Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.261624 | -1.5478 | 0.065335 |
2 | -0.206933 | -1.2242 | 0.114521 |
3 | -0.157785 | -0.9335 | 0.178487 |
4 | 0.222564 | 1.3167 | 0.098247 |
5 | 0.155949 | 0.9226 | 0.181265 |
6 | -0.003686 | -0.0218 | 0.491363 |
7 | -0.367561 | -2.1745 | 0.018256 |
8 | -0.082575 | -0.4885 | 0.314114 |
9 | 0.329874 | 1.9516 | 0.029515 |
10 | 0.070829 | 0.419 | 0.338878 |
11 | -0.106511 | -0.6301 | 0.266351 |
12 | -0.357536 | -2.1152 | 0.020801 |
13 | 0.192619 | 1.1396 | 0.131106 |
14 | 0.090865 | 0.5376 | 0.297139 |
15 | 0.135582 | 0.8021 | 0.213949 |
16 | -0.28097 | -1.6622 | 0.052698 |
17 | 0.096689 | 0.572 | 0.285482 |
18 | -0.008684 | -0.0514 | 0.47966 |
19 | 0.196192 | 1.1607 | 0.126812 |
20 | 0.003528 | 0.0209 | 0.491733 |
21 | -0.192383 | -1.1382 | 0.131394 |
22 | -0.004516 | -0.0267 | 0.48942 |
23 | 0.147225 | 0.871 | 0.194846 |
24 | -0.017983 | -0.1064 | 0.457941 |
25 | -0.125058 | -0.7399 | 0.232162 |
26 | 0.082623 | 0.4888 | 0.314015 |
27 | -0.096603 | -0.5715 | 0.285653 |
28 | 0.131082 | 0.7755 | 0.221628 |
29 | -0.100105 | -0.5922 | 0.278753 |
30 | 0.019424 | 0.1149 | 0.454585 |
31 | -0.018041 | -0.1067 | 0.457807 |
32 | 0.019309 | 0.1142 | 0.454854 |
33 | -0.025274 | -0.1495 | 0.440999 |
34 | 0.019472 | 0.1152 | 0.454473 |
35 | NA | NA | NA |
36 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.261624 | -1.5478 | 0.065335 |
2 | -0.295614 | -1.7489 | 0.04454 |
3 | -0.359076 | -2.1243 | 0.020391 |
4 | -0.03777 | -0.2234 | 0.412243 |
5 | 0.13798 | 0.8163 | 0.209925 |
6 | 0.197652 | 1.1693 | 0.125087 |
7 | -0.197856 | -1.1705 | 0.124848 |
8 | -0.339946 | -2.0111 | 0.026031 |
9 | -0.025427 | -0.1504 | 0.440646 |
10 | 0.00913 | 0.054 | 0.478616 |
11 | 0.116247 | 0.6877 | 0.248079 |
12 | -0.22517 | -1.3321 | 0.095714 |
13 | -0.071273 | -0.4217 | 0.337928 |
14 | -0.234458 | -1.3871 | 0.087095 |
15 | -0.082683 | -0.4892 | 0.313891 |
16 | -0.087136 | -0.5155 | 0.30472 |
17 | 0.271265 | 1.6048 | 0.05876 |
18 | 0.081989 | 0.4851 | 0.31533 |
19 | -0.048658 | -0.2879 | 0.387573 |
20 | 0.001602 | 0.0095 | 0.496246 |
21 | -0.086462 | -0.5115 | 0.3061 |
22 | 0.016597 | 0.0982 | 0.461171 |
23 | 0.137589 | 0.814 | 0.210577 |
24 | -0.021439 | -0.1268 | 0.449899 |
25 | -0.121503 | -0.7188 | 0.238511 |
26 | -0.042092 | -0.249 | 0.402401 |
27 | -0.020064 | -0.1187 | 0.453095 |
28 | 0.064142 | 0.3795 | 0.353317 |
29 | 0.02944 | 0.1742 | 0.431369 |
30 | 0.00702 | 0.0415 | 0.483554 |
31 | 0.045943 | 0.2718 | 0.393685 |
32 | -0.138865 | -0.8215 | 0.208452 |
33 | -0.053763 | -0.3181 | 0.376162 |
34 | 0.013595 | 0.0804 | 0.468176 |
35 | NA | NA | NA |
36 | NA | NA | NA |