Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.117449 | 1.3391 | 0.091433 |
2 | -0.161636 | -1.8429 | 0.033808 |
3 | 0.080328 | 0.9159 | 0.180714 |
4 | 0.074291 | 0.847 | 0.199264 |
5 | -0.079816 | -0.91 | 0.182242 |
6 | 0.006419 | 0.0732 | 0.470883 |
7 | 0.084176 | 0.9598 | 0.16948 |
8 | -0.043173 | -0.4922 | 0.311687 |
9 | 0.041252 | 0.4703 | 0.319448 |
10 | -0.062054 | -0.7075 | 0.240252 |
11 | 0.065097 | 0.7422 | 0.229647 |
12 | 0.107108 | 1.2212 | 0.112107 |
13 | 0.032456 | 0.3701 | 0.355973 |
14 | -0.051004 | -0.5815 | 0.280942 |
15 | 0.151989 | 1.7329 | 0.042739 |
16 | 0.139775 | 1.5937 | 0.056718 |
17 | -0.119604 | -1.3637 | 0.087509 |
18 | -0.084392 | -0.9622 | 0.168863 |
19 | -0.040726 | -0.4644 | 0.321586 |
20 | 0.058761 | 0.67 | 0.252028 |
21 | -0.015776 | -0.1799 | 0.428764 |
22 | 0.09401 | 1.0719 | 0.142881 |
23 | 0.079427 | 0.9056 | 0.183411 |
24 | -0.027966 | -0.3189 | 0.375171 |
25 | -0.043464 | -0.4956 | 0.31052 |
26 | 0.061687 | 0.7033 | 0.241551 |
27 | 0.115909 | 1.3216 | 0.094317 |
28 | 0.047802 | 0.545 | 0.293336 |
29 | -0.011877 | -0.1354 | 0.446245 |
30 | -0.051569 | -0.588 | 0.278785 |
31 | 0.023719 | 0.2704 | 0.393628 |
32 | -0.032337 | -0.3687 | 0.356475 |
33 | 0.040372 | 0.4603 | 0.323031 |
34 | 0.047841 | 0.5455 | 0.293182 |
35 | -0.076884 | -0.8766 | 0.191157 |
36 | 0.006848 | 0.0781 | 0.468942 |
37 | 0.019103 | 0.2178 | 0.413961 |
38 | -0.022181 | -0.2529 | 0.400371 |
39 | 0.001151 | 0.0131 | 0.494775 |
40 | 0.065135 | 0.7427 | 0.229515 |
41 | -0.079427 | -0.9056 | 0.183411 |
42 | -0.038193 | -0.4355 | 0.331972 |
43 | 0.04777 | 0.5447 | 0.29346 |
44 | -0.087836 | -1.0015 | 0.159227 |
45 | -0.05607 | -0.6393 | 0.261879 |
46 | 0.056061 | 0.6392 | 0.261911 |
47 | 0.001168 | 0.0133 | 0.494697 |
48 | -0.019846 | -0.2263 | 0.410668 |
49 | 0.147655 | 1.6835 | 0.047337 |
50 | 0.030956 | 0.3529 | 0.36235 |
51 | -0.012041 | -0.1373 | 0.445508 |
52 | 0.085544 | 0.9753 | 0.1656 |
53 | 0.01249 | 0.1424 | 0.44349 |
54 | 0.050157 | 0.5719 | 0.284197 |
55 | -0.002407 | -0.0274 | 0.489072 |
56 | -0.018765 | -0.214 | 0.415458 |
57 | -0.065915 | -0.7516 | 0.22684 |
58 | -0.002825 | -0.0322 | 0.487177 |
59 | 0.018354 | 0.2093 | 0.417285 |
60 | -0.012421 | -0.1416 | 0.443797 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.117449 | 1.3391 | 0.091433 |
2 | -0.177884 | -2.0282 | 0.022292 |
3 | 0.129404 | 1.4754 | 0.071257 |
4 | 0.015425 | 0.1759 | 0.430334 |
5 | -0.061216 | -0.698 | 0.243222 |
6 | 0.037391 | 0.4263 | 0.335287 |
7 | 0.045212 | 0.5155 | 0.303542 |
8 | -0.047807 | -0.5451 | 0.293316 |
9 | 0.087733 | 1.0003 | 0.15951 |
10 | -0.127062 | -1.4487 | 0.074911 |
11 | 0.133475 | 1.5218 | 0.065238 |
12 | 0.050965 | 0.5811 | 0.281092 |
13 | 0.037714 | 0.43 | 0.333952 |
14 | -0.03497 | -0.3987 | 0.345375 |
15 | 0.165328 | 1.885 | 0.030829 |
16 | 0.06122 | 0.698 | 0.243206 |
17 | -0.069511 | -0.7925 | 0.214744 |
18 | -0.077867 | -0.8878 | 0.188139 |
19 | -0.084788 | -0.9667 | 0.167738 |
20 | 0.078027 | 0.8896 | 0.18765 |
21 | -0.013189 | -0.1504 | 0.440349 |
22 | 0.107765 | 1.2287 | 0.1107 |
23 | 0.037966 | 0.4329 | 0.332908 |
24 | -0.039742 | -0.4531 | 0.325605 |
25 | -0.012428 | -0.1417 | 0.443769 |
26 | 0.059195 | 0.6749 | 0.250462 |
27 | 0.041099 | 0.4686 | 0.32007 |
28 | 0.065681 | 0.7489 | 0.227643 |
29 | -0.03435 | -0.3917 | 0.347978 |
30 | -0.020474 | -0.2334 | 0.407892 |
31 | -0.014547 | -0.1659 | 0.434261 |
32 | -0.02751 | -0.3137 | 0.377139 |
33 | 0.097574 | 1.1125 | 0.133985 |
34 | 0.025527 | 0.2911 | 0.385735 |
35 | -0.128139 | -1.461 | 0.073213 |
36 | 0.040675 | 0.4638 | 0.321796 |
37 | -0.057394 | -0.6544 | 0.257009 |
38 | -0.046402 | -0.5291 | 0.298831 |
39 | 0.044158 | 0.5035 | 0.307738 |
40 | 0.040869 | 0.466 | 0.321003 |
41 | -0.069803 | -0.7959 | 0.213777 |
42 | -0.032646 | -0.3722 | 0.355165 |
43 | -0.031772 | -0.3623 | 0.358873 |
44 | -0.082115 | -0.9363 | 0.175438 |
45 | 0.018739 | 0.2137 | 0.415577 |
46 | 0.046646 | 0.5318 | 0.297869 |
47 | 0.007195 | 0.082 | 0.467373 |
48 | -0.003394 | -0.0387 | 0.484594 |
49 | 0.074099 | 0.8449 | 0.199871 |
50 | 0.030888 | 0.3522 | 0.362638 |
51 | 0.067474 | 0.7693 | 0.221549 |
52 | 0.076667 | 0.8741 | 0.191828 |
53 | -0.007455 | -0.085 | 0.466196 |
54 | 0.077932 | 0.8886 | 0.187941 |
55 | -0.086099 | -0.9817 | 0.164041 |
56 | -0.003593 | -0.041 | 0.483692 |
57 | -0.00299 | -0.0341 | 0.486428 |
58 | 0.003209 | 0.0366 | 0.485433 |
59 | 0.031334 | 0.3573 | 0.360739 |
60 | -0.031533 | -0.3595 | 0.35989 |