Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.12 | 0.8227 | 0.207423 |
2 | 0.01 | 0.0686 | 0.472817 |
3 | -0.07 | -0.4799 | 0.316764 |
4 | 0.34 | 2.3309 | 0.012049 |
5 | 0.03 | 0.2057 | 0.418969 |
6 | -0.02 | -0.1371 | 0.445764 |
7 | 0.13 | 0.8912 | 0.188672 |
8 | 0.05 | 0.3428 | 0.366645 |
9 | 0.23 | 1.5768 | 0.060775 |
10 | 0.14 | 0.9598 | 0.171036 |
11 | 0.13 | 0.8912 | 0.188672 |
12 | -0.22 | -1.5082 | 0.069093 |
13 | 0.1 | 0.6856 | 0.248177 |
14 | 0.09 | 0.617 | 0.270103 |
15 | 0 | 0 | 0.5 |
16 | -0.17 | -1.1655 | 0.124857 |
17 | 0.03 | 0.2057 | 0.418969 |
18 | 0.03 | 0.2057 | 0.418969 |
19 | -0.04 | -0.2742 | 0.392556 |
20 | 0.05 | 0.3428 | 0.366645 |
21 | 0.1 | 0.6856 | 0.248177 |
22 | -0.05 | -0.3428 | 0.366645 |
23 | -0.17 | -1.1655 | 0.124857 |
24 | -0.09 | -0.617 | 0.270103 |
25 | -0.06 | -0.4113 | 0.341347 |
26 | -0.12 | -0.8227 | 0.207423 |
27 | -0.06 | -0.4113 | 0.341347 |
28 | -0.05 | -0.3428 | 0.366645 |
29 | -0.02 | -0.1371 | 0.445764 |
30 | -0.08 | -0.5485 | 0.292989 |
31 | -0.03 | -0.2057 | 0.418969 |
32 | -0.09 | -0.617 | 0.270103 |
33 | -0.17 | -1.1655 | 0.124857 |
34 | -0.11 | -0.7541 | 0.227269 |
35 | -0.05 | -0.3428 | 0.366645 |
36 | -0.05 | -0.3428 | 0.366645 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.12 | 0.8227 | 0.207423 |
2 | -0.004464 | -0.0306 | 0.487857 |
3 | -0.071704 | -0.4916 | 0.312654 |
4 | 0.364072 | 2.496 | 0.008064 |
5 | -0.073008 | -0.5005 | 0.309522 |
6 | -0.031063 | -0.213 | 0.416139 |
7 | 0.241686 | 1.6569 | 0.052099 |
8 | -0.171731 | -1.1773 | 0.122496 |
9 | 0.321014 | 2.2008 | 0.016351 |
10 | 0.15343 | 1.0519 | 0.14912 |
11 | -0.129091 | -0.885 | 0.19033 |
12 | -0.117475 | -0.8054 | 0.212331 |
13 | 0.070221 | 0.4814 | 0.31623 |
14 | -0.085852 | -0.5886 | 0.279483 |
15 | -0.069259 | -0.4748 | 0.318559 |
16 | -0.032508 | -0.2229 | 0.412303 |
17 | -0.070585 | -0.4839 | 0.31535 |
18 | -0.12026 | -0.8245 | 0.206922 |
19 | 0.035785 | 0.2453 | 0.403634 |
20 | 0.076595 | 0.5251 | 0.300988 |
21 | 0.140951 | 0.9663 | 0.169417 |
22 | -0.055822 | -0.3827 | 0.351836 |
23 | -0.132878 | -0.911 | 0.183481 |
24 | -0.160194 | -1.0982 | 0.138848 |
25 | -0.019348 | -0.1326 | 0.447522 |
26 | -0.033926 | -0.2326 | 0.408546 |
27 | 0.032867 | 0.2253 | 0.41135 |
28 | -0.07637 | -0.5236 | 0.301521 |
29 | -0.00368 | -0.0252 | 0.489989 |
30 | -0.114981 | -0.7883 | 0.217249 |
31 | -0.0239 | -0.1638 | 0.435276 |
32 | 0.098723 | 0.6768 | 0.250923 |
33 | -0.063371 | -0.4344 | 0.332975 |
34 | -0.058837 | -0.4034 | 0.344253 |
35 | 0.008876 | 0.0609 | 0.475867 |
36 | -0.093398 | -0.6403 | 0.262543 |