Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.110843 | 0.9976 | 0.160725 |
2 | 0.271609 | 2.4445 | 0.008338 |
3 | 0.306975 | 2.7628 | 0.003545 |
4 | 0.155964 | 1.4037 | 0.082119 |
5 | 0.096357 | 0.8672 | 0.194194 |
6 | 0.205717 | 1.8515 | 0.033874 |
7 | 0.041958 | 0.3776 | 0.353349 |
8 | 0.16737 | 1.5063 | 0.067936 |
9 | 0.084335 | 0.759 | 0.225024 |
10 | -0.113643 | -1.0228 | 0.154726 |
11 | 0.289515 | 2.6056 | 0.005455 |
12 | -0.160105 | -1.4409 | 0.076727 |
13 | 0.026209 | 0.2359 | 0.407062 |
14 | 0.140066 | 1.2606 | 0.105537 |
15 | 0.072472 | 0.6522 | 0.258045 |
16 | -0.056777 | -0.511 | 0.305373 |
17 | 0.094091 | 0.8468 | 0.199795 |
18 | -0.101676 | -0.9151 | 0.181432 |
19 | 0.011077 | 0.0997 | 0.460419 |
20 | -0.080374 | -0.7234 | 0.23577 |
21 | -0.105474 | -0.9493 | 0.172654 |
22 | -0.009887 | -0.089 | 0.464657 |
23 | -0.172223 | -1.55 | 0.062519 |
24 | -0.149911 | -1.3492 | 0.090516 |
25 | -0.099443 | -0.895 | 0.186722 |
26 | -0.060779 | -0.547 | 0.292937 |
27 | -0.140924 | -1.2683 | 0.10416 |
28 | -0.053315 | -0.4798 | 0.316319 |
29 | -0.048071 | -0.4326 | 0.333213 |
30 | -0.086464 | -0.7782 | 0.219367 |
31 | -0.054413 | -0.4897 | 0.31283 |
32 | 0.022705 | 0.2043 | 0.419298 |
33 | -0.034862 | -0.3138 | 0.377254 |
34 | -0.05901 | -0.5311 | 0.298404 |
35 | 0.107267 | 0.9654 | 0.168609 |
36 | -0.032102 | -0.2889 | 0.386693 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.110843 | 0.9976 | 0.160725 |
2 | 0.262549 | 2.3629 | 0.010264 |
3 | 0.278016 | 2.5021 | 0.007179 |
4 | 0.067555 | 0.608 | 0.272447 |
5 | -0.063414 | -0.5707 | 0.284884 |
6 | 0.080815 | 0.7273 | 0.234558 |
7 | -0.034528 | -0.3107 | 0.378395 |
8 | 0.099545 | 0.8959 | 0.186478 |
9 | 0.007126 | 0.0641 | 0.474511 |
10 | -0.231615 | -2.0845 | 0.020131 |
11 | 0.267008 | 2.4031 | 0.009272 |
12 | -0.215917 | -1.9432 | 0.02773 |
13 | 0.02981 | 0.2683 | 0.394579 |
14 | 0.123567 | 1.1121 | 0.134693 |
15 | 0.093597 | 0.8424 | 0.201029 |
16 | -0.063525 | -0.5717 | 0.284545 |
17 | -0.104305 | -0.9387 | 0.175327 |
18 | -0.063355 | -0.5702 | 0.285061 |
19 | -0.01862 | -0.1676 | 0.433664 |
20 | -0.085791 | -0.7721 | 0.221145 |
21 | 0.026262 | 0.2364 | 0.406874 |
22 | -0.129626 | -1.1666 | 0.123391 |
23 | -0.038062 | -0.3426 | 0.36641 |
24 | -0.077605 | -0.6984 | 0.243449 |
25 | -0.061252 | -0.5513 | 0.291485 |
26 | 0.12753 | 1.1478 | 0.127222 |
27 | 0.047671 | 0.429 | 0.334517 |
28 | -0.074917 | -0.6743 | 0.251036 |
29 | 0.062999 | 0.567 | 0.286143 |
30 | -0.125582 | -1.1302 | 0.130855 |
31 | 0.10094 | 0.9085 | 0.183164 |
32 | 0.090107 | 0.811 | 0.209881 |
33 | -0.00847 | -0.0762 | 0.469711 |
34 | -0.052657 | -0.4739 | 0.318417 |
35 | 0.144241 | 1.2982 | 0.098957 |
36 | -0.021892 | -0.197 | 0.422151 |