Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.229537 | -1.9341 | 0.028543 |
2 | 0.052957 | 0.4462 | 0.328397 |
3 | 0.344828 | 2.9056 | 0.002443 |
4 | -0.392972 | -3.3112 | 0.000731 |
5 | 0.147114 | 1.2396 | 0.109601 |
6 | 0.008245 | 0.0695 | 0.472406 |
7 | -0.157928 | -1.3307 | 0.093769 |
8 | 0.108795 | 0.9167 | 0.181195 |
9 | 0.017495 | 0.1474 | 0.441611 |
10 | -0.012994 | -0.1095 | 0.456561 |
11 | 0.022294 | 0.1879 | 0.425765 |
12 | -0.018735 | -0.1579 | 0.437506 |
13 | -0.062655 | -0.5279 | 0.299593 |
14 | 0.081456 | 0.6864 | 0.24736 |
15 | 0.053997 | 0.455 | 0.325255 |
16 | 0.025385 | 0.2139 | 0.41562 |
17 | 0.101239 | 0.8531 | 0.198248 |
18 | -0.101002 | -0.8511 | 0.198798 |
19 | -0.000775 | -0.0065 | 0.497406 |
20 | -0.10399 | -0.8762 | 0.191929 |
21 | -0.078503 | -0.6615 | 0.255224 |
22 | -0.006585 | -0.0555 | 0.477955 |
23 | -0.068522 | -0.5774 | 0.282756 |
24 | 0.100866 | 0.8499 | 0.199116 |
25 | 0.09175 | 0.7731 | 0.221015 |
26 | -0.032005 | -0.2697 | 0.394095 |
27 | 0.086363 | 0.7277 | 0.234593 |
28 | -0.069022 | -0.5816 | 0.281343 |
29 | -0.014854 | -0.1252 | 0.450375 |
30 | 0.040724 | 0.3431 | 0.366252 |
31 | -0.062491 | -0.5266 | 0.300072 |
32 | 0.108923 | 0.9178 | 0.180916 |
33 | -0.010879 | -0.0917 | 0.463609 |
34 | -0.010428 | -0.0879 | 0.465114 |
35 | 0.042641 | 0.3593 | 0.360219 |
36 | -0.057276 | -0.4826 | 0.315426 |
37 | -0.019017 | -0.1602 | 0.436575 |
38 | 0.038181 | 0.3217 | 0.374306 |
39 | -0.052618 | -0.4434 | 0.329423 |
40 | 0.055499 | 0.4676 | 0.320735 |
41 | 0.09611 | 0.8098 | 0.210369 |
42 | -0.088562 | -0.7462 | 0.228993 |
43 | 0.034959 | 0.2946 | 0.38459 |
44 | -0.057831 | -0.4873 | 0.313777 |
45 | -0.232338 | -1.9577 | 0.027097 |
46 | 0.142694 | 1.2024 | 0.116609 |
47 | -0.09392 | -0.7914 | 0.215678 |
48 | -0.178957 | -1.5079 | 0.068007 |
49 | 0.244752 | 2.0623 | 0.021419 |
50 | -0.193989 | -1.6346 | 0.053282 |
51 | 0.071375 | 0.6014 | 0.274739 |
52 | 0.051829 | 0.4367 | 0.331819 |
53 | -0.164867 | -1.3892 | 0.084558 |
54 | 0.110089 | 0.9276 | 0.178372 |
55 | -0.094719 | -0.7981 | 0.213731 |
56 | 0.009712 | 0.0818 | 0.467504 |
57 | 0.052645 | 0.4436 | 0.329342 |
58 | -0.084566 | -0.7126 | 0.239226 |
59 | 0.016484 | 0.1389 | 0.444962 |
60 | -0.052087 | -0.4389 | 0.331037 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.229537 | -1.9341 | 0.028543 |
2 | 0.000285 | 0.0024 | 0.499045 |
3 | 0.376903 | 3.1758 | 0.001106 |
4 | -0.285317 | -2.4041 | 0.009412 |
5 | -0.028511 | -0.2402 | 0.40542 |
6 | -0.033532 | -0.2825 | 0.389175 |
7 | 0.062898 | 0.53 | 0.298886 |
8 | -0.071952 | -0.6063 | 0.273133 |
9 | 0.100903 | 0.8502 | 0.19903 |
10 | 0.031568 | 0.266 | 0.395507 |
11 | -0.037928 | -0.3196 | 0.37511 |
12 | -0.072196 | -0.6083 | 0.272453 |
13 | -0.04039 | -0.3403 | 0.367306 |
14 | 0.114151 | 0.9619 | 0.169694 |
15 | 0.120709 | 1.0171 | 0.156276 |
16 | 0.076452 | 0.6442 | 0.260763 |
17 | 0.017124 | 0.1443 | 0.442839 |
18 | -0.135501 | -1.1417 | 0.128697 |
19 | -0.058699 | -0.4946 | 0.311203 |
20 | -0.151881 | -1.2798 | 0.102395 |
21 | 0.02121 | 0.1787 | 0.429334 |
22 | -0.029793 | -0.251 | 0.401253 |
23 | 0.020784 | 0.1751 | 0.430738 |
24 | 0.038044 | 0.3206 | 0.37474 |
25 | 0.148141 | 1.2483 | 0.108018 |
26 | -0.043026 | -0.3625 | 0.359011 |
27 | 0.004334 | 0.0365 | 0.485487 |
28 | -0.079424 | -0.6692 | 0.252756 |
29 | 0.059588 | 0.5021 | 0.308577 |
30 | -0.013389 | -0.1128 | 0.455248 |
31 | -0.00252 | -0.0212 | 0.491558 |
32 | 0.07861 | 0.6624 | 0.254937 |
33 | 0.022499 | 0.1896 | 0.425088 |
34 | -0.015353 | -0.1294 | 0.448717 |
35 | -0.012432 | -0.1048 | 0.458434 |
36 | 0.045296 | 0.3817 | 0.351923 |
37 | 0.012982 | 0.1094 | 0.456601 |
38 | 0.030317 | 0.2555 | 0.399554 |
39 | -0.076324 | -0.6431 | 0.261111 |
40 | -0.019059 | -0.1606 | 0.436435 |
41 | 0.053235 | 0.4486 | 0.327555 |
42 | -0.06751 | -0.5688 | 0.285627 |
43 | -0.019555 | -0.1648 | 0.434797 |
44 | -0.079595 | -0.6707 | 0.252299 |
45 | -0.172003 | -1.4493 | 0.075825 |
46 | 0.060088 | 0.5063 | 0.307104 |
47 | 0.050798 | 0.428 | 0.334961 |
48 | -0.193543 | -1.6308 | 0.053678 |
49 | 0.007124 | 0.06 | 0.476151 |
50 | -0.053909 | -0.4542 | 0.325518 |
51 | 0.135782 | 1.1441 | 0.128209 |
52 | -0.137417 | -1.1579 | 0.125393 |
53 | 0.042121 | 0.3549 | 0.361853 |
54 | 0.011755 | 0.0991 | 0.460689 |
55 | -0.034946 | -0.2945 | 0.384634 |
56 | -0.06441 | -0.5427 | 0.294508 |
57 | -0.002737 | -0.0231 | 0.490832 |
58 | 0.012582 | 0.106 | 0.457933 |
59 | -0.017387 | -0.1465 | 0.441968 |
60 | -0.027065 | -0.2281 | 0.410129 |