Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.150315 | -1.7912 | 0.037695 |
2 | -0.121051 | -1.4425 | 0.075682 |
3 | 0.078758 | 0.9385 | 0.174788 |
4 | -0.145475 | -1.7335 | 0.042585 |
5 | -0.011174 | -0.1332 | 0.447129 |
6 | -0.061946 | -0.7382 | 0.230814 |
7 | -0.060237 | -0.7178 | 0.237027 |
8 | 0.03542 | 0.4221 | 0.336802 |
9 | 0.015169 | 0.1808 | 0.428409 |
10 | -0.159525 | -1.901 | 0.029667 |
11 | 0.063488 | 0.7565 | 0.225287 |
12 | 0.365697 | 4.3578 | 1.3e-05 |
13 | -0.09936 | -1.184 | 0.119193 |
14 | -0.075372 | -0.8982 | 0.185311 |
15 | 0.080898 | 0.964 | 0.16834 |
16 | -0.131967 | -1.5726 | 0.059022 |
17 | 0.024446 | 0.2913 | 0.385622 |
18 | -0.053887 | -0.6421 | 0.26091 |
19 | -0.089269 | -1.0638 | 0.144622 |
20 | 0.139426 | 1.6615 | 0.049414 |
21 | -0.044227 | -0.527 | 0.299501 |
22 | -0.170554 | -2.0324 | 0.021989 |
23 | 0.113753 | 1.3555 | 0.088702 |
24 | 0.295953 | 3.5267 | 0.000284 |
25 | -0.09988 | -1.1902 | 0.117975 |
26 | 0.013469 | 0.1605 | 0.436359 |
27 | -0.060905 | -0.7258 | 0.234588 |
28 | -0.098191 | -1.1701 | 0.121965 |
29 | 0.070034 | 0.8346 | 0.202686 |
30 | -0.114979 | -1.3701 | 0.086403 |
31 | -0.014583 | -0.1738 | 0.431145 |
32 | 0.072765 | 0.8671 | 0.193675 |
33 | -0.042227 | -0.5032 | 0.307804 |
34 | -0.102699 | -1.2238 | 0.111526 |
35 | 0.120575 | 1.4368 | 0.076486 |
36 | 0.122412 | 1.4587 | 0.073427 |
37 | -0.030048 | -0.3581 | 0.360413 |
38 | 0.004391 | 0.0523 | 0.479174 |
39 | -0.027949 | -0.3331 | 0.369793 |
40 | -0.065922 | -0.7856 | 0.216718 |
41 | 0.074667 | 0.8898 | 0.187549 |
42 | -0.110003 | -1.3108 | 0.096014 |
43 | 0.026823 | 0.3196 | 0.37486 |
44 | 0.086333 | 1.0288 | 0.152666 |
45 | -0.095462 | -1.1376 | 0.12861 |
46 | -0.006968 | -0.083 | 0.466973 |
47 | 0.038513 | 0.4589 | 0.323493 |
48 | 0.098082 | 1.1688 | 0.122226 |
49 | 0.046987 | 0.5599 | 0.28821 |
50 | -0.041271 | -0.4918 | 0.311809 |
51 | -0.068837 | -0.8203 | 0.206712 |
52 | -0.015981 | -0.1904 | 0.42462 |
53 | 0.008967 | 0.1069 | 0.457526 |
54 | -0.051595 | -0.6148 | 0.269827 |
55 | 0.023313 | 0.2778 | 0.390781 |
56 | 0.042335 | 0.5045 | 0.307354 |
57 | -0.05686 | -0.6776 | 0.249573 |
58 | -0.022995 | -0.274 | 0.392236 |
59 | 0.107819 | 1.2848 | 0.100476 |
60 | -0.062571 | -0.7456 | 0.228566 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.150315 | -1.7912 | 0.037695 |
2 | -0.146967 | -1.7513 | 0.041026 |
3 | 0.037432 | 0.4461 | 0.328117 |
4 | -0.150492 | -1.7933 | 0.037525 |
5 | -0.046108 | -0.5494 | 0.291783 |
6 | -0.122073 | -1.4547 | 0.073985 |
7 | -0.092273 | -1.0996 | 0.136691 |
8 | -0.040892 | -0.4873 | 0.313403 |
9 | -0.012774 | -0.1522 | 0.439614 |
10 | -0.202159 | -2.409 | 0.008639 |
11 | -0.033996 | -0.4051 | 0.343005 |
12 | 0.341086 | 4.0645 | 4e-05 |
13 | 0.035701 | 0.4254 | 0.335584 |
14 | -0.066139 | -0.7881 | 0.215965 |
15 | 0.040924 | 0.4877 | 0.313268 |
16 | -0.042227 | -0.5032 | 0.307806 |
17 | 0.016687 | 0.1989 | 0.421331 |
18 | -0.024676 | -0.294 | 0.384577 |
19 | -0.069796 | -0.8317 | 0.203483 |
20 | 0.04055 | 0.4832 | 0.314846 |
21 | -0.003333 | -0.0397 | 0.484189 |
22 | -0.109109 | -1.3002 | 0.097821 |
23 | -0.033094 | -0.3944 | 0.346954 |
24 | 0.22515 | 2.683 | 0.004082 |
25 | 0.02969 | 0.3538 | 0.362008 |
26 | 0.03586 | 0.4273 | 0.334898 |
27 | -0.109834 | -1.3088 | 0.096354 |
28 | -0.032986 | -0.3931 | 0.347429 |
29 | 0.043223 | 0.5151 | 0.303656 |
30 | -0.013668 | -0.1629 | 0.435424 |
31 | -0.025716 | -0.3064 | 0.37986 |
32 | -0.101619 | -1.2109 | 0.113967 |
33 | 0.022825 | 0.272 | 0.393013 |
34 | -0.002043 | -0.0243 | 0.490305 |
35 | -0.007793 | -0.0929 | 0.463072 |
36 | -0.041426 | -0.4936 | 0.311159 |
37 | 0.017895 | 0.2132 | 0.41572 |
38 | 0.004388 | 0.0523 | 0.479187 |
39 | 0.03911 | 0.466 | 0.320947 |
40 | -0.042252 | -0.5035 | 0.3077 |
41 | 0.02732 | 0.3256 | 0.372621 |
42 | 0.015236 | 0.1816 | 0.428093 |
43 | 0.053555 | 0.6382 | 0.262192 |
44 | -0.026447 | -0.3151 | 0.376556 |
45 | -0.018401 | -0.2193 | 0.413374 |
46 | 0.044743 | 0.5332 | 0.297375 |
47 | -0.006718 | -0.08 | 0.468156 |
48 | 0.022025 | 0.2625 | 0.396674 |
49 | 0.047587 | 0.5671 | 0.285783 |
50 | -0.018092 | -0.2156 | 0.414806 |
51 | -0.012795 | -0.1525 | 0.439517 |
52 | 0.00919 | 0.1095 | 0.456474 |
53 | -0.029394 | -0.3503 | 0.36333 |
54 | 0.019649 | 0.2341 | 0.407605 |
55 | -0.007352 | -0.0876 | 0.465155 |
56 | 0.009003 | 0.1073 | 0.457359 |
57 | -0.025399 | -0.3027 | 0.381295 |
58 | -0.023269 | -0.2773 | 0.390984 |
59 | 0.090757 | 1.0815 | 0.140656 |
60 | -0.127793 | -1.5228 | 0.065013 |