Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.165412 | -1.033 | 0.153984 |
2 | -0.242393 | -1.5137 | 0.069077 |
3 | 0.157164 | 0.9815 | 0.166201 |
4 | -0.051649 | -0.3225 | 0.37438 |
5 | -0.207168 | -1.2938 | 0.101679 |
6 | 0.230966 | 1.4424 | 0.078589 |
7 | -0.032988 | -0.206 | 0.418927 |
8 | -0.279709 | -1.7468 | 0.044274 |
9 | 0.017639 | 0.1102 | 0.456427 |
10 | 0.10782 | 0.6733 | 0.252353 |
11 | -0.038982 | -0.2434 | 0.404469 |
12 | -0.011633 | -0.0726 | 0.471229 |
13 | -0.04708 | -0.294 | 0.385153 |
14 | 0.08339 | 0.5208 | 0.302737 |
15 | 0.093035 | 0.581 | 0.282291 |
16 | -0.05373 | -0.3355 | 0.369507 |
17 | 0.000331 | 0.0021 | 0.499182 |
18 | 0.052931 | 0.3306 | 0.371374 |
19 | -0.059272 | -0.3702 | 0.356636 |
20 | -0.046752 | -0.292 | 0.38593 |
21 | 0.179068 | 1.1183 | 0.135145 |
22 | -0.033425 | -0.2087 | 0.417868 |
23 | -0.225801 | -1.4101 | 0.083214 |
24 | 0.081825 | 0.511 | 0.306116 |
25 | -0.002248 | -0.014 | 0.494435 |
26 | -0.163798 | -1.0229 | 0.156325 |
27 | 0.077921 | 0.4866 | 0.314627 |
28 | 0.186239 | 1.1631 | 0.125936 |
29 | -0.119364 | -0.7454 | 0.230241 |
30 | -0.017897 | -0.1118 | 0.45579 |
31 | 0.094882 | 0.5925 | 0.278456 |
32 | -0.091443 | -0.5711 | 0.285617 |
33 | -0.004676 | -0.0292 | 0.488425 |
34 | 0.098987 | 0.6182 | 0.270028 |
35 | -0.013984 | -0.0873 | 0.465429 |
36 | -0.081412 | -0.5084 | 0.307011 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.165412 | -1.033 | 0.153984 |
2 | -0.277342 | -1.732 | 0.045588 |
3 | 0.06691 | 0.4179 | 0.339173 |
4 | -0.082893 | -0.5177 | 0.303808 |
5 | -0.195351 | -1.22 | 0.114902 |
6 | 0.133642 | 0.8346 | 0.204515 |
7 | -0.061531 | -0.3843 | 0.351436 |
8 | -0.216351 | -1.3511 | 0.092223 |
9 | -0.163596 | -1.0217 | 0.156619 |
10 | -0.046241 | -0.2888 | 0.387141 |
11 | 0.021067 | 0.1316 | 0.448002 |
12 | -0.087489 | -0.5464 | 0.293963 |
13 | -0.189242 | -1.1818 | 0.122217 |
14 | 0.089395 | 0.5583 | 0.289925 |
15 | 0.120182 | 0.7505 | 0.228718 |
16 | -0.07775 | -0.4855 | 0.315003 |
17 | -0.074969 | -0.4682 | 0.32113 |
18 | 0.042723 | 0.2668 | 0.395512 |
19 | 0.070328 | 0.4392 | 0.33147 |
20 | -0.107138 | -0.6691 | 0.253693 |
21 | 0.057376 | 0.3583 | 0.361021 |
22 | 0.123557 | 0.7716 | 0.222498 |
23 | -0.094499 | -0.5901 | 0.279249 |
24 | -0.080971 | -0.5057 | 0.307969 |
25 | -0.111776 | -0.698 | 0.244646 |
26 | -0.072401 | -0.4521 | 0.326835 |
27 | -0.041984 | -0.2622 | 0.397278 |
28 | 0.057915 | 0.3617 | 0.359773 |
29 | 0.024383 | 0.1523 | 0.43988 |
30 | 0.001996 | 0.0125 | 0.495059 |
31 | -0.060307 | -0.3766 | 0.35425 |
32 | -0.111167 | -0.6942 | 0.245824 |
33 | -0.017592 | -0.1099 | 0.456542 |
34 | -0.014512 | -0.0906 | 0.464127 |
35 | -0.013921 | -0.0869 | 0.465582 |
36 | -0.070641 | -0.4412 | 0.330769 |