Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.006024 | 0.0471 | 0.481313 |
2 | -0.153797 | -1.2012 | 0.117159 |
3 | 0.309833 | 2.4199 | 0.00926 |
4 | -0.187785 | -1.4666 | 0.073804 |
5 | -0.01319 | -0.103 | 0.459145 |
6 | 0.406017 | 3.1711 | 0.001188 |
7 | -0.109564 | -0.8557 | 0.19775 |
8 | -0.170037 | -1.328 | 0.094558 |
9 | 0.133995 | 1.0465 | 0.149722 |
10 | -0.184632 | -1.442 | 0.077206 |
11 | 0.003596 | 0.0281 | 0.488843 |
12 | 0.553465 | 4.3227 | 2.9e-05 |
13 | 0.039527 | 0.3087 | 0.379295 |
14 | -0.143647 | -1.1219 | 0.133147 |
15 | 0.150533 | 1.1757 | 0.122141 |
16 | -0.106585 | -0.8325 | 0.2042 |
17 | -0.038148 | -0.2979 | 0.383377 |
18 | 0.312359 | 2.4396 | 0.008813 |
19 | -0.060096 | -0.4694 | 0.320242 |
20 | -0.197992 | -1.5464 | 0.063594 |
21 | 0.083735 | 0.654 | 0.257787 |
22 | -0.172728 | -1.349 | 0.091154 |
23 | 0.011809 | 0.0922 | 0.463408 |
24 | 0.312979 | 2.4444 | 0.008706 |
25 | 0.032005 | 0.25 | 0.401726 |
26 | -0.199479 | -1.558 | 0.062206 |
27 | 0.034046 | 0.2659 | 0.395604 |
28 | -0.112262 | -0.8768 | 0.192018 |
29 | -0.156446 | -1.2219 | 0.113226 |
30 | 0.157041 | 1.2265 | 0.112357 |
31 | -0.02837 | -0.2216 | 0.412692 |
32 | -0.242495 | -1.8939 | 0.031488 |
33 | -0.033064 | -0.2582 | 0.398546 |
34 | -0.119326 | -0.932 | 0.177513 |
35 | -0.08386 | -0.655 | 0.257476 |
36 | 0.175695 | 1.3722 | 0.08751 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.006024 | 0.0471 | 0.481313 |
2 | -0.153839 | -1.2015 | 0.117097 |
3 | 0.319399 | 2.4946 | 0.007667 |
4 | -0.263589 | -2.0587 | 0.021901 |
5 | 0.155965 | 1.2181 | 0.113934 |
6 | 0.255895 | 1.9986 | 0.025057 |
7 | -0.046181 | -0.3607 | 0.35979 |
8 | -0.14865 | -1.161 | 0.125084 |
9 | -0.028611 | -0.2235 | 0.411963 |
10 | -0.089939 | -0.7024 | 0.242537 |
11 | 0.088071 | 0.6879 | 0.247076 |
12 | 0.461552 | 3.6048 | 0.000315 |
13 | 0.153127 | 1.196 | 0.11817 |
14 | -0.061105 | -0.4772 | 0.317446 |
15 | -0.143898 | -1.1239 | 0.132734 |
16 | -0.014765 | -0.1153 | 0.454287 |
17 | -0.077653 | -0.6065 | 0.273221 |
18 | 0.012965 | 0.1013 | 0.459837 |
19 | 0.000288 | 0.0022 | 0.499107 |
20 | -0.008967 | -0.07 | 0.472198 |
21 | 0.051702 | 0.4038 | 0.343885 |
22 | -0.051529 | -0.4025 | 0.344379 |
23 | 0.103631 | 0.8094 | 0.210721 |
24 | -0.121621 | -0.9499 | 0.172959 |
25 | 0.076759 | 0.5995 | 0.275527 |
26 | -0.242941 | -1.8974 | 0.031253 |
27 | 0.025302 | 0.1976 | 0.422001 |
28 | -0.163237 | -1.2749 | 0.103586 |
29 | -0.116913 | -0.9131 | 0.182386 |
30 | -0.126226 | -0.9859 | 0.164048 |
31 | 0.067454 | 0.5268 | 0.300109 |
32 | 0.021005 | 0.1641 | 0.435114 |
33 | -0.061477 | -0.4802 | 0.316418 |
34 | 0.007268 | 0.0568 | 0.477459 |
35 | -0.101377 | -0.7918 | 0.215779 |
36 | -0.046401 | -0.3624 | 0.359152 |