Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.179699 | 1.5142 | 0.067211 |
2 | -0.140261 | -1.1819 | 0.120602 |
3 | -0.053052 | -0.447 | 0.328109 |
4 | -0.135008 | -1.1376 | 0.129556 |
5 | -0.016617 | -0.14 | 0.444523 |
6 | 0.153579 | 1.2941 | 0.099916 |
7 | 0.069543 | 0.586 | 0.279875 |
8 | -0.030883 | -0.2602 | 0.397722 |
9 | -0.061448 | -0.5178 | 0.303115 |
10 | -0.12662 | -1.0669 | 0.144811 |
11 | 0.046678 | 0.3933 | 0.347634 |
12 | 0.278629 | 2.3478 | 0.010839 |
13 | 0.105402 | 0.8881 | 0.188735 |
14 | -0.074442 | -0.6273 | 0.26625 |
15 | -0.216881 | -1.8275 | 0.035915 |
16 | -0.178213 | -1.5016 | 0.068811 |
17 | -0.144242 | -1.2154 | 0.114119 |
18 | 0.14188 | 1.1955 | 0.117934 |
19 | 0.078214 | 0.659 | 0.256 |
20 | -0.19941 | -1.6803 | 0.048651 |
21 | -0.200854 | -1.6924 | 0.047474 |
22 | -0.029852 | -0.2515 | 0.401063 |
23 | -0.066298 | -0.5586 | 0.289083 |
24 | 0.139384 | 1.1745 | 0.122066 |
25 | 0.132381 | 1.1155 | 0.134207 |
26 | 0.050819 | 0.4282 | 0.334897 |
27 | -0.037431 | -0.3154 | 0.376692 |
28 | -0.098228 | -0.8277 | 0.205311 |
29 | -0.070785 | -0.5964 | 0.276388 |
30 | 0.132674 | 1.1179 | 0.133683 |
31 | 0.044029 | 0.371 | 0.355873 |
32 | -0.105331 | -0.8875 | 0.188893 |
33 | -0.099926 | -0.842 | 0.20131 |
34 | 0.012835 | 0.1082 | 0.45709 |
35 | 0.036226 | 0.3052 | 0.380535 |
36 | 0.072582 | 0.6116 | 0.271383 |
37 | 0.164722 | 1.388 | 0.084743 |
38 | 0.08524 | 0.7182 | 0.237482 |
39 | 0.007892 | 0.0665 | 0.473583 |
40 | 0.012581 | 0.106 | 0.457938 |
41 | -0.16391 | -1.3811 | 0.085785 |
42 | -0.039386 | -0.3319 | 0.370482 |
43 | 0.018613 | 0.1568 | 0.437911 |
44 | -0.024361 | -0.2053 | 0.418975 |
45 | -0.065505 | -0.552 | 0.291356 |
46 | -0.01848 | -0.1557 | 0.438348 |
47 | 0.012711 | 0.1071 | 0.457505 |
48 | 0.061797 | 0.5207 | 0.302093 |
49 | -0.029394 | -0.2477 | 0.40255 |
50 | -0.057 | -0.4803 | 0.316249 |
51 | -0.039347 | -0.3315 | 0.370606 |
52 | -0.066164 | -0.5575 | 0.289467 |
53 | 0.011487 | 0.0968 | 0.461581 |
54 | -0.023219 | -0.1957 | 0.422721 |
55 | -0.033809 | -0.2849 | 0.388284 |
56 | 0.058331 | 0.4915 | 0.312291 |
57 | -0.001354 | -0.0114 | 0.495465 |
58 | -0.034788 | -0.2931 | 0.38514 |
59 | -0.003041 | -0.0256 | 0.489815 |
60 | -0.004072 | -0.0343 | 0.486361 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.179699 | 1.5142 | 0.067211 |
2 | -0.178311 | -1.5025 | 0.068705 |
3 | 0.009274 | 0.0781 | 0.468966 |
4 | -0.160792 | -1.3549 | 0.08988 |
5 | 0.039776 | 0.3352 | 0.369248 |
6 | 0.110431 | 0.9305 | 0.17763 |
7 | 0.015367 | 0.1295 | 0.448671 |
8 | -0.02451 | -0.2065 | 0.418485 |
9 | -0.040281 | -0.3394 | 0.367649 |
10 | -0.089067 | -0.7505 | 0.227718 |
11 | 0.096635 | 0.8143 | 0.209109 |
12 | 0.217611 | 1.8336 | 0.035451 |
13 | 0.011065 | 0.0932 | 0.462989 |
14 | -0.055026 | -0.4637 | 0.322156 |
15 | -0.190375 | -1.6041 | 0.056562 |
16 | -0.049377 | -0.4161 | 0.339312 |
17 | -0.166306 | -1.4013 | 0.082737 |
18 | 0.131215 | 1.1056 | 0.136308 |
19 | -0.099554 | -0.8389 | 0.202181 |
20 | -0.219877 | -1.8527 | 0.03404 |
21 | -0.16031 | -1.3508 | 0.090525 |
22 | 0.085742 | 0.7225 | 0.236188 |
23 | -0.102274 | -0.8618 | 0.195855 |
24 | 0.085692 | 0.7221 | 0.236317 |
25 | -0.061195 | -0.5156 | 0.303854 |
26 | 0.15451 | 1.3019 | 0.098575 |
27 | 0.039012 | 0.3287 | 0.371669 |
28 | 0.088386 | 0.7448 | 0.229438 |
29 | 0.009129 | 0.0769 | 0.469451 |
30 | 0.05673 | 0.478 | 0.317054 |
31 | -0.10579 | -0.8914 | 0.187863 |
32 | -0.047347 | -0.3989 | 0.345564 |
33 | -0.050977 | -0.4295 | 0.334416 |
34 | 0.045887 | 0.3866 | 0.350087 |
35 | -0.036363 | -0.3064 | 0.3801 |
36 | -0.132799 | -1.119 | 0.13346 |
37 | 0.049632 | 0.4182 | 0.338528 |
38 | -0.016633 | -0.1402 | 0.444469 |
39 | 0.175645 | 1.48 | 0.071647 |
40 | -0.02919 | -0.246 | 0.403213 |
41 | -0.140695 | -1.1855 | 0.119883 |
42 | -0.063448 | -0.5346 | 0.297291 |
43 | 0.025555 | 0.2153 | 0.415062 |
44 | 0.02502 | 0.2108 | 0.416815 |
45 | 0.014652 | 0.1235 | 0.451045 |
46 | -0.102634 | -0.8648 | 0.195027 |
47 | 0.077169 | 0.6502 | 0.258819 |
48 | -0.034647 | -0.2919 | 0.385591 |
49 | -0.085381 | -0.7194 | 0.237118 |
50 | -0.034285 | -0.2889 | 0.386755 |
51 | -0.10244 | -0.8632 | 0.195474 |
52 | -0.137714 | -1.1604 | 0.124888 |
53 | 0.105826 | 0.8917 | 0.187781 |
54 | 0.000522 | 0.0044 | 0.498251 |
55 | 0.078876 | 0.6646 | 0.254223 |
56 | -0.016376 | -0.138 | 0.44532 |
57 | 0.035302 | 0.2975 | 0.383491 |
58 | 0.009334 | 0.0786 | 0.468767 |
59 | 0.055306 | 0.466 | 0.321315 |
60 | 0.020636 | 0.1739 | 0.431227 |