Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.150842 | 1.5676 | 0.059951 |
2 | -0.086445 | -0.8984 | 0.185496 |
3 | 0.037758 | 0.3924 | 0.347769 |
4 | -0.02056 | -0.2137 | 0.415606 |
5 | -0.020744 | -0.2156 | 0.414862 |
6 | -0.022369 | -0.2325 | 0.408308 |
7 | -0.072594 | -0.7544 | 0.226119 |
8 | -0.067451 | -0.701 | 0.242414 |
9 | -0.007935 | -0.0825 | 0.467217 |
10 | 0.115231 | 1.1975 | 0.116863 |
11 | 0.090029 | 0.9356 | 0.17578 |
12 | 0.028274 | 0.2938 | 0.384724 |
13 | -0.210385 | -2.1864 | 0.015473 |
14 | -0.142509 | -1.481 | 0.070759 |
15 | 0.035851 | 0.3726 | 0.355097 |
16 | -0.018899 | -0.1964 | 0.42233 |
17 | -0.072717 | -0.7557 | 0.225737 |
18 | -0.062022 | -0.6445 | 0.260294 |
19 | 0.069397 | 0.7212 | 0.236175 |
20 | 0.020816 | 0.2163 | 0.414569 |
21 | -0.036692 | -0.3813 | 0.351861 |
22 | 0.122226 | 1.2702 | 0.10337 |
23 | -0.057225 | -0.5947 | 0.276645 |
24 | -0.029739 | -0.3091 | 0.378935 |
25 | 0.15725 | 1.6342 | 0.052565 |
26 | 0.061276 | 0.6368 | 0.262801 |
27 | 0.023313 | 0.2423 | 0.404512 |
28 | 0.005983 | 0.0622 | 0.47527 |
29 | -0.063545 | -0.6604 | 0.25521 |
30 | 0.002101 | 0.0218 | 0.49131 |
31 | 0.046114 | 0.4792 | 0.316373 |
32 | -0.048158 | -0.5005 | 0.308881 |
33 | -0.066276 | -0.6888 | 0.246227 |
34 | -0.102685 | -1.0671 | 0.144146 |
35 | 0.008951 | 0.093 | 0.463029 |
36 | 0.112955 | 1.1739 | 0.121517 |
37 | 0.068717 | 0.7141 | 0.238344 |
38 | -0.016674 | -0.1733 | 0.431376 |
39 | -0.068657 | -0.7135 | 0.238538 |
40 | -0.054361 | -0.5649 | 0.286645 |
41 | 0.032101 | 0.3336 | 0.369664 |
42 | 0.012934 | 0.1344 | 0.446661 |
43 | -0.092763 | -0.964 | 0.168594 |
44 | -0.054615 | -0.5676 | 0.285749 |
45 | -0.063917 | -0.6642 | 0.253974 |
46 | 0.016611 | 0.1726 | 0.431634 |
47 | 0.072409 | 0.7525 | 0.226696 |
48 | 0.057453 | 0.5971 | 0.275857 |
49 | -0.057843 | -0.6011 | 0.274509 |
50 | -0.031438 | -0.3267 | 0.37226 |
51 | -0.058782 | -0.6109 | 0.271282 |
52 | -0.010503 | -0.1092 | 0.456642 |
53 | -0.016779 | -0.1744 | 0.430951 |
54 | -0.155265 | -1.6136 | 0.05477 |
55 | -0.077901 | -0.8096 | 0.209982 |
56 | 0.010769 | 0.1119 | 0.455549 |
57 | -0.032327 | -0.336 | 0.368778 |
58 | 0.02624 | 0.2727 | 0.392804 |
59 | 0.050548 | 0.5253 | 0.300222 |
60 | -0.014694 | -0.1527 | 0.439457 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.150842 | 1.5676 | 0.059951 |
2 | -0.11174 | -1.1612 | 0.124052 |
3 | 0.071613 | 0.7442 | 0.229178 |
4 | -0.050718 | -0.5271 | 0.299612 |
5 | 0.002573 | 0.0267 | 0.489359 |
6 | -0.030481 | -0.3168 | 0.376015 |
7 | -0.065038 | -0.6759 | 0.250278 |
8 | -0.051078 | -0.5308 | 0.298316 |
9 | -0.001242 | -0.0129 | 0.494864 |
10 | 0.115517 | 1.2005 | 0.116288 |
11 | 0.055003 | 0.5716 | 0.284388 |
12 | 0.026041 | 0.2706 | 0.393599 |
13 | -0.236975 | -2.4627 | 0.007685 |
14 | -0.082663 | -0.8591 | 0.196104 |
15 | 0.023716 | 0.2465 | 0.402894 |
16 | -0.014358 | -0.1492 | 0.440832 |
17 | -0.039318 | -0.4086 | 0.34182 |
18 | -0.049717 | -0.5167 | 0.303222 |
19 | 0.091965 | 0.9557 | 0.170672 |
20 | -0.054295 | -0.5642 | 0.286878 |
21 | -0.073443 | -0.7632 | 0.223493 |
22 | 0.104914 | 1.0903 | 0.139005 |
23 | -0.067628 | -0.7028 | 0.241842 |
24 | 0.073119 | 0.7599 | 0.224492 |
25 | 0.151585 | 1.5753 | 0.059053 |
26 | -0.00465 | -0.0483 | 0.480774 |
27 | 0.005344 | 0.0555 | 0.477907 |
28 | -0.000924 | -0.0096 | 0.496177 |
29 | -0.070704 | -0.7348 | 0.232033 |
30 | -0.001594 | -0.0166 | 0.493408 |
31 | 0.024261 | 0.2521 | 0.40071 |
32 | -0.023803 | -0.2474 | 0.402545 |
33 | -0.010092 | -0.1049 | 0.458334 |
34 | -0.1661 | -1.7262 | 0.043589 |
35 | 0.060238 | 0.626 | 0.266312 |
36 | 0.077161 | 0.8019 | 0.212191 |
37 | 0.019629 | 0.204 | 0.419372 |
38 | 0.050634 | 0.5262 | 0.299911 |
39 | -0.037495 | -0.3897 | 0.348777 |
40 | -0.033199 | -0.345 | 0.365376 |
41 | 0.01712 | 0.1779 | 0.429561 |
42 | -0.000573 | -0.006 | 0.49763 |
43 | -0.056228 | -0.5843 | 0.280105 |
44 | -0.010578 | -0.1099 | 0.456334 |
45 | -0.06396 | -0.6647 | 0.253831 |
46 | 0.016915 | 0.1758 | 0.430397 |
47 | -0.078785 | -0.8188 | 0.207363 |
48 | 0.057799 | 0.6007 | 0.274661 |
49 | -0.026227 | -0.2726 | 0.392858 |
50 | -0.038622 | -0.4014 | 0.344468 |
51 | -0.069654 | -0.7239 | 0.235355 |
52 | -0.020422 | -0.2122 | 0.416163 |
53 | -0.033421 | -0.3473 | 0.364512 |
54 | -0.116194 | -1.2075 | 0.114934 |
55 | -0.034765 | -0.3613 | 0.359295 |
56 | -0.008681 | -0.0902 | 0.46414 |
57 | -0.069559 | -0.7229 | 0.235659 |
58 | -0.01319 | -0.1371 | 0.445615 |
59 | 0.075613 | 0.7858 | 0.216855 |
60 | -0.065031 | -0.6758 | 0.250299 |