Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.144622 | 1.3096 | 0.096993 |
2 | 0.203043 | 1.8386 | 0.034795 |
3 | 0.216272 | 1.9584 | 0.02679 |
4 | 0.136418 | 1.2353 | 0.11012 |
5 | 0.087305 | 0.7906 | 0.215735 |
6 | 0.155873 | 1.4115 | 0.080942 |
7 | 0.01341 | 0.1214 | 0.451823 |
8 | 0.160619 | 1.4545 | 0.074817 |
9 | 0.093966 | 0.8509 | 0.198653 |
10 | -0.078847 | -0.714 | 0.23863 |
11 | 0.196224 | 1.7769 | 0.039648 |
12 | -0.156477 | -1.417 | 0.080141 |
13 | -0.006593 | -0.0597 | 0.476267 |
14 | 0.206929 | 1.8738 | 0.032259 |
15 | 0.090987 | 0.8239 | 0.206188 |
16 | 0.010964 | 0.0993 | 0.460577 |
17 | 0.044976 | 0.4073 | 0.342434 |
18 | -0.021643 | -0.196 | 0.422552 |
19 | 0.050616 | 0.4583 | 0.323958 |
20 | -0.028219 | -0.2555 | 0.399474 |
21 | -0.10749 | -0.9734 | 0.166617 |
22 | -0.020431 | -0.185 | 0.426839 |
23 | -0.038772 | -0.3511 | 0.363209 |
24 | -0.207894 | -1.8826 | 0.031653 |
25 | -0.103406 | -0.9364 | 0.175913 |
26 | -0.184634 | -1.6719 | 0.049175 |
27 | -0.112947 | -1.0228 | 0.15471 |
28 | -0.122349 | -1.1079 | 0.135569 |
29 | -0.011026 | -0.0998 | 0.460357 |
30 | -0.132126 | -1.1965 | 0.117484 |
31 | -0.055753 | -0.5049 | 0.307503 |
32 | -0.057135 | -0.5174 | 0.303142 |
33 | -0.036169 | -0.3275 | 0.372055 |
34 | -0.01331 | -0.1205 | 0.45218 |
35 | 0.020145 | 0.1824 | 0.427853 |
36 | 0.001065 | 0.0096 | 0.496165 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.144622 | 1.3096 | 0.096993 |
2 | 0.186018 | 1.6845 | 0.047948 |
3 | 0.17506 | 1.5852 | 0.058381 |
4 | 0.064501 | 0.5841 | 0.280384 |
5 | 5e-06 | 0 | 0.499981 |
6 | 0.086084 | 0.7795 | 0.218957 |
7 | -0.060174 | -0.5449 | 0.293651 |
8 | 0.115322 | 1.0443 | 0.14971 |
9 | 0.036714 | 0.3325 | 0.370195 |
10 | -0.156726 | -1.4192 | 0.079813 |
11 | 0.1744 | 1.5793 | 0.059063 |
12 | -0.24591 | -2.2268 | 0.014351 |
13 | 0.025695 | 0.2327 | 0.408295 |
14 | 0.246414 | 2.2314 | 0.014193 |
15 | 0.067556 | 0.6117 | 0.271199 |
16 | -0.021676 | -0.1963 | 0.422436 |
17 | -0.126467 | -1.1452 | 0.127727 |
18 | -0.000222 | -0.002 | 0.4992 |
19 | 0.011118 | 0.1007 | 0.460025 |
20 | -0.064479 | -0.5839 | 0.280451 |
21 | -0.02054 | -0.186 | 0.426453 |
22 | -0.162879 | -1.4749 | 0.072029 |
23 | 0.05447 | 0.4932 | 0.311578 |
24 | -0.207685 | -1.8807 | 0.031783 |
25 | -0.108864 | -0.9858 | 0.163565 |
26 | 0.007521 | 0.0681 | 0.472934 |
27 | 0.043239 | 0.3915 | 0.348205 |
28 | -0.037806 | -0.3423 | 0.366484 |
29 | 0.045243 | 0.4097 | 0.341549 |
30 | -0.085148 | -0.771 | 0.221447 |
31 | 0.033869 | 0.3067 | 0.379926 |
32 | 0.056419 | 0.5109 | 0.305399 |
33 | 0.014839 | 0.1344 | 0.44672 |
34 | -0.005161 | -0.0467 | 0.481419 |
35 | 0.160328 | 1.4518 | 0.075181 |
36 | -0.026943 | -0.244 | 0.403928 |