Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.140706 | 0.9646 | 0.169833 |
2 | 0.241448 | 1.6553 | 0.052265 |
3 | 0.332209 | 2.2775 | 0.013674 |
4 | 0.222535 | 1.5256 | 0.066903 |
5 | 0.06233 | 0.4273 | 0.33555 |
6 | 0.178835 | 1.226 | 0.113147 |
7 | 0.015925 | 0.1092 | 0.456763 |
8 | 0.12474 | 0.8552 | 0.198396 |
9 | 0.000918 | 0.0063 | 0.497503 |
10 | -0.094908 | -0.6507 | 0.259219 |
11 | 0.273733 | 1.8766 | 0.033393 |
12 | -0.168847 | -1.1576 | 0.126447 |
13 | -0.078408 | -0.5375 | 0.296715 |
14 | 0.09049 | 0.6204 | 0.269006 |
15 | 0.075793 | 0.5196 | 0.302886 |
16 | -0.096579 | -0.6621 | 0.255567 |
17 | 0.056831 | 0.3896 | 0.34929 |
18 | -0.152501 | -1.0455 | 0.150571 |
19 | -0.029038 | -0.1991 | 0.421531 |
20 | -0.146817 | -1.0065 | 0.159659 |
21 | -0.207686 | -1.4238 | 0.080551 |
22 | -0.086076 | -0.5901 | 0.278973 |
23 | -0.201691 | -1.3827 | 0.086642 |
24 | -0.20182 | -1.3836 | 0.086508 |
25 | -0.10151 | -0.6959 | 0.244953 |
26 | -0.098172 | -0.673 | 0.252112 |
27 | -0.242375 | -1.6616 | 0.051621 |
28 | -0.115019 | -0.7885 | 0.217172 |
29 | -0.115842 | -0.7942 | 0.215543 |
30 | -0.075458 | -0.5173 | 0.303682 |
31 | -0.044329 | -0.3039 | 0.381272 |
32 | -0.057191 | -0.3921 | 0.348384 |
33 | -0.033514 | -0.2298 | 0.409637 |
34 | -0.00322 | -0.0221 | 0.491241 |
35 | 0.004457 | 0.0306 | 0.487876 |
36 | 0.004323 | 0.0296 | 0.488242 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.140706 | 0.9646 | 0.169833 |
2 | 0.226127 | 1.5502 | 0.063895 |
3 | 0.294707 | 2.0204 | 0.02453 |
4 | 0.141508 | 0.9701 | 0.168474 |
5 | -0.099428 | -0.6816 | 0.249404 |
6 | 0.0156 | 0.107 | 0.457642 |
7 | -0.109275 | -0.7491 | 0.22875 |
8 | 0.087646 | 0.6009 | 0.275407 |
9 | -0.043585 | -0.2988 | 0.383203 |
10 | -0.158133 | -1.0841 | 0.141924 |
11 | 0.327862 | 2.2477 | 0.014663 |
12 | -0.247406 | -1.6961 | 0.048238 |
13 | -0.057459 | -0.3939 | 0.347711 |
14 | 0.057729 | 0.3958 | 0.347033 |
15 | 0.136853 | 0.9382 | 0.176464 |
16 | 0.023387 | 0.1603 | 0.436653 |
17 | -0.121293 | -0.8315 | 0.204936 |
18 | -0.175961 | -1.2063 | 0.116865 |
19 | -0.084849 | -0.5817 | 0.281776 |
20 | -0.061733 | -0.4232 | 0.337034 |
21 | -0.070801 | -0.4854 | 0.314828 |
22 | -0.102122 | -0.7001 | 0.243654 |
23 | 0.013164 | 0.0902 | 0.464237 |
24 | 0.030729 | 0.2107 | 0.417027 |
25 | -0.055156 | -0.3781 | 0.353519 |
26 | -0.005567 | -0.0382 | 0.484859 |
27 | -0.078215 | -0.5362 | 0.297169 |
28 | -0.072619 | -0.4978 | 0.310456 |
29 | 0.085514 | 0.5863 | 0.280254 |
30 | -0.062181 | -0.4263 | 0.335921 |
31 | 0.098937 | 0.6783 | 0.250461 |
32 | 0.006527 | 0.0447 | 0.482248 |
33 | -0.027229 | -0.1867 | 0.42636 |
34 | 0.023059 | 0.1581 | 0.437533 |
35 | 0.047519 | 0.3258 | 0.373022 |
36 | 0.051957 | 0.3562 | 0.361642 |