Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.123377 | -0.8368 | 0.203521 |
2 | -0.22667 | -1.5374 | 0.065529 |
3 | -0.15171 | -1.0289 | 0.154442 |
4 | 0.066263 | 0.4494 | 0.32762 |
5 | 0.07899 | 0.5357 | 0.297362 |
6 | -0.011748 | -0.0797 | 0.468418 |
7 | -0.135383 | -0.9182 | 0.181649 |
8 | -0.104875 | -0.7113 | 0.240246 |
9 | 0.129941 | 0.8813 | 0.191368 |
10 | 0.03178 | 0.2155 | 0.415149 |
11 | 0.153107 | 1.0384 | 0.152251 |
12 | -0.301813 | -2.047 | 0.023198 |
13 | -0.023293 | -0.158 | 0.437581 |
14 | 0.075982 | 0.5153 | 0.304393 |
15 | 0.134775 | 0.9141 | 0.182719 |
16 | -0.082227 | -0.5577 | 0.28988 |
17 | -0.009818 | -0.0666 | 0.473597 |
18 | 0.112579 | 0.7635 | 0.224517 |
19 | -0.099833 | -0.6771 | 0.250868 |
20 | 0.010034 | 0.0681 | 0.473019 |
21 | 0.039817 | 0.2701 | 0.394164 |
22 | 0.036474 | 0.2474 | 0.402857 |
23 | -0.112124 | -0.7605 | 0.225429 |
24 | -0.047715 | -0.3236 | 0.373847 |
25 | 0.06927 | 0.4698 | 0.320355 |
26 | 0.126466 | 0.8577 | 0.197744 |
27 | -0.019622 | -0.1331 | 0.447354 |
28 | -0.15247 | -1.0341 | 0.153247 |
29 | -0.063021 | -0.4274 | 0.33553 |
30 | 0.01953 | 0.1325 | 0.447598 |
31 | 0.054356 | 0.3687 | 0.357035 |
32 | 0.075415 | 0.5115 | 0.305728 |
33 | -0.161932 | -1.0983 | 0.1389 |
34 | 0.025063 | 0.17 | 0.432883 |
35 | 0.139445 | 0.9458 | 0.174606 |
36 | 0.096396 | 0.6538 | 0.258251 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.123377 | -0.8368 | 0.203521 |
2 | -0.245631 | -1.666 | 0.05126 |
3 | -0.234341 | -1.5894 | 0.059413 |
4 | -0.066935 | -0.454 | 0.325992 |
5 | -0.018542 | -0.1258 | 0.450236 |
6 | -0.035003 | -0.2374 | 0.4067 |
7 | -0.137008 | -0.9292 | 0.178809 |
8 | -0.179445 | -1.2171 | 0.114895 |
9 | -0.008113 | -0.055 | 0.478178 |
10 | -0.074055 | -0.5023 | 0.308939 |
11 | 0.1579 | 1.0709 | 0.144893 |
12 | -0.257018 | -1.7432 | 0.043992 |
13 | -0.071576 | -0.4855 | 0.314831 |
14 | -0.077148 | -0.5232 | 0.301659 |
15 | -0.002326 | -0.0158 | 0.49374 |
16 | -0.092446 | -0.627 | 0.266881 |
17 | 0.027348 | 0.1855 | 0.426833 |
18 | 0.146235 | 0.9918 | 0.163239 |
19 | -0.126403 | -0.8573 | 0.19786 |
20 | -0.060395 | -0.4096 | 0.341994 |
21 | 0.079271 | 0.5376 | 0.296707 |
22 | 0.021341 | 0.1447 | 0.442772 |
23 | -0.003975 | -0.027 | 0.489305 |
24 | -0.140204 | -0.9509 | 0.17331 |
25 | 0.059938 | 0.4065 | 0.343122 |
26 | 0.079163 | 0.5369 | 0.296958 |
27 | 0.055495 | 0.3764 | 0.354181 |
28 | -0.112184 | -0.7609 | 0.225309 |
29 | -0.114817 | -0.7787 | 0.220064 |
30 | 0.013725 | 0.0931 | 0.463118 |
31 | -0.133054 | -0.9024 | 0.185768 |
32 | 0.001135 | 0.0077 | 0.496946 |
33 | -0.175523 | -1.1905 | 0.119987 |
34 | 0.080923 | 0.5488 | 0.292882 |
35 | 0.027089 | 0.1837 | 0.427517 |
36 | -0.049536 | -0.336 | 0.369211 |