Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.168604 | 1.2504 | 0.108224 |
2 | -0.217788 | -1.6152 | 0.056 |
3 | 0.155054 | 1.1499 | 0.127579 |
4 | 0.057583 | 0.427 | 0.335506 |
5 | -0.11893 | -0.882 | 0.190806 |
6 | 0.003201 | 0.0237 | 0.490572 |
7 | 0.203894 | 1.5121 | 0.068114 |
8 | -0.070586 | -0.5235 | 0.301372 |
9 | -0.194464 | -1.4422 | 0.077461 |
10 | 0.014731 | 0.1093 | 0.456701 |
11 | 0.137162 | 1.0172 | 0.156751 |
12 | -0.168286 | -1.248 | 0.108651 |
13 | -0.195677 | -1.4512 | 0.076205 |
14 | 0.148696 | 1.1028 | 0.137467 |
15 | 0.036581 | 0.2713 | 0.393591 |
16 | -0.119026 | -0.8827 | 0.190615 |
17 | -0.171384 | -1.271 | 0.104536 |
18 | -0.103688 | -0.769 | 0.2226 |
19 | -0.092688 | -0.6874 | 0.247362 |
20 | -0.034075 | -0.2527 | 0.400718 |
21 | 0.0316 | 0.2344 | 0.407791 |
22 | -0.097799 | -0.7253 | 0.235672 |
23 | -0.113687 | -0.8431 | 0.201405 |
24 | -0.172027 | -1.2758 | 0.103697 |
25 | -0.0639 | -0.4739 | 0.318726 |
26 | 0.107585 | 0.7979 | 0.214188 |
27 | 0.058808 | 0.4361 | 0.332224 |
28 | 0.001529 | 0.0113 | 0.495497 |
29 | -0.023041 | -0.1709 | 0.432473 |
30 | 0.085726 | 0.6358 | 0.263785 |
31 | 0.057415 | 0.4258 | 0.335958 |
32 | -0.05594 | -0.4149 | 0.339927 |
33 | 0.047005 | 0.3486 | 0.36436 |
34 | 0.120062 | 0.8904 | 0.188563 |
35 | 0.007488 | 0.0555 | 0.477959 |
36 | 0.071602 | 0.531 | 0.298773 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.168604 | 1.2504 | 0.108224 |
2 | -0.253419 | -1.8794 | 0.032746 |
3 | 0.268162 | 1.9887 | 0.025857 |
4 | -0.116697 | -0.8654 | 0.195277 |
5 | 0.002467 | 0.0183 | 0.492734 |
6 | -0.015148 | -0.1123 | 0.45548 |
7 | 0.200612 | 1.4878 | 0.071261 |
8 | -0.183066 | -1.3577 | 0.090059 |
9 | -0.027615 | -0.2048 | 0.419243 |
10 | -0.078332 | -0.5809 | 0.281831 |
11 | 0.184605 | 1.3691 | 0.088272 |
12 | -0.280262 | -2.0785 | 0.021172 |
13 | 0.020698 | 0.1535 | 0.439284 |
14 | -0.009527 | -0.0707 | 0.471964 |
15 | 0.096133 | 0.7129 | 0.239448 |
16 | -0.078835 | -0.5847 | 0.280585 |
17 | -0.249064 | -1.8471 | 0.035057 |
18 | -0.112928 | -0.8375 | 0.202969 |
19 | -0.010423 | -0.0773 | 0.469335 |
20 | 0.100845 | 0.7479 | 0.228858 |
21 | -0.173914 | -1.2898 | 0.101262 |
22 | -0.144519 | -1.0718 | 0.14425 |
23 | -0.043137 | -0.3199 | 0.375122 |
24 | -0.114592 | -0.8498 | 0.19955 |
25 | -0.104649 | -0.7761 | 0.220508 |
26 | 0.025813 | 0.1914 | 0.424444 |
27 | 0.012791 | 0.0949 | 0.462385 |
28 | 0.065043 | 0.4824 | 0.315728 |
29 | -0.159697 | -1.1843 | 0.120685 |
30 | 0.03858 | 0.2861 | 0.387932 |
31 | -0.013536 | -0.1004 | 0.460203 |
32 | -0.012898 | -0.0957 | 0.462072 |
33 | -0.006641 | -0.0492 | 0.480449 |
34 | -0.061921 | -0.4592 | 0.323942 |
35 | -0.016211 | -0.1202 | 0.452371 |
36 | 0.128673 | 0.9543 | 0.172063 |