Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.272701 | 3.1093 | 0.001152 |
2 | 0.059557 | 0.679 | 0.249157 |
3 | 0.214089 | 2.441 | 0.007997 |
4 | 0.17184 | 1.9593 | 0.02611 |
5 | 0.18402 | 2.0982 | 0.018914 |
6 | 0.016199 | 0.1847 | 0.426878 |
7 | 0.000389 | 0.0044 | 0.498234 |
8 | 0.123823 | 1.4118 | 0.080199 |
9 | 0.042348 | 0.4828 | 0.315011 |
10 | -0.099417 | -1.1335 | 0.129539 |
11 | 0.088115 | 1.0047 | 0.158462 |
12 | 0.023795 | 0.2713 | 0.393294 |
13 | -0.040977 | -0.4672 | 0.320566 |
14 | 0.052143 | 0.5945 | 0.276599 |
15 | 0.00142 | 0.0162 | 0.493552 |
16 | 0.06245 | 0.712 | 0.238859 |
17 | -0.080824 | -0.9215 | 0.17924 |
18 | -0.105552 | -1.2035 | 0.115489 |
19 | 0.059963 | 0.6837 | 0.247696 |
20 | -0.128769 | -1.4682 | 0.072234 |
21 | -0.12514 | -1.4268 | 0.078015 |
22 | -0.08598 | -0.9803 | 0.164373 |
23 | -0.128159 | -1.4612 | 0.073181 |
24 | -0.088012 | -1.0035 | 0.158745 |
25 | -0.075433 | -0.8601 | 0.195667 |
26 | -0.147382 | -1.6804 | 0.04764 |
27 | -0.036825 | -0.4199 | 0.337636 |
28 | 0.01517 | 0.173 | 0.431476 |
29 | -0.036253 | -0.4133 | 0.340018 |
30 | 0.017652 | 0.2013 | 0.420403 |
31 | -0.081718 | -0.9317 | 0.176602 |
32 | -0.008937 | -0.1019 | 0.459496 |
33 | -0.017948 | -0.2046 | 0.419089 |
34 | -0.073673 | -0.84 | 0.201226 |
35 | -0.097476 | -1.1114 | 0.134224 |
36 | -0.040263 | -0.4591 | 0.323475 |
37 | -0.071726 | -0.8178 | 0.207484 |
38 | -0.070243 | -0.8009 | 0.212328 |
39 | -0.011711 | -0.1335 | 0.446992 |
40 | -0.050074 | -0.5709 | 0.284515 |
41 | -0.01935 | -0.2206 | 0.412865 |
42 | -0.037649 | -0.4293 | 0.334219 |
43 | -0.091065 | -1.0383 | 0.15053 |
44 | 0.000402 | 0.0046 | 0.498176 |
45 | -0.063197 | -0.7206 | 0.236238 |
46 | -0.08089 | -0.9223 | 0.179044 |
47 | -0.061343 | -0.6994 | 0.242772 |
48 | -0.048087 | -0.5483 | 0.292219 |
49 | -0.077377 | -0.8822 | 0.18964 |
50 | -0.074867 | -0.8536 | 0.197445 |
51 | -0.08489 | -0.9679 | 0.167446 |
52 | -0.116289 | -1.3259 | 0.093598 |
53 | -0.019449 | -0.2218 | 0.412426 |
54 | -0.026513 | -0.3023 | 0.381456 |
55 | -0.03242 | -0.3696 | 0.356126 |
56 | 0.003092 | 0.0353 | 0.485966 |
57 | -0.04126 | -0.4704 | 0.319414 |
58 | -0.041828 | -0.4769 | 0.317112 |
59 | -0.013552 | -0.1545 | 0.43872 |
60 | 0.019919 | 0.2271 | 0.410346 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.272701 | 3.1093 | 0.001152 |
2 | -0.015999 | -0.1824 | 0.427769 |
3 | 0.218231 | 2.4882 | 0.007051 |
4 | 0.064469 | 0.7351 | 0.231813 |
5 | 0.141331 | 1.6114 | 0.054756 |
6 | -0.115286 | -1.3145 | 0.095502 |
7 | -0.010086 | -0.115 | 0.454312 |
8 | 0.061385 | 0.6999 | 0.242621 |
9 | -0.020302 | -0.2315 | 0.408655 |
10 | -0.122997 | -1.4024 | 0.081593 |
11 | 0.153755 | 1.7531 | 0.040973 |
12 | -0.072489 | -0.8265 | 0.205016 |
13 | -0.010171 | -0.116 | 0.453928 |
14 | 0.060054 | 0.6847 | 0.247369 |
15 | 0.001034 | 0.0118 | 0.495308 |
16 | 0.032154 | 0.3666 | 0.357252 |
17 | -0.13957 | -1.5913 | 0.056981 |
18 | -0.017439 | -0.1988 | 0.421352 |
19 | 0.041655 | 0.4749 | 0.317812 |
20 | -0.187261 | -2.1351 | 0.017314 |
21 | 0.034487 | 0.3932 | 0.347403 |
22 | -0.076345 | -0.8705 | 0.192825 |
23 | -0.062405 | -0.7115 | 0.239016 |
24 | -0.012256 | -0.1397 | 0.444539 |
25 | 0.025776 | 0.2939 | 0.384653 |
26 | -0.074516 | -0.8496 | 0.198551 |
27 | 0.025637 | 0.2923 | 0.385258 |
28 | 0.072337 | 0.8248 | 0.205505 |
29 | 0.047873 | 0.5458 | 0.293059 |
30 | -0.043846 | -0.4999 | 0.30899 |
31 | -0.036762 | -0.4192 | 0.337897 |
32 | 0.04046 | 0.4613 | 0.32267 |
33 | -0.107353 | -1.224 | 0.11158 |
34 | 0.012646 | 0.1442 | 0.442786 |
35 | -0.108557 | -1.2377 | 0.109022 |
36 | 0.05587 | 0.637 | 0.262617 |
37 | -0.091439 | -1.0426 | 0.149543 |
38 | 0.012783 | 0.1457 | 0.442173 |
39 | 0.063543 | 0.7245 | 0.235031 |
40 | -0.058068 | -0.6621 | 0.254547 |
41 | -0.014105 | -0.1608 | 0.436244 |
42 | 0.01731 | 0.1974 | 0.421926 |
43 | -0.157479 | -1.7955 | 0.037446 |
44 | 0.027342 | 0.3117 | 0.377867 |
45 | -0.080503 | -0.9179 | 0.180192 |
46 | -0.025626 | -0.2922 | 0.385305 |
47 | -0.071115 | -0.8108 | 0.209471 |
48 | 0.005191 | 0.0592 | 0.476448 |
49 | -0.03754 | -0.428 | 0.334673 |
50 | -0.011021 | -0.1257 | 0.450097 |
51 | -0.070211 | -0.8005 | 0.212433 |
52 | -0.033891 | -0.3864 | 0.349912 |
53 | -0.010794 | -0.1231 | 0.451121 |
54 | 0.060741 | 0.6925 | 0.244914 |
55 | -0.078834 | -0.8988 | 0.185199 |
56 | 0.07027 | 0.8012 | 0.212239 |
57 | -0.103767 | -1.1831 | 0.119458 |
58 | -0.072805 | -0.8301 | 0.204 |
59 | 0.015239 | 0.1738 | 0.431164 |
60 | 0.003835 | 0.0437 | 0.482597 |