Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.32086 | -3.3035 | 0.000651 |
2 | -0.068606 | -0.7063 | 0.240763 |
3 | 0.083309 | 0.8577 | 0.196492 |
4 | -0.243686 | -2.5089 | 0.006812 |
5 | 0.117055 | 1.2052 | 0.115414 |
6 | -0.060903 | -0.627 | 0.265992 |
7 | 0.126423 | 1.3016 | 0.097937 |
8 | -0.086068 | -0.8861 | 0.188778 |
9 | -0.137986 | -1.4207 | 0.079176 |
10 | 0.017905 | 0.1843 | 0.427046 |
11 | 0.054009 | 0.5561 | 0.289671 |
12 | 0.064984 | 0.6691 | 0.252458 |
13 | 0.056416 | 0.5808 | 0.28129 |
14 | -0.07977 | -0.8213 | 0.206664 |
15 | 0.087718 | 0.9031 | 0.184258 |
16 | -0.280346 | -2.8863 | 0.002362 |
17 | 0.132704 | 1.3663 | 0.087372 |
18 | 0.158552 | 1.6324 | 0.052782 |
19 | -0.170105 | -1.7513 | 0.04139 |
20 | 0.125977 | 1.297 | 0.098722 |
21 | -0.116082 | -1.1951 | 0.117351 |
22 | 0.114644 | 1.1803 | 0.120256 |
23 | -0.055255 | -0.5689 | 0.285318 |
24 | 0.053462 | 0.5504 | 0.291592 |
25 | 0.074076 | 0.7627 | 0.223681 |
26 | -0.110518 | -1.1378 | 0.128875 |
27 | -0.062554 | -0.644 | 0.260471 |
28 | 0.033779 | 0.3478 | 0.36435 |
29 | 0.068653 | 0.7068 | 0.240613 |
30 | -0.098471 | -1.0138 | 0.156489 |
31 | 0.124149 | 1.2782 | 0.101987 |
32 | -0.077194 | -0.7948 | 0.214264 |
33 | -0.028403 | -0.2924 | 0.385267 |
34 | -0.021206 | -0.2183 | 0.413797 |
35 | 0.048532 | 0.4997 | 0.309173 |
36 | 0.068029 | 0.7004 | 0.242605 |
37 | -0.077837 | -0.8014 | 0.212352 |
38 | 0.038967 | 0.4012 | 0.344545 |
39 | -0.032872 | -0.3384 | 0.367852 |
40 | -0.024511 | -0.2524 | 0.400625 |
41 | 0.016352 | 0.1684 | 0.433313 |
42 | 0.012535 | 0.1291 | 0.448779 |
43 | -0.024456 | -0.2518 | 0.400846 |
44 | 0.006735 | 0.0693 | 0.472425 |
45 | -0.050794 | -0.523 | 0.301046 |
46 | 0.069285 | 0.7133 | 0.238604 |
47 | -0.048602 | -0.5004 | 0.308921 |
48 | 0.053269 | 0.5484 | 0.292271 |
49 | 0.00886 | 0.0912 | 0.463743 |
50 | -0.049276 | -0.5073 | 0.30649 |
51 | 0.099406 | 1.0234 | 0.154213 |
52 | -0.049924 | -0.514 | 0.304162 |
53 | 0.065275 | 0.672 | 0.251509 |
54 | -0.085025 | -0.8754 | 0.19167 |
55 | -0.017388 | -0.179 | 0.429132 |
56 | 0.025958 | 0.2673 | 0.394898 |
57 | -0.031776 | -0.3272 | 0.372097 |
58 | -0.037906 | -0.3903 | 0.348563 |
59 | 0.08627 | 0.8882 | 0.18822 |
60 | 0.017228 | 0.1774 | 0.429777 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.32086 | -3.3035 | 0.000651 |
2 | -0.191246 | -1.969 | 0.025782 |
3 | -0.004949 | -0.051 | 0.479729 |
4 | -0.262206 | -2.6996 | 0.004041 |
5 | -0.059256 | -0.6101 | 0.271558 |
6 | -0.129166 | -1.3298 | 0.093213 |
7 | 0.100897 | 1.0388 | 0.150631 |
8 | -0.104662 | -1.0776 | 0.141838 |
9 | -0.18776 | -1.9331 | 0.027946 |
10 | -0.206998 | -2.1312 | 0.017693 |
11 | -0.002364 | -0.0243 | 0.490314 |
12 | 0.010589 | 0.109 | 0.456697 |
13 | 0.059564 | 0.6132 | 0.270514 |
14 | -0.105754 | -1.0888 | 0.139354 |
15 | 0.113242 | 1.1659 | 0.123136 |
16 | -0.28385 | -2.9224 | 0.002123 |
17 | -0.00725 | -0.0746 | 0.470321 |
18 | 0.022826 | 0.235 | 0.407329 |
19 | -0.024242 | -0.2496 | 0.401695 |
20 | -0.06109 | -0.629 | 0.265364 |
21 | -0.022652 | -0.2332 | 0.408023 |
22 | 0.126619 | 1.3036 | 0.097592 |
23 | 0.025481 | 0.2623 | 0.396781 |
24 | 0.047856 | 0.4927 | 0.31162 |
25 | 0.008934 | 0.092 | 0.463443 |
26 | 0.039796 | 0.4097 | 0.341416 |
27 | -0.069127 | -0.7117 | 0.239104 |
28 | 0.051362 | 0.5288 | 0.299025 |
29 | 0.101787 | 1.048 | 0.14852 |
30 | -0.067437 | -0.6943 | 0.244505 |
31 | 0.127869 | 1.3165 | 0.095423 |
32 | -0.060592 | -0.6238 | 0.26704 |
33 | 0.028675 | 0.2952 | 0.384198 |
34 | -0.032312 | -0.3327 | 0.370019 |
35 | -0.017023 | -0.1753 | 0.430606 |
36 | 0.043146 | 0.4442 | 0.328898 |
37 | -0.030008 | -0.3089 | 0.378983 |
38 | 0.079607 | 0.8196 | 0.207141 |
39 | -0.007995 | -0.0823 | 0.467275 |
40 | -0.019014 | -0.1958 | 0.422585 |
41 | -0.005758 | -0.0593 | 0.476417 |
42 | -0.070153 | -0.7223 | 0.235861 |
43 | -0.09713 | -1 | 0.159791 |
44 | -0.048158 | -0.4958 | 0.310525 |
45 | 0.005244 | 0.054 | 0.478521 |
46 | -0.079401 | -0.8175 | 0.207744 |
47 | -0.040253 | -0.4144 | 0.339699 |
48 | 0.002682 | 0.0276 | 0.489012 |
49 | -0.069464 | -0.7152 | 0.238035 |
50 | -0.018003 | -0.1853 | 0.426655 |
51 | 0.005506 | 0.0567 | 0.477451 |
52 | 0.129255 | 1.3308 | 0.093062 |
53 | -0.006499 | -0.0669 | 0.473389 |
54 | -0.003764 | -0.0387 | 0.484581 |
55 | 0.000693 | 0.0071 | 0.497161 |
56 | 0.000726 | 0.0075 | 0.497025 |
57 | 0.034272 | 0.3529 | 0.36245 |
58 | -0.143979 | -1.4824 | 0.070607 |
59 | 0.081677 | 0.8409 | 0.201143 |
60 | 0.05282 | 0.5438 | 0.293856 |