Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.440798 | 3.7142 | 0.000201 |
2 | 0.257804 | 2.1723 | 0.016587 |
3 | -0.016602 | -0.1399 | 0.444572 |
4 | -0.248885 | -2.0971 | 0.019772 |
5 | -0.137926 | -1.1622 | 0.124526 |
6 | -0.192985 | -1.6261 | 0.054177 |
7 | -0.098995 | -0.8341 | 0.203497 |
8 | -0.085752 | -0.7226 | 0.236162 |
9 | 0.011706 | 0.0986 | 0.460853 |
10 | -0.013894 | -0.1171 | 0.453566 |
11 | -0.042089 | -0.3546 | 0.361953 |
12 | -0.023425 | -0.1974 | 0.422047 |
13 | -0.269808 | -2.2734 | 0.013013 |
14 | -0.168815 | -1.4225 | 0.079636 |
15 | -0.189558 | -1.5972 | 0.057326 |
16 | -0.051233 | -0.4317 | 0.333635 |
17 | 0.111797 | 0.942 | 0.174689 |
18 | -0.055351 | -0.4664 | 0.32118 |
19 | -0.160541 | -1.3527 | 0.090215 |
20 | -0.122692 | -1.0338 | 0.152365 |
21 | -0.157432 | -1.3265 | 0.094455 |
22 | 0.063373 | 0.534 | 0.297509 |
23 | 0.180032 | 1.517 | 0.066857 |
24 | 0.225316 | 1.8985 | 0.030844 |
25 | 0.18662 | 1.5725 | 0.060142 |
26 | 0.128389 | 1.0818 | 0.141496 |
27 | 0.104806 | 0.8831 | 0.190077 |
28 | -0.007975 | -0.0672 | 0.473307 |
29 | -0.012735 | -0.1073 | 0.457425 |
30 | -0.152272 | -1.2831 | 0.101821 |
31 | -0.142729 | -1.2027 | 0.116553 |
32 | 0.011243 | 0.0947 | 0.462396 |
33 | 0.008827 | 0.0744 | 0.470459 |
34 | 0.189007 | 1.5926 | 0.057847 |
35 | 0.095395 | 0.8038 | 0.212095 |
36 | 0.114538 | 0.9651 | 0.168882 |
37 | 0.061796 | 0.5207 | 0.302098 |
38 | -0.024681 | -0.208 | 0.417927 |
39 | 0.033881 | 0.2855 | 0.388053 |
40 | -0.033939 | -0.286 | 0.387864 |
41 | -0.024289 | -0.2047 | 0.419209 |
42 | -0.127332 | -1.0729 | 0.14347 |
43 | -0.13438 | -1.1323 | 0.130657 |
44 | -0.103515 | -0.8722 | 0.19301 |
45 | -0.084376 | -0.711 | 0.239717 |
46 | 0.025659 | 0.2162 | 0.414723 |
47 | -0.00579 | -0.0488 | 0.480613 |
48 | 0.085619 | 0.7214 | 0.236503 |
49 | 0.063256 | 0.533 | 0.297847 |
50 | 0.034512 | 0.2908 | 0.386024 |
51 | 0.003825 | 0.0322 | 0.487188 |
52 | -0.03252 | -0.274 | 0.392432 |
53 | -0.046099 | -0.3884 | 0.349427 |
54 | -0.081852 | -0.6897 | 0.246316 |
55 | -0.058362 | -0.4918 | 0.312202 |
56 | -0.002076 | -0.0175 | 0.493046 |
57 | 0.030503 | 0.257 | 0.398951 |
58 | 0.05456 | 0.4597 | 0.323558 |
59 | 0.046659 | 0.3932 | 0.34769 |
60 | 0.044827 | 0.3777 | 0.353382 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.440798 | 3.7142 | 0.000201 |
2 | 0.078814 | 0.6641 | 0.254388 |
3 | -0.194864 | -1.642 | 0.052511 |
4 | -0.255373 | -2.1518 | 0.017407 |
5 | 0.129052 | 1.0874 | 0.140267 |
6 | -0.09263 | -0.7805 | 0.218841 |
7 | -0.044272 | -0.373 | 0.355113 |
8 | -0.082364 | -0.694 | 0.244969 |
9 | 0.110444 | 0.9306 | 0.177602 |
10 | -0.11435 | -0.9635 | 0.169276 |
11 | -0.078799 | -0.664 | 0.254428 |
12 | -0.003702 | -0.0312 | 0.487601 |
13 | -0.304082 | -2.5622 | 0.006261 |
14 | -0.014755 | -0.1243 | 0.450704 |
15 | -0.041748 | -0.3518 | 0.363025 |
16 | 0.050481 | 0.4254 | 0.335929 |
17 | -0.021066 | -0.1775 | 0.429809 |
18 | -0.273259 | -2.3025 | 0.01212 |
19 | -0.352611 | -2.9712 | 0.002023 |
20 | 0.103157 | 0.8692 | 0.193829 |
21 | -0.153488 | -1.2933 | 0.100048 |
22 | 0.093661 | 0.7892 | 0.216312 |
23 | 0.017669 | 0.1489 | 0.441033 |
24 | 0.014875 | 0.1253 | 0.450304 |
25 | -0.175674 | -1.4803 | 0.071614 |
26 | -0.098699 | -0.8317 | 0.204196 |
27 | 0.079182 | 0.6672 | 0.253404 |
28 | -0.148047 | -1.2475 | 0.108162 |
29 | -0.08772 | -0.7391 | 0.231128 |
30 | -0.077873 | -0.6562 | 0.256919 |
31 | -0.095483 | -0.8046 | 0.211882 |
32 | -0.055944 | -0.4714 | 0.319402 |
33 | -0.128488 | -1.0827 | 0.141311 |
34 | -0.105529 | -0.8892 | 0.188449 |
35 | 0.041233 | 0.3474 | 0.364647 |
36 | 0.107063 | 0.9021 | 0.18502 |
37 | -0.023616 | -0.199 | 0.42142 |
38 | -0.083036 | -0.6997 | 0.243208 |
39 | -0.007515 | -0.0633 | 0.474843 |
40 | -0.083536 | -0.7039 | 0.241904 |
41 | -0.044938 | -0.3787 | 0.353036 |
42 | 0.010172 | 0.0857 | 0.46597 |
43 | -0.042556 | -0.3586 | 0.360485 |
44 | -0.138847 | -1.1699 | 0.122968 |
45 | 0.00663 | 0.0559 | 0.477803 |
46 | -0.018565 | -0.1564 | 0.438069 |
47 | -0.020409 | -0.172 | 0.431977 |
48 | 0.068699 | 0.5789 | 0.282254 |
49 | -0.070583 | -0.5947 | 0.276952 |
50 | -0.035983 | -0.3032 | 0.381312 |
51 | -0.032384 | -0.2729 | 0.39287 |
52 | 0.067718 | 0.5706 | 0.285036 |
53 | -0.02206 | -0.1859 | 0.426534 |
54 | -0.024344 | -0.2051 | 0.419029 |
55 | 0.033275 | 0.2804 | 0.39 |
56 | 0.006174 | 0.052 | 0.479329 |
57 | -0.007062 | -0.0595 | 0.476359 |
58 | 0.006419 | 0.0541 | 0.478507 |
59 | -0.061933 | -0.5219 | 0.301699 |
60 | 0.046888 | 0.3951 | 0.346982 |