Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.380418 | 2.2506 | 0.015399 |
2 | 0.26904 | 1.5917 | 0.060227 |
3 | 0.365629 | 2.1631 | 0.018724 |
4 | 0.083603 | 0.4946 | 0.311985 |
5 | 0.116191 | 0.6874 | 0.248182 |
6 | 0.061645 | 0.3647 | 0.358767 |
7 | 0.065239 | 0.386 | 0.350931 |
8 | -0.034813 | -0.206 | 0.419008 |
9 | -0.158584 | -0.9382 | 0.177286 |
10 | -0.053807 | -0.3183 | 0.376064 |
11 | 0.004171 | 0.0247 | 0.490227 |
12 | 0.021573 | 0.1276 | 0.449588 |
13 | 0.081068 | 0.4796 | 0.317247 |
14 | 0.068184 | 0.4034 | 0.344562 |
15 | -0.0459 | -0.2715 | 0.393782 |
16 | -0.128802 | -0.762 | 0.225582 |
17 | -0.14927 | -0.8831 | 0.191605 |
18 | -0.21902 | -1.2957 | 0.101773 |
19 | -0.074787 | -0.4424 | 0.330445 |
20 | -0.204143 | -1.2077 | 0.117625 |
21 | -0.260913 | -1.5436 | 0.065842 |
22 | -0.124781 | -0.7382 | 0.232652 |
23 | -0.208269 | -1.2321 | 0.113056 |
24 | -0.183024 | -1.0828 | 0.143153 |
25 | -0.067129 | -0.3971 | 0.346837 |
26 | -0.036558 | -0.2163 | 0.415012 |
27 | -0.072247 | -0.4274 | 0.335846 |
28 | -0.023284 | -0.1378 | 0.445614 |
29 | 0.019525 | 0.1155 | 0.454349 |
30 | -0.003649 | -0.0216 | 0.491449 |
31 | -0.020532 | -0.1215 | 0.452006 |
32 | 0.006936 | 0.041 | 0.483752 |
33 | 0.022079 | 0.1306 | 0.448411 |
34 | 0.004214 | 0.0249 | 0.490127 |
35 | NA | NA | NA |
36 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.380418 | 2.2506 | 0.015399 |
2 | 0.145358 | 0.86 | 0.197834 |
3 | 0.266196 | 1.5748 | 0.062146 |
4 | -0.177675 | -1.0511 | 0.150199 |
5 | 0.060064 | 0.3553 | 0.362232 |
6 | -0.08878 | -0.5252 | 0.301368 |
7 | 0.122803 | 0.7265 | 0.236177 |
8 | -0.170844 | -1.0107 | 0.159542 |
9 | -0.122016 | -0.7219 | 0.237588 |
10 | 0.003122 | 0.0185 | 0.492685 |
11 | 0.172346 | 1.0196 | 0.157455 |
12 | 0.083857 | 0.4961 | 0.311462 |
13 | 0.048713 | 0.2882 | 0.38745 |
14 | -0.043279 | -0.256 | 0.399709 |
15 | -0.136838 | -0.8095 | 0.211836 |
16 | -0.163969 | -0.9701 | 0.169338 |
17 | -0.128556 | -0.7605 | 0.226011 |
18 | -0.161049 | -0.9528 | 0.173619 |
19 | 0.190385 | 1.1263 | 0.133844 |
20 | -0.13678 | -0.8092 | 0.211933 |
21 | -0.009035 | -0.0535 | 0.478838 |
22 | -0.004718 | -0.0279 | 0.488945 |
23 | 0.04363 | 0.2581 | 0.398914 |
24 | -0.147289 | -0.8714 | 0.194744 |
25 | -0.010918 | -0.0646 | 0.474434 |
26 | -0.067759 | -0.4009 | 0.345476 |
27 | -0.023085 | -0.1366 | 0.446076 |
28 | 0.088462 | 0.5233 | 0.302015 |
29 | 0.080665 | 0.4772 | 0.318087 |
30 | 0.022706 | 0.1343 | 0.446956 |
31 | -0.019475 | -0.1152 | 0.454466 |
32 | -0.061599 | -0.3644 | 0.358866 |
33 | -0.0489 | -0.2893 | 0.387031 |
34 | -0.00409 | -0.0242 | 0.490417 |
35 | NA | NA | NA |
36 | NA | NA | NA |