Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.032914 | 0.1919 | 0.424473 |
2 | 0.008978 | 0.0524 | 0.479277 |
3 | -0.287477 | -1.6763 | 0.05143 |
4 | -0.220112 | -1.2835 | 0.104005 |
5 | -0.042304 | -0.2467 | 0.403322 |
6 | 0.159856 | 0.9321 | 0.178926 |
7 | 0.079233 | 0.462 | 0.323511 |
8 | 0.059533 | 0.3471 | 0.365316 |
9 | -0.230977 | -1.3468 | 0.093474 |
10 | -0.087866 | -0.5123 | 0.305861 |
11 | 0.184256 | 1.0744 | 0.145107 |
12 | -0.109919 | -0.6409 | 0.262931 |
13 | 0.092078 | 0.5369 | 0.297416 |
14 | 0.066513 | 0.3878 | 0.350278 |
15 | -0.042697 | -0.249 | 0.402443 |
16 | -0.005466 | -0.0319 | 0.487379 |
17 | -0.171526 | -1.0002 | 0.162149 |
18 | 0.004408 | 0.0257 | 0.489823 |
19 | -0.044206 | -0.2578 | 0.399071 |
20 | 0.141501 | 0.8251 | 0.207537 |
21 | 0.12286 | 0.7164 | 0.239322 |
22 | 0.182244 | 1.0627 | 0.147714 |
23 | -0.156238 | -0.911 | 0.18435 |
24 | -0.053036 | -0.3093 | 0.379509 |
25 | -0.12869 | -0.7504 | 0.229092 |
26 | -0.013515 | -0.0788 | 0.468824 |
27 | -0.041523 | -0.2421 | 0.405071 |
28 | 0.016313 | 0.0951 | 0.462388 |
29 | -0.034907 | -0.2035 | 0.419963 |
30 | -0.005251 | -0.0306 | 0.487877 |
31 | -0.02373 | -0.1384 | 0.445383 |
32 | 0.025962 | 0.1514 | 0.440283 |
33 | 0.022795 | 0.1329 | 0.44752 |
34 | NA | NA | NA |
35 | NA | NA | NA |
36 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.032914 | 0.1919 | 0.424473 |
2 | 0.007904 | 0.0461 | 0.481756 |
3 | -0.288361 | -1.6814 | 0.050923 |
4 | -0.21919 | -1.2781 | 0.104938 |
5 | -0.037534 | -0.2189 | 0.414033 |
6 | 0.095782 | 0.5585 | 0.290082 |
7 | -0.042121 | -0.2456 | 0.403732 |
8 | -0.016292 | -0.095 | 0.462438 |
9 | -0.208655 | -1.2167 | 0.116057 |
10 | -0.044656 | -0.2604 | 0.398067 |
11 | 0.269956 | 1.5741 | 0.062363 |
12 | -0.262378 | -1.5299 | 0.067645 |
13 | -0.071185 | -0.4151 | 0.340346 |
14 | 0.209127 | 1.2194 | 0.11554 |
15 | -0.010582 | -0.0617 | 0.475579 |
16 | -0.064741 | -0.3775 | 0.354073 |
17 | -0.221598 | -1.2921 | 0.102513 |
18 | 0.038875 | 0.2267 | 0.411016 |
19 | -0.030131 | -0.1757 | 0.430789 |
20 | 0.198083 | 1.155 | 0.128069 |
21 | -0.046563 | -0.2715 | 0.393822 |
22 | 0.027159 | 0.1584 | 0.437555 |
23 | 0.122165 | 0.7123 | 0.240558 |
24 | -0.009444 | -0.0551 | 0.478203 |
25 | -0.069028 | -0.4025 | 0.344919 |
26 | -0.08812 | -0.5138 | 0.305349 |
27 | -0.118124 | -0.6888 | 0.24782 |
28 | -0.008982 | -0.0524 | 0.47927 |
29 | -0.082298 | -0.4799 | 0.317194 |
30 | -0.003808 | -0.0222 | 0.491208 |
31 | -0.093567 | -0.5456 | 0.294456 |
32 | 0.001421 | 0.0083 | 0.496719 |
33 | -0.026187 | -0.1527 | 0.439771 |
34 | NA | NA | NA |
35 | NA | NA | NA |
36 | NA | NA | NA |