Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.183659 | 1.3987 | 0.083613 |
2 | 0.129415 | 0.9856 | 0.164212 |
3 | 0.314406 | 2.3944 | 0.009949 |
4 | 0.140096 | 1.0669 | 0.14521 |
5 | 0.063439 | 0.4831 | 0.31541 |
6 | 0.16829 | 1.2817 | 0.102532 |
7 | 0.048234 | 0.3673 | 0.357352 |
8 | 0.183933 | 1.4008 | 0.083302 |
9 | -0.011213 | -0.0854 | 0.466121 |
10 | -0.072979 | -0.5558 | 0.290246 |
11 | 0.169263 | 1.2891 | 0.101246 |
12 | -0.143894 | -1.0959 | 0.138833 |
13 | -0.232184 | -1.7683 | 0.041138 |
14 | 0.049474 | 0.3768 | 0.353855 |
15 | 0.001507 | 0.0115 | 0.495441 |
16 | -0.082121 | -0.6254 | 0.267077 |
17 | -0.041216 | -0.3139 | 0.377364 |
18 | -0.087371 | -0.6654 | 0.254218 |
19 | -0.016426 | -0.1251 | 0.450441 |
20 | -0.124441 | -0.9477 | 0.173603 |
21 | -0.236969 | -1.8047 | 0.038157 |
22 | -0.066099 | -0.5034 | 0.308297 |
23 | -0.154968 | -1.1802 | 0.121368 |
24 | -0.211201 | -1.6085 | 0.056583 |
25 | -0.044722 | -0.3406 | 0.367322 |
26 | -0.168924 | -1.2865 | 0.101692 |
27 | -0.278024 | -2.1174 | 0.019264 |
28 | -0.1793 | -1.3655 | 0.088683 |
29 | -0.133586 | -1.0174 | 0.156603 |
30 | -0.108791 | -0.8285 | 0.205384 |
31 | -0.022645 | -0.1725 | 0.431838 |
32 | -0.071305 | -0.543 | 0.294592 |
33 | 0.002592 | 0.0197 | 0.492159 |
34 | -0.000744 | -0.0057 | 0.497748 |
35 | -0.001902 | -0.0145 | 0.494246 |
36 | -0.027639 | -0.2105 | 0.417009 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.183659 | 1.3987 | 0.083613 |
2 | 0.099025 | 0.7542 | 0.226905 |
3 | 0.287214 | 2.1874 | 0.016381 |
4 | 0.04283 | 0.3262 | 0.372731 |
5 | -0.01576 | -0.12 | 0.452438 |
6 | 0.069865 | 0.5321 | 0.298354 |
7 | -0.040825 | -0.3109 | 0.37849 |
8 | 0.172572 | 1.3143 | 0.096964 |
9 | -0.143028 | -1.0893 | 0.140271 |
10 | -0.10439 | -0.795 | 0.214924 |
11 | 0.136067 | 1.0363 | 0.152192 |
12 | -0.218277 | -1.6623 | 0.050919 |
13 | -0.160639 | -1.2234 | 0.113065 |
14 | 0.039331 | 0.2995 | 0.382802 |
15 | 0.116744 | 0.8891 | 0.188811 |
16 | 0.036583 | 0.2786 | 0.39077 |
17 | -0.076071 | -0.5793 | 0.282303 |
18 | -0.044974 | -0.3425 | 0.366602 |
19 | 0.01545 | 0.1177 | 0.453371 |
20 | -0.049806 | -0.3793 | 0.352922 |
21 | -0.165972 | -1.264 | 0.105643 |
22 | -0.103055 | -0.7848 | 0.217869 |
23 | -0.061159 | -0.4658 | 0.321562 |
24 | -0.006855 | -0.0522 | 0.479273 |
25 | -0.01878 | -0.143 | 0.443383 |
26 | -0.160985 | -1.226 | 0.112572 |
27 | -0.143407 | -1.0922 | 0.13964 |
28 | -0.034695 | -0.2642 | 0.396269 |
29 | 0.068187 | 0.5193 | 0.302765 |
30 | -0.007392 | -0.0563 | 0.477649 |
31 | 0.095215 | 0.7251 | 0.235642 |
32 | 0.065472 | 0.4986 | 0.309966 |
33 | -0.013106 | -0.0998 | 0.460419 |
34 | -0.044452 | -0.3385 | 0.36809 |
35 | 0.027423 | 0.2088 | 0.41765 |
36 | -0.09373 | -0.7138 | 0.239099 |