Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.10612 | 1.4038 | 0.08107 |
2 | -0.150541 | -1.9915 | 0.023992 |
3 | -0.117414 | -1.5532 | 0.061086 |
4 | 0.066584 | 0.8808 | 0.189811 |
5 | -0.044538 | -0.5892 | 0.278251 |
6 | 0.047507 | 0.6285 | 0.265264 |
7 | -0.073463 | -0.9718 | 0.166241 |
8 | -0.111384 | -1.4735 | 0.07121 |
9 | -0.073302 | -0.9697 | 0.166767 |
10 | 0.138051 | 1.8262 | 0.034759 |
11 | -0.047571 | -0.6293 | 0.264985 |
12 | -0.086204 | -1.1404 | 0.127845 |
13 | -0.146297 | -1.9353 | 0.027281 |
14 | 0.016866 | 0.2231 | 0.411854 |
15 | -0.141278 | -1.8689 | 0.031651 |
16 | 0.011149 | 0.1475 | 0.441459 |
17 | 0.117485 | 1.5542 | 0.060974 |
18 | 0.078027 | 1.0322 | 0.151702 |
19 | -0.161531 | -2.1369 | 0.016999 |
20 | -0.116738 | -1.5443 | 0.062161 |
21 | 0.080868 | 1.0698 | 0.143096 |
22 | 0.107933 | 1.4278 | 0.077563 |
23 | 0.024105 | 0.3189 | 0.3751 |
24 | 0.008373 | 0.1108 | 0.455965 |
25 | -0.021607 | -0.2858 | 0.387671 |
26 | 0.072193 | 0.955 | 0.170441 |
27 | 0.168717 | 2.2319 | 0.013445 |
28 | -0.031576 | -0.4177 | 0.338337 |
29 | -0.0728 | -0.9631 | 0.168424 |
30 | 0.004521 | 0.0598 | 0.476187 |
31 | 0.079928 | 1.0573 | 0.145906 |
32 | -0.112344 | -1.4862 | 0.069517 |
33 | -0.061033 | -0.8074 | 0.210269 |
34 | -0.148455 | -1.9639 | 0.025564 |
35 | 0.008487 | 0.1123 | 0.455365 |
36 | -0.01667 | -0.2205 | 0.412863 |
37 | -0.070832 | -0.937 | 0.175019 |
38 | -0.010307 | -0.1364 | 0.44585 |
39 | 0.048769 | 0.6452 | 0.259836 |
40 | 0.07869 | 1.041 | 0.149663 |
41 | 0.010797 | 0.1428 | 0.443295 |
42 | -0.002695 | -0.0357 | 0.485801 |
43 | 0.137575 | 1.8199 | 0.035238 |
44 | 0.018381 | 0.2432 | 0.404086 |
45 | 0.075515 | 0.999 | 0.159593 |
46 | -0.047912 | -0.6338 | 0.263513 |
47 | -0.025098 | -0.332 | 0.370138 |
48 | -0.044326 | -0.5864 | 0.279189 |
49 | 0.087458 | 1.157 | 0.124432 |
50 | 0.038618 | 0.5109 | 0.305045 |
51 | -0.064299 | -0.8506 | 0.198078 |
52 | 0.00885 | 0.1171 | 0.453469 |
53 | 0.037277 | 0.4931 | 0.311269 |
54 | -0.064656 | -0.8553 | 0.196774 |
55 | -0.077611 | -1.0267 | 0.152989 |
56 | -0.071628 | -0.9476 | 0.172331 |
57 | 0.033539 | 0.4437 | 0.32891 |
58 | -0.04789 | -0.6335 | 0.263607 |
59 | -0.093867 | -1.2417 | 0.107996 |
60 | 0.008085 | 0.107 | 0.457473 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.10612 | 1.4038 | 0.08107 |
2 | -0.163646 | -2.1648 | 0.015878 |
3 | -0.084653 | -1.1199 | 0.132154 |
4 | 0.068433 | 0.9053 | 0.183281 |
5 | -0.094769 | -1.2537 | 0.105817 |
6 | 0.077059 | 1.0194 | 0.15471 |
7 | -0.099592 | -1.3175 | 0.094701 |
8 | -0.099919 | -1.3218 | 0.093979 |
9 | -0.051467 | -0.6808 | 0.248436 |
10 | 0.096145 | 1.2719 | 0.102553 |
11 | -0.105508 | -1.3957 | 0.082281 |
12 | -0.051629 | -0.683 | 0.247757 |
13 | -0.138699 | -1.8348 | 0.034115 |
14 | -0.010958 | -0.145 | 0.442453 |
15 | -0.201954 | -2.6716 | 0.004131 |
16 | -0.016398 | -0.2169 | 0.414261 |
17 | 0.08911 | 1.1788 | 0.120036 |
18 | 0.003557 | 0.0471 | 0.48126 |
19 | -0.145016 | -1.9184 | 0.028346 |
20 | -0.162415 | -2.1485 | 0.016522 |
21 | 0.061666 | 0.8158 | 0.207871 |
22 | -0.004301 | -0.0569 | 0.477347 |
23 | 0.002516 | 0.0333 | 0.486744 |
24 | -0.029763 | -0.3937 | 0.347132 |
25 | 0.024576 | 0.3251 | 0.372743 |
26 | 0.044948 | 0.5946 | 0.276437 |
27 | 0.087593 | 1.1587 | 0.124069 |
28 | -0.151154 | -1.9996 | 0.023546 |
29 | 0.073484 | 0.9721 | 0.166172 |
30 | 0.05593 | 0.7399 | 0.23018 |
31 | 0.029299 | 0.3876 | 0.349393 |
32 | -0.170319 | -2.2531 | 0.012747 |
33 | -0.023145 | -0.3062 | 0.379914 |
34 | -0.175671 | -2.3239 | 0.01064 |
35 | 0.003599 | 0.0476 | 0.481042 |
36 | -0.054852 | -0.7256 | 0.234518 |
37 | -0.121788 | -1.6111 | 0.054479 |
38 | 0.082214 | 1.0876 | 0.139135 |
39 | -0.062419 | -0.8257 | 0.205042 |
40 | 0.075263 | 0.9956 | 0.160401 |
41 | -0.085194 | -1.127 | 0.13064 |
42 | 0.121234 | 1.6038 | 0.055283 |
43 | 0.119969 | 1.587 | 0.057154 |
44 | -0.02229 | -0.2949 | 0.384221 |
45 | 0.065449 | 0.8658 | 0.193891 |
46 | 0.013006 | 0.1721 | 0.431797 |
47 | -0.065382 | -0.8649 | 0.194132 |
48 | -0.100495 | -1.3294 | 0.092719 |
49 | 0.037172 | 0.4917 | 0.311759 |
50 | 0.073468 | 0.9719 | 0.166225 |
51 | -0.030348 | -0.4015 | 0.344281 |
52 | -0.006361 | -0.0841 | 0.466518 |
53 | -0.037401 | -0.4948 | 0.310694 |
54 | -0.07947 | -1.0513 | 0.147287 |
55 | 0.032302 | 0.4273 | 0.33484 |
56 | -0.120575 | -1.5951 | 0.056252 |
57 | 0.05424 | 0.7175 | 0.237003 |
58 | 0.025483 | 0.3371 | 0.368218 |
59 | -0.089049 | -1.178 | 0.120196 |
60 | 0.00468 | 0.0619 | 0.47535 |