Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.196193 | -1.8509 | 0.033752 |
2 | -0.115453 | -1.0892 | 0.139507 |
3 | 0.043603 | 0.4113 | 0.340903 |
4 | 0.011413 | 0.1077 | 0.45725 |
5 | 0.04275 | 0.4033 | 0.343847 |
6 | 0.135358 | 1.277 | 0.102468 |
7 | -0.027437 | -0.2588 | 0.398179 |
8 | -0.233167 | -2.1997 | 0.01521 |
9 | 0.160143 | 1.5108 | 0.067193 |
10 | 0.054614 | 0.5152 | 0.303834 |
11 | -0.020216 | -0.1907 | 0.42459 |
12 | -0.067217 | -0.6341 | 0.263813 |
13 | -0.023722 | -0.2238 | 0.411715 |
14 | -0.19556 | -1.8449 | 0.034189 |
15 | 0.032667 | 0.3082 | 0.379334 |
16 | 0.146969 | 1.3865 | 0.084528 |
17 | -0.10512 | -0.9917 | 0.162017 |
18 | 0.054552 | 0.5146 | 0.304039 |
19 | -0.066185 | -0.6244 | 0.266986 |
20 | -0.001948 | -0.0184 | 0.49269 |
21 | 0.037399 | 0.3528 | 0.362528 |
22 | 0.089492 | 0.8443 | 0.200391 |
23 | -0.055441 | -0.523 | 0.301127 |
24 | 0.066239 | 0.6249 | 0.266818 |
25 | -0.023809 | -0.2246 | 0.411398 |
26 | 0.01185 | 0.1118 | 0.455621 |
27 | 0.033103 | 0.3123 | 0.377772 |
28 | 0.119384 | 1.1263 | 0.131541 |
29 | -0.081034 | -0.7645 | 0.223305 |
30 | -0.088333 | -0.8333 | 0.203444 |
31 | 0.036433 | 0.3437 | 0.365937 |
32 | -0.063219 | -0.5964 | 0.27621 |
33 | 0.081462 | 0.7685 | 0.222109 |
34 | 0.075204 | 0.7095 | 0.239944 |
35 | -0.170403 | -1.6076 | 0.055735 |
36 | -0.062136 | -0.5862 | 0.279616 |
37 | -0.006348 | -0.0599 | 0.476189 |
38 | 0.032411 | 0.3058 | 0.380247 |
39 | -0.025553 | -0.2411 | 0.405027 |
40 | -0.014987 | -0.1414 | 0.443943 |
41 | -0.092193 | -0.8697 | 0.193389 |
42 | -0.020307 | -0.1916 | 0.424255 |
43 | 0.037256 | 0.3515 | 0.363031 |
44 | -0.017839 | -0.1683 | 0.433369 |
45 | -0.041894 | -0.3952 | 0.34681 |
46 | -0.022146 | -0.2089 | 0.417494 |
47 | 0.014406 | 0.1359 | 0.446102 |
48 | -0.030817 | -0.2907 | 0.385969 |
49 | 0.002153 | 0.0203 | 0.491921 |
50 | 0.034455 | 0.325 | 0.372955 |
51 | -0.048347 | -0.4561 | 0.324713 |
52 | 0.038634 | 0.3645 | 0.358186 |
53 | -0.043946 | -0.4146 | 0.339722 |
54 | 0.011044 | 0.1042 | 0.458627 |
55 | 0.048661 | 0.4591 | 0.323654 |
56 | 0.032412 | 0.3058 | 0.380247 |
57 | -0.010242 | -0.0966 | 0.461622 |
58 | -0.006603 | -0.0623 | 0.475235 |
59 | 0.001089 | 0.0103 | 0.495915 |
60 | -0.072664 | -0.6855 | 0.247401 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.196193 | -1.8509 | 0.033752 |
2 | -0.160107 | -1.5105 | 0.067235 |
3 | -0.015036 | -0.1419 | 0.443759 |
4 | -0.000414 | -0.0039 | 0.498446 |
5 | 0.054108 | 0.5105 | 0.305499 |
6 | 0.170603 | 1.6095 | 0.055528 |
7 | 0.060176 | 0.5677 | 0.285834 |
8 | -0.208548 | -1.9674 | 0.026123 |
9 | 0.057475 | 0.5422 | 0.294512 |
10 | 0.042169 | 0.3978 | 0.345857 |
11 | 0.022275 | 0.2101 | 0.417018 |
12 | -0.077692 | -0.7329 | 0.232759 |
13 | -0.037312 | -0.352 | 0.362837 |
14 | -0.213982 | -2.0187 | 0.023264 |
15 | -0.119295 | -1.1254 | 0.131718 |
16 | 0.045462 | 0.4289 | 0.33452 |
17 | 0.010784 | 0.1017 | 0.459598 |
18 | 0.129085 | 1.2178 | 0.113262 |
19 | -0.016187 | -0.1527 | 0.439489 |
20 | 0.007539 | 0.0711 | 0.47173 |
21 | 0.012506 | 0.118 | 0.453174 |
22 | 0.031707 | 0.2991 | 0.382773 |
23 | 0.030045 | 0.2834 | 0.388748 |
24 | 0.157162 | 1.4827 | 0.070848 |
25 | -0.020445 | -0.1929 | 0.423746 |
26 | -0.014668 | -0.1384 | 0.445126 |
27 | -0.079736 | -0.7522 | 0.22695 |
28 | 0.095092 | 0.8971 | 0.186044 |
29 | -0.040123 | -0.3785 | 0.352972 |
30 | -0.044918 | -0.4238 | 0.336384 |
31 | -0.046829 | -0.4418 | 0.329859 |
32 | -0.076511 | -0.7218 | 0.236154 |
33 | -0.003888 | -0.0367 | 0.485411 |
34 | 0.093763 | 0.8846 | 0.18939 |
35 | -0.057281 | -0.5404 | 0.295141 |
36 | -0.008284 | -0.0781 | 0.468943 |
37 | -0.119244 | -1.1249 | 0.131819 |
38 | -0.005675 | -0.0535 | 0.478712 |
39 | -0.02726 | -0.2572 | 0.398819 |
40 | -0.010866 | -0.1025 | 0.459292 |
41 | -0.009124 | -0.0861 | 0.465801 |
42 | -0.01441 | -0.1359 | 0.446085 |
43 | -0.077805 | -0.734 | 0.232435 |
44 | -0.140482 | -1.3253 | 0.094232 |
45 | -0.055292 | -0.5216 | 0.301613 |
46 | -0.016561 | -0.1562 | 0.438102 |
47 | 0.05786 | 0.5459 | 0.293267 |
48 | -0.010426 | -0.0984 | 0.460935 |
49 | -0.110565 | -1.0431 | 0.149871 |
50 | -0.053847 | -0.508 | 0.306357 |
51 | -0.0532 | -0.5019 | 0.308493 |
52 | 0.024208 | 0.2284 | 0.40994 |
53 | 0.033114 | 0.3124 | 0.377736 |
54 | 0.00129 | 0.0122 | 0.495159 |
55 | 0.038587 | 0.364 | 0.358348 |
56 | -0.009822 | -0.0927 | 0.463191 |
57 | 0.015725 | 0.1484 | 0.4412 |
58 | 0.016404 | 0.1548 | 0.438682 |
59 | 0.041473 | 0.3913 | 0.348271 |
60 | -0.092056 | -0.8685 | 0.193742 |