Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.168099 | 1.1524 | 0.127487 |
2 | 0.044535 | 0.3053 | 0.380738 |
3 | 0.106669 | 0.7313 | 0.234117 |
4 | -0.003254 | -0.0223 | 0.491148 |
5 | 0.286291 | 1.9627 | 0.027807 |
6 | 0.113242 | 0.7763 | 0.220716 |
7 | -0.189479 | -1.299 | 0.10014 |
8 | 0.081626 | 0.5596 | 0.289206 |
9 | -0.051808 | -0.3552 | 0.362024 |
10 | -0.01877 | -0.1287 | 0.449079 |
11 | 0.100477 | 0.6888 | 0.247156 |
12 | -0.284633 | -1.9513 | 0.028495 |
13 | -0.114236 | -0.7832 | 0.21873 |
14 | 0.070085 | 0.4805 | 0.316558 |
15 | -0.041846 | -0.2869 | 0.387731 |
16 | -0.03233 | -0.2216 | 0.412776 |
17 | -0.205928 | -1.4118 | 0.082302 |
18 | -0.244173 | -1.674 | 0.05039 |
19 | 0.012073 | 0.0828 | 0.467194 |
20 | -0.117578 | -0.8061 | 0.21213 |
21 | -0.09555 | -0.6551 | 0.257811 |
22 | -0.147531 | -1.0114 | 0.158497 |
23 | -0.143374 | -0.9829 | 0.165338 |
24 | -0.082077 | -0.5627 | 0.288161 |
25 | 0.022082 | 0.1514 | 0.440159 |
26 | -0.019643 | -0.1347 | 0.446726 |
27 | 0.053895 | 0.3695 | 0.356712 |
28 | 0.057173 | 0.392 | 0.348431 |
29 | -0.020805 | -0.1426 | 0.443594 |
30 | -0.018489 | -0.1268 | 0.449837 |
31 | -0.045943 | -0.315 | 0.377089 |
32 | 0.011673 | 0.08 | 0.468278 |
33 | 0.009945 | 0.0682 | 0.472965 |
34 | 0.041914 | 0.2874 | 0.387553 |
35 | 0.035636 | 0.2443 | 0.404028 |
36 | 0.017308 | 0.1187 | 0.453026 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.168099 | 1.1524 | 0.127487 |
2 | 0.016751 | 0.1148 | 0.454532 |
3 | 0.099326 | 0.6809 | 0.249623 |
4 | -0.038902 | -0.2667 | 0.395435 |
5 | 0.300523 | 2.0603 | 0.022466 |
6 | 0.004621 | 0.0317 | 0.48743 |
7 | -0.234659 | -1.6087 | 0.057186 |
8 | 0.112579 | 0.7718 | 0.222047 |
9 | -0.076883 | -0.5271 | 0.300307 |
10 | -0.049395 | -0.3386 | 0.368197 |
11 | 0.05782 | 0.3964 | 0.346804 |
12 | -0.222092 | -1.5226 | 0.067281 |
13 | -0.050862 | -0.3487 | 0.364439 |
14 | 0.107449 | 0.7366 | 0.232504 |
15 | 0.032667 | 0.224 | 0.411883 |
16 | -0.143321 | -0.9826 | 0.165428 |
17 | -0.091812 | -0.6294 | 0.266057 |
18 | -0.079919 | -0.5479 | 0.293179 |
19 | -0.07307 | -0.5009 | 0.309375 |
20 | -0.089089 | -0.6108 | 0.27215 |
21 | 0.011581 | 0.0794 | 0.468528 |
22 | -0.14036 | -0.9623 | 0.170421 |
23 | 0.045134 | 0.3094 | 0.379183 |
24 | -0.130663 | -0.8958 | 0.187468 |
25 | 0.032971 | 0.226 | 0.411077 |
26 | 0.059033 | 0.4047 | 0.343764 |
27 | 0.113525 | 0.7783 | 0.22015 |
28 | 0.053829 | 0.369 | 0.35688 |
29 | -0.130313 | -0.8934 | 0.188103 |
30 | -0.125983 | -0.8637 | 0.196071 |
31 | -0.083888 | -0.5751 | 0.283981 |
32 | 0.011804 | 0.0809 | 0.467923 |
33 | -0.075528 | -0.5178 | 0.303515 |
34 | 0.014845 | 0.1018 | 0.459685 |
35 | 0.050856 | 0.3487 | 0.364455 |
36 | -0.061004 | -0.4182 | 0.338845 |