Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.151875 | 1.1161 | 0.134671 |
2 | 0.277927 | 2.0423 | 0.023007 |
3 | 0.312443 | 2.296 | 0.012793 |
4 | 0.239395 | 1.7592 | 0.042105 |
5 | 0.082123 | 0.6035 | 0.274359 |
6 | 0.166355 | 1.2225 | 0.113423 |
7 | 0.034935 | 0.2567 | 0.399187 |
8 | 0.145896 | 1.0721 | 0.144218 |
9 | 0.035386 | 0.26 | 0.397913 |
10 | -0.049271 | -0.3621 | 0.359357 |
11 | 0.309512 | 2.2744 | 0.013468 |
12 | -0.057271 | -0.4209 | 0.337765 |
13 | 0.006899 | 0.0507 | 0.479878 |
14 | 0.153393 | 1.1272 | 0.132321 |
15 | 0.068414 | 0.5027 | 0.308597 |
16 | 0.016072 | 0.1181 | 0.453212 |
17 | 0.086003 | 0.632 | 0.265031 |
18 | -0.086506 | -0.6357 | 0.263832 |
19 | 0.052209 | 0.3837 | 0.351371 |
20 | -0.055669 | -0.4091 | 0.342048 |
21 | -0.165273 | -1.2145 | 0.11492 |
22 | -0.051737 | -0.3802 | 0.352647 |
23 | -0.094341 | -0.6933 | 0.245559 |
24 | -0.200844 | -1.4759 | 0.07289 |
25 | -0.111436 | -0.8189 | 0.208226 |
26 | -0.184834 | -1.3582 | 0.090016 |
27 | -0.187489 | -1.3778 | 0.086981 |
28 | -0.175931 | -1.2928 | 0.100788 |
29 | -0.138257 | -1.016 | 0.157086 |
30 | -0.108859 | -0.7999 | 0.213623 |
31 | -0.031909 | -0.2345 | 0.407747 |
32 | -0.147157 | -1.0814 | 0.142167 |
33 | 0.001647 | 0.0121 | 0.495193 |
34 | -0.035048 | -0.2576 | 0.398866 |
35 | -0.000533 | -0.0039 | 0.498445 |
36 | -0.053694 | -0.3946 | 0.347359 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.151875 | 1.1161 | 0.134671 |
2 | 0.260879 | 1.9171 | 0.030264 |
3 | 0.26539 | 1.9502 | 0.028175 |
4 | 0.143471 | 1.0543 | 0.148222 |
5 | -0.090164 | -0.6626 | 0.255214 |
6 | -0.001173 | -0.0086 | 0.496577 |
7 | -0.088099 | -0.6474 | 0.26006 |
8 | 0.099178 | 0.7288 | 0.234635 |
9 | 0.002944 | 0.0216 | 0.49141 |
10 | -0.128028 | -0.9408 | 0.175497 |
11 | 0.334259 | 2.4563 | 0.008642 |
12 | -0.131314 | -0.965 | 0.169434 |
13 | -0.066246 | -0.4868 | 0.314183 |
14 | 0.082615 | 0.6071 | 0.273167 |
15 | -0.004547 | -0.0334 | 0.486733 |
16 | 0.061166 | 0.4495 | 0.327444 |
17 | -0.053158 | -0.3906 | 0.348805 |
18 | -0.138533 | -1.018 | 0.156607 |
19 | -0.001872 | -0.0138 | 0.494538 |
20 | -0.052767 | -0.3878 | 0.349861 |
21 | -0.07902 | -0.5807 | 0.281937 |
22 | -0.145419 | -1.0686 | 0.145 |
23 | 0.054819 | 0.4028 | 0.344331 |
24 | -0.038932 | -0.2861 | 0.387952 |
25 | -0.127853 | -0.9395 | 0.175823 |
26 | -0.077696 | -0.5709 | 0.285203 |
27 | -0.091272 | -0.6707 | 0.252632 |
28 | -0.071773 | -0.5274 | 0.300032 |
29 | 0.123101 | 0.9046 | 0.184846 |
30 | -0.022481 | -0.1652 | 0.434702 |
31 | 0.102736 | 0.755 | 0.226779 |
32 | 0.004903 | 0.036 | 0.485696 |
33 | 0.044334 | 0.3258 | 0.372921 |
34 | -0.025817 | -0.1897 | 0.425123 |
35 | 0.107773 | 0.792 | 0.215923 |
36 | 0.008001 | 0.0588 | 0.476667 |