Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.16946 | 1.3235 | 0.0953 |
2 | -0.153497 | -1.1989 | 0.117611 |
3 | 0.032077 | 0.2505 | 0.40151 |
4 | 0.036821 | 0.2876 | 0.38732 |
5 | 0.001438 | 0.0112 | 0.495538 |
6 | 0.065377 | 0.5106 | 0.305734 |
7 | 0.151389 | 1.1824 | 0.12082 |
8 | -0.075428 | -0.5891 | 0.278982 |
9 | -0.092576 | -0.723 | 0.23621 |
10 | -0.052592 | -0.4108 | 0.341345 |
11 | 0.003906 | 0.0305 | 0.487883 |
12 | 0.22143 | 1.7294 | 0.044396 |
13 | 0.097321 | 0.7601 | 0.22506 |
14 | -0.149533 | -1.1679 | 0.123698 |
15 | -0.119957 | -0.9369 | 0.176253 |
16 | -0.09165 | -0.7158 | 0.23842 |
17 | -0.036746 | -0.287 | 0.387543 |
18 | 0.098631 | 0.7703 | 0.222037 |
19 | 0.164286 | 1.2831 | 0.102153 |
20 | 0.047499 | 0.371 | 0.355969 |
21 | -0.120618 | -0.9421 | 0.174939 |
22 | -0.111554 | -0.8713 | 0.193512 |
23 | 0.230898 | 1.8034 | 0.038134 |
24 | 0.082796 | 0.6467 | 0.260141 |
25 | -0.053914 | -0.4211 | 0.337589 |
26 | 0.001513 | 0.0118 | 0.495306 |
27 | 0.046728 | 0.365 | 0.358204 |
28 | -0.120151 | -0.9384 | 0.175867 |
29 | -0.141015 | -1.1014 | 0.137533 |
30 | 0.067053 | 0.5237 | 0.301193 |
31 | 0.04972 | 0.3883 | 0.349563 |
32 | -0.046005 | -0.3593 | 0.360302 |
33 | -0.126206 | -0.9857 | 0.164088 |
34 | -0.098652 | -0.7705 | 0.22199 |
35 | 0.052128 | 0.4071 | 0.342667 |
36 | 0.135774 | 1.0604 | 0.146565 |
37 | 0.025146 | 0.1964 | 0.422477 |
38 | 0.075961 | 0.5933 | 0.277596 |
39 | 0.035482 | 0.2771 | 0.391312 |
40 | -0.089515 | -0.6991 | 0.243562 |
41 | -0.016765 | -0.1309 | 0.448128 |
42 | 0.007753 | 0.0606 | 0.475956 |
43 | -0.041334 | -0.3228 | 0.373966 |
44 | -0.037947 | -0.2964 | 0.383976 |
45 | -0.075015 | -0.5859 | 0.280056 |
46 | -0.07617 | -0.5949 | 0.277054 |
47 | -0.067432 | -0.5267 | 0.300171 |
48 | 0.022419 | 0.1751 | 0.430793 |
49 | 0.006842 | 0.0534 | 0.47878 |
50 | -0.032233 | -0.2517 | 0.401042 |
51 | -0.063775 | -0.4981 | 0.310103 |
52 | -0.197939 | -1.546 | 0.063644 |
53 | -0.088547 | -0.6916 | 0.245914 |
54 | -0.011847 | -0.0925 | 0.46329 |
55 | -0.026501 | -0.207 | 0.418357 |
56 | -0.012999 | -0.1015 | 0.459734 |
57 | -0.007605 | -0.0594 | 0.476414 |
58 | 0.002935 | 0.0229 | 0.490894 |
59 | 0.000976 | 0.0076 | 0.496971 |
60 | 0.001959 | 0.0153 | 0.493923 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.16946 | 1.3235 | 0.0953 |
2 | -0.187601 | -1.4652 | 0.073999 |
3 | 0.10112 | 0.7898 | 0.21636 |
4 | -0.020807 | -0.1625 | 0.435723 |
5 | 0.021369 | 0.1669 | 0.434001 |
6 | 0.06677 | 0.5215 | 0.301955 |
7 | 0.133843 | 1.0453 | 0.149993 |
8 | -0.122449 | -0.9564 | 0.171333 |
9 | -0.008451 | -0.066 | 0.473795 |
10 | -0.094669 | -0.7394 | 0.231254 |
11 | 0.024689 | 0.1928 | 0.423867 |
12 | 0.220565 | 1.7227 | 0.045008 |
13 | 0.006886 | 0.0538 | 0.478644 |
14 | -0.125879 | -0.9831 | 0.16471 |
15 | -0.050453 | -0.3941 | 0.347458 |
16 | -0.132259 | -1.033 | 0.152848 |
17 | 0.003943 | 0.0308 | 0.487766 |
18 | 0.091027 | 0.7109 | 0.239914 |
19 | 0.087394 | 0.6826 | 0.248732 |
20 | 0.08157 | 0.6371 | 0.263228 |
21 | -0.055582 | -0.4341 | 0.332869 |
22 | -0.094699 | -0.7396 | 0.231182 |
23 | 0.291663 | 2.278 | 0.013123 |
24 | -0.145952 | -1.1399 | 0.129387 |
25 | -0.033763 | -0.2637 | 0.39645 |
26 | 0.022998 | 0.1796 | 0.429024 |
27 | 0.073781 | 0.5763 | 0.283283 |
28 | -0.078693 | -0.6146 | 0.270549 |
29 | -0.058494 | -0.4569 | 0.3247 |
30 | -0.130181 | -1.0167 | 0.156645 |
31 | 0.029989 | 0.2342 | 0.407798 |
32 | -0.051746 | -0.4042 | 0.343757 |
33 | -0.06692 | -0.5227 | 0.30155 |
34 | 0.042108 | 0.3289 | 0.37169 |
35 | 0.028965 | 0.2262 | 0.410892 |
36 | 0.100184 | 0.7825 | 0.218485 |
37 | 0.064122 | 0.5008 | 0.309154 |
38 | 0.084899 | 0.6631 | 0.254888 |
39 | -0.006912 | -0.054 | 0.47856 |
40 | -0.024527 | -0.1916 | 0.424362 |
41 | 0.025436 | 0.1987 | 0.421595 |
42 | -0.129634 | -1.0125 | 0.157656 |
43 | -0.117526 | -0.9179 | 0.181141 |
44 | -0.023845 | -0.1862 | 0.426439 |
45 | -0.065791 | -0.5138 | 0.304608 |
46 | -0.12359 | -0.9653 | 0.16911 |
47 | -0.032823 | -0.2564 | 0.399271 |
48 | 0.006825 | 0.0533 | 0.478833 |
49 | 0.03096 | 0.2418 | 0.404871 |
50 | -0.093718 | -0.732 | 0.233498 |
51 | 0.005049 | 0.0394 | 0.484337 |
52 | -0.019013 | -0.1485 | 0.441221 |
53 | -0.00833 | -0.0651 | 0.47417 |
54 | -0.069174 | -0.5403 | 0.29549 |
55 | 0.02116 | 0.1653 | 0.434641 |
56 | 0.011717 | 0.0915 | 0.463691 |
57 | -0.017835 | -0.1393 | 0.444838 |
58 | -0.013299 | -0.1039 | 0.458807 |
59 | -0.04016 | -0.3137 | 0.377425 |
60 | -0.020396 | -0.1593 | 0.436979 |