Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.120181 | 2.2739 | 0.011781 |
2 | -0.01047 | -0.1981 | 0.421537 |
3 | 0.072501 | 1.3718 | 0.085496 |
4 | -0.214934 | -4.0667 | 2.9e-05 |
5 | -0.160308 | -3.0332 | 0.001298 |
6 | 0.043568 | 0.8243 | 0.205146 |
7 | 0.077151 | 1.4598 | 0.072616 |
8 | 0.019017 | 0.3598 | 0.359595 |
9 | 0.037014 | 0.7003 | 0.242086 |
10 | 0.047179 | 0.8927 | 0.186317 |
11 | 0.036405 | 0.6888 | 0.245696 |
12 | -0.084928 | -1.6069 | 0.054478 |
13 | -0.004423 | -0.0837 | 0.466676 |
14 | -0.049981 | -0.9457 | 0.172476 |
15 | -0.085608 | -1.6198 | 0.05308 |
16 | -0.029284 | -0.5541 | 0.289936 |
17 | -0.013512 | -0.2557 | 0.399179 |
18 | -0.049324 | -0.9332 | 0.175661 |
19 | -0.124429 | -2.3543 | 0.009548 |
20 | -0.007686 | -0.1454 | 0.442225 |
21 | 0.008889 | 0.1682 | 0.433267 |
22 | 0.059737 | 1.1303 | 0.129559 |
23 | 0.049545 | 0.9374 | 0.174584 |
24 | 0.080777 | 1.5284 | 0.063653 |
25 | -0.011023 | -0.2086 | 0.417456 |
26 | -0.03657 | -0.6919 | 0.24471 |
27 | -0.032254 | -0.6103 | 0.271032 |
28 | -0.066908 | -1.266 | 0.103177 |
29 | 0.014725 | 0.2786 | 0.390353 |
30 | 0.149543 | 2.8295 | 0.002462 |
31 | 0.08278 | 1.5663 | 0.059084 |
32 | 0.003179 | 0.0601 | 0.476037 |
33 | 0.147908 | 2.7985 | 0.002706 |
34 | -0.069774 | -1.3202 | 0.093808 |
35 | -0.051901 | -0.982 | 0.163377 |
36 | 0.076488 | 1.4472 | 0.074356 |
37 | -0.002989 | -0.0565 | 0.477469 |
38 | 0.02625 | 0.4967 | 0.309865 |
39 | -0.003792 | -0.0717 | 0.471422 |
40 | -0.041201 | -0.7796 | 0.218082 |
41 | -0.039275 | -0.7431 | 0.228949 |
42 | -0.029664 | -0.5613 | 0.287481 |
43 | 0.018594 | 0.3518 | 0.362589 |
44 | -0.081008 | -1.5328 | 0.06311 |
45 | -0.037842 | -0.716 | 0.237229 |
46 | -0.001805 | -0.0341 | 0.48639 |
47 | 0.022164 | 0.4194 | 0.337604 |
48 | -0.055181 | -1.0441 | 0.148576 |
49 | -0.023893 | -0.4521 | 0.325747 |
50 | 0.02071 | 0.3919 | 0.347701 |
51 | -0.044276 | -0.8377 | 0.201367 |
52 | -0.037604 | -0.7115 | 0.238618 |
53 | -0.022911 | -0.4335 | 0.332455 |
54 | -0.038207 | -0.7229 | 0.235103 |
55 | -0.078554 | -1.4863 | 0.069038 |
56 | -0.025122 | -0.4753 | 0.317419 |
57 | 0.004429 | 0.0838 | 0.466633 |
58 | -0.00338 | -0.064 | 0.474521 |
59 | -0.010997 | -0.2081 | 0.417648 |
60 | 0.043239 | 0.8181 | 0.206919 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.120181 | 2.2739 | 0.011781 |
2 | -0.025279 | -0.4783 | 0.316365 |
3 | 0.078004 | 1.4759 | 0.070423 |
4 | -0.238781 | -4.5179 | 4e-06 |
5 | -0.104469 | -1.9766 | 0.024425 |
6 | 0.064043 | 1.2118 | 0.113203 |
7 | 0.106518 | 2.0154 | 0.022304 |
8 | -0.027529 | -0.5209 | 0.301389 |
9 | -0.033929 | -0.642 | 0.260651 |
10 | 0.03705 | 0.701 | 0.241871 |
11 | 0.091218 | 1.7259 | 0.042612 |
12 | -0.087668 | -1.6588 | 0.04902 |
13 | -0.004979 | -0.0942 | 0.462499 |
14 | -0.058711 | -1.1109 | 0.133685 |
15 | -0.018115 | -0.3427 | 0.365994 |
16 | -0.046404 | -0.878 | 0.190265 |
17 | -0.033658 | -0.6368 | 0.262318 |
18 | -0.063666 | -1.2046 | 0.114572 |
19 | -0.142947 | -2.7047 | 0.003582 |
20 | -0.001338 | -0.0253 | 0.489911 |
21 | 0.017156 | 0.3246 | 0.372833 |
22 | 0.080856 | 1.5299 | 0.063466 |
23 | -0.025857 | -0.4892 | 0.312487 |
24 | 0.048733 | 0.9221 | 0.178554 |
25 | 0.001278 | 0.0242 | 0.49036 |
26 | 0.028223 | 0.534 | 0.296838 |
27 | -0.03096 | -0.5858 | 0.279192 |
28 | -0.047034 | -0.8899 | 0.187051 |
29 | 0.033513 | 0.6341 | 0.263211 |
30 | 0.162465 | 3.074 | 0.001137 |
31 | 0.012122 | 0.2294 | 0.409357 |
32 | -0.067512 | -1.2774 | 0.101145 |
33 | 0.110513 | 2.091 | 0.018616 |
34 | -0.042407 | -0.8024 | 0.211432 |
35 | 0.021855 | 0.4135 | 0.339739 |
36 | 0.048272 | 0.9133 | 0.180838 |
37 | 0.019994 | 0.3783 | 0.352715 |
38 | 0.033735 | 0.6383 | 0.261842 |
39 | -0.055107 | -1.0427 | 0.148902 |
40 | -0.041262 | -0.7807 | 0.217745 |
41 | 0.002916 | 0.0552 | 0.478019 |
42 | 0.000519 | 0.0098 | 0.496086 |
43 | 0.025584 | 0.4841 | 0.314318 |
44 | -0.145846 | -2.7595 | 0.003043 |
45 | 0.022213 | 0.4203 | 0.337263 |
46 | -0.026074 | -0.4933 | 0.311039 |
47 | 0.067543 | 1.278 | 0.101043 |
48 | -0.0904 | -1.7104 | 0.044025 |
49 | -0.002916 | -0.0552 | 0.478015 |
50 | 0.06494 | 1.2287 | 0.109991 |
51 | 0.003653 | 0.0691 | 0.472465 |
52 | -0.030005 | -0.5677 | 0.285288 |
53 | -0.097911 | -1.8526 | 0.032384 |
54 | -0.036613 | -0.6928 | 0.244455 |
55 | -0.057534 | -1.0886 | 0.138533 |
56 | -0.028766 | -0.5443 | 0.293297 |
57 | -0.023137 | -0.4378 | 0.330906 |
58 | -0.029666 | -0.5613 | 0.287471 |
59 | -0.069204 | -1.3094 | 0.095618 |
60 | -0.01408 | -0.2664 | 0.395042 |