Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.148598 | 1.0187 | 0.156771 |
2 | 0.234117 | 1.605 | 0.057594 |
3 | 0.318433 | 2.1831 | 0.01703 |
4 | 0.225642 | 1.5469 | 0.064295 |
5 | 0.084836 | 0.5816 | 0.281806 |
6 | 0.163271 | 1.1193 | 0.134344 |
7 | 0.022135 | 0.1517 | 0.440017 |
8 | 0.157034 | 1.0766 | 0.143584 |
9 | 0.043951 | 0.3013 | 0.382254 |
10 | -0.04843 | -0.332 | 0.370676 |
11 | 0.313054 | 2.1462 | 0.018526 |
12 | -0.065284 | -0.4476 | 0.328261 |
13 | -0.014012 | -0.0961 | 0.461941 |
14 | 0.116614 | 0.7995 | 0.214022 |
15 | 0.054004 | 0.3702 | 0.356437 |
16 | -0.033172 | -0.2274 | 0.410543 |
17 | 0.102716 | 0.7042 | 0.242397 |
18 | -0.131299 | -0.9001 | 0.186317 |
19 | 0.044352 | 0.3041 | 0.381213 |
20 | -0.078343 | -0.5371 | 0.29687 |
21 | -0.216853 | -1.4867 | 0.07189 |
22 | -0.091392 | -0.6266 | 0.266993 |
23 | -0.08969 | -0.6149 | 0.270798 |
24 | -0.216832 | -1.4865 | 0.071909 |
25 | -0.155607 | -1.0668 | 0.145759 |
26 | -0.144028 | -0.9874 | 0.16425 |
27 | -0.211328 | -1.4488 | 0.077018 |
28 | -0.133981 | -0.9185 | 0.181517 |
29 | -0.145869 | -1 | 0.161209 |
30 | -0.08716 | -0.5975 | 0.276509 |
31 | -0.043139 | -0.2957 | 0.384364 |
32 | -0.136566 | -0.9362 | 0.176966 |
33 | -0.017344 | -0.1189 | 0.452928 |
34 | 0.023316 | 0.1598 | 0.436843 |
35 | -0.033314 | -0.2284 | 0.410167 |
36 | -0.043913 | -0.3011 | 0.382352 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.148598 | 1.0187 | 0.156771 |
2 | 0.216823 | 1.4865 | 0.071917 |
3 | 0.277878 | 1.905 | 0.031452 |
4 | 0.143358 | 0.9828 | 0.165365 |
5 | -0.063681 | -0.4366 | 0.332208 |
6 | 0.009663 | 0.0662 | 0.473731 |
7 | -0.108867 | -0.7464 | 0.229584 |
8 | 0.112115 | 0.7686 | 0.222981 |
9 | 0.001899 | 0.013 | 0.494834 |
10 | -0.110531 | -0.7578 | 0.226188 |
11 | 0.326036 | 2.2352 | 0.015097 |
12 | -0.171489 | -1.1757 | 0.122824 |
13 | -0.054441 | -0.3732 | 0.355327 |
14 | 0.018573 | 0.1273 | 0.44961 |
15 | 0.007683 | 0.0527 | 0.479107 |
16 | 0.032235 | 0.221 | 0.413028 |
17 | 0.012822 | 0.0879 | 0.465164 |
18 | -0.139968 | -0.9596 | 0.171091 |
19 | -0.016667 | -0.1143 | 0.454758 |
20 | -0.083776 | -0.5743 | 0.284238 |
21 | -0.151237 | -1.0368 | 0.15256 |
22 | -0.144372 | -0.9898 | 0.163678 |
23 | 0.087438 | 0.5994 | 0.275878 |
24 | -0.01898 | -0.1301 | 0.448514 |
25 | -0.135608 | -0.9297 | 0.178643 |
26 | -0.031756 | -0.2177 | 0.414299 |
27 | -0.10064 | -0.69 | 0.246808 |
28 | -0.072883 | -0.4997 | 0.309822 |
29 | 0.137925 | 0.9456 | 0.174603 |
30 | -0.010628 | -0.0729 | 0.471112 |
31 | 0.095831 | 0.657 | 0.257197 |
32 | 0.008858 | 0.0607 | 0.475917 |
33 | 0.043161 | 0.2959 | 0.384306 |
34 | -0.016319 | -0.1119 | 0.455699 |
35 | 0.097112 | 0.6658 | 0.254408 |
36 | 0.032861 | 0.2253 | 0.411367 |