Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.114099 | 0.7987 | 0.214161 |
2 | 0.347255 | 2.4308 | 0.009386 |
3 | 0.325683 | 2.2798 | 0.013506 |
4 | 0.008725 | 0.0611 | 0.475775 |
5 | 0.187089 | 1.3096 | 0.098215 |
6 | 0.101996 | 0.714 | 0.239317 |
7 | 0.009668 | 0.0677 | 0.473159 |
8 | 0.073744 | 0.5162 | 0.304014 |
9 | -0.023383 | -0.1637 | 0.435329 |
10 | 0.040363 | 0.2825 | 0.389358 |
11 | -0.020399 | -0.1428 | 0.44352 |
12 | -0.054968 | -0.3848 | 0.351035 |
13 | 0.007439 | 0.0521 | 0.479341 |
14 | -0.038736 | -0.2712 | 0.393707 |
15 | -0.046939 | -0.3286 | 0.371939 |
16 | -0.082102 | -0.5747 | 0.284057 |
17 | -0.050101 | -0.3507 | 0.363656 |
18 | -0.085562 | -0.5989 | 0.275988 |
19 | -0.142032 | -0.9942 | 0.162499 |
20 | -0.025429 | -0.178 | 0.429726 |
21 | -0.10667 | -0.7467 | 0.229409 |
22 | -0.219384 | -1.5357 | 0.065524 |
23 | 0.042934 | 0.3005 | 0.382519 |
24 | -0.254743 | -1.7832 | 0.040374 |
25 | -0.086843 | -0.6079 | 0.273031 |
26 | -0.044246 | -0.3097 | 0.379044 |
27 | -0.219316 | -1.5352 | 0.065582 |
28 | -0.081885 | -0.5732 | 0.284568 |
29 | -0.101966 | -0.7138 | 0.23938 |
30 | -0.14588 | -1.0212 | 0.156096 |
31 | -0.103202 | -0.7224 | 0.236736 |
32 | -0.152578 | -1.068 | 0.145367 |
33 | -0.10551 | -0.7386 | 0.231846 |
34 | -0.133633 | -0.9354 | 0.177077 |
35 | -0.099454 | -0.6962 | 0.244804 |
36 | -0.02444 | -0.1711 | 0.432433 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.114099 | 0.7987 | 0.214161 |
2 | 0.338645 | 2.3705 | 0.010871 |
3 | 0.298514 | 2.0896 | 0.020934 |
4 | -0.159263 | -1.1148 | 0.135178 |
5 | -0.021302 | -0.1491 | 0.441039 |
6 | 0.070182 | 0.4913 | 0.312712 |
7 | -0.008512 | -0.0596 | 0.476364 |
8 | -0.043346 | -0.3034 | 0.381428 |
9 | -0.054632 | -0.3824 | 0.3519 |
10 | 0.062426 | 0.437 | 0.332023 |
11 | -0.022061 | -0.1544 | 0.438953 |
12 | -0.081553 | -0.5709 | 0.285349 |
13 | 0.002075 | 0.0145 | 0.494234 |
14 | 0.044189 | 0.3093 | 0.379194 |
15 | -0.030115 | -0.2108 | 0.416956 |
16 | -0.1283 | -0.8981 | 0.186763 |
17 | 0.002743 | 0.0192 | 0.492379 |
18 | 0.014366 | 0.1006 | 0.460155 |
19 | -0.115857 | -0.811 | 0.210644 |
20 | 0.003396 | 0.0238 | 0.490565 |
21 | 0.031981 | 0.2239 | 0.411896 |
22 | -0.190467 | -1.3333 | 0.094305 |
23 | 0.070941 | 0.4966 | 0.31085 |
24 | -0.10264 | -0.7185 | 0.237936 |
25 | -0.020242 | -0.1417 | 0.443952 |
26 | 0.011499 | 0.0805 | 0.468087 |
27 | -0.082367 | -0.5766 | 0.283436 |
28 | -0.095441 | -0.6681 | 0.253606 |
29 | 0.011646 | 0.0815 | 0.467679 |
30 | -0.006058 | -0.0424 | 0.483175 |
31 | -0.121324 | -0.8493 | 0.199931 |
32 | -0.081562 | -0.5709 | 0.285327 |
33 | -0.009996 | -0.07 | 0.472249 |
34 | -0.062534 | -0.4377 | 0.33175 |
35 | -0.035175 | -0.2462 | 0.403267 |
36 | 0.050175 | 0.3512 | 0.363463 |