Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.025505 | 0.1749 | 0.430973 |
2 | -0.094046 | -0.6447 | 0.261113 |
3 | 0.176857 | 1.2125 | 0.115696 |
4 | -0.064439 | -0.4418 | 0.330341 |
5 | 0.225628 | 1.5468 | 0.064306 |
6 | 0.13237 | 0.9075 | 0.18439 |
7 | -0.111745 | -0.7661 | 0.223729 |
8 | 0.190536 | 1.3063 | 0.098912 |
9 | 0.101314 | 0.6946 | 0.245371 |
10 | 0.02499 | 0.1713 | 0.432352 |
11 | 0.228629 | 1.5674 | 0.061865 |
12 | -0.196156 | -1.3448 | 0.092575 |
13 | -0.056201 | -0.3853 | 0.350878 |
14 | 0.237756 | 1.63 | 0.054896 |
15 | -0.01515 | -0.1039 | 0.458861 |
16 | -0.007531 | -0.0516 | 0.479522 |
17 | -0.06698 | -0.4592 | 0.324107 |
18 | -0.137721 | -0.9442 | 0.174957 |
19 | 0.061016 | 0.4183 | 0.338814 |
20 | -0.058157 | -0.3987 | 0.345958 |
21 | -0.029801 | -0.2043 | 0.419499 |
22 | -0.016683 | -0.1144 | 0.454713 |
23 | -0.047786 | -0.3276 | 0.372333 |
24 | -0.12646 | -0.867 | 0.195182 |
25 | -0.017702 | -0.1214 | 0.451963 |
26 | -0.087411 | -0.5993 | 0.275938 |
27 | -0.035835 | -0.2457 | 0.403503 |
28 | 0.048426 | 0.332 | 0.370687 |
29 | -0.113475 | -0.7779 | 0.22025 |
30 | -0.089556 | -0.614 | 0.2711 |
31 | -0.04815 | -0.3301 | 0.371396 |
32 | -0.049555 | -0.3397 | 0.367787 |
33 | -0.094006 | -0.6445 | 0.261201 |
34 | -0.058164 | -0.3988 | 0.34594 |
35 | -0.06692 | -0.4588 | 0.324253 |
36 | 0.000137 | 9e-04 | 0.499627 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.025505 | 0.1749 | 0.430973 |
2 | -0.094758 | -0.6496 | 0.259547 |
3 | 0.183668 | 1.2592 | 0.107095 |
4 | -0.090425 | -0.6199 | 0.269152 |
5 | 0.283253 | 1.9419 | 0.029079 |
6 | 0.05284 | 0.3623 | 0.359393 |
7 | -0.034788 | -0.2385 | 0.406267 |
8 | 0.142806 | 0.979 | 0.166289 |
9 | 0.06959 | 0.4771 | 0.317755 |
10 | 0.050076 | 0.3433 | 0.366451 |
11 | 0.154598 | 1.0599 | 0.14731 |
12 | -0.221791 | -1.5205 | 0.067539 |
13 | -0.041999 | -0.2879 | 0.387332 |
14 | 0.078423 | 0.5376 | 0.29668 |
15 | 0.02713 | 0.186 | 0.426625 |
16 | -0.09435 | -0.6468 | 0.260444 |
17 | -0.106465 | -0.7299 | 0.234541 |
18 | -0.083315 | -0.5712 | 0.285299 |
19 | -0.087748 | -0.6016 | 0.275176 |
20 | -0.094274 | -0.6463 | 0.260611 |
21 | 0.082724 | 0.5671 | 0.286664 |
22 | -0.088107 | -0.604 | 0.274364 |
23 | 0.098253 | 0.6736 | 0.251936 |
24 | -0.216642 | -1.4852 | 0.072081 |
25 | 0.018926 | 0.1297 | 0.448659 |
26 | -0.050211 | -0.3442 | 0.366105 |
27 | 0.134024 | 0.9188 | 0.181441 |
28 | 0.055024 | 0.3772 | 0.353852 |
29 | -0.050989 | -0.3496 | 0.364115 |
30 | -0.097526 | -0.6686 | 0.253509 |
31 | 0.004653 | 0.0319 | 0.487343 |
32 | -0.015749 | -0.108 | 0.457239 |
33 | -0.035559 | -0.2438 | 0.40423 |
34 | -0.036983 | -0.2535 | 0.400477 |
35 | 0.013842 | 0.0949 | 0.462399 |
36 | -0.06793 | -0.4657 | 0.321789 |