Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.419665 | 3.5362 | 0.00036 |
2 | 0.256519 | 2.1615 | 0.017016 |
3 | -0.01905 | -0.1605 | 0.436465 |
4 | -0.231984 | -1.9547 | 0.027276 |
5 | -0.123739 | -1.0426 | 0.150326 |
6 | -0.184003 | -1.5504 | 0.062742 |
7 | -0.069481 | -0.5855 | 0.280048 |
8 | -0.132106 | -1.1131 | 0.1347 |
9 | -0.011171 | -0.0941 | 0.462637 |
10 | -0.024096 | -0.203 | 0.419843 |
11 | -0.014625 | -0.1232 | 0.451134 |
12 | 0.028401 | 0.2393 | 0.405778 |
13 | -0.222117 | -1.8716 | 0.032692 |
14 | -0.128962 | -1.0867 | 0.140432 |
15 | -0.213807 | -1.8016 | 0.037929 |
16 | -0.085019 | -0.7164 | 0.238052 |
17 | 0.074969 | 0.6317 | 0.264806 |
18 | -0.075578 | -0.6368 | 0.26314 |
19 | -0.162991 | -1.3734 | 0.086977 |
20 | -0.123695 | -1.0423 | 0.15041 |
21 | -0.144915 | -1.2211 | 0.113049 |
22 | 0.041568 | 0.3503 | 0.363591 |
23 | 0.186292 | 1.5697 | 0.060463 |
24 | 0.197552 | 1.6646 | 0.0502 |
25 | 0.157196 | 1.3246 | 0.094783 |
26 | 0.113545 | 0.9567 | 0.17097 |
27 | 0.1096 | 0.9235 | 0.179435 |
28 | 0.013095 | 0.1103 | 0.456224 |
29 | 0.00374 | 0.0315 | 0.487474 |
30 | -0.124342 | -1.0477 | 0.14916 |
31 | -0.133739 | -1.1269 | 0.131789 |
32 | 0.008095 | 0.0682 | 0.472907 |
33 | -0.013386 | -0.1128 | 0.455257 |
34 | 0.207557 | 1.7489 | 0.042314 |
35 | 0.116396 | 0.9808 | 0.165018 |
36 | 0.132451 | 1.1161 | 0.134082 |
37 | 0.069354 | 0.5844 | 0.280407 |
38 | -0.018019 | -0.1518 | 0.439875 |
39 | 0.054407 | 0.4584 | 0.324017 |
40 | -0.016318 | -0.1375 | 0.445514 |
41 | -0.0197 | -0.166 | 0.434315 |
42 | -0.145797 | -1.2285 | 0.111657 |
43 | -0.167601 | -1.4122 | 0.081125 |
44 | -0.139328 | -1.174 | 0.122159 |
45 | -0.115414 | -0.9725 | 0.167053 |
46 | 0.012707 | 0.1071 | 0.457517 |
47 | -0.009368 | -0.0789 | 0.468653 |
48 | 0.090353 | 0.7613 | 0.224491 |
49 | 0.056846 | 0.479 | 0.316707 |
50 | 0.03227 | 0.2719 | 0.393239 |
51 | 0.011002 | 0.0927 | 0.463201 |
52 | -0.013435 | -0.1132 | 0.455094 |
53 | -0.029202 | -0.2461 | 0.403172 |
54 | -0.068215 | -0.5748 | 0.283626 |
55 | -0.067853 | -0.5717 | 0.284651 |
56 | -0.009602 | -0.0809 | 0.46787 |
57 | 0.020932 | 0.1764 | 0.43025 |
58 | 0.050163 | 0.4227 | 0.336902 |
59 | 0.053121 | 0.4476 | 0.3279 |
60 | 0.049622 | 0.4181 | 0.33856 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.419665 | 3.5362 | 0.00036 |
2 | 0.097587 | 0.8223 | 0.206834 |
3 | -0.192578 | -1.6227 | 0.054544 |
4 | -0.238409 | -2.0089 | 0.024177 |
5 | 0.117378 | 0.989 | 0.163 |
6 | -0.089253 | -0.7521 | 0.227251 |
7 | -0.014509 | -0.1223 | 0.451522 |
8 | -0.159407 | -1.3432 | 0.091745 |
9 | 0.111765 | 0.9418 | 0.174757 |
10 | -0.063884 | -0.5383 | 0.296029 |
11 | -0.030785 | -0.2594 | 0.398039 |
12 | -0.025691 | -0.2165 | 0.414619 |
13 | -0.278218 | -2.3443 | 0.010932 |
14 | -0.006143 | -0.0518 | 0.479433 |
15 | -0.084314 | -0.7104 | 0.239879 |
16 | 0.02248 | 0.1894 | 0.425151 |
17 | 0.036198 | 0.305 | 0.380626 |
18 | -0.262871 | -2.215 | 0.014985 |
19 | -0.355121 | -2.9923 | 0.001903 |
20 | 0.126318 | 1.0644 | 0.145383 |
21 | -0.158763 | -1.3378 | 0.092622 |
22 | 0.056129 | 0.4729 | 0.31885 |
23 | 0.025988 | 0.219 | 0.413646 |
24 | -0.036077 | -0.304 | 0.381012 |
25 | -0.091631 | -0.7721 | 0.221311 |
26 | -0.055582 | -0.4683 | 0.320488 |
27 | 0.08497 | 0.716 | 0.23818 |
28 | -0.164707 | -1.3878 | 0.084762 |
29 | -0.129897 | -1.0945 | 0.138711 |
30 | -0.052966 | -0.4463 | 0.32837 |
31 | -0.067049 | -0.565 | 0.28694 |
32 | 0.026986 | 0.2274 | 0.410388 |
33 | -0.125409 | -1.0567 | 0.147112 |
34 | -0.066108 | -0.557 | 0.289626 |
35 | 0.043142 | 0.3635 | 0.358648 |
36 | 0.104773 | 0.8828 | 0.190153 |
37 | -0.066388 | -0.5594 | 0.288827 |
38 | 0.0196 | 0.1652 | 0.434645 |
39 | 0.041451 | 0.3493 | 0.36396 |
40 | -0.021511 | -0.1813 | 0.428341 |
41 | -0.048315 | -0.4071 | 0.342576 |
42 | 0.041575 | 0.3503 | 0.363569 |
43 | -0.126525 | -1.0661 | 0.144991 |
44 | -0.099597 | -0.8392 | 0.202083 |
45 | 0.079963 | 0.6738 | 0.251319 |
46 | 0.005736 | 0.0483 | 0.480794 |
47 | 0.017703 | 0.1492 | 0.440922 |
48 | 0.068447 | 0.5767 | 0.282969 |
49 | -0.070916 | -0.5975 | 0.276022 |
50 | -0.0455 | -0.3834 | 0.351287 |
51 | 0.023153 | 0.1951 | 0.42294 |
52 | 0.093738 | 0.7898 | 0.216123 |
53 | 0.044567 | 0.3755 | 0.354195 |
54 | -0.020807 | -0.1753 | 0.430663 |
55 | -0.008587 | -0.0724 | 0.47126 |
56 | 0.013101 | 0.1104 | 0.456205 |
57 | 0.036102 | 0.3042 | 0.380932 |
58 | 0.00382 | 0.0322 | 0.487205 |
59 | -0.089962 | -0.758 | 0.22547 |
60 | 0.10334 | 0.8708 | 0.193409 |