Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.280337 | -2.3622 | 0.010457 |
2 | -0.120877 | -1.0185 | 0.155943 |
3 | -0.04546 | -0.3831 | 0.351412 |
4 | 0.059607 | 0.5023 | 0.30852 |
5 | -0.126742 | -1.0679 | 0.144582 |
6 | 0.081402 | 0.6859 | 0.247504 |
7 | 0.025239 | 0.2127 | 0.416098 |
8 | 0.105728 | 0.8909 | 0.188002 |
9 | -0.291582 | -2.4569 | 0.00823 |
10 | 0.076171 | 0.6418 | 0.261526 |
11 | 0.063428 | 0.5345 | 0.297349 |
12 | -0.19927 | -1.6791 | 0.048766 |
13 | 0.144833 | 1.2204 | 0.113178 |
14 | 0.037037 | 0.3121 | 0.377949 |
15 | -0.064613 | -0.5444 | 0.293923 |
16 | -0.022781 | -0.192 | 0.424162 |
17 | 0.054666 | 0.4606 | 0.323237 |
18 | 0.065154 | 0.549 | 0.292366 |
19 | -0.075435 | -0.6356 | 0.263531 |
20 | -0.039277 | -0.331 | 0.370828 |
21 | 0.218005 | 1.8369 | 0.035202 |
22 | -0.22286 | -1.8779 | 0.032254 |
23 | 0.112473 | 0.9477 | 0.173244 |
24 | 0.009576 | 0.0807 | 0.467959 |
25 | -0.017446 | -0.147 | 0.441773 |
26 | -0.015464 | -0.1303 | 0.448347 |
27 | -0.045901 | -0.3868 | 0.350041 |
28 | 0.04282 | 0.3608 | 0.359658 |
29 | 0.094587 | 0.797 | 0.214053 |
30 | -0.142986 | -1.2048 | 0.116137 |
31 | 0.079382 | 0.6689 | 0.252869 |
32 | 0.006181 | 0.0521 | 0.479305 |
33 | -0.14988 | -1.2629 | 0.105377 |
34 | 0.09988 | 0.8416 | 0.201418 |
35 | 0.009031 | 0.0761 | 0.469779 |
36 | 0.017251 | 0.1454 | 0.442421 |
37 | -0.053555 | -0.4513 | 0.326587 |
38 | -0.092161 | -0.7766 | 0.219998 |
39 | 0.126783 | 1.0683 | 0.144504 |
40 | 0.00121 | 0.0102 | 0.495946 |
41 | -0.025994 | -0.219 | 0.413628 |
42 | -0.026926 | -0.2269 | 0.410584 |
43 | 0.019669 | 0.1657 | 0.43442 |
44 | -0.028681 | -0.2417 | 0.404867 |
45 | 0.076013 | 0.6405 | 0.261955 |
46 | -0.01123 | -0.0946 | 0.462439 |
47 | 0.027697 | 0.2334 | 0.40807 |
48 | -0.05839 | -0.492 | 0.312118 |
49 | 0.031898 | 0.2688 | 0.394441 |
50 | -0.019093 | -0.1609 | 0.436323 |
51 | -0.00815 | -0.0687 | 0.472722 |
52 | 0.051931 | 0.4376 | 0.331509 |
53 | -0.013657 | -0.1151 | 0.454356 |
54 | -0.109205 | -0.9202 | 0.180298 |
55 | 0.048416 | 0.408 | 0.342266 |
56 | 0.007488 | 0.0631 | 0.474934 |
57 | 0.015754 | 0.1327 | 0.447387 |
58 | -0.010576 | -0.0891 | 0.464619 |
59 | 0.052273 | 0.4405 | 0.33047 |
60 | -0.01775 | -0.1496 | 0.440767 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.280337 | -2.3622 | 0.010457 |
2 | -0.216478 | -1.8241 | 0.036174 |
3 | -0.167802 | -1.4139 | 0.080877 |
4 | -0.044138 | -0.3719 | 0.355531 |
5 | -0.177814 | -1.4983 | 0.069245 |
6 | -0.028508 | -0.2402 | 0.405429 |
7 | -0.00621 | -0.0523 | 0.479209 |
8 | 0.126748 | 1.068 | 0.144571 |
9 | -0.229984 | -1.9379 | 0.028308 |
10 | -0.08306 | -0.6999 | 0.243145 |
11 | -0.014807 | -0.1248 | 0.450531 |
12 | -0.292508 | -2.4647 | 0.008067 |
13 | 0.01489 | 0.1255 | 0.450253 |
14 | -0.087206 | -0.7348 | 0.232437 |
15 | -0.09561 | -0.8056 | 0.211575 |
16 | -0.064313 | -0.5419 | 0.294789 |
17 | -0.016164 | -0.1362 | 0.446025 |
18 | 0.037943 | 0.3197 | 0.375061 |
19 | -0.080741 | -0.6803 | 0.249252 |
20 | -0.038096 | -0.321 | 0.374577 |
21 | 0.078753 | 0.6636 | 0.254554 |
22 | -0.150731 | -1.2701 | 0.104101 |
23 | 0.118455 | 0.9981 | 0.160805 |
24 | -0.054648 | -0.4605 | 0.323293 |
25 | 0.003626 | 0.0306 | 0.487855 |
26 | 0.068971 | 0.5812 | 0.281486 |
27 | -0.109316 | -0.9211 | 0.180055 |
28 | 0.06957 | 0.5862 | 0.279798 |
29 | 0.085685 | 0.722 | 0.236334 |
30 | 0.032427 | 0.2732 | 0.392735 |
31 | 0.002969 | 0.025 | 0.490055 |
32 | 0.078703 | 0.6632 | 0.254686 |
33 | -0.054126 | -0.4561 | 0.324864 |
34 | -0.041113 | -0.3464 | 0.365024 |
35 | 0.086193 | 0.7263 | 0.23503 |
36 | -0.020806 | -0.1753 | 0.430667 |
37 | -0.042103 | -0.3548 | 0.361909 |
38 | -0.103822 | -0.8748 | 0.192312 |
39 | 0.006271 | 0.0528 | 0.479003 |
40 | 0.050462 | 0.4252 | 0.335989 |
41 | 0.021676 | 0.1826 | 0.427798 |
42 | -0.16935 | -1.427 | 0.078986 |
43 | 0.00622 | 0.0524 | 0.479175 |
44 | -0.080996 | -0.6825 | 0.248578 |
45 | 0.038373 | 0.3233 | 0.373697 |
46 | -0.017801 | -0.15 | 0.440599 |
47 | -0.057976 | -0.4885 | 0.313346 |
48 | 0.025244 | 0.2127 | 0.416081 |
49 | -0.066974 | -0.5643 | 0.287152 |
50 | 0.000682 | 0.0057 | 0.497715 |
51 | 0.002926 | 0.0247 | 0.490199 |
52 | 0.000363 | 0.0031 | 0.498783 |
53 | -0.028969 | -0.2441 | 0.40393 |
54 | -0.125524 | -1.0577 | 0.146892 |
55 | 0.004969 | 0.0419 | 0.483361 |
56 | -0.003808 | -0.0321 | 0.487247 |
57 | -0.037454 | -0.3156 | 0.376618 |
58 | 0.011321 | 0.0954 | 0.462136 |
59 | 0.075541 | 0.6365 | 0.263243 |
60 | -0.011284 | -0.0951 | 0.462259 |