Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.03838 | -0.2631 | 0.396804 |
2 | 0.197715 | 1.3555 | 0.090874 |
3 | 0.272834 | 1.8705 | 0.033827 |
4 | 0.048352 | 0.3315 | 0.370875 |
5 | 0.175283 | 1.2017 | 0.117754 |
6 | 0.169874 | 1.1646 | 0.12503 |
7 | -0.187311 | -1.2841 | 0.102694 |
8 | -0.005327 | -0.0365 | 0.485512 |
9 | 0.112901 | 0.774 | 0.2214 |
10 | -0.224438 | -1.5387 | 0.065295 |
11 | -0.032477 | -0.2226 | 0.412386 |
12 | -0.176232 | -1.2082 | 0.116509 |
13 | -0.130201 | -0.8926 | 0.188306 |
14 | -0.029575 | -0.2028 | 0.4201 |
15 | -0.038988 | -0.2673 | 0.395208 |
16 | -0.200372 | -1.3737 | 0.088029 |
17 | 0.103167 | 0.7073 | 0.241444 |
18 | -0.091228 | -0.6254 | 0.267357 |
19 | -0.110603 | -0.7583 | 0.226042 |
20 | -0.018222 | -0.1249 | 0.450559 |
21 | 0.046278 | 0.3173 | 0.376223 |
22 | -0.167194 | -1.1462 | 0.128752 |
23 | 0.101785 | 0.6978 | 0.244369 |
24 | -0.146958 | -1.0075 | 0.159428 |
25 | -0.100788 | -0.691 | 0.246492 |
26 | 0.171774 | 1.1776 | 0.122438 |
27 | -0.109719 | -0.7522 | 0.227842 |
28 | -0.024038 | -0.1648 | 0.434906 |
29 | 0.004381 | 0.03 | 0.488084 |
30 | -0.058668 | -0.4022 | 0.344678 |
31 | 0.078465 | 0.5379 | 0.296581 |
32 | 0.045792 | 0.3139 | 0.37748 |
33 | -0.140644 | -0.9642 | 0.169938 |
34 | 0.048082 | 0.3296 | 0.371571 |
35 | 0.0421 | 0.2886 | 0.38707 |
36 | -0.062546 | -0.4288 | 0.335017 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.03838 | -0.2631 | 0.396804 |
2 | 0.196532 | 1.3474 | 0.092163 |
3 | 0.298423 | 2.0459 | 0.023193 |
4 | 0.049795 | 0.3414 | 0.36717 |
5 | 0.079124 | 0.5424 | 0.295038 |
6 | 0.108099 | 0.7411 | 0.231164 |
7 | -0.272452 | -1.8678 | 0.034014 |
8 | -0.212677 | -1.458 | 0.07574 |
9 | 0.112856 | 0.7737 | 0.221492 |
10 | -0.109152 | -0.7483 | 0.229001 |
11 | -0.097019 | -0.6651 | 0.254609 |
12 | -0.128308 | -0.8796 | 0.191766 |
13 | 0.035669 | 0.2445 | 0.403941 |
14 | 0.014799 | 0.1015 | 0.45981 |
15 | 0.075518 | 0.5177 | 0.303539 |
16 | -0.0332 | -0.2276 | 0.410471 |
17 | 0.143388 | 0.983 | 0.165315 |
18 | -0.049021 | -0.3361 | 0.369156 |
19 | -0.18664 | -1.2795 | 0.103494 |
20 | -0.16841 | -1.1546 | 0.127053 |
21 | 0.187181 | 1.2832 | 0.102848 |
22 | -0.163218 | -1.119 | 0.13442 |
23 | -0.034135 | -0.234 | 0.407994 |
24 | -0.087224 | -0.598 | 0.276362 |
25 | 0.002282 | 0.0156 | 0.493791 |
26 | 0.093512 | 0.6411 | 0.26229 |
27 | 0.046004 | 0.3154 | 0.376932 |
28 | 0.036041 | 0.2471 | 0.40296 |
29 | -0.025598 | -0.1755 | 0.430724 |
30 | -0.132122 | -0.9058 | 0.184836 |
31 | 0.04238 | 0.2905 | 0.386339 |
32 | -0.073835 | -0.5062 | 0.307546 |
33 | -0.02716 | -0.1862 | 0.426546 |
34 | -0.104223 | -0.7145 | 0.239222 |
35 | 0.025247 | 0.1731 | 0.431665 |
36 | -0.066896 | -0.4586 | 0.324312 |