Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.05444 | 0.4619 | 0.322759 |
2 | 0.136876 | 1.1614 | 0.124651 |
3 | 0.149513 | 1.2687 | 0.104325 |
4 | 0.03169 | 0.2689 | 0.394387 |
5 | 0.045593 | 0.3869 | 0.349997 |
6 | 0.091981 | 0.7805 | 0.218832 |
7 | 0.015192 | 0.1289 | 0.448893 |
8 | 0.203558 | 1.7272 | 0.044205 |
9 | 0.02738 | 0.2323 | 0.408472 |
10 | -0.079682 | -0.6761 | 0.250565 |
11 | 0.190193 | 1.6138 | 0.055469 |
12 | -0.180006 | -1.5274 | 0.065521 |
13 | -0.013888 | -0.1178 | 0.45326 |
14 | 0.194659 | 1.6517 | 0.051471 |
15 | 0.021493 | 0.1824 | 0.4279 |
16 | 0.005917 | 0.0502 | 0.480047 |
17 | -0.074964 | -0.6361 | 0.263368 |
18 | 0.016319 | 0.1385 | 0.445127 |
19 | 0.004458 | 0.0378 | 0.484967 |
20 | -0.06268 | -0.5319 | 0.298231 |
21 | -0.092034 | -0.7809 | 0.218701 |
22 | 0.022436 | 0.1904 | 0.424777 |
23 | 0.013562 | 0.1151 | 0.454351 |
24 | -0.163877 | -1.3905 | 0.084324 |
25 | -0.09042 | -0.7672 | 0.222725 |
26 | -0.210902 | -1.7896 | 0.038864 |
27 | -0.040695 | -0.3453 | 0.365435 |
28 | -0.136856 | -1.1613 | 0.124685 |
29 | 0.063732 | 0.5408 | 0.295164 |
30 | -0.107279 | -0.9103 | 0.182853 |
31 | -0.024659 | -0.2092 | 0.417427 |
32 | -0.018863 | -0.1601 | 0.436641 |
33 | -0.020391 | -0.173 | 0.43156 |
34 | -0.01335 | -0.1133 | 0.455064 |
35 | -0.003251 | -0.0276 | 0.489034 |
36 | -0.005726 | -0.0486 | 0.480691 |
37 | 0.003675 | 0.0312 | 0.487603 |
38 | 0.068406 | 0.5804 | 0.281713 |
39 | -0.169054 | -1.4345 | 0.077883 |
40 | -0.054646 | -0.4637 | 0.322136 |
41 | -0.073678 | -0.6252 | 0.266915 |
42 | -0.103843 | -0.8811 | 0.190588 |
43 | 0.074456 | 0.6318 | 0.264766 |
44 | -0.033831 | -0.2871 | 0.387443 |
45 | -0.051642 | -0.4382 | 0.331276 |
46 | 0.019486 | 0.1653 | 0.434569 |
47 | -0.115515 | -0.9802 | 0.165141 |
48 | -0.052783 | -0.4479 | 0.327794 |
49 | -0.014226 | -0.1207 | 0.452127 |
50 | -0.077791 | -0.6601 | 0.255654 |
51 | 0.087437 | 0.7419 | 0.230272 |
52 | 0.072084 | 0.6117 | 0.271346 |
53 | -0.06406 | -0.5436 | 0.29421 |
54 | 0.08758 | 0.7431 | 0.229907 |
55 | -0.104398 | -0.8858 | 0.189324 |
56 | -0.015895 | -0.1349 | 0.446544 |
57 | 0.010695 | 0.0908 | 0.463971 |
58 | -0.013758 | -0.1167 | 0.453694 |
59 | 0.002367 | 0.0201 | 0.492014 |
60 | 0.015505 | 0.1316 | 0.447849 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.05444 | 0.4619 | 0.322759 |
2 | 0.134311 | 1.1397 | 0.129102 |
3 | 0.138655 | 1.1765 | 0.12163 |
4 | 0.00249 | 0.0211 | 0.491603 |
5 | 0.00681 | 0.0578 | 0.477038 |
6 | 0.068126 | 0.5781 | 0.28251 |
7 | -0.000643 | -0.0055 | 0.49783 |
8 | 0.183971 | 1.561 | 0.061449 |
9 | -0.007425 | -0.063 | 0.474971 |
10 | -0.140554 | -1.1926 | 0.118463 |
11 | 0.15512 | 1.3162 | 0.096134 |
12 | -0.199256 | -1.6907 | 0.047605 |
13 | -0.015101 | -0.1281 | 0.4492 |
14 | 0.213506 | 1.8117 | 0.037104 |
15 | 0.03333 | 0.2828 | 0.389066 |
16 | -0.071837 | -0.6096 | 0.272036 |
17 | -0.165311 | -1.4027 | 0.0825 |
18 | 0.099752 | 0.8464 | 0.20006 |
19 | -0.024497 | -0.2079 | 0.41796 |
20 | -0.022267 | -0.1889 | 0.425334 |
21 | -0.047151 | -0.4001 | 0.345138 |
22 | -0.124689 | -1.058 | 0.146791 |
23 | 0.141809 | 1.2033 | 0.116404 |
24 | -0.179318 | -1.5216 | 0.066249 |
25 | -0.129202 | -1.0963 | 0.138297 |
26 | -0.135863 | -1.1528 | 0.126396 |
27 | 0.083007 | 0.7043 | 0.241747 |
28 | -0.048083 | -0.408 | 0.342244 |
29 | 0.036779 | 0.3121 | 0.377939 |
30 | -0.031625 | -0.2683 | 0.394599 |
31 | 0.003414 | 0.029 | 0.488486 |
32 | 0.093014 | 0.7893 | 0.216278 |
33 | -0.000982 | -0.0083 | 0.496687 |
34 | -0.009397 | -0.0797 | 0.468333 |
35 | 0.13106 | 1.1121 | 0.134901 |
36 | -0.020156 | -0.171 | 0.432341 |
37 | -0.087405 | -0.7417 | 0.230353 |
38 | 0.051696 | 0.4387 | 0.331111 |
39 | -0.084234 | -0.7148 | 0.238537 |
40 | -0.073442 | -0.6232 | 0.26757 |
41 | -0.043485 | -0.369 | 0.356611 |
42 | -0.099717 | -0.8461 | 0.200142 |
43 | 0.076893 | 0.6525 | 0.258092 |
44 | 0.074165 | 0.6293 | 0.265567 |
45 | -0.111812 | -0.9488 | 0.172959 |
46 | -0.081545 | -0.6919 | 0.245603 |
47 | -0.051403 | -0.4362 | 0.332008 |
48 | 0.037437 | 0.3177 | 0.375831 |
49 | -0.08996 | -0.7633 | 0.223878 |
50 | -0.023999 | -0.2036 | 0.419606 |
51 | 0.06581 | 0.5584 | 0.289148 |
52 | -0.03339 | -0.2833 | 0.388871 |
53 | 0.068758 | 0.5834 | 0.280714 |
54 | -0.029057 | -0.2466 | 0.402975 |
55 | -0.030946 | -0.2626 | 0.396809 |
56 | 0.053997 | 0.4582 | 0.324102 |
57 | -0.039923 | -0.3388 | 0.367891 |
58 | 0.00544 | 0.0462 | 0.481654 |
59 | 0.015081 | 0.128 | 0.449267 |
60 | 0.035167 | 0.2984 | 0.383127 |