Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.010949 | 0.1653 | 0.434418 |
2 | -0.065927 | -0.9955 | 0.16028 |
3 | -0.077122 | -1.1645 | 0.122717 |
4 | 0.068097 | 1.0282 | 0.152464 |
5 | -0.013165 | -0.1988 | 0.421306 |
6 | 0.003013 | 0.0455 | 0.481877 |
7 | -0.08435 | -1.2737 | 0.102042 |
8 | -0.005597 | -0.0845 | 0.46636 |
9 | 0.159967 | 2.4154 | 0.008252 |
10 | -0.121923 | -1.841 | 0.03346 |
11 | 0.000657 | 0.0099 | 0.496046 |
12 | -0.069961 | -1.0564 | 0.145954 |
13 | 0.049935 | 0.754 | 0.225815 |
14 | -0.065733 | -0.9925 | 0.160992 |
15 | 0.035884 | 0.5418 | 0.294231 |
16 | -0.007657 | -0.1156 | 0.45403 |
17 | 0.077812 | 1.1749 | 0.120623 |
18 | -0.019171 | -0.2895 | 0.386241 |
19 | -0.10206 | -1.5411 | 0.062342 |
20 | 0.027223 | 0.4111 | 0.34071 |
21 | 0.066704 | 1.0072 | 0.157452 |
22 | -0.064357 | -0.9718 | 0.166099 |
23 | -0.032077 | -0.4843 | 0.314303 |
24 | -0.003162 | -0.0477 | 0.480982 |
25 | 0.063738 | 0.9624 | 0.168429 |
26 | 0.017543 | 0.2649 | 0.395663 |
27 | -0.065825 | -0.9939 | 0.160654 |
28 | 0.028795 | 0.4348 | 0.332061 |
29 | 0.056164 | 0.8481 | 0.198647 |
30 | 0.033344 | 0.5035 | 0.307555 |
31 | -0.063317 | -0.9561 | 0.170025 |
32 | -0.022978 | -0.347 | 0.364469 |
33 | -0.040511 | -0.6117 | 0.27067 |
34 | 0.021628 | 0.3266 | 0.372141 |
35 | -0.076143 | -1.1497 | 0.125728 |
36 | -0.015269 | -0.2306 | 0.408932 |
37 | 0.00412 | 0.0622 | 0.475223 |
38 | 0.030697 | 0.4635 | 0.321716 |
39 | 0.00422 | 0.0637 | 0.474627 |
40 | -0.006619 | -0.0999 | 0.460236 |
41 | 0.003432 | 0.0518 | 0.479358 |
42 | 0.01433 | 0.2164 | 0.414446 |
43 | 0.09529 | 1.4388 | 0.075784 |
44 | 0.019261 | 0.2908 | 0.385722 |
45 | 0.022397 | 0.3382 | 0.367769 |
46 | -0.0136 | -0.2053 | 0.418741 |
47 | -0.03348 | -0.5055 | 0.306835 |
48 | -0.071011 | -1.0722 | 0.142371 |
49 | 0.075198 | 1.1355 | 0.128687 |
50 | 0.004733 | 0.0715 | 0.471547 |
51 | -0.008148 | -0.123 | 0.451096 |
52 | -0.06281 | -0.9484 | 0.171961 |
53 | 0.009763 | 0.1474 | 0.441467 |
54 | 0.025747 | 0.3888 | 0.348902 |
55 | 0.014333 | 0.2164 | 0.414424 |
56 | -0.026441 | -0.3993 | 0.34504 |
57 | 0.022676 | 0.3424 | 0.36618 |
58 | 0.015874 | 0.2397 | 0.405395 |
59 | 0.017246 | 0.2604 | 0.397389 |
60 | 0.038137 | 0.5759 | 0.282642 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.010949 | 0.1653 | 0.434418 |
2 | -0.066055 | -0.9974 | 0.159813 |
3 | -0.075969 | -1.1471 | 0.126269 |
4 | 0.065818 | 0.9938 | 0.160678 |
5 | -0.024771 | -0.374 | 0.354365 |
6 | 0.006176 | 0.0933 | 0.46289 |
7 | -0.077705 | -1.1733 | 0.120947 |
8 | -0.010487 | -0.1583 | 0.437162 |
9 | 0.156481 | 2.3628 | 0.009489 |
10 | -0.147114 | -2.2214 | 0.013654 |
11 | 0.038175 | 0.5764 | 0.282448 |
12 | -0.070257 | -1.0609 | 0.144939 |
13 | 0.018149 | 0.274 | 0.39215 |
14 | -0.056746 | -0.8569 | 0.196214 |
15 | 0.018993 | 0.2868 | 0.38727 |
16 | 0.029259 | 0.4418 | 0.329528 |
17 | 0.046043 | 0.6952 | 0.243806 |
18 | -0.032558 | -0.4916 | 0.311735 |
19 | -0.073938 | -1.1164 | 0.132706 |
20 | 0.026113 | 0.3943 | 0.346866 |
21 | 0.062907 | 0.9499 | 0.171592 |
22 | -0.106968 | -1.6152 | 0.053827 |
23 | 0.029659 | 0.4478 | 0.327345 |
24 | -0.037369 | -0.5643 | 0.286567 |
25 | 0.070159 | 1.0594 | 0.145274 |
26 | -0.02752 | -0.4155 | 0.339069 |
27 | -0.036932 | -0.5577 | 0.288812 |
28 | 0.082664 | 1.2482 | 0.106618 |
29 | 0.005498 | 0.083 | 0.466955 |
30 | 0.016976 | 0.2563 | 0.398964 |
31 | -0.025705 | -0.3881 | 0.349137 |
32 | -0.029011 | -0.438 | 0.330882 |
33 | -0.030802 | -0.4651 | 0.321154 |
34 | -0.039708 | -0.5996 | 0.27469 |
35 | -0.041674 | -0.6293 | 0.264904 |
36 | -0.005695 | -0.086 | 0.465771 |
37 | -0.009411 | -0.1421 | 0.443561 |
38 | -0.004148 | -0.0626 | 0.475059 |
39 | 0.022345 | 0.3374 | 0.368062 |
40 | 0.021829 | 0.3296 | 0.370999 |
41 | -0.022012 | -0.3324 | 0.369959 |
42 | 0.021344 | 0.3223 | 0.373764 |
43 | 0.090875 | 1.3722 | 0.085677 |
44 | 0.046447 | 0.7013 | 0.241906 |
45 | 0.002743 | 0.0414 | 0.483497 |
46 | -0.021373 | -0.3227 | 0.373602 |
47 | -0.030174 | -0.4556 | 0.324547 |
48 | -0.055572 | -0.8391 | 0.201139 |
49 | 0.064323 | 0.9712 | 0.166227 |
50 | 0.004708 | 0.0711 | 0.471697 |
51 | -0.00064 | -0.0097 | 0.496148 |
52 | -0.0577 | -0.8712 | 0.192269 |
53 | 0.005151 | 0.0778 | 0.469037 |
54 | 0.008686 | 0.1312 | 0.447885 |
55 | 0.009671 | 0.146 | 0.442013 |
56 | 0.007712 | 0.1165 | 0.453699 |
57 | 0.042577 | 0.6429 | 0.260469 |
58 | -0.027248 | -0.4114 | 0.340572 |
59 | 0.022383 | 0.338 | 0.367846 |
60 | 0.027838 | 0.4203 | 0.337315 |