Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.125113 | 1.112 | 0.13475 |
2 | -0.02936 | -0.261 | 0.397403 |
3 | 0.080018 | 0.7112 | 0.239523 |
4 | 0.143277 | 1.2735 | 0.103293 |
5 | -0.015521 | -0.138 | 0.445313 |
6 | -0.212344 | -1.8874 | 0.031393 |
7 | 0.034945 | 0.3106 | 0.378463 |
8 | 0.125802 | 1.1182 | 0.133446 |
9 | 0.061416 | 0.5459 | 0.293344 |
10 | -0.08162 | -0.7255 | 0.235157 |
11 | 0.03975 | 0.3533 | 0.3624 |
12 | 0.650802 | 5.7845 | 0 |
13 | 0.015952 | 0.1418 | 0.443806 |
14 | -0.067335 | -0.5985 | 0.275614 |
15 | 0.038783 | 0.3447 | 0.365613 |
16 | 0.077581 | 0.6896 | 0.246249 |
17 | -0.068664 | -0.6103 | 0.271707 |
18 | -0.247184 | -2.197 | 0.015475 |
19 | 0.020561 | 0.1828 | 0.42773 |
20 | 0.036912 | 0.3281 | 0.371858 |
21 | 0.002786 | 0.0248 | 0.490155 |
22 | -0.095633 | -0.85 | 0.198945 |
23 | 0.017397 | 0.1546 | 0.438753 |
24 | 0.492402 | 4.3766 | 1.8e-05 |
25 | -0.022466 | -0.1997 | 0.421121 |
26 | -0.079866 | -0.7099 | 0.239939 |
27 | -0.017595 | -0.1564 | 0.438062 |
28 | -0.012594 | -0.1119 | 0.455579 |
29 | -0.045461 | -0.4041 | 0.343626 |
30 | -0.21207 | -1.8849 | 0.031559 |
31 | -0.061491 | -0.5465 | 0.293116 |
32 | -0.022494 | -0.1999 | 0.421022 |
33 | -0.018699 | -0.1662 | 0.434213 |
34 | -0.140398 | -1.2479 | 0.107879 |
35 | -0.012199 | -0.1084 | 0.456967 |
36 | 0.363263 | 3.2288 | 0.000906 |
37 | -0.054744 | -0.4866 | 0.313953 |
38 | -0.08223 | -0.7309 | 0.233509 |
39 | -0.023328 | -0.2073 | 0.418137 |
40 | 0.009299 | 0.0826 | 0.46717 |
41 | -0.038498 | -0.3422 | 0.366562 |
42 | -0.183681 | -1.6326 | 0.053267 |
43 | -0.06199 | -0.551 | 0.291603 |
44 | -0.019978 | -0.1776 | 0.429758 |
45 | -0.014849 | -0.132 | 0.447669 |
46 | -0.108878 | -0.9677 | 0.168066 |
47 | -0.011625 | -0.1033 | 0.458985 |
48 | 0.244462 | 2.1728 | 0.016395 |
49 | -0.050001 | -0.4444 | 0.328977 |
50 | -0.09725 | -0.8644 | 0.194998 |
51 | -0.037994 | -0.3377 | 0.368242 |
52 | -0.033861 | -0.301 | 0.382118 |
53 | -0.052605 | -0.4676 | 0.320691 |
54 | -0.099335 | -0.8829 | 0.189983 |
55 | -0.009249 | -0.0822 | 0.467345 |
56 | -0.039045 | -0.347 | 0.364742 |
57 | -0.017303 | -0.1538 | 0.439084 |
58 | -0.079878 | -0.71 | 0.239907 |
59 | 0.005058 | 0.045 | 0.482126 |
60 | 0.138892 | 1.2345 | 0.110339 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.125113 | 1.112 | 0.13475 |
2 | -0.045729 | -0.4064 | 0.342757 |
3 | 0.091196 | 0.8106 | 0.210026 |
4 | 0.122543 | 1.0892 | 0.139692 |
5 | -0.044143 | -0.3923 | 0.347929 |
6 | -0.208929 | -1.857 | 0.033519 |
7 | 0.069611 | 0.6187 | 0.268943 |
8 | 0.096926 | 0.8615 | 0.195786 |
9 | 0.082119 | 0.7299 | 0.233808 |
10 | -0.056976 | -0.5064 | 0.306987 |
11 | 0.019364 | 0.1721 | 0.431895 |
12 | 0.628206 | 5.5836 | 0 |
13 | -0.201358 | -1.7897 | 0.038666 |
14 | -0.032095 | -0.2853 | 0.388093 |
15 | -0.034591 | -0.3075 | 0.379654 |
16 | -0.096955 | -0.8618 | 0.195716 |
17 | -0.000536 | -0.0048 | 0.498104 |
18 | -0.07897 | -0.7019 | 0.242402 |
19 | -0.011465 | -0.1019 | 0.459547 |
20 | -0.08312 | -0.7388 | 0.231112 |
21 | -0.023482 | -0.2087 | 0.417605 |
22 | 0.045748 | 0.4066 | 0.342695 |
23 | 0.02057 | 0.1828 | 0.427701 |
24 | 0.125538 | 1.1158 | 0.133944 |
25 | -0.025364 | -0.2254 | 0.41111 |
26 | -0.038267 | -0.3401 | 0.367334 |
27 | -0.073679 | -0.6549 | 0.257225 |
28 | -0.111806 | -0.9938 | 0.161688 |
29 | 0.14741 | 1.3102 | 0.096961 |
30 | 0.001189 | 0.0106 | 0.495799 |
31 | -0.207224 | -1.8418 | 0.034625 |
32 | 0.016649 | 0.148 | 0.441368 |
33 | -0.03668 | -0.326 | 0.372637 |
34 | -0.062248 | -0.5533 | 0.290819 |
35 | 0.086784 | 0.7714 | 0.221398 |
36 | -0.021609 | -0.1921 | 0.424093 |
37 | -0.052121 | -0.4633 | 0.322225 |
38 | -0.024995 | -0.2222 | 0.412381 |
39 | 0.040086 | 0.3563 | 0.361286 |
40 | 0.128804 | 1.1448 | 0.127866 |
41 | -0.068546 | -0.6092 | 0.272055 |
42 | -0.007224 | -0.0642 | 0.474482 |
43 | -0.001705 | -0.0152 | 0.493974 |
44 | -0.028875 | -0.2567 | 0.399058 |
45 | 0.005987 | 0.0532 | 0.478848 |
46 | 0.066485 | 0.5909 | 0.278127 |
47 | -0.009192 | -0.0817 | 0.467545 |
48 | -0.189924 | -1.6881 | 0.04767 |
49 | 0.019451 | 0.1729 | 0.431593 |
50 | 0.005921 | 0.0526 | 0.479082 |
51 | -0.035927 | -0.3193 | 0.375162 |
52 | -0.060522 | -0.5379 | 0.296069 |
53 | -0.024226 | -0.2153 | 0.415033 |
54 | 0.102894 | 0.9145 | 0.181608 |
55 | 0.051524 | 0.458 | 0.324122 |
56 | -0.06212 | -0.5521 | 0.291206 |
57 | 0.07551 | 0.6711 | 0.252042 |
58 | -0.04879 | -0.4337 | 0.332861 |
59 | -0.064786 | -0.5758 | 0.283182 |
60 | 0.004435 | 0.0394 | 0.484328 |