Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.177423 | 1.2292 | 0.11249 |
2 | 0.273771 | 1.8967 | 0.031944 |
3 | 0.35698 | 2.4732 | 0.008491 |
4 | 0.161643 | 1.1199 | 0.134166 |
5 | 0.100506 | 0.6963 | 0.244791 |
6 | 0.205981 | 1.4271 | 0.080015 |
7 | -0.013541 | -0.0938 | 0.462824 |
8 | 0.062612 | 0.4338 | 0.333193 |
9 | 0.014524 | 0.1006 | 0.460133 |
10 | -0.161139 | -1.1164 | 0.134904 |
11 | 0.104638 | 0.725 | 0.236001 |
12 | -0.20817 | -1.4422 | 0.077864 |
13 | -0.131549 | -0.9114 | 0.183319 |
14 | -0.017053 | -0.1182 | 0.453221 |
15 | -0.093983 | -0.6511 | 0.259033 |
16 | -0.131727 | -0.9126 | 0.182998 |
17 | -0.026399 | -0.1829 | 0.427824 |
18 | -0.223089 | -1.5456 | 0.064384 |
19 | -0.110256 | -0.7639 | 0.22434 |
20 | -0.118399 | -0.8203 | 0.208053 |
21 | -0.307899 | -2.1332 | 0.019025 |
22 | -0.147045 | -1.0188 | 0.156713 |
23 | -0.194411 | -1.3469 | 0.092166 |
24 | -0.208552 | -1.4449 | 0.077492 |
25 | -0.04021 | -0.2786 | 0.39088 |
26 | -0.112726 | -0.781 | 0.219322 |
27 | -0.181686 | -1.2588 | 0.107103 |
28 | -0.078606 | -0.5446 | 0.294277 |
29 | -0.068877 | -0.4772 | 0.317694 |
30 | -0.045334 | -0.3141 | 0.377411 |
31 | 0.050149 | 0.3474 | 0.364889 |
32 | -0.021967 | -0.1522 | 0.439836 |
33 | 0.084259 | 0.5838 | 0.281056 |
34 | 0.027106 | 0.1878 | 0.425913 |
35 | 0.078283 | 0.5424 | 0.295039 |
36 | 0.040501 | 0.2806 | 0.390111 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.177423 | 1.2292 | 0.11249 |
2 | 0.250167 | 1.7332 | 0.04474 |
3 | 0.304186 | 2.1075 | 0.020163 |
4 | 0.036336 | 0.2517 | 0.401158 |
5 | -0.082895 | -0.5743 | 0.284218 |
6 | 0.066379 | 0.4599 | 0.323836 |
7 | -0.113783 | -0.7883 | 0.217196 |
8 | 0.001812 | 0.0126 | 0.495018 |
9 | -0.048978 | -0.3393 | 0.367921 |
10 | -0.182789 | -1.2664 | 0.105741 |
11 | 0.171505 | 1.1882 | 0.120296 |
12 | -0.212144 | -1.4698 | 0.074073 |
13 | -0.0284 | -0.1968 | 0.422422 |
14 | 0.039506 | 0.2737 | 0.392742 |
15 | 0.039766 | 0.2755 | 0.392054 |
16 | 0.010952 | 0.0759 | 0.469915 |
17 | -0.079122 | -0.5482 | 0.293056 |
18 | -0.139375 | -0.9656 | 0.169537 |
19 | -0.050231 | -0.348 | 0.364677 |
20 | -0.060723 | -0.4207 | 0.337925 |
21 | -0.178307 | -1.2354 | 0.111356 |
22 | -0.115669 | -0.8014 | 0.213431 |
23 | -0.019323 | -0.1339 | 0.447031 |
24 | 0.016686 | 0.1156 | 0.454225 |
25 | 0.116589 | 0.8077 | 0.21161 |
26 | -0.007432 | -0.0515 | 0.479574 |
27 | -0.079822 | -0.553 | 0.291408 |
28 | -0.13276 | -0.9198 | 0.181141 |
29 | 0.03665 | 0.2539 | 0.400322 |
30 | 0.001257 | 0.0087 | 0.496543 |
31 | 0.016433 | 0.1139 | 0.454914 |
32 | 0.002142 | 0.0148 | 0.49411 |
33 | 0.008946 | 0.062 | 0.475417 |
34 | -0.075174 | -0.5208 | 0.302444 |
35 | 0.063278 | 0.4384 | 0.331531 |
36 | -0.088157 | -0.6108 | 0.272117 |