Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.278097 | 2.8901 | 0.002328 |
2 | 0.082294 | 0.8552 | 0.197159 |
3 | 0.196884 | 2.0461 | 0.021589 |
4 | 0.141279 | 1.4682 | 0.072476 |
5 | 0.183257 | 1.9045 | 0.029755 |
6 | 0.089377 | 0.9288 | 0.177522 |
7 | 0.04913 | 0.5106 | 0.305345 |
8 | 0.117296 | 1.219 | 0.112754 |
9 | 0.124913 | 1.2981 | 0.098504 |
10 | 0.044369 | 0.4611 | 0.322829 |
11 | 0.171422 | 1.7815 | 0.038823 |
12 | 0.051429 | 0.5345 | 0.297058 |
13 | -0.017154 | -0.1783 | 0.429422 |
14 | 0.108973 | 1.1325 | 0.129971 |
15 | 0.069897 | 0.7264 | 0.234586 |
16 | 0.060634 | 0.6301 | 0.264972 |
17 | -0.027746 | -0.2883 | 0.386819 |
18 | -0.078576 | -0.8166 | 0.20798 |
19 | 0.003593 | 0.0373 | 0.48514 |
20 | -0.071683 | -0.745 | 0.228959 |
21 | -0.037368 | -0.3883 | 0.349264 |
22 | -0.068405 | -0.7109 | 0.239344 |
23 | -0.128921 | -1.3398 | 0.091563 |
24 | -0.084839 | -0.8817 | 0.189956 |
25 | -0.015532 | -0.1614 | 0.436035 |
26 | -0.082493 | -0.8573 | 0.196592 |
27 | -0.056361 | -0.5857 | 0.279642 |
28 | -0.00393 | -0.0408 | 0.483747 |
29 | -0.03787 | -0.3936 | 0.347341 |
30 | -0.030919 | -0.3213 | 0.374296 |
31 | -0.061394 | -0.638 | 0.262405 |
32 | -0.032 | -0.3326 | 0.370058 |
33 | -0.085165 | -0.8851 | 0.189046 |
34 | -0.08998 | -0.9351 | 0.175913 |
35 | -0.123423 | -1.2826 | 0.101181 |
36 | -0.038787 | -0.4031 | 0.34384 |
37 | -0.058736 | -0.6104 | 0.271439 |
38 | -0.080605 | -0.8377 | 0.202032 |
39 | -0.005517 | -0.0573 | 0.47719 |
40 | -0.05522 | -0.5739 | 0.283625 |
41 | -0.059416 | -0.6175 | 0.269113 |
42 | -0.068735 | -0.7143 | 0.238286 |
43 | -0.115279 | -1.198 | 0.116767 |
44 | -0.044409 | -0.4615 | 0.322682 |
45 | -0.086227 | -0.8961 | 0.186098 |
46 | -0.100088 | -1.0401 | 0.150298 |
47 | -0.098781 | -1.0266 | 0.153461 |
48 | -0.080779 | -0.8395 | 0.201526 |
49 | -0.116814 | -1.214 | 0.113703 |
50 | -0.102918 | -1.0696 | 0.143602 |
51 | -0.090664 | -0.9422 | 0.174094 |
52 | -0.112006 | -1.164 | 0.123495 |
53 | -0.021241 | -0.2207 | 0.412856 |
54 | -0.053258 | -0.5535 | 0.290543 |
55 | -0.084202 | -0.8751 | 0.191744 |
56 | -0.042407 | -0.4407 | 0.330155 |
57 | -0.074168 | -0.7708 | 0.221262 |
58 | -0.074981 | -0.7792 | 0.218775 |
59 | -0.04073 | -0.4233 | 0.336465 |
60 | -0.00531 | -0.0552 | 0.478049 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.278097 | 2.8901 | 0.002328 |
2 | 0.005372 | 0.0558 | 0.47779 |
3 | 0.187102 | 1.9444 | 0.027223 |
4 | 0.043582 | 0.4529 | 0.325758 |
5 | 0.143677 | 1.4931 | 0.069159 |
6 | -0.028465 | -0.2958 | 0.383971 |
7 | 0.007614 | 0.0791 | 0.46854 |
8 | 0.053645 | 0.5575 | 0.289172 |
9 | 0.05977 | 0.6211 | 0.267906 |
10 | -0.032922 | -0.3421 | 0.366456 |
11 | 0.159057 | 1.653 | 0.05062 |
12 | -0.082643 | -0.8589 | 0.196161 |
13 | -0.03676 | -0.382 | 0.351599 |
14 | 0.0585 | 0.608 | 0.272247 |
15 | 0.01507 | 0.1566 | 0.43792 |
16 | 0.011306 | 0.1175 | 0.453342 |
17 | -0.086991 | -0.904 | 0.183994 |
18 | -0.071969 | -0.7479 | 0.228066 |
19 | -0.011629 | -0.1208 | 0.452018 |
20 | -0.113039 | -1.1747 | 0.121341 |
21 | 0.051794 | 0.5383 | 0.295754 |
22 | -0.091261 | -0.9484 | 0.17252 |
23 | -0.072058 | -0.7489 | 0.227787 |
24 | -0.023155 | -0.2406 | 0.405149 |
25 | 0.031352 | 0.3258 | 0.372596 |
26 | -0.055454 | -0.5763 | 0.282808 |
27 | 0.038005 | 0.395 | 0.346826 |
28 | 0.052895 | 0.5497 | 0.291829 |
29 | 0.023254 | 0.2417 | 0.404748 |
30 | -0.041351 | -0.4297 | 0.334125 |
31 | 0.017867 | 0.1857 | 0.426523 |
32 | 0.020669 | 0.2148 | 0.415166 |
33 | -0.080722 | -0.8389 | 0.201691 |
34 | 0.014169 | 0.1473 | 0.441604 |
35 | -0.099114 | -1.03 | 0.15265 |
36 | 0.038961 | 0.4049 | 0.343179 |
37 | -0.03858 | -0.4009 | 0.34463 |
38 | 0.013055 | 0.1357 | 0.446166 |
39 | 0.032021 | 0.3328 | 0.369977 |
40 | -0.056724 | -0.5895 | 0.27838 |
41 | -0.02005 | -0.2084 | 0.41767 |
42 | -0.042352 | -0.4401 | 0.330359 |
43 | -0.114232 | -1.1871 | 0.118889 |
44 | 0.04121 | 0.4283 | 0.334654 |
45 | -0.076167 | -0.7915 | 0.21518 |
46 | -0.012406 | -0.1289 | 0.448828 |
47 | -0.073663 | -0.7655 | 0.222815 |
48 | 0.001385 | 0.0144 | 0.494271 |
49 | -0.060046 | -0.624 | 0.266966 |
50 | -0.03336 | -0.3467 | 0.364749 |
51 | -0.013802 | -0.1434 | 0.443105 |
52 | -0.019165 | -0.1992 | 0.421255 |
53 | 0.008617 | 0.0896 | 0.464405 |
54 | 0.040916 | 0.4252 | 0.335764 |
55 | -0.078496 | -0.8158 | 0.208218 |
56 | 0.041609 | 0.4324 | 0.33315 |
57 | -0.060219 | -0.6258 | 0.266379 |
58 | -0.019281 | -0.2004 | 0.420781 |
59 | 0.007855 | 0.0816 | 0.467545 |
60 | 0.040938 | 0.4254 | 0.33568 |