Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.189781 | 1.5534 | 0.062517 |
2 | 0.132304 | 1.083 | 0.141356 |
3 | 0.141837 | 1.161 | 0.124884 |
4 | -0.183817 | -1.5046 | 0.068563 |
5 | -0.003948 | -0.0323 | 0.487158 |
6 | -0.073902 | -0.6049 | 0.273639 |
7 | -0.057234 | -0.4685 | 0.320481 |
8 | -0.065338 | -0.5348 | 0.297273 |
9 | 0.015507 | 0.1269 | 0.449688 |
10 | 0.022253 | 0.1821 | 0.428008 |
11 | 0.086568 | 0.7086 | 0.240518 |
12 | 0.177692 | 1.4545 | 0.075243 |
13 | 0.029909 | 0.2448 | 0.403674 |
14 | -0.034214 | -0.2801 | 0.390149 |
15 | -0.009241 | -0.0756 | 0.469965 |
16 | -0.064106 | -0.5247 | 0.300751 |
17 | -0.04218 | -0.3453 | 0.36549 |
18 | -0.023966 | -0.1962 | 0.422537 |
19 | -0.002606 | -0.0213 | 0.491523 |
20 | -0.100576 | -0.8233 | 0.206643 |
21 | 0.032321 | 0.2646 | 0.396081 |
22 | 0.042632 | 0.349 | 0.364106 |
23 | -0.016596 | -0.1358 | 0.446176 |
24 | 0.206765 | 1.6924 | 0.047603 |
25 | 0.080215 | 0.6566 | 0.256846 |
26 | -0.03166 | -0.2592 | 0.398157 |
27 | 0.087061 | 0.7126 | 0.239276 |
28 | -0.087814 | -0.7188 | 0.237384 |
29 | -0.127312 | -1.0421 | 0.150556 |
30 | -0.070383 | -0.5761 | 0.283237 |
31 | -0.151973 | -1.244 | 0.108926 |
32 | -0.041859 | -0.3426 | 0.366475 |
33 | 0.033413 | 0.2735 | 0.392655 |
34 | 0.123233 | 1.0087 | 0.158373 |
35 | 0.047469 | 0.3886 | 0.34942 |
36 | 0.130639 | 1.0693 | 0.144379 |
37 | 0.024681 | 0.202 | 0.420255 |
38 | -0.195581 | -1.6009 | 0.057052 |
39 | -0.0546 | -0.4469 | 0.328187 |
40 | -0.21953 | -1.7969 | 0.038427 |
41 | -0.102592 | -0.8397 | 0.202018 |
42 | -0.013032 | -0.1067 | 0.457683 |
43 | -0.119368 | -0.9771 | 0.166024 |
44 | 0.000994 | 0.0081 | 0.496766 |
45 | 0.011185 | 0.0916 | 0.463662 |
46 | 0.039758 | 0.3254 | 0.372934 |
47 | -0.017112 | -0.1401 | 0.444514 |
48 | 0.075393 | 0.6171 | 0.269625 |
49 | 0.081621 | 0.6681 | 0.253182 |
50 | -0.014532 | -0.119 | 0.452835 |
51 | 0.086136 | 0.705 | 0.241612 |
52 | -0.008954 | -0.0733 | 0.470897 |
53 | -0.030678 | -0.2511 | 0.401248 |
54 | -0.022004 | -0.1801 | 0.428805 |
55 | -0.010989 | -0.09 | 0.464297 |
56 | -0.026004 | -0.2129 | 0.416045 |
57 | -0.031722 | -0.2597 | 0.397962 |
58 | -0.041711 | -0.3414 | 0.36693 |
59 | -0.078006 | -0.6385 | 0.262661 |
60 | 0.002389 | 0.0196 | 0.492228 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.189781 | 1.5534 | 0.062517 |
2 | 0.099884 | 0.8176 | 0.208245 |
3 | 0.105075 | 0.8601 | 0.196407 |
4 | -0.251464 | -2.0583 | 0.021726 |
5 | 0.050131 | 0.4103 | 0.341432 |
6 | -0.057267 | -0.4687 | 0.320385 |
7 | 0.027566 | 0.2256 | 0.411085 |
8 | -0.114163 | -0.9345 | 0.176711 |
9 | 0.093092 | 0.762 | 0.224371 |
10 | -0.008887 | -0.0727 | 0.471115 |
11 | 0.114583 | 0.9379 | 0.175833 |
12 | 0.091857 | 0.7519 | 0.227377 |
13 | -0.018832 | -0.1541 | 0.438979 |
14 | -0.11937 | -0.9771 | 0.166022 |
15 | 0.022267 | 0.1823 | 0.427963 |
16 | -0.001587 | -0.013 | 0.494836 |
17 | 0.001811 | 0.0148 | 0.494109 |
18 | -0.033446 | -0.2738 | 0.392553 |
19 | 0.050132 | 0.4103 | 0.341431 |
20 | -0.128493 | -1.0518 | 0.148343 |
21 | 0.082201 | 0.6728 | 0.251681 |
22 | 0.003957 | 0.0324 | 0.487127 |
23 | -0.005013 | -0.041 | 0.483694 |
24 | 0.128387 | 1.0509 | 0.148541 |
25 | 0.071507 | 0.5853 | 0.280153 |
26 | -0.093805 | -0.7678 | 0.222644 |
27 | 0.062459 | 0.5113 | 0.305428 |
28 | -0.077082 | -0.6309 | 0.265112 |
29 | -0.077509 | -0.6344 | 0.263978 |
30 | -0.074907 | -0.6131 | 0.27093 |
31 | -0.034702 | -0.284 | 0.388624 |
32 | 0.036382 | 0.2978 | 0.383389 |
33 | 0.049017 | 0.4012 | 0.344766 |
34 | 0.119077 | 0.9747 | 0.16661 |
35 | -0.064786 | -0.5303 | 0.298829 |
36 | 0.044404 | 0.3635 | 0.358701 |
37 | -0.078247 | -0.6405 | 0.262022 |
38 | -0.17426 | -1.4264 | 0.079201 |
39 | -0.042405 | -0.3471 | 0.364801 |
40 | -0.112422 | -0.9202 | 0.180381 |
41 | 0.080177 | 0.6563 | 0.256946 |
42 | 0.027012 | 0.2211 | 0.412841 |
43 | -0.079383 | -0.6498 | 0.259029 |
44 | -0.015762 | -0.129 | 0.448865 |
45 | -0.017288 | -0.1415 | 0.443946 |
46 | -0.027979 | -0.229 | 0.409776 |
47 | -0.063754 | -0.5218 | 0.301748 |
48 | 0.062502 | 0.5116 | 0.305305 |
49 | 0.079459 | 0.6504 | 0.258828 |
50 | 0.080934 | 0.6625 | 0.25497 |
51 | 0.037226 | 0.3047 | 0.380768 |
52 | -0.007783 | -0.0637 | 0.474696 |
53 | -0.032489 | -0.2659 | 0.395553 |
54 | -0.039873 | -0.3264 | 0.372578 |
55 | 0.068196 | 0.5582 | 0.289281 |
56 | 0.004749 | 0.0389 | 0.484555 |
57 | -0.032374 | -0.265 | 0.395916 |
58 | -0.1279 | -1.0469 | 0.149453 |
59 | -0.028782 | -0.2356 | 0.407233 |
60 | -0.082063 | -0.6717 | 0.252036 |