Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.196095 | 1.3444 | 0.092643 |
2 | -0.081944 | -0.5618 | 0.288468 |
3 | 0.087619 | 0.6007 | 0.275467 |
4 | 0.030467 | 0.2089 | 0.417724 |
5 | 0.038224 | 0.2621 | 0.397214 |
6 | -0.070595 | -0.484 | 0.315325 |
7 | -0.134708 | -0.9235 | 0.180228 |
8 | -0.042449 | -0.291 | 0.386161 |
9 | -0.096769 | -0.6634 | 0.255154 |
10 | 0.037956 | 0.2602 | 0.397918 |
11 | 0.069609 | 0.4772 | 0.317711 |
12 | -0.31912 | -2.1878 | 0.016847 |
13 | -0.246439 | -1.6895 | 0.048874 |
14 | 0.032682 | 0.2241 | 0.411843 |
15 | 0.020769 | 0.1424 | 0.443691 |
16 | -0.057923 | -0.3971 | 0.346546 |
17 | -0.082058 | -0.5626 | 0.288203 |
18 | 0.022482 | 0.1541 | 0.439084 |
19 | 0.057188 | 0.3921 | 0.348392 |
20 | -0.054118 | -0.371 | 0.356147 |
21 | -0.004143 | -0.0284 | 0.488731 |
22 | 0.009844 | 0.0675 | 0.47324 |
23 | -0.039312 | -0.2695 | 0.394358 |
24 | -0.065295 | -0.4476 | 0.328236 |
25 | 0.074602 | 0.5114 | 0.305718 |
26 | -0.004009 | -0.0275 | 0.489096 |
27 | -0.01345 | -0.0922 | 0.463462 |
28 | 0.060824 | 0.417 | 0.339293 |
29 | 0.018366 | 0.1259 | 0.45017 |
30 | -0.001714 | -0.0118 | 0.495336 |
31 | -0.044369 | -0.3042 | 0.381167 |
32 | 0.047858 | 0.3281 | 0.372149 |
33 | 0.070669 | 0.4845 | 0.315146 |
34 | -0.01867 | -0.128 | 0.44935 |
35 | -0.069452 | -0.4761 | 0.318091 |
36 | 0.031813 | 0.2181 | 0.414148 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.196095 | 1.3444 | 0.092643 |
2 | -0.125212 | -0.8584 | 0.197511 |
3 | 0.13762 | 0.9435 | 0.175131 |
4 | -0.032428 | -0.2223 | 0.412517 |
5 | 0.068116 | 0.467 | 0.321336 |
6 | -0.114601 | -0.7857 | 0.218003 |
7 | -0.086833 | -0.5953 | 0.277251 |
8 | -0.026647 | -0.1827 | 0.427917 |
9 | -0.100524 | -0.6892 | 0.247056 |
10 | 0.110869 | 0.7601 | 0.225502 |
11 | 0.025957 | 0.178 | 0.429762 |
12 | -0.330657 | -2.2669 | 0.01402 |
13 | -0.14059 | -0.9638 | 0.17003 |
14 | 0.022353 | 0.1532 | 0.43943 |
15 | 0.018435 | 0.1264 | 0.449984 |
16 | -0.043473 | -0.298 | 0.383494 |
17 | -0.030942 | -0.2121 | 0.416463 |
18 | 0.004551 | 0.0312 | 0.487622 |
19 | -0.062964 | -0.4317 | 0.333982 |
20 | -0.106312 | -0.7288 | 0.234858 |
21 | -0.039794 | -0.2728 | 0.393096 |
22 | -0.006205 | -0.0425 | 0.483124 |
23 | 0.030402 | 0.2084 | 0.417899 |
24 | -0.181378 | -1.2435 | 0.109932 |
25 | -0.019487 | -0.1336 | 0.447147 |
26 | -0.101858 | -0.6983 | 0.244214 |
27 | 0.050853 | 0.3486 | 0.364462 |
28 | 0.013229 | 0.0907 | 0.464062 |
29 | -0.077579 | -0.5319 | 0.298665 |
30 | -0.030376 | -0.2082 | 0.417969 |
31 | -0.078682 | -0.5394 | 0.296072 |
32 | 0.019571 | 0.1342 | 0.446921 |
33 | -0.042192 | -0.2893 | 0.386831 |
34 | -0.002812 | -0.0193 | 0.492349 |
35 | -0.079302 | -0.5437 | 0.29462 |
36 | -0.050713 | -0.3477 | 0.36482 |