Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.228126 | -2.0783 | 0.020384 |
2 | 0.000347 | 0.0032 | 0.498744 |
3 | -0.018684 | -0.1702 | 0.432626 |
4 | -0.001358 | -0.0124 | 0.495079 |
5 | 0.122628 | 1.1172 | 0.133567 |
6 | -0.02682 | -0.2443 | 0.403783 |
7 | -0.172973 | -1.5759 | 0.059431 |
8 | 0.05882 | 0.5359 | 0.29674 |
9 | -0.076156 | -0.6938 | 0.244869 |
10 | -0.082851 | -0.7548 | 0.226251 |
11 | -0.03349 | -0.3051 | 0.380523 |
12 | 0.010168 | 0.0926 | 0.463208 |
13 | 0.072284 | 0.6585 | 0.256007 |
14 | -0.072089 | -0.6568 | 0.256575 |
15 | -0.01767 | -0.161 | 0.436248 |
16 | -0.044353 | -0.4041 | 0.343598 |
17 | 0.087991 | 0.8016 | 0.212528 |
18 | 0.031953 | 0.2911 | 0.385849 |
19 | -0.094744 | -0.8632 | 0.195268 |
20 | 0.128921 | 1.1745 | 0.121771 |
21 | 0.034219 | 0.3117 | 0.378007 |
22 | -0.01544 | -0.1407 | 0.444238 |
23 | -0.024198 | -0.2205 | 0.413028 |
24 | -0.02037 | -0.1856 | 0.426614 |
25 | -0.057993 | -0.5283 | 0.299337 |
26 | 0.054429 | 0.4959 | 0.310647 |
27 | -0.161452 | -1.4709 | 0.072551 |
28 | -0.041133 | -0.3747 | 0.354406 |
29 | -0.047226 | -0.4302 | 0.334065 |
30 | -0.024944 | -0.2273 | 0.410393 |
31 | -0.034386 | -0.3133 | 0.37743 |
32 | 0.05933 | 0.5405 | 0.295141 |
33 | 0.0625 | 0.5694 | 0.285312 |
34 | -0.034946 | -0.3184 | 0.3755 |
35 | -0.133815 | -1.2191 | 0.113127 |
36 | 0.106422 | 0.9695 | 0.167544 |
37 | 0.218238 | 1.9882 | 0.025041 |
38 | -0.026504 | -0.2415 | 0.404895 |
39 | -0.003717 | -0.0339 | 0.486532 |
40 | -0.077895 | -0.7097 | 0.239952 |
41 | 0.06749 | 0.6149 | 0.270162 |
42 | 0.097851 | 0.8915 | 0.187629 |
43 | -0.069474 | -0.6329 | 0.264256 |
44 | 0.035393 | 0.3224 | 0.373964 |
45 | -0.04374 | -0.3985 | 0.345646 |
46 | -0.040454 | -0.3686 | 0.3567 |
47 | 0.078041 | 0.711 | 0.239543 |
48 | -0.120048 | -1.0937 | 0.138627 |
49 | 0.067719 | 0.617 | 0.269477 |
50 | 0.018122 | 0.1651 | 0.434632 |
51 | 0.000158 | 0.0014 | 0.499429 |
52 | -0.07163 | -0.6526 | 0.257914 |
53 | 0.105017 | 0.9568 | 0.170735 |
54 | -0.092642 | -0.844 | 0.200546 |
55 | 0.044812 | 0.4083 | 0.342068 |
56 | 0.009507 | 0.0866 | 0.465593 |
57 | -0.061912 | -0.564 | 0.287124 |
58 | 0.012359 | 0.1126 | 0.45531 |
59 | 0.024141 | 0.2199 | 0.413231 |
60 | -0.055835 | -0.5087 | 0.306163 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.228126 | -2.0783 | 0.020384 |
2 | -0.054533 | -0.4968 | 0.310315 |
3 | -0.032843 | -0.2992 | 0.382763 |
4 | -0.014148 | -0.1289 | 0.448878 |
5 | 0.124904 | 1.1379 | 0.129213 |
6 | 0.032951 | 0.3002 | 0.382389 |
7 | -0.177228 | -1.6146 | 0.055094 |
8 | -0.02079 | -0.1894 | 0.42512 |
9 | -0.083517 | -0.7609 | 0.224444 |
10 | -0.156152 | -1.4226 | 0.079298 |
11 | -0.096771 | -0.8816 | 0.190262 |
12 | 0.01596 | 0.1454 | 0.442372 |
13 | 0.072625 | 0.6616 | 0.255016 |
14 | -0.05371 | -0.4893 | 0.312953 |
15 | -0.014242 | -0.1297 | 0.448539 |
16 | -0.084046 | -0.7657 | 0.223014 |
17 | -0.000968 | -0.0088 | 0.496493 |
18 | 0.011621 | 0.1059 | 0.457969 |
19 | -0.090838 | -0.8276 | 0.205141 |
20 | 0.108801 | 0.9912 | 0.16223 |
21 | 0.086385 | 0.787 | 0.216759 |
22 | 0.003458 | 0.0315 | 0.487472 |
23 | -0.047395 | -0.4318 | 0.333507 |
24 | -0.013315 | -0.1213 | 0.451871 |
25 | -0.142065 | -1.2943 | 0.099581 |
26 | -0.055031 | -0.5014 | 0.308723 |
27 | -0.111263 | -1.0137 | 0.156847 |
28 | -0.102839 | -0.9369 | 0.175762 |
29 | -0.09495 | -0.865 | 0.194756 |
30 | -0.059735 | -0.5442 | 0.293878 |
31 | -0.070119 | -0.6388 | 0.262352 |
32 | 0.028548 | 0.2601 | 0.397722 |
33 | 0.084843 | 0.773 | 0.220873 |
34 | -0.068155 | -0.6209 | 0.268176 |
35 | -0.248183 | -2.2611 | 0.013186 |
36 | -0.020701 | -0.1886 | 0.425435 |
37 | 0.205498 | 1.8722 | 0.032352 |
38 | -0.007154 | -0.0652 | 0.474096 |
39 | 0.012882 | 0.1174 | 0.453428 |
40 | -0.008175 | -0.0745 | 0.470404 |
41 | -0.045738 | -0.4167 | 0.338991 |
42 | 0.00558 | 0.0508 | 0.47979 |
43 | -0.030927 | -0.2818 | 0.389416 |
44 | 0.048625 | 0.443 | 0.32946 |
45 | -0.027968 | -0.2548 | 0.399752 |
46 | -0.054056 | -0.4925 | 0.311841 |
47 | 0.143341 | 1.3059 | 0.097598 |
48 | 0.016249 | 0.148 | 0.441337 |
49 | 0.023574 | 0.2148 | 0.415236 |
50 | -0.041101 | -0.3744 | 0.354513 |
51 | 0.053658 | 0.4888 | 0.313119 |
52 | -0.092348 | -0.8413 | 0.201291 |
53 | 0.083082 | 0.7569 | 0.225623 |
54 | -0.142894 | -1.3018 | 0.098288 |
55 | -0.048276 | -0.4398 | 0.330606 |
56 | 0.062088 | 0.5657 | 0.286579 |
57 | -0.117438 | -1.0699 | 0.143881 |
58 | -0.094133 | -0.8576 | 0.196795 |
59 | -0.02333 | -0.2125 | 0.416101 |
60 | -0.01968 | -0.1793 | 0.429073 |