Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.061259 | -0.4375 | 0.331806 |
2 | 0.076388 | 0.5455 | 0.293887 |
3 | -0.07058 | -0.504 | 0.308202 |
4 | -0.05075 | -0.3624 | 0.359266 |
5 | 0.05222 | 0.3729 | 0.355374 |
6 | 0.217351 | 1.5522 | 0.0634 |
7 | -0.026076 | -0.1862 | 0.426505 |
8 | -0.052646 | -0.376 | 0.354251 |
9 | 0.06492 | 0.4636 | 0.322445 |
10 | -0.070155 | -0.501 | 0.30926 |
11 | -0.029219 | -0.2087 | 0.417771 |
12 | -0.014774 | -0.1055 | 0.458192 |
13 | -0.079523 | -0.5679 | 0.286295 |
14 | 0.001578 | 0.0113 | 0.495526 |
15 | -0.08754 | -0.6252 | 0.267326 |
16 | -0.205706 | -1.469 | 0.073983 |
17 | 0.007252 | 0.0518 | 0.47945 |
18 | -0.100045 | -0.7145 | 0.2391 |
19 | -0.082067 | -0.5861 | 0.280205 |
20 | 0.247649 | 1.7686 | 0.041473 |
21 | 0.000694 | 0.005 | 0.498033 |
22 | 0.072902 | 0.5206 | 0.30244 |
23 | 0.02079 | 0.1485 | 0.441279 |
24 | -0.071082 | -0.5076 | 0.306951 |
25 | -0.033038 | -0.2359 | 0.407213 |
26 | 0.190807 | 1.3626 | 0.089493 |
27 | -0.037635 | -0.2688 | 0.394596 |
28 | 0.004131 | 0.0295 | 0.488289 |
29 | -0.06422 | -0.4586 | 0.324226 |
30 | 0.098657 | 0.7045 | 0.242148 |
31 | 0.025041 | 0.1788 | 0.42939 |
32 | 0.158275 | 1.1303 | 0.131817 |
33 | -0.131364 | -0.9381 | 0.176301 |
34 | -0.028782 | -0.2055 | 0.418981 |
35 | -0.062149 | -0.4438 | 0.32952 |
36 | -0.062794 | -0.4484 | 0.327869 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.061259 | -0.4375 | 0.331806 |
2 | 0.072909 | 0.5207 | 0.302423 |
3 | -0.062339 | -0.4452 | 0.329033 |
4 | -0.064386 | -0.4598 | 0.323805 |
5 | 0.056613 | 0.4043 | 0.343842 |
6 | 0.231916 | 1.6562 | 0.05191 |
7 | -0.017193 | -0.1228 | 0.451382 |
8 | -0.096409 | -0.6885 | 0.247129 |
9 | 0.104268 | 0.7446 | 0.229959 |
10 | -0.024809 | -0.1772 | 0.430036 |
11 | -0.102532 | -0.7322 | 0.233691 |
12 | -0.063464 | -0.4532 | 0.326156 |
13 | -0.046448 | -0.3317 | 0.370735 |
14 | 0.006598 | 0.0471 | 0.481301 |
15 | -0.138569 | -0.9896 | 0.163525 |
16 | -0.231079 | -1.6502 | 0.05252 |
17 | 0.042201 | 0.3014 | 0.382176 |
18 | -0.068049 | -0.486 | 0.314535 |
19 | -0.156342 | -1.1165 | 0.134719 |
20 | 0.282576 | 2.018 | 0.024433 |
21 | 0.161634 | 1.1543 | 0.126879 |
22 | 0.111652 | 0.7974 | 0.214471 |
23 | 0.040724 | 0.2908 | 0.386181 |
24 | 0.019337 | 0.1381 | 0.445354 |
25 | 0.041071 | 0.2933 | 0.385239 |
26 | 0.033687 | 0.2406 | 0.405426 |
27 | -0.145304 | -1.0377 | 0.152157 |
28 | -0.082716 | -0.5907 | 0.278662 |
29 | -0.185597 | -1.3254 | 0.095468 |
30 | 0.071999 | 0.5142 | 0.304675 |
31 | -0.035403 | -0.2528 | 0.40071 |
32 | 0.037209 | 0.2657 | 0.395761 |
33 | -0.030352 | -0.2168 | 0.414631 |
34 | -0.023717 | -0.1694 | 0.433085 |
35 | 0.023563 | 0.1683 | 0.433518 |
36 | 0.036193 | 0.2585 | 0.398542 |