Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.178508 | -1.3595 | 0.089629 |
2 | -0.20243 | -1.5417 | 0.064297 |
3 | -0.093665 | -0.7133 | 0.239251 |
4 | 0.093281 | 0.7104 | 0.24015 |
5 | 0.043258 | 0.3294 | 0.371505 |
6 | -0.039423 | -0.3002 | 0.382534 |
7 | -0.238154 | -1.8137 | 0.037447 |
8 | 0.067865 | 0.5168 | 0.303615 |
9 | 0.084977 | 0.6472 | 0.260039 |
10 | 0.014307 | 0.109 | 0.456804 |
11 | 0.00852 | 0.0649 | 0.474245 |
12 | -0.080649 | -0.6142 | 0.270741 |
13 | -0.078406 | -0.5971 | 0.276375 |
14 | 0.076546 | 0.583 | 0.281092 |
15 | 0.094437 | 0.7192 | 0.237448 |
16 | -0.025391 | -0.1934 | 0.423672 |
17 | -0.03157 | -0.2404 | 0.405422 |
18 | -0.018585 | -0.1415 | 0.443968 |
19 | 0.030197 | 0.23 | 0.40946 |
20 | 0.039775 | 0.3029 | 0.381517 |
21 | -0.074608 | -0.5682 | 0.286048 |
22 | 0.036442 | 0.2775 | 0.391179 |
23 | -0.029218 | -0.2225 | 0.412348 |
24 | 0.027326 | 0.2081 | 0.417937 |
25 | -0.039865 | -0.3036 | 0.381259 |
26 | 0.103434 | 0.7877 | 0.21703 |
27 | -0.047633 | -0.3628 | 0.359049 |
28 | 0.022723 | 0.1731 | 0.431607 |
29 | -0.098207 | -0.7479 | 0.228765 |
30 | -0.027667 | -0.2107 | 0.416927 |
31 | 0.080726 | 0.6148 | 0.270548 |
32 | 0.029461 | 0.2244 | 0.411629 |
33 | -0.102567 | -0.7811 | 0.218953 |
34 | -0.008407 | -0.064 | 0.474585 |
35 | 0.093961 | 0.7156 | 0.238558 |
36 | 0.050537 | 0.3849 | 0.350869 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.178508 | -1.3595 | 0.089629 |
2 | -0.242007 | -1.8431 | 0.035215 |
3 | -0.199406 | -1.5186 | 0.067144 |
4 | -0.029182 | -0.2222 | 0.412453 |
5 | -0.006607 | -0.0503 | 0.480021 |
6 | -0.030801 | -0.2346 | 0.407682 |
7 | -0.261447 | -1.9911 | 0.025592 |
8 | -0.084914 | -0.6467 | 0.260192 |
9 | -0.058444 | -0.4451 | 0.328955 |
10 | -0.050068 | -0.3813 | 0.352184 |
11 | 0.032734 | 0.2493 | 0.402007 |
12 | -0.07827 | -0.5961 | 0.276718 |
13 | -0.165978 | -1.264 | 0.105634 |
14 | -0.09969 | -0.7592 | 0.225398 |
15 | 0.019815 | 0.1509 | 0.440287 |
16 | 0.000119 | 9e-04 | 0.499639 |
17 | 0.0069 | 0.0525 | 0.479137 |
18 | -0.01581 | -0.1204 | 0.45229 |
19 | -0.056138 | -0.4275 | 0.335286 |
20 | -0.033096 | -0.2521 | 0.400946 |
21 | -0.064083 | -0.488 | 0.313679 |
22 | 0.070662 | 0.5381 | 0.296267 |
23 | -0.026722 | -0.2035 | 0.419724 |
24 | 0.00465 | 0.0354 | 0.485937 |
25 | -0.079765 | -0.6075 | 0.272955 |
26 | 0.069451 | 0.5289 | 0.299438 |
27 | 0.009341 | 0.0711 | 0.471767 |
28 | 0.067786 | 0.5162 | 0.303823 |
29 | -0.049484 | -0.3769 | 0.353826 |
30 | -0.118992 | -0.9062 | 0.184285 |
31 | 0.002985 | 0.0227 | 0.49097 |
32 | 0.004906 | 0.0374 | 0.485163 |
33 | -0.042012 | -0.32 | 0.375077 |
34 | -0.045086 | -0.3434 | 0.366283 |
35 | 0.043912 | 0.3344 | 0.369634 |
36 | 0.006376 | 0.0486 | 0.480719 |