Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.314706 | -2.6518 | 0.004935 |
2 | 0.079783 | 0.6723 | 0.251799 |
3 | -0.082432 | -0.6946 | 0.244791 |
4 | -0.173863 | -1.465 | 0.073669 |
5 | -0.029996 | -0.2527 | 0.400596 |
6 | 0.137477 | 1.1584 | 0.125291 |
7 | -0.154724 | -1.3037 | 0.098269 |
8 | 0.147038 | 1.239 | 0.109719 |
9 | -0.06421 | -0.541 | 0.295085 |
10 | 0.066701 | 0.562 | 0.287933 |
11 | -0.229312 | -1.9322 | 0.028661 |
12 | 0.162425 | 1.3686 | 0.087717 |
13 | -0.208022 | -1.7528 | 0.041974 |
14 | 0.149921 | 1.2633 | 0.105315 |
15 | 0.005978 | 0.0504 | 0.479983 |
16 | -0.049068 | -0.4135 | 0.340259 |
17 | 0.10565 | 0.8902 | 0.188177 |
18 | 0.081094 | 0.6833 | 0.248319 |
19 | -0.040649 | -0.3425 | 0.366489 |
20 | 0.073261 | 0.6173 | 0.269504 |
21 | -0.059801 | -0.5039 | 0.30795 |
22 | -0.080393 | -0.6774 | 0.250177 |
23 | 0.109557 | 0.9231 | 0.179529 |
24 | -0.078548 | -0.6619 | 0.255102 |
25 | -0.073275 | -0.6174 | 0.269463 |
26 | 0.072126 | 0.6077 | 0.272648 |
27 | -0.080716 | -0.6801 | 0.249319 |
28 | -0.066901 | -0.5637 | 0.287362 |
29 | 0.192398 | 1.6212 | 0.054707 |
30 | -0.193054 | -1.6267 | 0.054115 |
31 | 0.172897 | 1.4569 | 0.074783 |
32 | -0.069167 | -0.5828 | 0.280932 |
33 | -0.010157 | -0.0856 | 0.466019 |
34 | 0.048196 | 0.4061 | 0.342943 |
35 | -0.022895 | -0.1929 | 0.423787 |
36 | -0.018713 | -0.1577 | 0.43758 |
37 | 0.023893 | 0.2013 | 0.420511 |
38 | 0.065881 | 0.5551 | 0.290279 |
39 | 0.06369 | 0.5367 | 0.296589 |
40 | -0.104399 | -0.8797 | 0.191 |
41 | 0.070427 | 0.5934 | 0.27739 |
42 | -0.17355 | -1.4624 | 0.074028 |
43 | 0.090346 | 0.7613 | 0.224508 |
44 | -0.078179 | -0.6588 | 0.256093 |
45 | 0.01566 | 0.132 | 0.447697 |
46 | 0.095576 | 0.8053 | 0.211656 |
47 | -0.010512 | -0.0886 | 0.464833 |
48 | 0.023641 | 0.1992 | 0.421337 |
49 | -0.066553 | -0.5608 | 0.288355 |
50 | -0.082985 | -0.6992 | 0.243342 |
51 | 0.064235 | 0.5413 | 0.295015 |
52 | 0.028886 | 0.2434 | 0.404201 |
53 | 0.000773 | 0.0065 | 0.49741 |
54 | 0.015232 | 0.1283 | 0.449118 |
55 | -0.020403 | -0.1719 | 0.431995 |
56 | -0.003365 | -0.0284 | 0.488731 |
57 | 0.03886 | 0.3274 | 0.37215 |
58 | -0.005102 | -0.043 | 0.482916 |
59 | -0.096073 | -0.8095 | 0.210459 |
60 | 0.029623 | 0.2496 | 0.401806 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.314706 | -2.6518 | 0.004935 |
2 | -0.021374 | -0.1801 | 0.428794 |
3 | -0.070528 | -0.5943 | 0.277108 |
4 | -0.244585 | -2.0609 | 0.021488 |
5 | -0.188381 | -1.5873 | 0.058441 |
6 | 0.078306 | 0.6598 | 0.255752 |
7 | -0.146952 | -1.2382 | 0.109853 |
8 | -0.026984 | -0.2274 | 0.410394 |
9 | -0.038506 | -0.3245 | 0.373272 |
10 | 0.060095 | 0.5064 | 0.307083 |
11 | -0.279316 | -2.3536 | 0.010684 |
12 | -0.001815 | -0.0153 | 0.493922 |
13 | -0.165241 | -1.3923 | 0.084081 |
14 | -0.04806 | -0.405 | 0.343363 |
15 | -0.06064 | -0.511 | 0.305483 |
16 | -0.137955 | -1.1624 | 0.124477 |
17 | 0.052087 | 0.4389 | 0.331036 |
18 | 0.07248 | 0.6107 | 0.271665 |
19 | 0.110208 | 0.9286 | 0.178114 |
20 | 0.0177 | 0.1491 | 0.440932 |
21 | 0.134427 | 1.1327 | 0.130576 |
22 | -0.073566 | -0.6199 | 0.268662 |
23 | 0.173268 | 1.46 | 0.074353 |
24 | -0.049364 | -0.4159 | 0.339351 |
25 | -0.062167 | -0.5238 | 0.301014 |
26 | -0.016501 | -0.139 | 0.444908 |
27 | -0.052339 | -0.441 | 0.330269 |
28 | -0.128262 | -1.0808 | 0.141732 |
29 | 0.095098 | 0.8013 | 0.212812 |
30 | -0.050954 | -0.4293 | 0.334487 |
31 | 0.083948 | 0.7074 | 0.24083 |
32 | -0.027993 | -0.2359 | 0.407104 |
33 | -0.019762 | -0.1665 | 0.434111 |
34 | 0.108042 | 0.9104 | 0.182852 |
35 | -0.126818 | -1.0686 | 0.144437 |
36 | -0.010476 | -0.0883 | 0.464954 |
37 | -0.15275 | -1.2871 | 0.101121 |
38 | 0.115659 | 0.9746 | 0.166543 |
39 | 0.037835 | 0.3188 | 0.375406 |
40 | 0.002359 | 0.0199 | 0.492098 |
41 | -0.036541 | -0.3079 | 0.379529 |
42 | 0.072968 | 0.6148 | 0.270314 |
43 | 0.026568 | 0.2239 | 0.411753 |
44 | -0.071288 | -0.6007 | 0.274983 |
45 | 0.071417 | 0.6018 | 0.274623 |
46 | 0.030057 | 0.2533 | 0.400396 |
47 | 0.094829 | 0.799 | 0.213464 |
48 | -0.029677 | -0.2501 | 0.40163 |
49 | -0.051773 | -0.4362 | 0.331991 |
50 | -0.071075 | -0.5989 | 0.275578 |
51 | 0.063296 | 0.5333 | 0.297731 |
52 | -0.029104 | -0.2452 | 0.403492 |
53 | -0.040012 | -0.3371 | 0.368501 |
54 | -0.013806 | -0.1163 | 0.453859 |
55 | -0.04055 | -0.3417 | 0.366802 |
56 | -0.003489 | -0.0294 | 0.488313 |
57 | -0.032356 | -0.2726 | 0.392963 |
58 | 0.041548 | 0.3501 | 0.363655 |
59 | -0.090517 | -0.7627 | 0.224082 |
60 | -0.098512 | -0.8301 | 0.204639 |