Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.099267 | -0.6805 | 0.249751 |
2 | 0.117005 | 0.8021 | 0.213252 |
3 | -0.264116 | -1.8107 | 0.038292 |
4 | -0.227563 | -1.5601 | 0.062723 |
5 | 0.049122 | 0.3368 | 0.368897 |
6 | 0.061682 | 0.4229 | 0.33716 |
7 | 0.011689 | 0.0801 | 0.468234 |
8 | 0.096222 | 0.6597 | 0.256344 |
9 | 0.00715 | 0.049 | 0.480555 |
10 | -0.256548 | -1.7588 | 0.04256 |
11 | 0.066575 | 0.4564 | 0.325098 |
12 | -0.409922 | -2.8103 | 0.003597 |
13 | 0.233648 | 1.6018 | 0.057949 |
14 | -0.022284 | -0.1528 | 0.439617 |
15 | 0.060338 | 0.4137 | 0.340504 |
16 | 0.127765 | 0.8759 | 0.192766 |
17 | -0.086348 | -0.592 | 0.278354 |
18 | -0.001936 | -0.0133 | 0.494732 |
19 | -0.048751 | -0.3342 | 0.36985 |
20 | 0.00895 | 0.0614 | 0.475666 |
21 | 0.148913 | 1.0209 | 0.156266 |
22 | 0.244028 | 1.673 | 0.050489 |
23 | -0.204703 | -1.4034 | 0.083539 |
24 | 0.051522 | 0.3532 | 0.362752 |
25 | -0.292137 | -2.0028 | 0.025494 |
26 | 0.063883 | 0.438 | 0.33171 |
27 | 0.066223 | 0.454 | 0.325957 |
28 | 0.019375 | 0.1328 | 0.447448 |
29 | 0.073803 | 0.506 | 0.307621 |
30 | 0.010417 | 0.0714 | 0.471684 |
31 | -0.003387 | -0.0232 | 0.490787 |
32 | -0.066037 | -0.4527 | 0.326415 |
33 | -0.039793 | -0.2728 | 0.393097 |
34 | -0.099045 | -0.679 | 0.250228 |
35 | 0.162041 | 1.1109 | 0.136132 |
36 | -0.013352 | -0.0915 | 0.463727 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.099267 | -0.6805 | 0.249751 |
2 | 0.108218 | 0.7419 | 0.230919 |
3 | -0.248343 | -1.7026 | 0.047629 |
4 | -0.303406 | -2.0801 | 0.0215 |
5 | 0.058488 | 0.401 | 0.345128 |
6 | 0.077962 | 0.5345 | 0.297765 |
7 | -0.15301 | -1.049 | 0.149774 |
8 | 0.032115 | 0.2202 | 0.413347 |
9 | 0.134452 | 0.9218 | 0.180682 |
10 | -0.342485 | -2.348 | 0.011568 |
11 | -0.004394 | -0.0301 | 0.488047 |
12 | -0.314877 | -2.1587 | 0.018006 |
13 | 0.018852 | 0.1292 | 0.448858 |
14 | -0.076454 | -0.5241 | 0.301321 |
15 | -0.176248 | -1.2083 | 0.116489 |
16 | 0.049385 | 0.3386 | 0.368222 |
17 | -0.02991 | -0.2051 | 0.419209 |
18 | -0.064315 | -0.4409 | 0.330645 |
19 | -0.12017 | -0.8238 | 0.207095 |
20 | 0.039902 | 0.2736 | 0.392812 |
21 | 0.1837 | 1.2594 | 0.107056 |
22 | 0.057065 | 0.3912 | 0.348701 |
23 | -0.212897 | -1.4595 | 0.075534 |
24 | -0.085316 | -0.5849 | 0.280707 |
25 | -0.008537 | -0.0585 | 0.476789 |
26 | -0.022411 | -0.1536 | 0.439275 |
27 | -0.122331 | -0.8387 | 0.202953 |
28 | 0.057004 | 0.3908 | 0.348855 |
29 | 0.014832 | 0.1017 | 0.459721 |
30 | 0.046308 | 0.3175 | 0.376145 |
31 | 0.08028 | 0.5504 | 0.292335 |
32 | 0.002469 | 0.0169 | 0.493282 |
33 | 0.073596 | 0.5045 | 0.308117 |
34 | 0.006401 | 0.0439 | 0.482592 |
35 | -0.082839 | -0.5679 | 0.286397 |
36 | 0.073895 | 0.5066 | 0.307403 |