Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.019366 | -0.1488 | 0.441128 |
2 | -0.18806 | -1.4445 | 0.076942 |
3 | -0.167507 | -1.2866 | 0.101622 |
4 | -0.086583 | -0.6651 | 0.254303 |
5 | 0.239235 | 1.8376 | 0.035579 |
6 | 0.230818 | 1.7729 | 0.0407 |
7 | -0.212669 | -1.6335 | 0.053841 |
8 | -0.087403 | -0.6714 | 0.252308 |
9 | -0.109581 | -0.8417 | 0.201676 |
10 | -0.036685 | -0.2818 | 0.389549 |
11 | 0.060321 | 0.4633 | 0.322414 |
12 | 0.100998 | 0.7758 | 0.220489 |
13 | -0.201488 | -1.5477 | 0.063526 |
14 | 0.051071 | 0.3923 | 0.34813 |
15 | -0.113664 | -0.8731 | 0.193083 |
16 | 0.01406 | 0.108 | 0.457182 |
17 | 0.078874 | 0.6058 | 0.273472 |
18 | 0.026115 | 0.2006 | 0.420854 |
19 | -0.096735 | -0.743 | 0.230204 |
20 | 0.042948 | 0.3299 | 0.371327 |
21 | -0.083151 | -0.6387 | 0.262745 |
22 | 0.124328 | 0.955 | 0.171741 |
23 | -0.056543 | -0.4343 | 0.332821 |
24 | -0.053711 | -0.4126 | 0.340712 |
25 | -0.137133 | -1.0533 | 0.14824 |
26 | 0.055794 | 0.4286 | 0.334902 |
27 | 0.079706 | 0.6122 | 0.271369 |
28 | -0.001123 | -0.0086 | 0.496574 |
29 | -0.101501 | -0.7796 | 0.219358 |
30 | -0.014898 | -0.1144 | 0.454641 |
31 | 0.07965 | 0.6118 | 0.271508 |
32 | 0.126088 | 0.9685 | 0.168373 |
33 | -0.077146 | -0.5926 | 0.277867 |
34 | -0.059814 | -0.4594 | 0.323802 |
35 | -0.007916 | -0.0608 | 0.475862 |
36 | 0.130238 | 1.0004 | 0.160606 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.019366 | -0.1488 | 0.441128 |
2 | -0.188506 | -1.4479 | 0.076464 |
3 | -0.182019 | -1.3981 | 0.083656 |
4 | -0.145843 | -1.1202 | 0.133576 |
5 | 0.171384 | 1.3164 | 0.096561 |
6 | 0.205136 | 1.5757 | 0.060224 |
7 | -0.165015 | -1.2675 | 0.104977 |
8 | 0.014127 | 0.1085 | 0.456979 |
9 | -0.083845 | -0.644 | 0.261028 |
10 | -0.132695 | -1.0192 | 0.156123 |
11 | -0.128924 | -0.9903 | 0.16304 |
12 | 0.089256 | 0.6856 | 0.247829 |
13 | -0.1805 | -1.3864 | 0.085413 |
14 | 0.069016 | 0.5301 | 0.299008 |
15 | -0.10691 | -0.8212 | 0.207421 |
16 | -0.002567 | -0.0197 | 0.492169 |
17 | -0.051703 | -0.3971 | 0.346349 |
18 | 0.028436 | 0.2184 | 0.413927 |
19 | -0.083509 | -0.6414 | 0.261858 |
20 | -0.001678 | -0.0129 | 0.494881 |
21 | -0.05408 | -0.4154 | 0.339679 |
22 | 0.06546 | 0.5028 | 0.308486 |
23 | -0.160457 | -1.2325 | 0.111327 |
24 | -0.058159 | -0.4467 | 0.328355 |
25 | -0.181082 | -1.3909 | 0.084738 |
26 | -0.049304 | -0.3787 | 0.353132 |
27 | 0.029766 | 0.2286 | 0.409972 |
28 | -0.127561 | -0.9798 | 0.165589 |
29 | -0.057061 | -0.4383 | 0.331388 |
30 | -0.022657 | -0.174 | 0.431217 |
31 | 0.108842 | 0.836 | 0.203255 |
32 | -0.055231 | -0.4242 | 0.336467 |
33 | -0.067985 | -0.5222 | 0.301741 |
34 | -0.113792 | -0.8741 | 0.192817 |
35 | 0.036625 | 0.2813 | 0.389723 |
36 | -0.047155 | -0.3622 | 0.359248 |