Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.278489 | -3.1753 | 0.000935 |
2 | -0.0086 | -0.0981 | 0.46102 |
3 | -0.080555 | -0.9185 | 0.180038 |
4 | 0.012022 | 0.1371 | 0.445593 |
5 | -0.039347 | -0.4486 | 0.327226 |
6 | 0.015765 | 0.1798 | 0.428813 |
7 | 0.099357 | 1.1328 | 0.129683 |
8 | -0.037953 | -0.4327 | 0.332965 |
9 | 0.06341 | 0.723 | 0.235493 |
10 | -0.072815 | -0.8302 | 0.203968 |
11 | -0.168269 | -1.9186 | 0.028616 |
12 | 0.00313 | 0.0357 | 0.485794 |
13 | 0.043446 | 0.4954 | 0.310589 |
14 | 0.002671 | 0.0305 | 0.487875 |
15 | 0.04218 | 0.4809 | 0.315691 |
16 | 0.027173 | 0.3098 | 0.378598 |
17 | -0.010645 | -0.1214 | 0.45179 |
18 | -0.028039 | -0.3197 | 0.374859 |
19 | 0.036782 | 0.4194 | 0.337815 |
20 | -0.031845 | -0.3631 | 0.358566 |
21 | -0.047649 | -0.5433 | 0.293933 |
22 | -0.002549 | -0.0291 | 0.488429 |
23 | 0.104984 | 1.197 | 0.116741 |
24 | -0.060548 | -0.6904 | 0.245602 |
25 | 0.002932 | 0.0334 | 0.48669 |
26 | 0.044153 | 0.5034 | 0.307762 |
27 | -0.1475 | -1.6818 | 0.047508 |
28 | 0.030029 | 0.3424 | 0.366308 |
29 | 0.017952 | 0.2047 | 0.419071 |
30 | 0.036208 | 0.4128 | 0.340206 |
31 | -0.038999 | -0.4447 | 0.328653 |
32 | -0.044163 | -0.5035 | 0.307718 |
33 | 0.110811 | 1.2634 | 0.104346 |
34 | -0.19918 | -2.271 | 0.012396 |
35 | 0.061248 | 0.6983 | 0.243107 |
36 | -0.034774 | -0.3965 | 0.346199 |
37 | 0.046232 | 0.5271 | 0.299504 |
38 | 0.070022 | 0.7984 | 0.213055 |
39 | -0.018355 | -0.2093 | 0.417277 |
40 | -0.087315 | -0.9955 | 0.16066 |
41 | -0.03652 | -0.4164 | 0.338905 |
42 | 0.127355 | 1.4521 | 0.074446 |
43 | -0.037312 | -0.4254 | 0.335618 |
44 | 0.021252 | 0.2423 | 0.404463 |
45 | 0.064773 | 0.7385 | 0.230762 |
46 | 0.004998 | 0.057 | 0.477321 |
47 | -0.05084 | -0.5797 | 0.281573 |
48 | 0.012974 | 0.1479 | 0.441317 |
49 | 0.020399 | 0.2326 | 0.408227 |
50 | -0.056026 | -0.6388 | 0.262041 |
51 | 0.042162 | 0.4807 | 0.315763 |
52 | 0.01545 | 0.1762 | 0.430222 |
53 | -0.051399 | -0.586 | 0.279432 |
54 | 0.01809 | 0.2063 | 0.418454 |
55 | -0.007832 | -0.0893 | 0.464491 |
56 | 0.055572 | 0.6336 | 0.263723 |
57 | -0.097341 | -1.1099 | 0.134554 |
58 | 0.047192 | 0.5381 | 0.295722 |
59 | -0.095195 | -1.0854 | 0.139878 |
60 | 0.008688 | 0.0991 | 0.460624 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.278489 | -3.1753 | 0.000935 |
2 | -0.0934 | -1.0649 | 0.144443 |
3 | -0.119406 | -1.3614 | 0.087866 |
4 | -0.053002 | -0.6043 | 0.273342 |
5 | -0.069439 | -0.7917 | 0.214981 |
6 | -0.030194 | -0.3443 | 0.3656 |
7 | 0.095083 | 1.0841 | 0.140161 |
8 | 0.014644 | 0.167 | 0.433827 |
9 | 0.079794 | 0.9098 | 0.182307 |
10 | -0.015472 | -0.1764 | 0.430124 |
11 | -0.207464 | -2.3655 | 0.009743 |
12 | -0.11963 | -1.364 | 0.087463 |
13 | -0.040037 | -0.4565 | 0.324397 |
14 | -0.050819 | -0.5794 | 0.281653 |
15 | 0.019527 | 0.2226 | 0.412084 |
16 | 0.033766 | 0.385 | 0.350436 |
17 | 0.039659 | 0.4522 | 0.325946 |
18 | 0.037751 | 0.4304 | 0.333797 |
19 | 0.067733 | 0.7723 | 0.220676 |
20 | 0.013198 | 0.1505 | 0.440309 |
21 | -0.093146 | -1.062 | 0.145097 |
22 | -0.130572 | -1.4888 | 0.069487 |
23 | 0.028682 | 0.327 | 0.372086 |
24 | -0.039211 | -0.4471 | 0.327781 |
25 | -0.019717 | -0.2248 | 0.411241 |
26 | 0.084032 | 0.9581 | 0.169892 |
27 | -0.102367 | -1.1672 | 0.12264 |
28 | -0.022239 | -0.2536 | 0.400118 |
29 | 0.025889 | 0.2952 | 0.384164 |
30 | 0.023516 | 0.2681 | 0.394514 |
31 | -0.034258 | -0.3906 | 0.348367 |
32 | -0.156361 | -1.7828 | 0.038477 |
33 | 0.047624 | 0.543 | 0.294032 |
34 | -0.14622 | -1.6672 | 0.048945 |
35 | -0.078929 | -0.8999 | 0.184911 |
36 | -0.032159 | -0.3667 | 0.357233 |
37 | -0.009949 | -0.1134 | 0.454928 |
38 | 0.057932 | 0.6605 | 0.255041 |
39 | 0.028765 | 0.328 | 0.371729 |
40 | -0.070018 | -0.7983 | 0.213067 |
41 | -0.065357 | -0.7452 | 0.228753 |
42 | 0.040777 | 0.4649 | 0.321379 |
43 | -0.007948 | -0.0906 | 0.463968 |
44 | 0.011802 | 0.1346 | 0.446581 |
45 | 0.018057 | 0.2059 | 0.418603 |
46 | 0.025482 | 0.2905 | 0.385932 |
47 | 0.010454 | 0.1192 | 0.452654 |
48 | 0.011077 | 0.1263 | 0.449848 |
49 | 0.061494 | 0.7011 | 0.242234 |
50 | -0.019992 | -0.2279 | 0.410024 |
51 | -0.049007 | -0.5588 | 0.288643 |
52 | -0.019365 | -0.2208 | 0.412798 |
53 | -0.043893 | -0.5005 | 0.3088 |
54 | -0.006009 | -0.0685 | 0.47274 |
55 | 0.000447 | 0.0051 | 0.49797 |
56 | 0.067129 | 0.7654 | 0.222715 |
57 | -0.020055 | -0.2287 | 0.409747 |
58 | -0.012377 | -0.1411 | 0.443998 |
59 | -0.114081 | -1.3007 | 0.097827 |
60 | -0.065888 | -0.7512 | 0.226934 |