Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.035383 | 0.3243 | 0.373263 |
2 | 0.137312 | 1.2585 | 0.105852 |
3 | 0.244684 | 2.2426 | 0.013779 |
4 | 0.173898 | 1.5938 | 0.057369 |
5 | 0.242357 | 2.2212 | 0.014513 |
6 | -0.147201 | -1.3491 | 0.090462 |
7 | 0.119319 | 1.0936 | 0.138633 |
8 | 0.038144 | 0.3496 | 0.363758 |
9 | 0.08127 | 0.7449 | 0.22922 |
10 | -0.014231 | -0.1304 | 0.44827 |
11 | -0.199474 | -1.8282 | 0.035534 |
12 | 0.527481 | 4.8344 | 3e-06 |
13 | -0.160724 | -1.4731 | 0.072236 |
14 | -0.050141 | -0.4596 | 0.323512 |
15 | 0.029381 | 0.2693 | 0.394187 |
16 | -0.033574 | -0.3077 | 0.379531 |
17 | 0.060973 | 0.5588 | 0.288883 |
18 | -0.195149 | -1.7886 | 0.038645 |
19 | -0.039396 | -0.3611 | 0.359478 |
20 | -0.027482 | -0.2519 | 0.400875 |
21 | -0.021085 | -0.1932 | 0.423615 |
22 | -0.120756 | -1.1067 | 0.135781 |
23 | -0.228747 | -2.0965 | 0.019523 |
24 | 0.301555 | 2.7638 | 0.00351 |
25 | -0.173197 | -1.5874 | 0.058093 |
26 | -0.089591 | -0.8211 | 0.206953 |
27 | -0.035284 | -0.3234 | 0.373604 |
28 | 0.024605 | 0.2255 | 0.411065 |
29 | 0.098622 | 0.9039 | 0.184321 |
30 | -0.114759 | -1.0518 | 0.147958 |
31 | 0.017327 | 0.1588 | 0.437101 |
32 | 0.059588 | 0.5461 | 0.293212 |
33 | 0.08967 | 0.8218 | 0.206748 |
34 | -0.051444 | -0.4715 | 0.319256 |
35 | -0.100304 | -0.9193 | 0.180285 |
36 | 0.278652 | 2.5539 | 0.006229 |
37 | -0.129015 | -1.1824 | 0.120183 |
38 | -0.029762 | -0.2728 | 0.392849 |
39 | -0.028865 | -0.2646 | 0.396 |
40 | 0.028452 | 0.2608 | 0.397454 |
41 | 0.060903 | 0.5582 | 0.289101 |
42 | -0.096703 | -0.8863 | 0.188993 |
43 | 0.067573 | 0.6193 | 0.268692 |
44 | 0.03851 | 0.3529 | 0.362506 |
45 | 0.090965 | 0.8337 | 0.203405 |
46 | 0.031822 | 0.2917 | 0.385635 |
47 | -0.051291 | -0.4701 | 0.319754 |
48 | 0.263676 | 2.4166 | 0.008915 |
49 | -0.061298 | -0.5618 | 0.287873 |
50 | 0.024512 | 0.2247 | 0.411396 |
51 | -0.024966 | -0.2288 | 0.409783 |
52 | -0.018047 | -0.1654 | 0.434512 |
53 | 0.017246 | 0.1581 | 0.437395 |
54 | -0.181889 | -1.667 | 0.049615 |
55 | -0.02547 | -0.2334 | 0.407995 |
56 | -0.10773 | -0.9874 | 0.16315 |
57 | -0.061952 | -0.5678 | 0.285843 |
58 | -0.076348 | -0.6997 | 0.243012 |
59 | -0.19401 | -1.7781 | 0.0395 |
60 | 0.061254 | 0.5614 | 0.288009 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.035383 | 0.3243 | 0.373263 |
2 | 0.13623 | 1.2486 | 0.107645 |
3 | 0.240425 | 2.2035 | 0.015147 |
4 | 0.1605 | 1.471 | 0.072513 |
5 | 0.204759 | 1.8766 | 0.032019 |
6 | -0.259291 | -2.3764 | 0.009877 |
7 | -0.022183 | -0.2033 | 0.419693 |
8 | -0.066351 | -0.6081 | 0.272375 |
9 | 0.121218 | 1.111 | 0.134872 |
10 | -0.012152 | -0.1114 | 0.455793 |
11 | -0.17705 | -1.6227 | 0.054201 |
12 | 0.544457 | 4.99 | 2e-06 |
13 | -0.256439 | -2.3503 | 0.010551 |
14 | -0.095056 | -0.8712 | 0.193064 |
15 | -0.139864 | -1.2819 | 0.101707 |
16 | -0.091229 | -0.8361 | 0.202728 |
17 | -0.118858 | -1.0894 | 0.139557 |
18 | 0.149297 | 1.3683 | 0.087429 |
19 | -0.059708 | -0.5472 | 0.292834 |
20 | 0.143683 | 1.3169 | 0.095731 |
21 | -0.070674 | -0.6477 | 0.259461 |
22 | -0.131629 | -1.2064 | 0.115525 |
23 | -0.012508 | -0.1146 | 0.454503 |
24 | -0.011509 | -0.1055 | 0.458124 |
25 | 0.009239 | 0.0847 | 0.466361 |
26 | 0.035799 | 0.3281 | 0.371824 |
27 | -0.031242 | -0.2863 | 0.387664 |
28 | 0.161191 | 1.4773 | 0.071662 |
29 | 0.077221 | 0.7077 | 0.240532 |
30 | -0.074539 | -0.6832 | 0.248192 |
31 | 0.062826 | 0.5758 | 0.283142 |
32 | -0.078306 | -0.7177 | 0.237472 |
33 | 0.006163 | 0.0565 | 0.477544 |
34 | -0.013416 | -0.123 | 0.451217 |
35 | 0.05216 | 0.4781 | 0.316926 |
36 | 0.028785 | 0.2638 | 0.396284 |
37 | -0.077621 | -0.7114 | 0.2394 |
38 | -0.068435 | -0.6272 | 0.266108 |
39 | 0.03892 | 0.3567 | 0.361103 |
40 | -0.081025 | -0.7426 | 0.229897 |
41 | -0.023522 | -0.2156 | 0.414919 |
42 | 0.08414 | 0.7712 | 0.221388 |
43 | 0.123129 | 1.1285 | 0.131161 |
44 | 0.006768 | 0.062 | 0.475342 |
45 | 0.013291 | 0.1218 | 0.451667 |
46 | 0.108303 | 0.9926 | 0.161874 |
47 | -0.083123 | -0.7618 | 0.224146 |
48 | -0.009694 | -0.0888 | 0.464708 |
49 | 0.028193 | 0.2584 | 0.398367 |
50 | 0.013287 | 0.1218 | 0.451683 |
51 | -0.058259 | -0.5339 | 0.297394 |
52 | -0.068205 | -0.6251 | 0.266797 |
53 | -0.096644 | -0.8858 | 0.189137 |
54 | -0.106546 | -0.9765 | 0.165807 |
55 | -0.059861 | -0.5486 | 0.292355 |
56 | -0.080891 | -0.7414 | 0.230266 |
57 | 0.016864 | 0.1546 | 0.43877 |
58 | -0.02885 | -0.2644 | 0.396053 |
59 | 0.007891 | 0.0723 | 0.471259 |
60 | -0.124225 | -1.1385 | 0.129066 |