Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.12783 | 2.2104 | 0.013918 |
2 | 0.141646 | 2.4493 | 0.007444 |
3 | 0.161762 | 2.7971 | 0.002745 |
4 | 0.082612 | 1.4285 | 0.077097 |
5 | 0.116 | 2.0058 | 0.022887 |
6 | 0.125328 | 2.1671 | 0.015507 |
7 | 0.019272 | 0.3333 | 0.369589 |
8 | 0.046043 | 0.7962 | 0.213288 |
9 | 0.040697 | 0.7037 | 0.241076 |
10 | -0.032101 | -0.5551 | 0.289627 |
11 | -0.048494 | -0.8385 | 0.201199 |
12 | -0.27287 | -4.7184 | 2e-06 |
13 | 0.049706 | 0.8595 | 0.195378 |
14 | 0.002895 | 0.0501 | 0.480055 |
15 | -0.02622 | -0.4534 | 0.325299 |
16 | 0.033884 | 0.5859 | 0.27919 |
17 | 0.027926 | 0.4829 | 0.314762 |
18 | 0.020202 | 0.3493 | 0.363548 |
19 | 0.012711 | 0.2198 | 0.413089 |
20 | 0.04915 | 0.8499 | 0.198033 |
21 | 0.128745 | 2.2262 | 0.013372 |
22 | -0.023182 | -0.4009 | 0.344404 |
23 | 0.179066 | 3.0963 | 0.001072 |
24 | -0.045332 | -0.7839 | 0.216868 |
25 | -0.029256 | -0.5059 | 0.306654 |
26 | 0.090428 | 1.5636 | 0.059479 |
27 | 0.031906 | 0.5517 | 0.290783 |
28 | 0.002827 | 0.0489 | 0.480522 |
29 | 0.091127 | 1.5757 | 0.058072 |
30 | -0.097824 | -1.6915 | 0.045888 |
31 | -0.040373 | -0.6981 | 0.242826 |
32 | 0.039804 | 0.6883 | 0.245908 |
33 | -0.134377 | -2.3236 | 0.010409 |
34 | -0.034657 | -0.5993 | 0.27472 |
35 | -0.137543 | -2.3783 | 0.00901 |
36 | -0.020148 | -0.3484 | 0.363893 |
37 | 0.017447 | 0.3017 | 0.381549 |
38 | -0.007788 | -0.1347 | 0.446486 |
39 | -0.096884 | -1.6753 | 0.047463 |
40 | -0.086631 | -1.498 | 0.067596 |
41 | -0.047613 | -0.8233 | 0.205493 |
42 | 0.034165 | 0.5908 | 0.277564 |
43 | -0.016666 | -0.2882 | 0.386707 |
44 | -0.043682 | -0.7553 | 0.225321 |
45 | -0.014429 | -0.2495 | 0.401574 |
46 | -0.025508 | -0.4411 | 0.329736 |
47 | 0.051377 | 0.8884 | 0.187523 |
48 | -0.081394 | -1.4074 | 0.080169 |
49 | -0.049883 | -0.8626 | 0.194536 |
50 | -0.038836 | -0.6715 | 0.251199 |
51 | -0.004901 | -0.0847 | 0.466263 |
52 | 0.054109 | 0.9356 | 0.175111 |
53 | -0.09907 | -1.7131 | 0.043867 |
54 | -0.043018 | -0.7439 | 0.228774 |
55 | 0.015227 | 0.2633 | 0.396248 |
56 | -0.080458 | -1.3913 | 0.082591 |
57 | -0.027107 | -0.4687 | 0.319805 |
58 | 0.057343 | 0.9916 | 0.161107 |
59 | -0.087789 | -1.518 | 0.065034 |
60 | 0.014446 | 0.2498 | 0.401457 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.12783 | 2.2104 | 0.013918 |
2 | 0.127387 | 2.2027 | 0.014188 |
3 | 0.134007 | 2.3172 | 0.010584 |
4 | 0.036064 | 0.6236 | 0.26668 |
5 | 0.071599 | 1.2381 | 0.108332 |
6 | 0.078187 | 1.352 | 0.088702 |
7 | -0.036471 | -0.6306 | 0.264379 |
8 | -0.001348 | -0.0233 | 0.49071 |
9 | 0.004369 | 0.0755 | 0.469915 |
10 | -0.058148 | -1.0055 | 0.15774 |
11 | -0.070879 | -1.2256 | 0.110654 |
12 | -0.288399 | -4.9869 | 1e-06 |
13 | 0.127895 | 2.2115 | 0.013879 |
14 | 0.063948 | 1.1058 | 0.134858 |
15 | 0.035739 | 0.618 | 0.268526 |
16 | 0.060284 | 1.0424 | 0.149033 |
17 | 0.075549 | 1.3064 | 0.096217 |
18 | 0.059676 | 1.0319 | 0.151479 |
19 | -0.044079 | -0.7622 | 0.223272 |
20 | 0.040532 | 0.7009 | 0.241967 |
21 | 0.13555 | 2.3439 | 0.00987 |
22 | -0.135215 | -2.3381 | 0.010021 |
23 | 0.128767 | 2.2266 | 0.01336 |
24 | -0.228262 | -3.947 | 4.9e-05 |
25 | 0.019735 | 0.3412 | 0.366581 |
26 | 0.065738 | 1.1367 | 0.128282 |
27 | 0.013264 | 0.2294 | 0.409375 |
28 | 0.050626 | 0.8754 | 0.191027 |
29 | 0.076212 | 1.3178 | 0.094284 |
30 | -0.116711 | -2.0181 | 0.022236 |
31 | -0.04641 | -0.8025 | 0.211452 |
32 | 0.048399 | 0.8369 | 0.201659 |
33 | -0.036172 | -0.6255 | 0.266067 |
34 | -0.129478 | -2.2389 | 0.012949 |
35 | -0.046225 | -0.7993 | 0.212376 |
36 | -0.061821 | -1.069 | 0.142968 |
37 | 0.068919 | 1.1917 | 0.117157 |
38 | 0.100791 | 1.7428 | 0.041195 |
39 | -0.070277 | -1.2152 | 0.112624 |
40 | -0.057563 | -0.9954 | 0.160184 |
41 | 0.05084 | 0.8791 | 0.190027 |
42 | -0.01126 | -0.1947 | 0.422878 |
43 | -0.023706 | -0.4099 | 0.34108 |
44 | -0.031599 | -0.5464 | 0.292598 |
45 | -0.010657 | -0.1843 | 0.426963 |
46 | -0.125991 | -2.1786 | 0.015071 |
47 | 0.088959 | 1.5382 | 0.062523 |
48 | -0.088434 | -1.5292 | 0.063641 |
49 | -0.019025 | -0.329 | 0.371205 |
50 | 0.028033 | 0.4847 | 0.314111 |
51 | 0.042771 | 0.7396 | 0.230068 |
52 | 0.029662 | 0.5129 | 0.304199 |
53 | -0.046664 | -0.8069 | 0.210185 |
54 | 0.017178 | 0.297 | 0.383321 |
55 | -0.028757 | -0.4972 | 0.30969 |
56 | -0.024515 | -0.4239 | 0.335971 |
57 | 0.006915 | 0.1196 | 0.452451 |
58 | 0.008137 | 0.1407 | 0.444101 |
59 | -0.029865 | -0.5164 | 0.302973 |
60 | -0.016162 | -0.2795 | 0.390042 |