Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.106661 | 0.9113 | 0.182565 |
2 | 0.386094 | 3.2988 | 0.000751 |
3 | 0.234479 | 2.0034 | 0.024424 |
4 | -0.005998 | -0.0512 | 0.479636 |
5 | 0.098709 | 0.8434 | 0.200889 |
6 | -0.052524 | -0.4488 | 0.327465 |
7 | -0.040887 | -0.3493 | 0.363922 |
8 | -0.005982 | -0.0511 | 0.479689 |
9 | -0.107854 | -0.9215 | 0.179911 |
10 | -0.102145 | -0.8727 | 0.192837 |
11 | -0.100643 | -0.8599 | 0.196331 |
12 | -0.120857 | -1.0326 | 0.152599 |
13 | -0.083126 | -0.7102 | 0.239911 |
14 | -0.144117 | -1.2313 | 0.111075 |
15 | -0.013317 | -0.1138 | 0.454862 |
16 | -0.163551 | -1.3974 | 0.083266 |
17 | -0.078011 | -0.6665 | 0.253588 |
18 | -0.142932 | -1.2212 | 0.112968 |
19 | -0.128745 | -1.1 | 0.137474 |
20 | -0.112454 | -0.9608 | 0.169911 |
21 | -0.071345 | -0.6096 | 0.27202 |
22 | 0.024055 | 0.2055 | 0.418867 |
23 | 0.109595 | 0.9364 | 0.176083 |
24 | -0.031885 | -0.2724 | 0.393033 |
25 | 0.204286 | 1.7454 | 0.042559 |
26 | -0.028371 | -0.2424 | 0.404575 |
27 | 0.035453 | 0.3029 | 0.381409 |
28 | 0.004891 | 0.0418 | 0.483391 |
29 | 0.056582 | 0.4834 | 0.315116 |
30 | 0.069771 | 0.5961 | 0.276469 |
31 | 0.019532 | 0.1669 | 0.433961 |
32 | -0.010711 | -0.0915 | 0.463667 |
33 | -0.054745 | -0.4677 | 0.320682 |
34 | 0.007804 | 0.0667 | 0.473509 |
35 | -0.089415 | -0.764 | 0.223677 |
36 | -0.04055 | -0.3465 | 0.364999 |
37 | 0.01214 | 0.1037 | 0.458836 |
38 | -0.098763 | -0.8438 | 0.200761 |
39 | -0.054827 | -0.4684 | 0.320431 |
40 | -0.031057 | -0.2654 | 0.395744 |
41 | -0.118523 | -1.0127 | 0.157284 |
42 | 0.023411 | 0.2 | 0.421009 |
43 | -0.105936 | -0.9051 | 0.184191 |
44 | 0.014282 | 0.122 | 0.451607 |
45 | 0.095445 | 0.8155 | 0.208725 |
46 | -0.014226 | -0.1215 | 0.451797 |
47 | 0.091479 | 0.7816 | 0.218489 |
48 | 0.049613 | 0.4239 | 0.336446 |
49 | 0.006578 | 0.0562 | 0.477668 |
50 | 0.010906 | 0.0932 | 0.463008 |
51 | -0.007481 | -0.0639 | 0.474605 |
52 | 0.019668 | 0.168 | 0.433507 |
53 | 0.003385 | 0.0289 | 0.488503 |
54 | 0.027432 | 0.2344 | 0.407675 |
55 | 0.016801 | 0.1435 | 0.443128 |
56 | -0.010893 | -0.0931 | 0.463052 |
57 | 0.000192 | 0.0016 | 0.499347 |
58 | -0.013541 | -0.1157 | 0.454106 |
59 | 0.014883 | 0.1272 | 0.449582 |
60 | 0.000427 | 0.0036 | 0.498549 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.106661 | 0.9113 | 0.182565 |
2 | 0.37903 | 3.2384 | 0.000905 |
3 | 0.199008 | 1.7003 | 0.046663 |
4 | -0.204559 | -1.7478 | 0.042356 |
5 | -0.075381 | -0.6441 | 0.260779 |
6 | -0.024902 | -0.2128 | 0.416052 |
7 | -0.008836 | -0.0755 | 0.470015 |
8 | 0.027266 | 0.233 | 0.408223 |
9 | -0.064564 | -0.5516 | 0.291443 |
10 | -0.127286 | -1.0875 | 0.140189 |
11 | -0.052957 | -0.4525 | 0.326137 |
12 | 0.004699 | 0.0401 | 0.484044 |
13 | 0.00824 | 0.0704 | 0.472033 |
14 | -0.099858 | -0.8532 | 0.198173 |
15 | 0.039131 | 0.3343 | 0.369541 |
16 | -0.110857 | -0.9472 | 0.17334 |
17 | -0.079154 | -0.6763 | 0.250496 |
18 | -0.096758 | -0.8267 | 0.20555 |
19 | -0.035039 | -0.2994 | 0.382754 |
20 | -0.058096 | -0.4964 | 0.310561 |
21 | 0.020458 | 0.1748 | 0.430865 |
22 | 0.106161 | 0.907 | 0.183684 |
23 | 0.149366 | 1.2762 | 0.102968 |
24 | -0.158445 | -1.3538 | 0.089995 |
25 | 0.062901 | 0.5374 | 0.296302 |
26 | -0.077199 | -0.6596 | 0.255798 |
27 | -0.077355 | -0.6609 | 0.255371 |
28 | -0.091228 | -0.7795 | 0.219116 |
29 | 0.167917 | 1.4347 | 0.077824 |
30 | 0.042968 | 0.3671 | 0.357296 |
31 | -0.064296 | -0.5493 | 0.292223 |
32 | -0.150395 | -1.285 | 0.101432 |
33 | -0.093658 | -0.8002 | 0.213091 |
34 | 0.06438 | 0.5501 | 0.291976 |
35 | 0.043901 | 0.3751 | 0.35434 |
36 | -0.073377 | -0.6269 | 0.26633 |
37 | -0.009862 | -0.0843 | 0.466539 |
38 | -0.151628 | -1.2955 | 0.099613 |
39 | -0.042984 | -0.3673 | 0.357245 |
40 | 0.017732 | 0.1515 | 0.439999 |
41 | 0.036381 | 0.3108 | 0.378404 |
42 | 0.047949 | 0.4097 | 0.341622 |
43 | -0.041289 | -0.3528 | 0.362637 |
44 | -0.063449 | -0.5421 | 0.294698 |
45 | 0.127907 | 1.0928 | 0.13903 |
46 | -0.017565 | -0.1501 | 0.440559 |
47 | -0.059204 | -0.5058 | 0.307247 |
48 | -0.069657 | -0.5952 | 0.276792 |
49 | 0.05449 | 0.4656 | 0.321459 |
50 | -0.072375 | -0.6184 | 0.269129 |
51 | -0.010213 | -0.0873 | 0.465351 |
52 | -0.049187 | -0.4203 | 0.337768 |
53 | 0.000806 | 0.0069 | 0.497264 |
54 | -0.028799 | -0.2461 | 0.403164 |
55 | 0.027651 | 0.2363 | 0.40695 |
56 | -0.027548 | -0.2354 | 0.407289 |
57 | -0.000405 | -0.0035 | 0.498623 |
58 | -0.008181 | -0.0699 | 0.472232 |
59 | -0.052277 | -0.4467 | 0.328224 |
60 | -0.086833 | -0.7419 | 0.230264 |