Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.112691 | 0.8656 | 0.195109 |
2 | -0.176078 | -1.3525 | 0.090692 |
3 | 0.045389 | 0.3486 | 0.364301 |
4 | -0.088608 | -0.6806 | 0.24939 |
5 | 0.233093 | 1.7904 | 0.039259 |
6 | 0.434446 | 3.337 | 0.000735 |
7 | 0.174689 | 1.3418 | 0.092399 |
8 | -0.088398 | -0.679 | 0.249897 |
9 | 0.035531 | 0.2729 | 0.392933 |
10 | -0.252219 | -1.9373 | 0.028749 |
11 | 0.062635 | 0.4811 | 0.316109 |
12 | 0.685429 | 5.2649 | 1e-06 |
13 | -0.006422 | -0.0493 | 0.480413 |
14 | -0.165013 | -1.2675 | 0.104981 |
15 | -0.055427 | -0.4257 | 0.335922 |
16 | -0.186811 | -1.4349 | 0.078294 |
17 | 0.120297 | 0.924 | 0.179619 |
18 | 0.261235 | 2.0066 | 0.024692 |
19 | 0.05887 | 0.4522 | 0.326395 |
20 | -0.092636 | -0.7116 | 0.239773 |
21 | -0.040254 | -0.3092 | 0.37913 |
22 | -0.298992 | -2.2966 | 0.012605 |
23 | 0.033597 | 0.2581 | 0.398627 |
24 | 0.417575 | 3.2075 | 0.001082 |
25 | -0.05833 | -0.448 | 0.327882 |
26 | -0.107896 | -0.8288 | 0.205288 |
27 | -0.137223 | -1.054 | 0.148084 |
28 | -0.18885 | -1.4506 | 0.076095 |
29 | 0.051591 | 0.3963 | 0.346665 |
30 | 0.122992 | 0.9447 | 0.174328 |
31 | -0.009327 | -0.0716 | 0.471565 |
32 | -0.083713 | -0.643 | 0.261354 |
33 | -0.119198 | -0.9156 | 0.181808 |
34 | -0.253105 | -1.9441 | 0.028326 |
35 | -0.00203 | -0.0156 | 0.493807 |
36 | 0.233161 | 1.7909 | 0.039216 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.112691 | 0.8656 | 0.195109 |
2 | -0.191205 | -1.4687 | 0.073616 |
3 | 0.095219 | 0.7314 | 0.233719 |
4 | -0.150836 | -1.1586 | 0.125645 |
5 | 0.321712 | 2.4711 | 0.008188 |
6 | 0.337888 | 2.5954 | 0.005952 |
7 | 0.270759 | 2.0797 | 0.020952 |
8 | -0.019459 | -0.1495 | 0.440847 |
9 | 0.162961 | 1.2517 | 0.107805 |
10 | -0.459375 | -3.5285 | 0.000408 |
11 | 0.006659 | 0.0511 | 0.47969 |
12 | 0.439507 | 3.3759 | 0.000653 |
13 | -0.1962 | -1.507 | 0.068569 |
14 | -0.036671 | -0.2817 | 0.389588 |
15 | -0.075038 | -0.5764 | 0.283275 |
16 | -0.052289 | -0.4016 | 0.3447 |
17 | -0.091417 | -0.7022 | 0.242662 |
18 | -0.141607 | -1.0877 | 0.140574 |
19 | 0.050583 | 0.3885 | 0.349511 |
20 | 0.03639 | 0.2795 | 0.390412 |
21 | -0.016292 | -0.1251 | 0.450419 |
22 | 0.049728 | 0.382 | 0.351928 |
23 | 0.069012 | 0.5301 | 0.299019 |
24 | -0.092724 | -0.7122 | 0.239566 |
25 | 0.039784 | 0.3056 | 0.380498 |
26 | -0.01332 | -0.1023 | 0.459427 |
27 | -0.088866 | -0.6826 | 0.248768 |
28 | 0.027121 | 0.2083 | 0.417848 |
29 | -0.084379 | -0.6481 | 0.259708 |
30 | -0.055547 | -0.4267 | 0.335588 |
31 | -0.066844 | -0.5134 | 0.30478 |
32 | -0.052975 | -0.4069 | 0.342774 |
33 | -0.081847 | -0.6287 | 0.265993 |
34 | 0.110296 | 0.8472 | 0.200154 |
35 | -0.101957 | -0.7831 | 0.218338 |
36 | 0.130992 | 1.0062 | 0.159222 |