Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.30053 | 2.9446 | 0.002028 |
2 | -0.036911 | -0.3617 | 0.359201 |
3 | -0.00596 | -0.0584 | 0.476779 |
4 | 0.082521 | 0.8085 | 0.210391 |
5 | 0.065748 | 0.6442 | 0.260491 |
6 | -0.111266 | -1.0902 | 0.139181 |
7 | -0.275944 | -2.7037 | 0.004056 |
8 | -0.079231 | -0.7763 | 0.219738 |
9 | -0.026954 | -0.2641 | 0.396138 |
10 | -0.091408 | -0.8956 | 0.186349 |
11 | -0.051186 | -0.5015 | 0.308578 |
12 | -0.115336 | -1.1301 | 0.130635 |
13 | -0.084622 | -0.8291 | 0.204545 |
14 | 0.097004 | 0.9504 | 0.172137 |
15 | 0.047183 | 0.4623 | 0.322458 |
16 | -0.019846 | -0.1944 | 0.423119 |
17 | 0.049917 | 0.4891 | 0.312949 |
18 | 0.062518 | 0.6125 | 0.270812 |
19 | 0.103593 | 1.015 | 0.15633 |
20 | 0.016904 | 0.1656 | 0.434402 |
21 | -0.097521 | -0.9555 | 0.170861 |
22 | -0.037152 | -0.364 | 0.358324 |
23 | -0.021127 | -0.207 | 0.418223 |
24 | 0.004296 | 0.0421 | 0.483255 |
25 | -0.052618 | -0.5155 | 0.303677 |
26 | -0.058941 | -0.5775 | 0.282477 |
27 | -0.036999 | -0.3625 | 0.35888 |
28 | -0.042315 | -0.4146 | 0.33968 |
29 | -0.102291 | -1.0022 | 0.159372 |
30 | -0.064934 | -0.6362 | 0.263072 |
31 | 0.063118 | 0.6184 | 0.268878 |
32 | -0.040327 | -0.3951 | 0.346815 |
33 | -0.17491 | -1.7138 | 0.0449 |
34 | -0.031039 | -0.3041 | 0.38085 |
35 | 0.112051 | 1.0979 | 0.137504 |
36 | 0.074938 | 0.7342 | 0.232296 |
37 | -0.056706 | -0.5556 | 0.289887 |
38 | 0.046787 | 0.4584 | 0.323844 |
39 | 0.136734 | 1.3397 | 0.091751 |
40 | 0.218672 | 2.1425 | 0.017339 |
41 | 0.059785 | 0.5858 | 0.279701 |
42 | 0.010251 | 0.1004 | 0.460105 |
43 | 0.002754 | 0.027 | 0.489263 |
44 | -0.075529 | -0.74 | 0.230543 |
45 | 0.039762 | 0.3896 | 0.348851 |
46 | -0.021169 | -0.2074 | 0.418062 |
47 | -0.141712 | -1.3885 | 0.084102 |
48 | -0.083738 | -0.8205 | 0.206993 |
49 | 0.029334 | 0.2874 | 0.387207 |
50 | 0.012568 | 0.1231 | 0.451128 |
51 | -0.033288 | -0.3262 | 0.372509 |
52 | -0.044925 | -0.4402 | 0.330401 |
53 | 0.123064 | 1.2058 | 0.115434 |
54 | 0.185516 | 1.8177 | 0.036116 |
55 | 0.054036 | 0.5294 | 0.298859 |
56 | -0.053219 | -0.5214 | 0.30163 |
57 | -0.040761 | -0.3994 | 0.345253 |
58 | 0.024577 | 0.2408 | 0.405111 |
59 | 0.024406 | 0.2391 | 0.405758 |
60 | -0.01242 | -0.1217 | 0.451699 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.30053 | 2.9446 | 0.002028 |
2 | -0.139862 | -1.3704 | 0.086886 |
3 | 0.054623 | 0.5352 | 0.296877 |
4 | 0.070105 | 0.6869 | 0.246907 |
5 | 0.018453 | 0.1808 | 0.428453 |
6 | -0.141019 | -1.3817 | 0.085136 |
7 | -0.214649 | -2.1031 | 0.019035 |
8 | 0.059862 | 0.5865 | 0.279448 |
9 | -0.075354 | -0.7383 | 0.231061 |
10 | -0.061384 | -0.6014 | 0.274484 |
11 | 0.042902 | 0.4203 | 0.337585 |
12 | -0.129635 | -1.2702 | 0.103549 |
13 | -0.06486 | -0.6355 | 0.263308 |
14 | 0.099286 | 0.9728 | 0.166548 |
15 | -0.029334 | -0.2874 | 0.387208 |
16 | -0.037503 | -0.3675 | 0.357045 |
17 | 0.065757 | 0.6443 | 0.260463 |
18 | 0.007516 | 0.0736 | 0.470726 |
19 | 0.012406 | 0.1216 | 0.451752 |
20 | -0.049548 | -0.4855 | 0.314225 |
21 | -0.045009 | -0.441 | 0.330105 |
22 | -0.029408 | -0.2881 | 0.386931 |
23 | -0.054335 | -0.5324 | 0.297849 |
24 | 0.075709 | 0.7418 | 0.230011 |
25 | -0.081253 | -0.7961 | 0.213966 |
26 | 0.016541 | 0.1621 | 0.435795 |
27 | -0.013851 | -0.1357 | 0.446166 |
28 | -0.103636 | -1.0154 | 0.156228 |
29 | -0.087526 | -0.8576 | 0.196631 |
30 | -0.009596 | -0.094 | 0.462643 |
31 | 0.096197 | 0.9425 | 0.174143 |
32 | -0.158876 | -1.5567 | 0.061421 |
33 | -0.179644 | -1.7601 | 0.040784 |
34 | 0.08098 | 0.7934 | 0.21474 |
35 | 0.023901 | 0.2342 | 0.407672 |
36 | -0.060282 | -0.5906 | 0.278075 |
37 | -0.049204 | -0.4821 | 0.315416 |
38 | 0.144803 | 1.4188 | 0.079601 |
39 | -0.021458 | -0.2102 | 0.416963 |
40 | 0.131012 | 1.2836 | 0.101178 |
41 | -0.015053 | -0.1475 | 0.441526 |
42 | 0.015175 | 0.1487 | 0.441056 |
43 | -0.049514 | -0.4851 | 0.314342 |
44 | -0.10893 | -1.0673 | 0.144257 |
45 | 0.146265 | 1.4331 | 0.077539 |
46 | -0.11098 | -1.0874 | 0.139797 |
47 | 0.022096 | 0.2165 | 0.41453 |
48 | 0.010614 | 0.104 | 0.458693 |
49 | 0.014939 | 0.1464 | 0.441969 |
50 | -0.035823 | -0.351 | 0.36318 |
51 | -0.014061 | -0.1378 | 0.445356 |
52 | 0.104806 | 1.0269 | 0.153527 |
53 | 0.078408 | 0.7682 | 0.222117 |
54 | 0.031406 | 0.3077 | 0.379484 |
55 | -0.022752 | -0.2229 | 0.412033 |
56 | -0.052211 | -0.5116 | 0.305065 |
57 | -0.094256 | -0.9235 | 0.179027 |
58 | 0.024802 | 0.243 | 0.404259 |
59 | -0.034283 | -0.3359 | 0.36884 |
60 | 0.057054 | 0.559 | 0.288727 |