Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.069616 | 0.5907 | 0.278281 |
2 | -0.237467 | -2.015 | 0.023821 |
3 | 0.065734 | 0.5578 | 0.289365 |
4 | -0.143035 | -1.2137 | 0.114415 |
5 | -0.210745 | -1.7882 | 0.038973 |
6 | 0.070471 | 0.598 | 0.275869 |
7 | -0.100935 | -0.8565 | 0.197293 |
8 | -0.053624 | -0.455 | 0.325234 |
9 | 0.118363 | 1.0043 | 0.159288 |
10 | -0.113681 | -0.9646 | 0.168983 |
11 | 0.116397 | 0.9877 | 0.163313 |
12 | 0.466638 | 3.9596 | 8.7e-05 |
13 | -0.040597 | -0.3445 | 0.365746 |
14 | -0.27176 | -2.306 | 0.011998 |
15 | 0.056152 | 0.4765 | 0.317594 |
16 | -0.131249 | -1.1137 | 0.134559 |
17 | -0.17815 | -1.5117 | 0.0675 |
18 | 0.047122 | 0.3998 | 0.345227 |
19 | -0.101786 | -0.8637 | 0.195316 |
20 | 0.027622 | 0.2344 | 0.407676 |
21 | 0.199569 | 1.6934 | 0.047351 |
22 | -0.058949 | -0.5002 | 0.309231 |
23 | 0.060153 | 0.5104 | 0.305661 |
24 | 0.374005 | 3.1735 | 0.001108 |
25 | -0.007759 | -0.0658 | 0.473844 |
26 | -0.315766 | -2.6794 | 0.004568 |
27 | 0.042892 | 0.3639 | 0.358482 |
28 | -0.136677 | -1.1597 | 0.124993 |
29 | -0.147283 | -1.2497 | 0.107722 |
30 | 0.06673 | 0.5662 | 0.286502 |
31 | -0.009244 | -0.0784 | 0.46885 |
32 | 0.051746 | 0.4391 | 0.330959 |
33 | 0.09451 | 0.8019 | 0.212613 |
34 | -0.179335 | -1.5217 | 0.066232 |
35 | -0.03118 | -0.2646 | 0.396047 |
36 | 0.23303 | 1.9773 | 0.025917 |
37 | -0.032138 | -0.2727 | 0.392931 |
38 | -0.154691 | -1.3126 | 0.096744 |
39 | 0.016205 | 0.1375 | 0.445509 |
40 | -0.103999 | -0.8825 | 0.190231 |
41 | -0.171229 | -1.4529 | 0.075294 |
42 | 0.082324 | 0.6985 | 0.243543 |
43 | 0.080567 | 0.6836 | 0.2482 |
44 | 0.005027 | 0.0427 | 0.483048 |
45 | 0.064717 | 0.5491 | 0.292304 |
46 | -0.082903 | -0.7035 | 0.242019 |
47 | 0.034321 | 0.2912 | 0.38586 |
48 | 0.191058 | 1.6212 | 0.054675 |
49 | -0.003502 | -0.0297 | 0.488187 |
50 | -0.125989 | -1.0691 | 0.144309 |
51 | -0.025182 | -0.2137 | 0.415702 |
52 | -0.098123 | -0.8326 | 0.203911 |
53 | -0.020353 | -0.1727 | 0.431687 |
54 | 0.094167 | 0.799 | 0.213449 |
55 | 0.016798 | 0.1425 | 0.443526 |
56 | -0.012825 | -0.1088 | 0.456823 |
57 | 0.037577 | 0.3189 | 0.375381 |
58 | -0.076825 | -0.6519 | 0.258276 |
59 | 0.009406 | 0.0798 | 0.468303 |
60 | 0.106579 | 0.9044 | 0.184413 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.069616 | 0.5907 | 0.278281 |
2 | -0.243493 | -2.0661 | 0.021208 |
3 | 0.110283 | 0.9358 | 0.176256 |
4 | -0.236013 | -2.0026 | 0.024491 |
5 | -0.138865 | -1.1783 | 0.121277 |
6 | 0.003509 | 0.0298 | 0.488165 |
7 | -0.205533 | -1.744 | 0.042713 |
8 | -0.005323 | -0.0452 | 0.482049 |
9 | -0.038661 | -0.3281 | 0.371912 |
10 | -0.180454 | -1.5312 | 0.065051 |
11 | 0.181644 | 1.5413 | 0.063814 |
12 | 0.350557 | 2.9746 | 0.001995 |
13 | -0.014839 | -0.1259 | 0.450077 |
14 | -0.121724 | -1.0329 | 0.152562 |
15 | 0.044451 | 0.3772 | 0.353576 |
16 | -0.055449 | -0.4705 | 0.31971 |
17 | -0.033212 | -0.2818 | 0.389447 |
18 | -0.08339 | -0.7076 | 0.240743 |
19 | -0.159779 | -1.3558 | 0.089704 |
20 | 0.055517 | 0.4711 | 0.319505 |
21 | 0.048407 | 0.4108 | 0.341238 |
22 | -0.041739 | -0.3542 | 0.362124 |
23 | -0.005339 | -0.0453 | 0.481995 |
24 | 0.187979 | 1.5951 | 0.05754 |
25 | 0.171947 | 1.459 | 0.074454 |
26 | -0.128288 | -1.0886 | 0.139989 |
27 | 0.065784 | 0.5582 | 0.289221 |
28 | -0.111527 | -0.9463 | 0.173571 |
29 | 0.068158 | 0.5783 | 0.28242 |
30 | -0.039875 | -0.3383 | 0.368043 |
31 | -0.053553 | -0.4544 | 0.325449 |
32 | -0.012422 | -0.1054 | 0.458173 |
33 | -0.179208 | -1.5206 | 0.066366 |
34 | -0.16079 | -1.3644 | 0.088353 |
35 | -0.159244 | -1.3512 | 0.090426 |
36 | -0.127426 | -1.0812 | 0.141599 |
37 | 0.022798 | 0.1934 | 0.423577 |
38 | 0.037687 | 0.3198 | 0.37503 |
39 | -0.018236 | -0.1547 | 0.438729 |
40 | -0.046382 | -0.3936 | 0.347533 |
41 | -0.087741 | -0.7445 | 0.229498 |
42 | 0.026211 | 0.2224 | 0.412315 |
43 | 0.08489 | 0.7203 | 0.23683 |
44 | -0.113743 | -0.9651 | 0.168851 |
45 | -0.090887 | -0.7712 | 0.221556 |
46 | 0.000141 | 0.0012 | 0.499525 |
47 | 0.068484 | 0.5811 | 0.281492 |
48 | -0.032322 | -0.2743 | 0.392333 |
49 | -0.04829 | -0.4098 | 0.3416 |
50 | -0.004055 | -0.0344 | 0.486323 |
51 | 0.00819 | 0.0695 | 0.472393 |
52 | -0.049291 | -0.4183 | 0.338504 |
53 | 0.137965 | 1.1707 | 0.122796 |
54 | -0.04468 | -0.3791 | 0.352855 |
55 | 0.051476 | 0.4368 | 0.331785 |
56 | 0.02007 | 0.1703 | 0.432627 |
57 | 0.036851 | 0.3127 | 0.377709 |
58 | 0.002577 | 0.0219 | 0.491309 |
59 | -0.045214 | -0.3837 | 0.351184 |
60 | -0.092932 | -0.7886 | 0.21648 |