Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.025484 | 0.1529 | 0.439664 |
2 | 0.328471 | 1.9708 | 0.028235 |
3 | 0.222117 | 1.3327 | 0.095501 |
4 | 0.175202 | 1.0512 | 0.150084 |
5 | 0.244906 | 1.4694 | 0.0752 |
6 | 0.064077 | 0.3845 | 0.351449 |
7 | 0.121879 | 0.7313 | 0.234673 |
8 | 0.11313 | 0.6788 | 0.250809 |
9 | 0.070148 | 0.4209 | 0.338169 |
10 | 0.044078 | 0.2645 | 0.396463 |
11 | -0.001609 | -0.0097 | 0.496176 |
12 | -0.064506 | -0.387 | 0.350504 |
13 | 0.077244 | 0.4635 | 0.32291 |
14 | -0.118672 | -0.712 | 0.240518 |
15 | 0.007391 | 0.0443 | 0.482437 |
16 | -0.107076 | -0.6425 | 0.262324 |
17 | -0.014468 | -0.0868 | 0.465652 |
18 | -0.012958 | -0.0777 | 0.469229 |
19 | -0.063819 | -0.3829 | 0.352018 |
20 | -0.09752 | -0.5851 | 0.281059 |
21 | -0.009358 | -0.0562 | 0.477766 |
22 | -0.204027 | -1.2242 | 0.114422 |
23 | 0.07451 | 0.4471 | 0.328754 |
24 | -0.23844 | -1.4306 | 0.080578 |
25 | -0.142707 | -0.8562 | 0.198763 |
26 | -0.066423 | -0.3985 | 0.346293 |
27 | -0.187465 | -1.1248 | 0.134062 |
28 | -0.079276 | -0.4757 | 0.318597 |
29 | -0.18231 | -1.0939 | 0.140641 |
30 | -0.03444 | -0.2066 | 0.418729 |
31 | -0.126471 | -0.7588 | 0.226449 |
32 | -0.153221 | -0.9193 | 0.182022 |
33 | -0.108711 | -0.6523 | 0.259186 |
34 | -0.045959 | -0.2758 | 0.392158 |
35 | -0.009203 | -0.0552 | 0.478135 |
36 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.025484 | 0.1529 | 0.439664 |
2 | 0.328035 | 1.9682 | 0.028391 |
3 | 0.233382 | 1.4003 | 0.084993 |
4 | 0.09015 | 0.5409 | 0.295954 |
5 | 0.134868 | 0.8092 | 0.211855 |
6 | -0.048784 | -0.2927 | 0.385715 |
7 | -0.050716 | -0.3043 | 0.381326 |
8 | 0.02303 | 0.1382 | 0.445434 |
9 | 0.009102 | 0.0546 | 0.478374 |
10 | -0.041869 | -0.2512 | 0.401539 |
11 | -0.063545 | -0.3813 | 0.352622 |
12 | -0.131423 | -0.7885 | 0.217772 |
13 | 0.064673 | 0.388 | 0.350136 |
14 | -0.063129 | -0.3788 | 0.35354 |
15 | 0.005089 | 0.0305 | 0.487904 |
16 | -0.056522 | -0.3391 | 0.368241 |
17 | 0.028353 | 0.1701 | 0.432935 |
18 | 0.045434 | 0.2726 | 0.393357 |
19 | 0.020386 | 0.1223 | 0.451663 |
20 | -0.098298 | -0.5898 | 0.279508 |
21 | 0.022131 | 0.1328 | 0.447551 |
22 | -0.189735 | -1.1384 | 0.131234 |
23 | 0.111746 | 0.6705 | 0.253417 |
24 | -0.1401 | -0.8406 | 0.20306 |
25 | -0.141643 | -0.8499 | 0.200511 |
26 | -0.024078 | -0.1445 | 0.442967 |
27 | -0.015228 | -0.0914 | 0.463853 |
28 | -0.04284 | -0.257 | 0.399306 |
29 | 0.009273 | 0.0556 | 0.477969 |
30 | 0.073875 | 0.4432 | 0.330119 |
31 | -0.015148 | -0.0909 | 0.464042 |
32 | -0.118139 | -0.7088 | 0.241497 |
33 | -0.029294 | -0.1758 | 0.430733 |
34 | 0.051794 | 0.3108 | 0.378887 |
35 | 0.150298 | 0.9018 | 0.186582 |
36 | NA | NA | NA |