Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.149529 | 1.26 | 0.105906 |
2 | 0.109697 | 0.9243 | 0.179224 |
3 | -0.100394 | -0.8459 | 0.200216 |
4 | -0.170159 | -1.4338 | 0.078012 |
5 | -0.16984 | -1.4311 | 0.078395 |
6 | -0.020204 | -0.1702 | 0.432651 |
7 | -0.02973 | -0.2505 | 0.401459 |
8 | -0.092451 | -0.779 | 0.219281 |
9 | -0.075726 | -0.6381 | 0.262738 |
10 | 0.04371 | 0.3683 | 0.356869 |
11 | -0.113398 | -0.9555 | 0.171281 |
12 | -0.018586 | -0.1566 | 0.437999 |
13 | 0.128996 | 1.0869 | 0.140371 |
14 | 0.055069 | 0.464 | 0.322026 |
15 | 0.024335 | 0.205 | 0.419061 |
16 | -0.032705 | -0.2756 | 0.391838 |
17 | 0.046634 | 0.3929 | 0.347768 |
18 | -0.158094 | -1.3321 | 0.093539 |
19 | 0.061571 | 0.5188 | 0.302754 |
20 | -0.057708 | -0.4863 | 0.314141 |
21 | -0.080332 | -0.6769 | 0.250336 |
22 | -0.161622 | -1.3619 | 0.088775 |
23 | 0.086669 | 0.7303 | 0.233809 |
24 | -0.089381 | -0.7531 | 0.226929 |
25 | 0.028054 | 0.2364 | 0.406905 |
26 | 0.063882 | 0.5383 | 0.296035 |
27 | 0.050514 | 0.4256 | 0.335828 |
28 | -0.042193 | -0.3555 | 0.361624 |
29 | -0.047717 | -0.4021 | 0.344419 |
30 | -0.066767 | -0.5626 | 0.287744 |
31 | -0.061086 | -0.5147 | 0.304174 |
32 | -0.017789 | -0.1499 | 0.440637 |
33 | 0.14732 | 1.2413 | 0.109283 |
34 | 0.007312 | 0.0616 | 0.475522 |
35 | -0.064347 | -0.5422 | 0.294691 |
36 | 0.071817 | 0.6051 | 0.273509 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.149529 | 1.26 | 0.105906 |
2 | 0.089336 | 0.7528 | 0.227043 |
3 | -0.132692 | -1.1181 | 0.13365 |
4 | -0.154538 | -1.3022 | 0.098534 |
5 | -0.108104 | -0.9109 | 0.182714 |
6 | 0.043108 | 0.3632 | 0.358756 |
7 | -0.034552 | -0.2911 | 0.385896 |
8 | -0.152155 | -1.2821 | 0.101992 |
9 | -0.092912 | -0.7829 | 0.218148 |
10 | 0.078494 | 0.6614 | 0.255246 |
11 | -0.147325 | -1.2414 | 0.109275 |
12 | -0.080087 | -0.6748 | 0.25099 |
13 | 0.135913 | 1.1452 | 0.127981 |
14 | 0.013977 | 0.1178 | 0.453291 |
15 | -0.068143 | -0.5742 | 0.28383 |
16 | -0.098925 | -0.8336 | 0.203664 |
17 | 0.114427 | 0.9642 | 0.169114 |
18 | -0.129741 | -1.0932 | 0.138997 |
19 | 0.033563 | 0.2828 | 0.389075 |
20 | -0.090594 | -0.7634 | 0.223889 |
21 | -0.062878 | -0.5298 | 0.298944 |
22 | -0.164197 | -1.3835 | 0.085416 |
23 | 0.093661 | 0.7892 | 0.216311 |
24 | -0.103644 | -0.8733 | 0.192716 |
25 | -0.045355 | -0.3822 | 0.35174 |
26 | -0.002027 | -0.0171 | 0.49321 |
27 | -0.02755 | -0.2321 | 0.408547 |
28 | -0.060179 | -0.5071 | 0.306836 |
29 | -0.167316 | -1.4098 | 0.081478 |
30 | -0.073965 | -0.6232 | 0.267562 |
31 | -0.020603 | -0.1736 | 0.431335 |
32 | -0.085153 | -0.7175 | 0.237707 |
33 | 0.023172 | 0.1952 | 0.422877 |
34 | -0.060175 | -0.507 | 0.306848 |
35 | -0.115711 | -0.975 | 0.166436 |
36 | -0.006862 | -0.0578 | 0.477026 |