Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.212844 | -1.4899 | 0.071329 |
2 | 0.158917 | 1.1124 | 0.135694 |
3 | 0.397694 | 2.7839 | 0.003806 |
4 | -0.055156 | -0.3861 | 0.35055 |
5 | 0.13077 | 0.9154 | 0.182235 |
6 | 0.231583 | 1.6211 | 0.055709 |
7 | -0.102498 | -0.7175 | 0.238241 |
8 | 0.235936 | 1.6516 | 0.05251 |
9 | -0.023994 | -0.168 | 0.433653 |
10 | 0.006437 | 0.0451 | 0.482121 |
11 | 0.214342 | 1.5004 | 0.069965 |
12 | -0.235498 | -1.6485 | 0.052826 |
13 | 0.06455 | 0.4518 | 0.326686 |
14 | 0.061733 | 0.4321 | 0.333771 |
15 | -0.084593 | -0.5922 | 0.278236 |
16 | -0.086306 | -0.6041 | 0.274268 |
17 | 0.108827 | 0.7618 | 0.224919 |
18 | -0.139406 | -0.9758 | 0.166967 |
19 | -0.005625 | -0.0394 | 0.484377 |
20 | 0.00933 | 0.0653 | 0.474097 |
21 | -0.132987 | -0.9309 | 0.178232 |
22 | -0.195319 | -1.3672 | 0.088896 |
23 | 0.099051 | 0.6934 | 0.245681 |
24 | -0.273241 | -1.9127 | 0.030821 |
25 | -0.017743 | -0.1242 | 0.450831 |
26 | -0.044705 | -0.3129 | 0.377829 |
27 | -0.174187 | -1.2193 | 0.114282 |
28 | 0.001034 | 0.0072 | 0.497126 |
29 | -0.071461 | -0.5002 | 0.309578 |
30 | -0.090838 | -0.6359 | 0.263912 |
31 | -0.050859 | -0.356 | 0.36168 |
32 | -0.070075 | -0.4905 | 0.312976 |
33 | -0.060425 | -0.423 | 0.337083 |
34 | 0.044538 | 0.3118 | 0.37827 |
35 | -0.159619 | -1.1173 | 0.13465 |
36 | 0.086782 | 0.6075 | 0.273171 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.212844 | -1.4899 | 0.071329 |
2 | 0.119005 | 0.833 | 0.204433 |
3 | 0.481125 | 3.3679 | 0.000741 |
4 | 0.153936 | 1.0775 | 0.143256 |
5 | -0.009765 | -0.0684 | 0.47289 |
6 | 0.070902 | 0.4963 | 0.310947 |
7 | -0.094921 | -0.6644 | 0.25476 |
8 | 0.102201 | 0.7154 | 0.238876 |
9 | -0.073231 | -0.5126 | 0.30526 |
10 | -0.043552 | -0.3049 | 0.380881 |
11 | 0.120749 | 0.8452 | 0.201041 |
12 | -0.212382 | -1.4867 | 0.071754 |
13 | -0.127209 | -0.8905 | 0.188785 |
14 | -0.049359 | -0.3455 | 0.365595 |
15 | 0.172417 | 1.2069 | 0.116628 |
16 | -0.121083 | -0.8476 | 0.200397 |
17 | 0.020204 | 0.1414 | 0.444056 |
18 | 0.013306 | 0.0931 | 0.463085 |
19 | -0.022698 | -0.1589 | 0.437206 |
20 | 0.045173 | 0.3162 | 0.376592 |
21 | -0.136473 | -0.9553 | 0.172056 |
22 | -0.322377 | -2.2566 | 0.014263 |
23 | 0.07141 | 0.4999 | 0.309701 |
24 | -0.092804 | -0.6496 | 0.259484 |
25 | 0.016793 | 0.1176 | 0.453452 |
26 | 0.007187 | 0.0503 | 0.48004 |
27 | 0.080197 | 0.5614 | 0.288548 |
28 | -0.025946 | -0.1816 | 0.428315 |
29 | -0.003397 | -0.0238 | 0.490564 |
30 | 0.105329 | 0.7373 | 0.232227 |
31 | -0.119456 | -0.8362 | 0.203554 |
32 | 0.043783 | 0.3065 | 0.380268 |
33 | -0.028642 | -0.2005 | 0.420962 |
34 | -0.069816 | -0.4887 | 0.313612 |
35 | -0.009807 | -0.0687 | 0.472773 |
36 | 0.018188 | 0.1273 | 0.449605 |