Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.152367 | 1.2748 | 0.103299 |
2 | 0.220322 | 1.8433 | 0.034756 |
3 | 0.23749 | 1.987 | 0.025419 |
4 | 0.165133 | 1.3816 | 0.085744 |
5 | 0.079876 | 0.6683 | 0.253073 |
6 | 0.152503 | 1.2759 | 0.103099 |
7 | 0.040187 | 0.3362 | 0.368851 |
8 | 0.13356 | 1.1174 | 0.133812 |
9 | 0.085461 | 0.715 | 0.238487 |
10 | -0.065709 | -0.5498 | 0.292118 |
11 | 0.236505 | 1.9787 | 0.02589 |
12 | -0.11774 | -0.9851 | 0.163988 |
13 | -0.002236 | -0.0187 | 0.492562 |
14 | 0.16334 | 1.3666 | 0.088063 |
15 | 0.087296 | 0.7304 | 0.233801 |
16 | -0.010135 | -0.0848 | 0.466334 |
17 | 0.053997 | 0.4518 | 0.326415 |
18 | -0.021036 | -0.176 | 0.4304 |
19 | 0.059947 | 0.5016 | 0.308777 |
20 | -0.015366 | -0.1286 | 0.449037 |
21 | -0.111828 | -0.9356 | 0.176344 |
22 | -0.032337 | -0.2705 | 0.393767 |
23 | -0.079517 | -0.6653 | 0.254026 |
24 | -0.239521 | -2.004 | 0.024472 |
25 | -0.109531 | -0.9164 | 0.181301 |
26 | -0.165036 | -1.3808 | 0.085868 |
27 | -0.116844 | -0.9776 | 0.165823 |
28 | -0.118005 | -0.9873 | 0.163449 |
29 | -0.02366 | -0.198 | 0.421826 |
30 | -0.098094 | -0.8207 | 0.207297 |
31 | -0.050665 | -0.4239 | 0.336471 |
32 | -0.078185 | -0.6541 | 0.257583 |
33 | -0.046121 | -0.3859 | 0.35038 |
34 | -0.016182 | -0.1354 | 0.446347 |
35 | -0.004298 | -0.036 | 0.48571 |
36 | -0.033858 | -0.2833 | 0.388902 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.152367 | 1.2748 | 0.103299 |
2 | 0.201791 | 1.6883 | 0.047902 |
3 | 0.192045 | 1.6068 | 0.056304 |
4 | 0.085188 | 0.7127 | 0.23919 |
5 | -0.026352 | -0.2205 | 0.41307 |
6 | 0.066077 | 0.5528 | 0.291068 |
7 | -0.038138 | -0.3191 | 0.375307 |
8 | 0.083796 | 0.7011 | 0.242786 |
9 | 0.029081 | 0.2433 | 0.404238 |
10 | -0.144516 | -1.2091 | 0.115346 |
11 | 0.226043 | 1.8912 | 0.031367 |
12 | -0.211013 | -1.7655 | 0.040924 |
13 | -0.003004 | -0.0251 | 0.490011 |
14 | 0.178294 | 1.4917 | 0.070133 |
15 | 0.051825 | 0.4336 | 0.332955 |
16 | -0.019457 | -0.1628 | 0.435577 |
17 | -0.090558 | -0.7577 | 0.225599 |
18 | -0.017728 | -0.1483 | 0.441256 |
19 | 0.042628 | 0.3566 | 0.361214 |
20 | -0.058842 | -0.4923 | 0.312022 |
21 | -0.056693 | -0.4743 | 0.318373 |
22 | -0.14904 | -1.247 | 0.108285 |
23 | 0.020572 | 0.1721 | 0.43192 |
24 | -0.204799 | -1.7135 | 0.045526 |
25 | -0.097171 | -0.813 | 0.20949 |
26 | -0.017083 | -0.1429 | 0.443379 |
27 | 0.067964 | 0.5686 | 0.285714 |
28 | -0.029186 | -0.2442 | 0.403901 |
29 | 0.069259 | 0.5795 | 0.282069 |
30 | -0.050015 | -0.4185 | 0.338446 |
31 | 0.033864 | 0.2833 | 0.38888 |
32 | 0.027714 | 0.2319 | 0.408656 |
33 | -0.023759 | -0.1988 | 0.421503 |
34 | -0.011435 | -0.0957 | 0.462027 |
35 | 0.148034 | 1.2385 | 0.109827 |
36 | -0.067558 | -0.5652 | 0.286863 |