Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.136121 | 1.0544 | 0.147966 |
2 | 0.11732 | 0.9088 | 0.183557 |
3 | 0.039628 | 0.307 | 0.379969 |
4 | 0.288317 | 2.2333 | 0.014635 |
5 | 0.111855 | 0.8664 | 0.194854 |
6 | 0.111939 | 0.8671 | 0.194677 |
7 | -0.053635 | -0.4155 | 0.339646 |
8 | -0.119035 | -0.922 | 0.1801 |
9 | -0.06995 | -0.5418 | 0.29497 |
10 | -0.078875 | -0.611 | 0.271766 |
11 | 0.158582 | 1.2284 | 0.112052 |
12 | -0.462777 | -3.5847 | 0.000339 |
13 | -0.136043 | -1.0538 | 0.148104 |
14 | -0.145405 | -1.1263 | 0.132262 |
15 | 0.070452 | 0.5457 | 0.293641 |
16 | -0.167216 | -1.2952 | 0.100098 |
17 | -0.072083 | -0.5584 | 0.28934 |
18 | -0.159848 | -1.2382 | 0.110237 |
19 | 0.008104 | 0.0628 | 0.475078 |
20 | -0.032786 | -0.254 | 0.400198 |
21 | -0.060878 | -0.4716 | 0.319477 |
22 | 0.078453 | 0.6077 | 0.272843 |
23 | -0.163723 | -1.2682 | 0.104813 |
24 | 0.009389 | 0.0727 | 0.471132 |
25 | 0.000164 | 0.0013 | 0.499494 |
26 | 0.145081 | 1.1238 | 0.132789 |
27 | -0.120789 | -0.9356 | 0.176607 |
28 | 0.068906 | 0.5337 | 0.297745 |
29 | -0.02669 | -0.2067 | 0.418458 |
30 | 0.05292 | 0.4099 | 0.341663 |
31 | -0.044124 | -0.3418 | 0.366854 |
32 | 0.019689 | 0.1525 | 0.439649 |
33 | 0.061346 | 0.4752 | 0.318189 |
34 | -0.080845 | -0.6262 | 0.266772 |
35 | 0.019532 | 0.1513 | 0.440127 |
36 | 0.033838 | 0.2621 | 0.397069 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.136121 | 1.0544 | 0.147966 |
2 | 0.100656 | 0.7797 | 0.219322 |
3 | 0.011903 | 0.0922 | 0.463422 |
4 | 0.278215 | 2.155 | 0.017591 |
5 | 0.044311 | 0.3432 | 0.366311 |
6 | 0.047111 | 0.3649 | 0.358226 |
7 | -0.097195 | -0.7529 | 0.227237 |
8 | -0.218249 | -1.6905 | 0.048056 |
9 | -0.084281 | -0.6528 | 0.258176 |
10 | -0.109756 | -0.8502 | 0.199306 |
11 | 0.260956 | 2.0214 | 0.023855 |
12 | -0.483942 | -3.7486 | 0.000201 |
13 | 0.092955 | 0.72 | 0.237151 |
14 | -0.037515 | -0.2906 | 0.386184 |
15 | 0.025441 | 0.1971 | 0.422222 |
16 | 0.07988 | 0.6187 | 0.269212 |
17 | -0.107732 | -0.8345 | 0.203658 |
18 | 0.070502 | 0.5461 | 0.293508 |
19 | -0.065822 | -0.5099 | 0.30601 |
20 | -0.057521 | -0.4456 | 0.328762 |
21 | -0.118862 | -0.9207 | 0.180446 |
22 | 0.052902 | 0.4098 | 0.341713 |
23 | 0.033762 | 0.2615 | 0.397294 |
24 | -0.260418 | -2.0172 | 0.024078 |
25 | 0.154174 | 1.1942 | 0.118544 |
26 | -0.038302 | -0.2967 | 0.383866 |
27 | -0.045792 | -0.3547 | 0.362027 |
28 | 0.139765 | 1.0826 | 0.141656 |
29 | -0.145137 | -1.1242 | 0.132697 |
30 | -0.022042 | -0.1707 | 0.432504 |
31 | -0.041108 | -0.3184 | 0.375637 |
32 | -0.022568 | -0.1748 | 0.430908 |
33 | -0.029613 | -0.2294 | 0.409676 |
34 | -0.049578 | -0.384 | 0.351156 |
35 | 0.101614 | 0.7871 | 0.217161 |
36 | -0.139632 | -1.0816 | 0.141882 |