Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.047793 | -0.3311 | 0.370998 |
2 | 0.033962 | 0.2353 | 0.407489 |
3 | -0.043016 | -0.298 | 0.383485 |
4 | -0.005729 | -0.0397 | 0.484251 |
5 | -0.095004 | -0.6582 | 0.256776 |
6 | -0.029796 | -0.2064 | 0.418664 |
7 | 0.030275 | 0.2098 | 0.417375 |
8 | 0.096671 | 0.6698 | 0.253112 |
9 | -0.059499 | -0.4122 | 0.341005 |
10 | -0.048032 | -0.3328 | 0.370377 |
11 | 0.120509 | 0.8349 | 0.203952 |
12 | -0.498852 | -3.4561 | 0.000578 |
13 | -0.09624 | -0.6668 | 0.254056 |
14 | 0.041545 | 0.2878 | 0.387356 |
15 | -0.043148 | -0.2989 | 0.38314 |
16 | -0.025227 | -0.1748 | 0.430994 |
17 | -0.121968 | -0.845 | 0.201146 |
18 | 0.051287 | 0.3553 | 0.361952 |
19 | -0.036223 | -0.251 | 0.401458 |
20 | -0.141102 | -0.9776 | 0.16659 |
21 | 0.083836 | 0.5808 | 0.282035 |
22 | 0.174289 | 1.2075 | 0.116576 |
23 | 0.017321 | 0.12 | 0.452492 |
24 | 0.113883 | 0.789 | 0.216995 |
25 | 0.145074 | 1.0051 | 0.159944 |
26 | -0.158436 | -1.0977 | 0.138911 |
27 | 0.050976 | 0.3532 | 0.362752 |
28 | -0.055989 | -0.3879 | 0.349902 |
29 | 0.192754 | 1.3354 | 0.094016 |
30 | -0.055034 | -0.3813 | 0.352336 |
31 | 0.020056 | 0.1389 | 0.445036 |
32 | 0.127572 | 0.8838 | 0.190594 |
33 | 0.066548 | 0.4611 | 0.323421 |
34 | -0.101325 | -0.702 | 0.243035 |
35 | -0.101014 | -0.6998 | 0.243701 |
36 | -0.0631 | -0.4372 | 0.331973 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.047793 | -0.3311 | 0.370998 |
2 | 0.031751 | 0.22 | 0.413411 |
3 | -0.040059 | -0.2775 | 0.39128 |
4 | -0.010647 | -0.0738 | 0.470752 |
5 | -0.093564 | -0.6482 | 0.259962 |
6 | -0.040194 | -0.2785 | 0.390923 |
7 | 0.032226 | 0.2233 | 0.412136 |
8 | 0.095525 | 0.6618 | 0.255627 |
9 | -0.057885 | -0.401 | 0.345087 |
10 | -0.068996 | -0.478 | 0.317404 |
11 | 0.123978 | 0.8589 | 0.19732 |
12 | -0.504425 | -3.4948 | 0.000516 |
13 | -0.145394 | -1.0073 | 0.159416 |
14 | 0.10493 | 0.727 | 0.235386 |
15 | -0.154956 | -1.0736 | 0.144192 |
16 | -0.056963 | -0.3946 | 0.347425 |
17 | -0.231854 | -1.6063 | 0.057381 |
18 | -0.05817 | -0.403 | 0.344363 |
19 | -0.07351 | -0.5093 | 0.30644 |
20 | -0.156118 | -1.0816 | 0.142413 |
21 | 0.028158 | 0.1951 | 0.423074 |
22 | 0.058279 | 0.4038 | 0.344088 |
23 | 0.156096 | 1.0815 | 0.142448 |
24 | -0.192499 | -1.3337 | 0.094303 |
25 | 0.026728 | 0.1852 | 0.426935 |
26 | -0.150963 | -1.0459 | 0.150423 |
27 | -0.032244 | -0.2234 | 0.412088 |
28 | -0.00932 | -0.0646 | 0.474393 |
29 | -0.080866 | -0.5603 | 0.288955 |
30 | -0.074125 | -0.5136 | 0.30496 |
31 | -0.0786 | -0.5446 | 0.294291 |
32 | -0.026991 | -0.187 | 0.426225 |
33 | 0.036767 | 0.2547 | 0.40001 |
34 | 0.073592 | 0.5099 | 0.306243 |
35 | -0.060522 | -0.4193 | 0.338431 |
36 | -0.165526 | -1.1468 | 0.128575 |