Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.222208 | 2.0366 | 0.022422 |
2 | 0.116745 | 1.07 | 0.143845 |
3 | 0.20959 | 1.9209 | 0.029067 |
4 | 0.18794 | 1.7225 | 0.044329 |
5 | 0.316552 | 2.9012 | 0.002372 |
6 | 0.255511 | 2.3418 | 0.010779 |
7 | 0.138296 | 1.2675 | 0.104238 |
8 | 0.171239 | 1.5694 | 0.060153 |
9 | 0.347708 | 3.1868 | 0.00101 |
10 | 0.128925 | 1.1816 | 0.120347 |
11 | 0.079686 | 0.7303 | 0.233609 |
12 | -0.017142 | -0.1571 | 0.437769 |
13 | 0.03455 | 0.3167 | 0.376146 |
14 | 0.337045 | 3.0891 | 0.001361 |
15 | 0.137828 | 1.2632 | 0.105004 |
16 | 0.056544 | 0.5182 | 0.302829 |
17 | 0.121729 | 1.1157 | 0.133873 |
18 | 0.11446 | 1.049 | 0.148583 |
19 | -0.040499 | -0.3712 | 0.35572 |
20 | -0.040714 | -0.3731 | 0.354989 |
21 | 0.01187 | 0.1088 | 0.456813 |
22 | -0.042754 | -0.3918 | 0.348081 |
23 | 0.183957 | 1.686 | 0.047754 |
24 | -0.068603 | -0.6288 | 0.265609 |
25 | -0.12047 | -1.1041 | 0.136346 |
26 | -0.063995 | -0.5865 | 0.279549 |
27 | -0.032664 | -0.2994 | 0.382699 |
28 | -0.091227 | -0.8361 | 0.202732 |
29 | -0.121044 | -1.1094 | 0.135215 |
30 | -0.161626 | -1.4813 | 0.071131 |
31 | -0.121806 | -1.1164 | 0.133722 |
32 | 0.082561 | 0.7567 | 0.225678 |
33 | -0.073113 | -0.6701 | 0.252318 |
34 | -0.181409 | -1.6626 | 0.050055 |
35 | -0.121925 | -1.1175 | 0.133491 |
36 | -0.181532 | -1.6638 | 0.049943 |
37 | -0.026024 | -0.2385 | 0.406031 |
38 | -0.012518 | -0.1147 | 0.454467 |
39 | -0.120359 | -1.1031 | 0.136565 |
40 | -0.099807 | -0.9147 | 0.181471 |
41 | -0.033937 | -0.311 | 0.378273 |
42 | -0.107569 | -0.9859 | 0.163509 |
43 | -0.070318 | -0.6445 | 0.260513 |
44 | -0.102411 | -0.9386 | 0.17531 |
45 | -0.150821 | -1.3823 | 0.085273 |
46 | -0.025349 | -0.2323 | 0.408423 |
47 | -0.061573 | -0.5643 | 0.287017 |
48 | -0.144696 | -1.3262 | 0.094191 |
49 | -0.043337 | -0.3972 | 0.346116 |
50 | -0.123178 | -1.1289 | 0.131067 |
51 | -0.131539 | -1.2056 | 0.115683 |
52 | -0.061046 | -0.5595 | 0.288658 |
53 | -0.126454 | -1.159 | 0.124876 |
54 | -0.085983 | -0.788 | 0.216443 |
55 | -0.017736 | -0.1626 | 0.435629 |
56 | -0.055452 | -0.5082 | 0.306314 |
57 | -0.098461 | -0.9024 | 0.184709 |
58 | -0.028883 | -0.2647 | 0.395937 |
59 | -0.012355 | -0.1132 | 0.455055 |
60 | -0.019701 | -0.1806 | 0.428571 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.222208 | 2.0366 | 0.022422 |
2 | 0.070868 | 0.6495 | 0.258888 |
3 | 0.179457 | 1.6448 | 0.051879 |
4 | 0.113076 | 1.0364 | 0.151504 |
5 | 0.259103 | 2.3747 | 0.00992 |
6 | 0.136408 | 1.2502 | 0.10735 |
7 | 0.023812 | 0.2182 | 0.413885 |
8 | 0.047307 | 0.4336 | 0.332856 |
9 | 0.241832 | 2.2164 | 0.014683 |
10 | -0.079304 | -0.7268 | 0.234673 |
11 | -0.071824 | -0.6583 | 0.256079 |
12 | -0.215246 | -1.9728 | 0.025906 |
13 | -0.086512 | -0.7929 | 0.215035 |
14 | 0.215465 | 1.9748 | 0.02579 |
15 | 0.002734 | 0.0251 | 0.490035 |
16 | 0.029958 | 0.2746 | 0.39216 |
17 | 0.100709 | 0.923 | 0.179321 |
18 | 0.052629 | 0.4824 | 0.315404 |
19 | -0.217464 | -1.9931 | 0.024749 |
20 | -0.189514 | -1.7369 | 0.043033 |
21 | 0.006968 | 0.0639 | 0.474616 |
22 | -0.114736 | -1.0516 | 0.148006 |
23 | 0.05977 | 0.5478 | 0.292641 |
24 | -0.144347 | -1.323 | 0.094719 |
25 | -0.032607 | -0.2988 | 0.382897 |
26 | 0.027468 | 0.2517 | 0.400926 |
27 | 0.097418 | 0.8929 | 0.187243 |
28 | -0.101231 | -0.9278 | 0.178085 |
29 | -0.022237 | -0.2038 | 0.419499 |
30 | -0.107016 | -0.9808 | 0.16475 |
31 | -0.133406 | -1.2227 | 0.112433 |
32 | 0.023346 | 0.214 | 0.415545 |
33 | 0.145879 | 1.337 | 0.092416 |
34 | 0.032503 | 0.2979 | 0.383258 |
35 | 0.060373 | 0.5533 | 0.290754 |
36 | -0.067987 | -0.6231 | 0.26745 |
37 | 0.020012 | 0.1834 | 0.427457 |
38 | 0.103887 | 0.9521 | 0.171878 |
39 | 0.042625 | 0.3907 | 0.348516 |
40 | -0.043465 | -0.3984 | 0.345686 |
41 | -0.062935 | -0.5768 | 0.282807 |
42 | -0.042214 | -0.3869 | 0.349905 |
43 | 0.031178 | 0.2857 | 0.387887 |
44 | -0.015911 | -0.1458 | 0.442203 |
45 | 0.094154 | 0.8629 | 0.195315 |
46 | -0.032343 | -0.2964 | 0.383816 |
47 | -0.057648 | -0.5284 | 0.299323 |
48 | -0.19991 | -1.8322 | 0.035232 |
49 | -0.003421 | -0.0314 | 0.48753 |
50 | -0.091996 | -0.8432 | 0.200768 |
51 | 0.025912 | 0.2375 | 0.406429 |
52 | -0.028778 | -0.2638 | 0.396309 |
53 | -0.056954 | -0.522 | 0.301524 |
54 | -0.018649 | -0.1709 | 0.432348 |
55 | 0.013118 | 0.1202 | 0.452295 |
56 | 0.042018 | 0.3851 | 0.350567 |
57 | 0.083818 | 0.7682 | 0.222259 |
58 | 0.038235 | 0.3504 | 0.363446 |
59 | 0.06406 | 0.5871 | 0.27935 |
60 | -0.084936 | -0.7785 | 0.219245 |