Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.149471 | 1.6237 | 0.053557 |
2 | 0.121119 | 1.3157 | 0.095415 |
3 | 0.117175 | 1.2729 | 0.102787 |
4 | 0.13845 | 1.504 | 0.067633 |
5 | 0.155861 | 1.6931 | 0.046539 |
6 | 0.126528 | 1.3744 | 0.085954 |
7 | 0.053025 | 0.576 | 0.282857 |
8 | 0.104631 | 1.1366 | 0.129008 |
9 | 0.137417 | 1.4927 | 0.069089 |
10 | -0.067768 | -0.7362 | 0.23155 |
11 | -0.02047 | -0.2224 | 0.412209 |
12 | -0.21729 | -2.3604 | 0.009948 |
13 | -0.019437 | -0.2111 | 0.416572 |
14 | 0.163309 | 1.774 | 0.039322 |
15 | -0.03159 | -0.3432 | 0.366046 |
16 | -0.054637 | -0.5935 | 0.276987 |
17 | -0.091638 | -0.9954 | 0.160778 |
18 | -0.035458 | -0.3852 | 0.350402 |
19 | 0.004036 | 0.0438 | 0.482553 |
20 | -0.065276 | -0.7091 | 0.239836 |
21 | -0.098315 | -1.068 | 0.143856 |
22 | -0.03425 | -0.3721 | 0.35526 |
23 | 0.023833 | 0.2589 | 0.398084 |
24 | -0.185555 | -2.0156 | 0.023054 |
25 | -0.15169 | -1.6478 | 0.05103 |
26 | -0.23953 | -2.602 | 0.005228 |
27 | -0.077117 | -0.8377 | 0.201944 |
28 | -0.107374 | -1.1664 | 0.122906 |
29 | -0.017656 | -0.1918 | 0.424117 |
30 | -0.126347 | -1.3725 | 0.086259 |
31 | -0.079856 | -0.8675 | 0.193726 |
32 | -0.023965 | -0.2603 | 0.397532 |
33 | -0.042536 | -0.4621 | 0.322445 |
34 | -0.046672 | -0.507 | 0.306555 |
35 | 0.005067 | 0.055 | 0.478098 |
36 | 0.036934 | 0.4012 | 0.344496 |
37 | 0.067185 | 0.7298 | 0.233473 |
38 | 0.07547 | 0.8198 | 0.206989 |
39 | -0.085701 | -0.931 | 0.176889 |
40 | -0.039459 | -0.4286 | 0.334486 |
41 | 0.017894 | 0.1944 | 0.423108 |
42 | 0.028747 | 0.3123 | 0.377693 |
43 | 0.028454 | 0.3091 | 0.378898 |
44 | -0.034706 | -0.377 | 0.353423 |
45 | -0.080107 | -0.8702 | 0.192983 |
46 | -0.025506 | -0.2771 | 0.391108 |
47 | -0.111732 | -1.2137 | 0.11364 |
48 | -0.045965 | -0.4993 | 0.309245 |
49 | -0.050659 | -0.5503 | 0.291578 |
50 | 0.013225 | 0.1437 | 0.443008 |
51 | 7.4e-05 | 8e-04 | 0.499679 |
52 | 0.01983 | 0.2154 | 0.414911 |
53 | -0.064302 | -0.6985 | 0.243119 |
54 | 0.043445 | 0.4719 | 0.318924 |
55 | -0.041263 | -0.4482 | 0.327403 |
56 | -0.001268 | -0.0138 | 0.494516 |
57 | 0.041953 | 0.4557 | 0.324713 |
58 | -0.027763 | -0.3016 | 0.381751 |
59 | -0.017924 | -0.1947 | 0.422978 |
60 | 0.016939 | 0.184 | 0.427164 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.149471 | 1.6237 | 0.053557 |
2 | 0.101034 | 1.0975 | 0.137326 |
3 | 0.088665 | 0.9631 | 0.168722 |
4 | 0.103855 | 1.1281 | 0.130773 |
5 | 0.111328 | 1.2093 | 0.114476 |
6 | 0.069144 | 0.7511 | 0.227044 |
7 | -0.011802 | -0.1282 | 0.449104 |
8 | 0.053747 | 0.5838 | 0.280222 |
9 | 0.08156 | 0.886 | 0.188719 |
10 | -0.149247 | -1.6212 | 0.053818 |
11 | -0.056902 | -0.6181 | 0.268846 |
12 | -0.259991 | -2.8242 | 0.002783 |
13 | 0.001204 | 0.0131 | 0.494796 |
14 | 0.213566 | 2.3199 | 0.011032 |
15 | -0.016482 | -0.179 | 0.429105 |
16 | -0.005462 | -0.0593 | 0.476393 |
17 | -0.070838 | -0.7695 | 0.221568 |
18 | 0.003634 | 0.0395 | 0.484288 |
19 | 0.047849 | 0.5198 | 0.302096 |
20 | -0.050633 | -0.55 | 0.291675 |
21 | -0.028471 | -0.3093 | 0.378828 |
22 | -0.091181 | -0.9905 | 0.161983 |
23 | 0.010103 | 0.1097 | 0.4564 |
24 | -0.204193 | -2.2181 | 0.014231 |
25 | -0.103545 | -1.1248 | 0.131481 |
26 | -0.081605 | -0.8865 | 0.188588 |
27 | -0.009936 | -0.1079 | 0.457116 |
28 | -0.072565 | -0.7883 | 0.216062 |
29 | 0.104866 | 1.1391 | 0.128476 |
30 | -0.007984 | -0.0867 | 0.465516 |
31 | 0.066563 | 0.7231 | 0.235536 |
32 | 0.056339 | 0.612 | 0.270859 |
33 | 0.02472 | 0.2685 | 0.39438 |
34 | -0.017239 | -0.1873 | 0.425889 |
35 | 0.077377 | 0.8405 | 0.201155 |
36 | -0.066326 | -0.7205 | 0.236325 |
37 | -0.031878 | -0.3463 | 0.364872 |
38 | 0.011009 | 0.1196 | 0.452505 |
39 | -0.116451 | -1.265 | 0.104184 |
40 | -0.082687 | -0.8982 | 0.185452 |
41 | 0.000127 | 0.0014 | 0.499451 |
42 | 0.005273 | 0.0573 | 0.477209 |
43 | 0.012861 | 0.1397 | 0.444565 |
44 | -0.001845 | -0.02 | 0.492024 |
45 | -0.078021 | -0.8475 | 0.199211 |
46 | -0.058417 | -0.6346 | 0.263468 |
47 | -0.067869 | -0.7372 | 0.231219 |
48 | -0.008075 | -0.0877 | 0.465127 |
49 | -0.056584 | -0.6147 | 0.269981 |
50 | 0.021315 | 0.2315 | 0.408648 |
51 | -0.071867 | -0.7807 | 0.218277 |
52 | -0.061239 | -0.6652 | 0.253602 |
53 | 0.02325 | 0.2526 | 0.400522 |
54 | 0.090606 | 0.9842 | 0.163506 |
55 | -0.041923 | -0.4554 | 0.324828 |
56 | -0.021351 | -0.2319 | 0.408497 |
57 | -0.010077 | -0.1095 | 0.456509 |
58 | -0.06994 | -0.7597 | 0.224462 |
59 | -0.024524 | -0.2664 | 0.395198 |
60 | 0.025557 | 0.2776 | 0.390894 |