 |
8 | 0.120369 | 0.9167 | 0.181547 |
9 | 0.023614 | 0.1798 | 0.428953 |
10 | -0.067774 | -0.5161 | 0.303856 |
11 | 0.286251 | 2.18 | 0.016664 |
12 | -0.074042 | -0.5639 | 0.287503 |
13 | -0.010284 | -0.0783 | 0.468922 |
14 | 0.17209 | 1.3106 | 0.09758 |
15 | 0.070066 | 0.5336 | 0.297825 |
16 | -0.007303 | -0.0556 | 0.477919 |
17 | 0.0808 | 0.6154 | 0.270363 |
18 | -0.083882 | -0.6388 | 0.262725 |
19 | 0.045017 | 0.3428 | 0.36648 |
20 | -0.049086 | -0.3738 | 0.354948 |
21 | -0.16101 | -1.2262 | 0.112536 |
22 | -0.054512 | -0.4151 | 0.339782 |
23 | -0.126178 | -0.9609 | 0.170285 |
24 | -0.220097 | -1.6762 | 0.04954 |
25 | -0.089155 | -0.679 | 0.249924 |
26 | -0.189082 | -1.44 | 0.077621 |
27 | -0.211203 | -1.6085 | 0.056581 |
28 | -0.15972 | -1.2164 | 0.114382 |
29 | -0.113887 | -0.8673 | 0.194667 |
30 | -0.104432 | -0.7953 | 0.214833 |
31 | -0.011893 | -0.0906 | 0.464071 |
32 | -0.137173 | -1.0447 | 0.150253 |
33 | -0.005577 | -0.0425 | 0.483135 |
34 | -0.036259 | -0.2761 | 0.391711 |
35 | 0.012737 | 0.097 | 0.461529 |
36 | -0.026448 | -0.2014 | 0.420536 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.154301 | 1.1751 | 0.122374 |
2 | 0.254235 | 1.9362 | 0.028861 |
3 | 0.264402 | 2.0136 | 0.024348 |
4 | 0.138881 | 1.0577 | 0.147292 |
5 | -0.084446 | -0.6431 | 0.261339 |
6 | 0.001408 | 0.0107 | 0.49574 |
7 | -0.113636 | -0.8654 | 0.195186 |
8 | 0.070334 | 0.5356 | 0.297126 |
9 | -0.001933 | -0.0147 | 0.494153 |
10 | -0.119155 | -0.9075 | 0.183959 |
11 | 0.335527 | 2.5553 | 0.006627 |
12 | -0.136727 | -1.0413 | 0.151034 |
13 | -0.063192 | -0.4813 | 0.316073 |
14 | 0.126022 | 0.9598 | 0.170581 |
15 | 0.003027 | 0.0231 | 0.490845 |
16 | 0.01629 | 0.1241 | 0.450849 |
17 | -0.076254 | -0.5807 | 0.281834 |
18 | -0.125666 | -0.957 | 0.171258 |
19 | 0.020963 | 0.1596 | 0.436857 |
20 | -0.046045 | -0.3507 | 0.363553 |
21 | -0.069594 | -0.53 | 0.299063 |
22 | -0.140118 | -1.0671 | 0.145173 |
23 | 0.002735 | 0.0208 | 0.491728 |
24 | -0.051392 | -0.3914 | 0.348472 |
25 | -0.093864 | -0.7148 | 0.238785 |
26 | -0.058501 | -0.4455 | 0.328799 |
27 | -0.075284 | -0.5733 | 0.284313 |
28 | -0.077298 | -0.5887 | 0.279179 |
29 | 0.120591 | 0.9184 | 0.181107 |
30 | -0.015744 | -0.1199 | 0.452487 |
31 | 0.114742 | 0.8738 | 0.192903 |
32 | -0.009565 | -0.0728 | 0.471089 |
33 | -0.008222 | -0.0626 | 0.475143 |
34 | -0.024142 | -0.1839 | 0.427382 |
35 | 0.124282 | 0.9465 | 0.17391 |
36 | 0.013612 | 0.1037 | 0.458897 |