Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.294594 | -2.4823 | 0.00771 |
2 | -0.195341 | -1.646 | 0.052094 |
3 | -0.050545 | -0.4259 | 0.335736 |
4 | -0.059135 | -0.4983 | 0.309912 |
5 | 0.182463 | 1.5375 | 0.064312 |
6 | -0.010422 | -0.0878 | 0.465135 |
7 | -0.111963 | -0.9434 | 0.174333 |
8 | -0.027179 | -0.229 | 0.409758 |
9 | 0.208172 | 1.7541 | 0.041865 |
10 | -0.020781 | -0.1751 | 0.430749 |
11 | 0.048649 | 0.4099 | 0.341548 |
12 | -0.376305 | -3.1708 | 0.001122 |
13 | 0.019089 | 0.1608 | 0.436336 |
14 | 0.343745 | 2.8964 | 0.002507 |
15 | -0.142747 | -1.2028 | 0.116524 |
16 | 0.013676 | 0.1152 | 0.454292 |
17 | -0.058551 | -0.4934 | 0.311642 |
18 | 0.109402 | 0.9218 | 0.179867 |
19 | 0.036034 | 0.3036 | 0.381151 |
20 | -0.096441 | -0.8126 | 0.209575 |
21 | -0.099035 | -0.8345 | 0.203404 |
22 | -0.027991 | -0.2359 | 0.407112 |
23 | 0.257706 | 2.1715 | 0.016619 |
24 | -0.057423 | -0.4839 | 0.314988 |
25 | 0.034563 | 0.2912 | 0.385862 |
26 | -0.231754 | -1.9528 | 0.027393 |
27 | 0.125233 | 1.0552 | 0.147449 |
28 | 0.079697 | 0.6715 | 0.25203 |
29 | -0.080685 | -0.6799 | 0.249402 |
30 | -0.025549 | -0.2153 | 0.415083 |
31 | -0.123394 | -1.0397 | 0.150994 |
32 | 0.168161 | 1.4169 | 0.080436 |
33 | 0.092098 | 0.776 | 0.220154 |
34 | -0.054209 | -0.4568 | 0.324615 |
35 | -0.142843 | -1.2036 | 0.116368 |
36 | 0.014912 | 0.1256 | 0.450183 |
37 | 0.014481 | 0.122 | 0.451614 |
38 | 0.070515 | 0.5942 | 0.277142 |
39 | 0.046006 | 0.3876 | 0.349718 |
40 | -0.159846 | -1.3469 | 0.09115 |
41 | 0.118956 | 1.0023 | 0.159791 |
42 | -0.017233 | -0.1452 | 0.442478 |
43 | 0.032699 | 0.2755 | 0.391856 |
44 | -0.048125 | -0.4055 | 0.343162 |
45 | -0.06593 | -0.5555 | 0.290137 |
46 | 0.058545 | 0.4933 | 0.311659 |
47 | 0.02823 | 0.2379 | 0.406332 |
48 | -0.026122 | -0.2201 | 0.413208 |
49 | -0.008611 | -0.0726 | 0.471182 |
50 | 0.024062 | 0.2028 | 0.419955 |
51 | -0.05032 | -0.424 | 0.336422 |
52 | 0.079814 | 0.6725 | 0.251717 |
53 | -0.07718 | -0.6503 | 0.258789 |
54 | -0.057393 | -0.4836 | 0.315077 |
55 | 0.070075 | 0.5905 | 0.278379 |
56 | 0.040844 | 0.3442 | 0.365871 |
57 | -0.002273 | -0.0192 | 0.492386 |
58 | -0.067063 | -0.5651 | 0.286898 |
59 | 0.046454 | 0.3914 | 0.348328 |
60 | 0.02356 | 0.1985 | 0.421603 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.294594 | -2.4823 | 0.00771 |
2 | -0.308938 | -2.6032 | 0.005619 |
3 | -0.26255 | -2.2123 | 0.015082 |
4 | -0.312303 | -2.6315 | 0.00521 |
5 | -0.070528 | -0.5943 | 0.277106 |
6 | -0.074881 | -0.631 | 0.265047 |
7 | -0.148723 | -1.2532 | 0.107129 |
8 | -0.169632 | -1.4293 | 0.078645 |
9 | 0.129162 | 1.0883 | 0.140063 |
10 | 0.095876 | 0.8079 | 0.210932 |
11 | 0.269742 | 2.2729 | 0.013031 |
12 | -0.225806 | -1.9027 | 0.030569 |
13 | -0.223047 | -1.8794 | 0.032145 |
14 | 0.043697 | 0.3682 | 0.356909 |
15 | -0.167662 | -1.4127 | 0.081049 |
16 | -0.133405 | -1.1241 | 0.13238 |
17 | -0.069441 | -0.5851 | 0.280161 |
18 | 0.17251 | 1.4536 | 0.075232 |
19 | 0.129822 | 1.0939 | 0.138848 |
20 | 0.020678 | 0.1742 | 0.431087 |
21 | 0.083076 | 0.7 | 0.243104 |
22 | -0.031213 | -0.263 | 0.396655 |
23 | 0.191996 | 1.6178 | 0.055071 |
24 | -0.091 | -0.7668 | 0.222876 |
25 | 0.004879 | 0.0411 | 0.483661 |
26 | -0.077428 | -0.6524 | 0.258117 |
27 | 0.01807 | 0.1523 | 0.439705 |
28 | -0.03956 | -0.3333 | 0.369931 |
29 | -0.001607 | -0.0135 | 0.494617 |
30 | 0.091672 | 0.7724 | 0.221209 |
31 | -0.076967 | -0.6485 | 0.259364 |
32 | -0.134162 | -1.1305 | 0.131041 |
33 | 0.030324 | 0.2555 | 0.399533 |
34 | -0.051428 | -0.4333 | 0.333041 |
35 | 0.035662 | 0.3005 | 0.382338 |
36 | -0.065924 | -0.5555 | 0.290154 |
37 | -0.128041 | -1.0789 | 0.142144 |
38 | -0.056446 | -0.4756 | 0.317903 |
39 | 0.040418 | 0.3406 | 0.367218 |
40 | -0.027697 | -0.2334 | 0.40807 |
41 | -0.056465 | -0.4758 | 0.317845 |
42 | -0.03755 | -0.3164 | 0.376314 |
43 | -0.00731 | -0.0616 | 0.47553 |
44 | -0.066484 | -0.5602 | 0.288552 |
45 | 0.085235 | 0.7182 | 0.237494 |
46 | -0.039164 | -0.33 | 0.371186 |
47 | 0.022767 | 0.1918 | 0.424207 |
48 | -0.12886 | -1.0858 | 0.140621 |
49 | -0.006096 | -0.0514 | 0.479588 |
50 | -0.07055 | -0.5945 | 0.277045 |
51 | -0.02645 | -0.2229 | 0.412137 |
52 | -0.011025 | -0.0929 | 0.463121 |
53 | -0.054966 | -0.4632 | 0.322337 |
54 | -0.029756 | -0.2507 | 0.401375 |
55 | -0.036283 | -0.3057 | 0.380353 |
56 | -0.013221 | -0.1114 | 0.455806 |
57 | -0.028117 | -0.2369 | 0.406701 |
58 | -0.110399 | -0.9302 | 0.177699 |
59 | 0.071118 | 0.5993 | 0.275455 |
60 | 0.028141 | 0.2371 | 0.406624 |