Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.041791 | -0.2895 | 0.386708 |
2 | 0.21092 | 1.4613 | 0.075225 |
3 | -0.086469 | -0.5991 | 0.27597 |
4 | 0.031571 | 0.2187 | 0.413894 |
5 | -0.204191 | -1.4147 | 0.081809 |
6 | -0.027738 | -0.1922 | 0.424209 |
7 | 0.140735 | 0.975 | 0.167215 |
8 | -0.036947 | -0.256 | 0.399532 |
9 | 0.138509 | 0.9596 | 0.171029 |
10 | -0.020662 | -0.1432 | 0.443384 |
11 | 0.420255 | 2.9116 | 0.00272 |
12 | -0.178397 | -1.236 | 0.111242 |
13 | 0.079523 | 0.551 | 0.292111 |
14 | -0.048169 | -0.3337 | 0.37002 |
15 | -0.014146 | -0.098 | 0.461168 |
16 | -0.265204 | -1.8374 | 0.036174 |
17 | 0.000587 | 0.0041 | 0.498387 |
18 | -0.089531 | -0.6203 | 0.269 |
19 | -0.168454 | -1.1671 | 0.124471 |
20 | 0.042027 | 0.2912 | 0.386088 |
21 | -0.058842 | -0.4077 | 0.342664 |
22 | 0.13468 | 0.9331 | 0.177722 |
23 | -0.13522 | -0.9368 | 0.176767 |
24 | 0.029151 | 0.202 | 0.420399 |
25 | -0.053873 | -0.3732 | 0.355306 |
26 | -0.076378 | -0.5292 | 0.299566 |
27 | -0.135571 | -0.9393 | 0.176148 |
28 | -0.098112 | -0.6797 | 0.249967 |
29 | -0.063202 | -0.4379 | 0.33172 |
30 | -0.035718 | -0.2475 | 0.402803 |
31 | 0.092298 | 0.6395 | 0.262783 |
32 | 0.025567 | 0.1771 | 0.430074 |
33 | 0.029885 | 0.2071 | 0.418423 |
34 | -0.063779 | -0.4419 | 0.330282 |
35 | -0.010581 | -0.0733 | 0.470934 |
36 | -0.018677 | -0.1294 | 0.448793 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.041791 | -0.2895 | 0.386708 |
2 | 0.209539 | 1.4517 | 0.076541 |
3 | -0.074123 | -0.5135 | 0.304965 |
4 | -0.017615 | -0.122 | 0.451689 |
5 | -0.179591 | -1.2442 | 0.109725 |
6 | -0.048674 | -0.3372 | 0.368709 |
7 | 0.236079 | 1.6356 | 0.054232 |
8 | -0.041443 | -0.2871 | 0.387626 |
9 | 0.065023 | 0.4505 | 0.327193 |
10 | -0.023848 | -0.1652 | 0.434731 |
11 | 0.406746 | 2.818 | 0.003499 |
12 | -0.110139 | -0.7631 | 0.22458 |
13 | -0.127059 | -0.8803 | 0.191544 |
14 | 0.072174 | 0.5 | 0.309667 |
15 | -0.006223 | -0.0431 | 0.482895 |
16 | -0.194745 | -1.3492 | 0.091796 |
17 | -0.064588 | -0.4475 | 0.328271 |
18 | -0.188439 | -1.3055 | 0.098965 |
19 | -0.143886 | -0.9969 | 0.161913 |
20 | 0.015442 | 0.107 | 0.457624 |
21 | -0.113974 | -0.7896 | 0.216812 |
22 | -0.074564 | -0.5166 | 0.303905 |
23 | 0.029231 | 0.2025 | 0.420183 |
24 | -0.057373 | -0.3975 | 0.346384 |
25 | 0.042355 | 0.2934 | 0.385224 |
26 | -0.021036 | -0.1457 | 0.442368 |
27 | 0.070676 | 0.4897 | 0.313303 |
28 | -0.151241 | -1.0478 | 0.149982 |
29 | 0.025097 | 0.1739 | 0.431346 |
30 | 0.217649 | 1.5079 | 0.069065 |
31 | -0.003748 | -0.026 | 0.489697 |
32 | -0.007214 | -0.05 | 0.480172 |
33 | -0.058976 | -0.4086 | 0.342325 |
34 | -0.080913 | -0.5606 | 0.288846 |
35 | 0.046685 | 0.3234 | 0.373883 |
36 | -0.010209 | -0.0707 | 0.471954 |