Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.144163 | 1.1073 | 0.136321 |
2 | 0.114767 | 0.8815 | 0.1908 |
3 | -0.047313 | -0.3634 | 0.358797 |
4 | -0.038607 | -0.2965 | 0.383927 |
5 | -0.123433 | -0.9481 | 0.173471 |
6 | 0.093164 | 0.7156 | 0.238528 |
7 | -0.035003 | -0.2689 | 0.394485 |
8 | -0.041581 | -0.3194 | 0.375281 |
9 | 0.024812 | 0.1906 | 0.424753 |
10 | 0.057732 | 0.4434 | 0.329531 |
11 | -0.164885 | -1.2665 | 0.105155 |
12 | -0.295979 | -2.2735 | 0.013327 |
13 | 0.03802 | 0.292 | 0.385641 |
14 | -0.054571 | -0.4192 | 0.338307 |
15 | 0.017731 | 0.1362 | 0.446064 |
16 | -0.022815 | -0.1752 | 0.430742 |
17 | 0.097133 | 0.7461 | 0.229287 |
18 | -0.077093 | -0.5922 | 0.278003 |
19 | 0.103527 | 0.7952 | 0.214842 |
20 | 0.010572 | 0.0812 | 0.467778 |
21 | -0.097952 | -0.7524 | 0.227405 |
22 | -0.223404 | -1.716 | 0.045705 |
23 | 0.084869 | 0.6519 | 0.258502 |
24 | -0.155555 | -1.1948 | 0.118465 |
25 | 0.001748 | 0.0134 | 0.494666 |
26 | -0.070397 | -0.5407 | 0.295366 |
27 | -0.018904 | -0.1452 | 0.442522 |
28 | -0.066107 | -0.5078 | 0.306751 |
29 | 0.010691 | 0.0821 | 0.467416 |
30 | 0.049273 | 0.3785 | 0.35322 |
31 | -0.00145 | -0.0111 | 0.495576 |
32 | 0.040498 | 0.3111 | 0.37842 |
33 | 0.064907 | 0.4986 | 0.309971 |
34 | -0.02755 | -0.2116 | 0.416567 |
35 | -0.07789 | -0.5983 | 0.27597 |
36 | 0.006692 | 0.0514 | 0.479589 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.144163 | 1.1073 | 0.136321 |
2 | 0.095979 | 0.7372 | 0.231952 |
3 | -0.078444 | -0.6025 | 0.274561 |
4 | -0.034188 | -0.2626 | 0.396887 |
5 | -0.103444 | -0.7946 | 0.215024 |
6 | 0.133963 | 1.029 | 0.153842 |
7 | -0.047787 | -0.3671 | 0.357443 |
8 | -0.073428 | -0.564 | 0.287443 |
9 | 0.05721 | 0.4394 | 0.330975 |
10 | 0.053468 | 0.4107 | 0.341392 |
11 | -0.184625 | -1.4181 | 0.080706 |
12 | -0.315278 | -2.4217 | 0.00927 |
13 | 0.20086 | 1.5428 | 0.064109 |
14 | 0.014733 | 0.1132 | 0.455143 |
15 | -0.084624 | -0.65 | 0.259105 |
16 | -0.116903 | -0.8979 | 0.186431 |
17 | 0.174447 | 1.34 | 0.092699 |
18 | 0.010446 | 0.0802 | 0.468162 |
19 | -0.066889 | -0.5138 | 0.30466 |
20 | -0.016793 | -0.129 | 0.448903 |
21 | -0.028014 | -0.2152 | 0.415183 |
22 | -0.196481 | -1.5092 | 0.068292 |
23 | -0.003187 | -0.0245 | 0.490275 |
24 | -0.172252 | -1.3231 | 0.095454 |
25 | 0.089942 | 0.6909 | 0.246183 |
26 | -0.14867 | -1.142 | 0.129042 |
27 | -0.074007 | -0.5685 | 0.285941 |
28 | 0.008421 | 0.0647 | 0.474322 |
29 | 0.000542 | 0.0042 | 0.498346 |
30 | 0.03372 | 0.259 | 0.398265 |
31 | 0.006102 | 0.0469 | 0.481387 |
32 | 0.021272 | 0.1634 | 0.435383 |
33 | -0.072782 | -0.559 | 0.289122 |
34 | -0.172223 | -1.3229 | 0.095491 |
35 | 0.000878 | 0.0067 | 0.49732 |
36 | -0.115335 | -0.8859 | 0.189633 |