Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.226056 | 1.5332 | 0.06604 |
2 | -0.189765 | -1.287 | 0.102258 |
3 | 0.226565 | 1.5366 | 0.065617 |
4 | 0.295676 | 2.0054 | 0.025413 |
5 | -0.099793 | -0.6768 | 0.250952 |
6 | -0.154488 | -1.0478 | 0.150105 |
7 | 0.032672 | 0.2216 | 0.412807 |
8 | -0.183982 | -1.2478 | 0.109204 |
9 | -0.233503 | -1.5837 | 0.060057 |
10 | -0.01721 | -0.1167 | 0.453795 |
11 | 0.014227 | 0.0965 | 0.461775 |
12 | -0.338472 | -2.2956 | 0.013153 |
13 | -0.171172 | -1.1609 | 0.125826 |
14 | 0.227035 | 1.5398 | 0.065227 |
15 | 0.01526 | 0.1035 | 0.459009 |
16 | -0.219075 | -1.4858 | 0.072072 |
17 | 0.013712 | 0.093 | 0.463155 |
18 | 0.119513 | 0.8106 | 0.210891 |
19 | -0.158649 | -1.076 | 0.143767 |
20 | -0.0514 | -0.3486 | 0.364485 |
21 | 0.116758 | 0.7919 | 0.216244 |
22 | -0.069086 | -0.4686 | 0.320796 |
23 | -0.106713 | -0.7238 | 0.236438 |
24 | 0.001837 | 0.0125 | 0.495056 |
25 | 0.112542 | 0.7633 | 0.224592 |
26 | -0.054814 | -0.3718 | 0.355887 |
27 | -0.093845 | -0.6365 | 0.263807 |
28 | 0.035331 | 0.2396 | 0.405842 |
29 | 0.002536 | 0.0172 | 0.493175 |
30 | -0.055488 | -0.3763 | 0.354199 |
31 | 0.04947 | 0.3355 | 0.369379 |
32 | 0.072607 | 0.4924 | 0.312374 |
33 | -0.032439 | -0.22 | 0.413417 |
34 | 0.088856 | 0.6026 | 0.274851 |
35 | 0.089049 | 0.604 | 0.274419 |
36 | 0.024932 | 0.1691 | 0.43323 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.226056 | 1.5332 | 0.06604 |
2 | -0.253837 | -1.7216 | 0.04593 |
3 | 0.380433 | 2.5802 | 0.006566 |
4 | 0.072371 | 0.4908 | 0.312934 |
5 | -0.102458 | -0.6949 | 0.245305 |
6 | -0.078267 | -0.5308 | 0.299044 |
7 | -0.079741 | -0.5408 | 0.295618 |
8 | -0.282942 | -1.919 | 0.0306 |
9 | -0.003463 | -0.0235 | 0.490683 |
10 | -0.006527 | -0.0443 | 0.48244 |
11 | 0.071279 | 0.4834 | 0.31554 |
12 | -0.293079 | -1.9878 | 0.026405 |
13 | 0.065924 | 0.4471 | 0.328444 |
14 | 0.070667 | 0.4793 | 0.317002 |
15 | -0.02189 | -0.1485 | 0.441312 |
16 | -0.059646 | -0.4045 | 0.343846 |
17 | -0.026183 | -0.1776 | 0.429916 |
18 | -0.146554 | -0.994 | 0.162717 |
19 | -0.142046 | -0.9634 | 0.170192 |
20 | 0.027053 | 0.1835 | 0.427614 |
21 | -0.034682 | -0.2352 | 0.407538 |
22 | -0.050274 | -0.341 | 0.367337 |
23 | 0.062442 | 0.4235 | 0.33695 |
24 | -0.230459 | -1.563 | 0.062448 |
25 | 0.10303 | 0.6988 | 0.244104 |
26 | -0.070104 | -0.4755 | 0.318351 |
27 | -0.045174 | -0.3064 | 0.380347 |
28 | -0.134986 | -0.9155 | 0.182347 |
29 | -0.091355 | -0.6196 | 0.269289 |
30 | -0.050878 | -0.3451 | 0.365808 |
31 | 0.016151 | 0.1095 | 0.456626 |
32 | -0.049224 | -0.3339 | 0.370005 |
33 | 0.114174 | 0.7744 | 0.221338 |
34 | -0.011912 | -0.0808 | 0.46798 |
35 | -0.092867 | -0.6299 | 0.265953 |
36 | -0.026966 | -0.1829 | 0.427843 |