Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.285519 | 2.6012 | 0.005499 |
2 | -0.000702 | -0.0064 | 0.497458 |
3 | 0.121637 | 1.1082 | 0.135495 |
4 | 0.025414 | 0.2315 | 0.408735 |
5 | -0.072568 | -0.6611 | 0.255181 |
6 | 0.001423 | 0.013 | 0.494842 |
7 | -0.232704 | -2.12 | 0.018495 |
8 | -0.196975 | -1.7945 | 0.038185 |
9 | -0.157627 | -1.436 | 0.077373 |
10 | -0.137808 | -1.2555 | 0.106411 |
11 | -0.168012 | -1.5307 | 0.064827 |
12 | -0.150141 | -1.3679 | 0.087525 |
13 | -0.111531 | -1.0161 | 0.156269 |
14 | -0.083363 | -0.7595 | 0.22486 |
15 | 0.057611 | 0.5249 | 0.300538 |
16 | 0.233716 | 2.1293 | 0.018098 |
17 | 0.107907 | 0.9831 | 0.164212 |
18 | 0.163252 | 1.4873 | 0.070362 |
19 | 0.300049 | 2.7336 | 0.003828 |
20 | 0.122886 | 1.1195 | 0.133068 |
21 | -0.027982 | -0.2549 | 0.399705 |
22 | 0.059292 | 0.5402 | 0.295261 |
23 | -0.083223 | -0.7582 | 0.225241 |
24 | -0.047665 | -0.4342 | 0.332618 |
25 | -0.008163 | -0.0744 | 0.470449 |
26 | -0.082017 | -0.7472 | 0.228523 |
27 | -0.061488 | -0.5602 | 0.288432 |
28 | -0.059202 | -0.5394 | 0.295543 |
29 | -0.149683 | -1.3637 | 0.088179 |
30 | -0.136013 | -1.2391 | 0.109393 |
31 | -0.070165 | -0.6392 | 0.262215 |
32 | -0.071397 | -0.6505 | 0.258596 |
33 | -0.066978 | -0.6102 | 0.2717 |
34 | -0.002231 | -0.0203 | 0.491918 |
35 | 0.134143 | 1.2221 | 0.112564 |
36 | 0.084942 | 0.7739 | 0.220606 |
37 | 0.063785 | 0.5811 | 0.28137 |
38 | 0.015501 | 0.1412 | 0.444019 |
39 | 0.102692 | 0.9356 | 0.176105 |
40 | 0.100774 | 0.9181 | 0.180614 |
41 | 0.027943 | 0.2546 | 0.39984 |
42 | -0.035351 | -0.3221 | 0.374108 |
43 | 0.064793 | 0.5903 | 0.278298 |
44 | 0.02589 | 0.2359 | 0.407058 |
45 | 0.014073 | 0.1282 | 0.449146 |
46 | -0.046154 | -0.4205 | 0.33761 |
47 | -0.017347 | -0.158 | 0.437404 |
48 | -0.089652 | -0.8168 | 0.2082 |
49 | -0.1053 | -0.9593 | 0.170089 |
50 | -0.060072 | -0.5473 | 0.292826 |
51 | 0.002379 | 0.0217 | 0.491379 |
52 | -0.030113 | -0.2743 | 0.392252 |
53 | 0.042169 | 0.3842 | 0.350915 |
54 | 0.010028 | 0.0914 | 0.463714 |
55 | -0.046814 | -0.4265 | 0.335424 |
56 | -0.052341 | -0.4769 | 0.31736 |
57 | -0.006461 | -0.0589 | 0.4766 |
58 | 0.019425 | 0.177 | 0.42998 |
59 | 0.06341 | 0.5777 | 0.282518 |
60 | -0.000971 | -0.0089 | 0.49648 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.285519 | 2.6012 | 0.005499 |
2 | -0.089521 | -0.8156 | 0.208539 |
3 | 0.161796 | 1.474 | 0.072128 |
4 | -0.068165 | -0.621 | 0.268146 |
5 | -0.049097 | -0.4473 | 0.327913 |
6 | 0.024594 | 0.2241 | 0.411631 |
7 | -0.282633 | -2.5749 | 0.0059 |
8 | -0.016385 | -0.1493 | 0.44085 |
9 | -0.166018 | -1.5125 | 0.067103 |
10 | -0.01212 | -0.1104 | 0.456172 |
11 | -0.134258 | -1.2232 | 0.112367 |
12 | -0.113261 | -1.0319 | 0.152568 |
13 | -0.045258 | -0.4123 | 0.340584 |
14 | -0.147368 | -1.3426 | 0.091534 |
15 | 0.107995 | 0.9839 | 0.164016 |
16 | 0.118879 | 1.083 | 0.140964 |
17 | -0.030049 | -0.2738 | 0.392474 |
18 | 0.137458 | 1.2523 | 0.106989 |
19 | 0.117385 | 1.0694 | 0.143988 |
20 | -0.027573 | -0.2512 | 0.401139 |
21 | -0.119064 | -1.0847 | 0.140593 |
22 | 0.012844 | 0.117 | 0.453566 |
23 | -0.107987 | -0.9838 | 0.164034 |
24 | 0.059871 | 0.5455 | 0.293452 |
25 | 0.001739 | 0.0158 | 0.4937 |
26 | 0.040599 | 0.3699 | 0.356208 |
27 | 0.105905 | 0.9648 | 0.168715 |
28 | -0.049265 | -0.4488 | 0.327362 |
29 | -0.000615 | -0.0056 | 0.497771 |
30 | -0.095989 | -0.8745 | 0.192184 |
31 | 0.008493 | 0.0774 | 0.469255 |
32 | -0.087281 | -0.7952 | 0.214393 |
33 | -0.059632 | -0.5433 | 0.294198 |
34 | -0.046102 | -0.42 | 0.337781 |
35 | 0.026968 | 0.2457 | 0.403266 |
36 | 0.005392 | 0.0491 | 0.480469 |
37 | -0.015893 | -0.1448 | 0.442614 |
38 | -0.112049 | -1.0208 | 0.155155 |
39 | 0.171967 | 1.5667 | 0.060496 |
40 | 0.003925 | 0.0358 | 0.485779 |
41 | -0.03127 | -0.2849 | 0.388222 |
42 | -0.036285 | -0.3306 | 0.370901 |
43 | 0.032381 | 0.295 | 0.384364 |
44 | -0.015106 | -0.1376 | 0.445435 |
45 | 0.018754 | 0.1709 | 0.432375 |
46 | -0.051386 | -0.4682 | 0.320451 |
47 | 0.107332 | 0.9778 | 0.165497 |
48 | -0.008249 | -0.0752 | 0.470136 |
49 | -0.010555 | -0.0962 | 0.461813 |
50 | 0.027905 | 0.2542 | 0.399974 |
51 | 0.013556 | 0.1235 | 0.451004 |
52 | 0.038396 | 0.3498 | 0.363685 |
53 | 0.034304 | 0.3125 | 0.377714 |
54 | -0.038244 | -0.3484 | 0.364203 |
55 | -0.140338 | -1.2785 | 0.102311 |
56 | -0.061065 | -0.5563 | 0.289741 |
57 | -0.012033 | -0.1096 | 0.456487 |
58 | 0.000257 | 0.0023 | 0.499067 |
59 | -0.021853 | -0.1991 | 0.421339 |
60 | 0.037654 | 0.343 | 0.366217 |