Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.249163 | 1.9139 | 0.030247 |
2 | 0.035588 | 0.2734 | 0.392767 |
3 | 0.205875 | 1.5814 | 0.059572 |
4 | 0.198141 | 1.522 | 0.066682 |
5 | 0.230785 | 1.7727 | 0.040721 |
6 | -0.016365 | -0.1257 | 0.450196 |
7 | -0.046188 | -0.3548 | 0.362012 |
8 | 0.121092 | 0.9301 | 0.178049 |
9 | -0.015337 | -0.1178 | 0.453311 |
10 | -0.176216 | -1.3535 | 0.090523 |
11 | 0.115426 | 0.8866 | 0.189445 |
12 | -0.069702 | -0.5354 | 0.297195 |
13 | -0.116449 | -0.8945 | 0.187355 |
14 | 0.032133 | 0.2468 | 0.402952 |
15 | -0.073017 | -0.5609 | 0.288509 |
16 | 0.027486 | 0.2111 | 0.416759 |
17 | -0.205037 | -1.5749 | 0.060311 |
18 | -0.232593 | -1.7866 | 0.039571 |
19 | 0.068851 | 0.5289 | 0.299445 |
20 | -0.131598 | -1.0108 | 0.158113 |
21 | -0.234361 | -1.8002 | 0.038474 |
22 | -0.219609 | -1.6868 | 0.048457 |
23 | -0.16263 | -1.2492 | 0.108265 |
24 | -0.136147 | -1.0458 | 0.149968 |
25 | -0.091123 | -0.6999 | 0.243362 |
26 | -0.162376 | -1.2472 | 0.108619 |
27 | -0.043957 | -0.3376 | 0.368416 |
28 | 0.040346 | 0.3099 | 0.378864 |
29 | -0.012793 | -0.0983 | 0.461028 |
30 | 0.058665 | 0.4506 | 0.32696 |
31 | -0.072208 | -0.5546 | 0.29062 |
32 | -0.041937 | -0.3221 | 0.37425 |
33 | -0.001903 | -0.0146 | 0.494193 |
34 | -0.002456 | -0.0189 | 0.492507 |
35 | 0.024642 | 0.1893 | 0.425262 |
36 | 0.01384 | 0.1063 | 0.457849 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.249163 | 1.9139 | 0.030247 |
2 | -0.028248 | -0.217 | 0.414489 |
3 | 0.217459 | 1.6703 | 0.050076 |
4 | 0.104089 | 0.7995 | 0.213596 |
5 | 0.18804 | 1.4444 | 0.076963 |
6 | -0.15986 | -1.2279 | 0.112179 |
7 | -0.050856 | -0.3906 | 0.348739 |
8 | 0.045981 | 0.3532 | 0.362605 |
9 | -0.09394 | -0.7216 | 0.236705 |
10 | -0.17092 | -1.3129 | 0.097157 |
11 | 0.254173 | 1.9523 | 0.027824 |
12 | -0.195744 | -1.5035 | 0.069017 |
13 | -0.008275 | -0.0636 | 0.474767 |
14 | 0.102698 | 0.7888 | 0.216682 |
15 | -0.049643 | -0.3813 | 0.35217 |
16 | -0.0191 | -0.1467 | 0.441932 |
17 | -0.199912 | -1.5356 | 0.064997 |
18 | -0.077928 | -0.5986 | 0.275874 |
19 | 0.063515 | 0.4879 | 0.313726 |
20 | -0.166836 | -1.2815 | 0.102518 |
21 | 0.009211 | 0.0708 | 0.471916 |
22 | -0.215716 | -1.6569 | 0.05142 |
23 | 0.000997 | 0.0077 | 0.496957 |
24 | -0.114885 | -0.8824 | 0.190559 |
25 | 0.080382 | 0.6174 | 0.269665 |
26 | -0.016524 | -0.1269 | 0.449717 |
27 | -0.018312 | -0.1407 | 0.44431 |
28 | 0.123679 | 0.95 | 0.172995 |
29 | 0.093247 | 0.7162 | 0.238333 |
30 | -0.138497 | -1.0638 | 0.145873 |
31 | -0.015744 | -0.1209 | 0.452078 |
32 | -0.131048 | -1.0066 | 0.159119 |
33 | -0.073008 | -0.5608 | 0.288535 |
34 | -0.046416 | -0.3565 | 0.361358 |
35 | 0.028567 | 0.2194 | 0.413539 |
36 | 0.079933 | 0.614 | 0.270796 |