Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.067779 | 0.6249 | 0.266858 |
2 | 0.270187 | 2.491 | 0.007341 |
3 | 0.330274 | 3.045 | 0.001549 |
4 | -0.059672 | -0.5501 | 0.291831 |
5 | 0.189649 | 1.7485 | 0.041996 |
6 | 0.104661 | 0.9649 | 0.16866 |
7 | -0.096391 | -0.8887 | 0.18834 |
8 | 0.037217 | 0.3431 | 0.366178 |
9 | -0.01795 | -0.1655 | 0.434474 |
10 | -0.036213 | -0.3339 | 0.369653 |
11 | -0.039796 | -0.3669 | 0.357302 |
12 | -0.049071 | -0.4524 | 0.326061 |
13 | -0.077849 | -0.7177 | 0.237445 |
14 | 0.008221 | 0.0758 | 0.469882 |
15 | -0.006461 | -0.0596 | 0.47632 |
16 | -0.110602 | -1.0197 | 0.155381 |
17 | 0.028092 | 0.259 | 0.398132 |
18 | -0.026244 | -0.242 | 0.404697 |
19 | -0.140439 | -1.2948 | 0.099451 |
20 | 0.067355 | 0.621 | 0.268137 |
21 | -0.012016 | -0.1108 | 0.456027 |
22 | -0.178771 | -1.6482 | 0.051503 |
23 | 0.200073 | 1.8446 | 0.034291 |
24 | -0.210995 | -1.9453 | 0.027523 |
25 | -0.07816 | -0.7206 | 0.236567 |
26 | 0.093342 | 0.8606 | 0.195949 |
27 | -0.186895 | -1.7231 | 0.044255 |
28 | -0.035394 | -0.3263 | 0.372494 |
29 | -0.039884 | -0.3677 | 0.357002 |
30 | -0.197527 | -1.8211 | 0.036054 |
31 | -0.03318 | -0.3059 | 0.380212 |
32 | -0.093388 | -0.861 | 0.195832 |
33 | -0.167224 | -1.5417 | 0.063428 |
34 | -0.113165 | -1.0433 | 0.149877 |
35 | -0.076606 | -0.7063 | 0.240975 |
36 | -0.07706 | -0.7105 | 0.239684 |
37 | 0.073933 | 0.6816 | 0.248663 |
38 | 0.022441 | 0.2069 | 0.418295 |
39 | 0.015432 | 0.1423 | 0.4436 |
40 | 0.110587 | 1.0196 | 0.155416 |
41 | 0.084371 | 0.7779 | 0.219404 |
42 | 0.020569 | 0.1896 | 0.425024 |
43 | 0.060193 | 0.555 | 0.290191 |
44 | 0.127495 | 1.1754 | 0.121549 |
45 | -0.059661 | -0.55 | 0.291864 |
46 | 0.170585 | 1.5727 | 0.05975 |
47 | -0.038583 | -0.3557 | 0.361466 |
48 | -0.130152 | -1.1999 | 0.116749 |
49 | 0.0472 | 0.4352 | 0.332275 |
50 | -0.153788 | -1.4179 | 0.079944 |
51 | -0.07514 | -0.6928 | 0.245175 |
52 | -0.019438 | -0.1792 | 0.4291 |
53 | -0.150147 | -1.3843 | 0.084947 |
54 | 0.012746 | 0.1175 | 0.453364 |
55 | -0.042333 | -0.3903 | 0.348648 |
56 | -0.1147 | -1.0575 | 0.146645 |
57 | 0.02206 | 0.2034 | 0.419661 |
58 | -0.032649 | -0.301 | 0.382071 |
59 | -0.047739 | -0.4401 | 0.33048 |
60 | 0.058548 | 0.5398 | 0.295379 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.067779 | 0.6249 | 0.266858 |
2 | 0.266819 | 2.46 | 0.007961 |
3 | 0.323147 | 2.9793 | 0.001883 |
4 | -0.165777 | -1.5284 | 0.065065 |
5 | 0.024439 | 0.2253 | 0.411138 |
6 | 0.072719 | 0.6704 | 0.2522 |
7 | -0.10858 | -1.0011 | 0.15982 |
8 | -0.10426 | -0.9612 | 0.169581 |
9 | 0.026413 | 0.2435 | 0.404095 |
10 | 0.064255 | 0.5924 | 0.277576 |
11 | -0.087965 | -0.811 | 0.209815 |
12 | -0.046012 | -0.4242 | 0.336242 |
13 | -0.012576 | -0.1159 | 0.453986 |
14 | 0.074403 | 0.686 | 0.247302 |
15 | 0.018086 | 0.1667 | 0.433984 |
16 | -0.126542 | -1.1667 | 0.123305 |
17 | 0.026099 | 0.2406 | 0.405216 |
18 | 0.060051 | 0.5536 | 0.290638 |
19 | -0.149164 | -1.3752 | 0.086338 |
20 | -0.000365 | -0.0034 | 0.498663 |
21 | 0.146564 | 1.3513 | 0.0901 |
22 | -0.162382 | -1.4971 | 0.069037 |
23 | 0.109584 | 1.0103 | 0.157605 |
24 | -0.147205 | -1.3572 | 0.089161 |
25 | -0.060514 | -0.5579 | 0.289185 |
26 | 0.053088 | 0.4894 | 0.312892 |
27 | -0.00766 | -0.0706 | 0.471932 |
28 | -0.116359 | -1.0728 | 0.143203 |
29 | -0.050451 | -0.4651 | 0.321511 |
30 | -0.033857 | -0.3121 | 0.377847 |
31 | -0.050569 | -0.4662 | 0.321125 |
32 | -0.043091 | -0.3973 | 0.34608 |
33 | -0.078979 | -0.7282 | 0.234261 |
34 | -0.083486 | -0.7697 | 0.221805 |
35 | 0.010138 | 0.0935 | 0.462877 |
36 | 0.059281 | 0.5465 | 0.293062 |
37 | 0.118693 | 1.0943 | 0.138459 |
38 | 0.023674 | 0.2183 | 0.413872 |
39 | 0.043228 | 0.3985 | 0.345616 |
40 | -0.014543 | -0.1341 | 0.446827 |
41 | 0.023963 | 0.2209 | 0.41284 |
42 | -0.027678 | -0.2552 | 0.3996 |
43 | -0.114354 | -1.0543 | 0.147369 |
44 | 0.135883 | 1.2528 | 0.106861 |
45 | 0.004264 | 0.0393 | 0.484365 |
46 | -0.037569 | -0.3464 | 0.36496 |
47 | -0.074218 | -0.6843 | 0.247836 |
48 | -0.110457 | -1.0184 | 0.155697 |
49 | -0.09316 | -0.8589 | 0.196409 |
50 | -0.040912 | -0.3772 | 0.353487 |
51 | -0.020054 | -0.1849 | 0.426877 |
52 | -0.053813 | -0.4961 | 0.31054 |
53 | 0.005736 | 0.0529 | 0.478976 |
54 | 0.031567 | 0.291 | 0.385867 |
55 | -0.023567 | -0.2173 | 0.414258 |
56 | -0.093441 | -0.8615 | 0.195698 |
57 | 0.031921 | 0.2943 | 0.384625 |
58 | -0.025027 | -0.2307 | 0.409036 |
59 | -0.05067 | -0.4672 | 0.320791 |
60 | 0.000971 | 0.0089 | 0.49644 |