Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.19035 | -1.4744 | 0.072795 |
2 | 0.128266 | 0.9935 | 0.162217 |
3 | 0.058532 | 0.4534 | 0.325953 |
4 | -0.004423 | -0.0343 | 0.486391 |
5 | 0.060116 | 0.4657 | 0.321575 |
6 | 0.125506 | 0.9722 | 0.167436 |
7 | -0.236219 | -1.8297 | 0.036129 |
8 | -0.032543 | -0.2521 | 0.400922 |
9 | 0.018189 | 0.1409 | 0.444215 |
10 | -0.147581 | -1.1432 | 0.128758 |
11 | 0.068014 | 0.5268 | 0.300125 |
12 | -0.289574 | -2.243 | 0.0143 |
13 | 0.034136 | 0.2644 | 0.396183 |
14 | 0.016897 | 0.1309 | 0.448152 |
15 | 0.045419 | 0.3518 | 0.363106 |
16 | -0.123672 | -0.958 | 0.170964 |
17 | 0.123149 | 0.9539 | 0.17198 |
18 | -0.080981 | -0.6273 | 0.266428 |
19 | 0.173518 | 1.3441 | 0.091993 |
20 | 0.10334 | 0.8005 | 0.213298 |
21 | 0.116076 | 0.8991 | 0.186092 |
22 | 0.020445 | 0.1584 | 0.437351 |
23 | 0.196824 | 1.5246 | 0.066307 |
24 | -0.021063 | -0.1632 | 0.435474 |
25 | 0.016411 | 0.1271 | 0.449636 |
26 | -0.019509 | -0.1511 | 0.440195 |
27 | -0.103263 | -0.7999 | 0.21347 |
28 | 0.017688 | 0.137 | 0.445741 |
29 | -0.122035 | -0.9453 | 0.174153 |
30 | -0.158061 | -1.2243 | 0.112805 |
31 | 0.02365 | 0.1832 | 0.427634 |
32 | 0.011619 | 0.09 | 0.464292 |
33 | -0.192822 | -1.4936 | 0.070261 |
34 | 0.07089 | 0.5491 | 0.292484 |
35 | -0.135956 | -1.0531 | 0.148257 |
36 | 0.017259 | 0.1337 | 0.447047 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.19035 | -1.4744 | 0.072795 |
2 | 0.095493 | 0.7397 | 0.231188 |
3 | 0.10345 | 0.8013 | 0.213053 |
4 | 0.012057 | 0.0934 | 0.46295 |
5 | 0.04393 | 0.3403 | 0.367417 |
6 | 0.145225 | 1.1249 | 0.132553 |
7 | -0.216619 | -1.6779 | 0.049282 |
8 | -0.17079 | -1.3229 | 0.095439 |
9 | 0.025378 | 0.1966 | 0.422411 |
10 | -0.098722 | -0.7647 | 0.223724 |
11 | 0.017513 | 0.1357 | 0.446275 |
12 | -0.25709 | -1.9914 | 0.025497 |
13 | 0.022122 | 0.1714 | 0.43226 |
14 | 0.071609 | 0.5547 | 0.290586 |
15 | 0.071021 | 0.5501 | 0.292137 |
16 | -0.110523 | -0.8561 | 0.197672 |
17 | 0.065287 | 0.5057 | 0.307457 |
18 | 0.036459 | 0.2824 | 0.389299 |
19 | 0.047642 | 0.369 | 0.3567 |
20 | 0.081281 | 0.6296 | 0.265674 |
21 | 0.211976 | 1.642 | 0.052915 |
22 | 0.034384 | 0.2663 | 0.395447 |
23 | 0.150668 | 1.1671 | 0.1239 |
24 | -0.053944 | -0.4178 | 0.338775 |
25 | -0.050465 | -0.3909 | 0.348628 |
26 | -0.078212 | -0.6058 | 0.273457 |
27 | -0.072121 | -0.5586 | 0.289242 |
28 | -0.052592 | -0.4074 | 0.342591 |
29 | -0.080558 | -0.624 | 0.267496 |
30 | -0.162262 | -1.2569 | 0.106835 |
31 | 0.125631 | 0.9731 | 0.167198 |
32 | 0.160563 | 1.2437 | 0.10922 |
33 | -0.075887 | -0.5878 | 0.279429 |
34 | -0.089221 | -0.6911 | 0.246083 |
35 | 0.026551 | 0.2057 | 0.418877 |
36 | -0.029325 | -0.2271 | 0.410541 |