Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.102081 | 0.6998 | 0.24374 |
2 | 0.317994 | 2.1801 | 0.017148 |
3 | 0.324886 | 2.2273 | 0.015377 |
4 | 0.230165 | 1.5779 | 0.060644 |
5 | 0.081736 | 0.5604 | 0.28895 |
6 | 0.176771 | 1.2119 | 0.115807 |
7 | 0.065462 | 0.4488 | 0.327824 |
8 | 0.151207 | 1.0366 | 0.152607 |
9 | 0.0942 | 0.6458 | 0.260774 |
10 | -0.100779 | -0.6909 | 0.246511 |
11 | 0.346577 | 2.376 | 0.010814 |
12 | -0.18905 | -1.2961 | 0.100641 |
13 | 0.00963 | 0.066 | 0.473821 |
14 | 0.056001 | 0.3839 | 0.351384 |
15 | 0.062149 | 0.4261 | 0.335999 |
16 | -0.087583 | -0.6004 | 0.275549 |
17 | 0.100729 | 0.6906 | 0.246618 |
18 | -0.158204 | -1.0846 | 0.141817 |
19 | -0.038922 | -0.2668 | 0.395381 |
20 | -0.140163 | -0.9609 | 0.170759 |
21 | -0.235847 | -1.6169 | 0.056298 |
22 | -0.072899 | -0.4998 | 0.309783 |
23 | -0.234966 | -1.6108 | 0.056955 |
24 | -0.156217 | -1.071 | 0.144826 |
25 | -0.151777 | -1.0405 | 0.151708 |
26 | -0.069699 | -0.4778 | 0.317492 |
27 | -0.228373 | -1.5656 | 0.06207 |
28 | -0.10626 | -0.7285 | 0.234966 |
29 | -0.174912 | -1.1991 | 0.118243 |
30 | -0.076484 | -0.5243 | 0.30125 |
31 | -0.078993 | -0.5415 | 0.295344 |
32 | -0.09649 | -0.6615 | 0.255761 |
33 | -0.011926 | -0.0818 | 0.467592 |
34 | -0.045955 | -0.315 | 0.377059 |
35 | -0.004224 | -0.029 | 0.48851 |
36 | -0.051857 | -0.3555 | 0.361897 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.102081 | 0.6998 | 0.24374 |
2 | 0.310813 | 2.1308 | 0.019183 |
3 | 0.302898 | 2.0766 | 0.021667 |
4 | 0.141527 | 0.9703 | 0.168442 |
5 | -0.120025 | -0.8228 | 0.207375 |
6 | -0.0309 | -0.2118 | 0.416573 |
7 | -0.042043 | -0.2882 | 0.387218 |
8 | 0.115046 | 0.7887 | 0.21712 |
9 | 0.08102 | 0.5554 | 0.290613 |
10 | -0.237319 | -1.627 | 0.055214 |
11 | 0.31166 | 2.1366 | 0.018932 |
12 | -0.263378 | -1.8056 | 0.038692 |
13 | -0.07291 | -0.4998 | 0.309759 |
14 | 0.04838 | 0.3317 | 0.370804 |
15 | 0.112475 | 0.7711 | 0.222256 |
16 | 0.044009 | 0.3017 | 0.382103 |
17 | -0.044781 | -0.307 | 0.380098 |
18 | -0.224735 | -1.5407 | 0.065048 |
19 | -0.147008 | -1.0078 | 0.159348 |
20 | -0.110158 | -0.7552 | 0.226948 |
21 | -0.002984 | -0.0205 | 0.491883 |
22 | -0.083922 | -0.5753 | 0.283902 |
23 | 0.050638 | 0.3472 | 0.365012 |
24 | 0.008338 | 0.0572 | 0.47733 |
25 | -0.107137 | -0.7345 | 0.233147 |
26 | 0.035261 | 0.2417 | 0.405017 |
27 | -0.030693 | -0.2104 | 0.417125 |
28 | -0.12708 | -0.8712 | 0.194033 |
29 | 0.102411 | 0.7021 | 0.243041 |
30 | -0.00566 | -0.0388 | 0.484606 |
31 | 0.109096 | 0.7479 | 0.229115 |
32 | -0.025446 | -0.1745 | 0.43113 |
33 | 0.001319 | 0.009 | 0.496411 |
34 | -0.019188 | -0.1315 | 0.447953 |
35 | 0.069821 | 0.4787 | 0.317197 |
36 | 0.053091 | 0.364 | 0.358756 |