Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.363992 | 3.6217 | 0.000232 |
2 | 0.142213 | 1.415 | 0.080104 |
3 | -0.075009 | -0.7463 | 0.22862 |
4 | -0.322744 | -3.2113 | 0.000891 |
5 | 0.031131 | 0.3097 | 0.378703 |
6 | 0.012989 | 0.1292 | 0.448715 |
7 | 0.125542 | 1.2491 | 0.107281 |
8 | 0.025674 | 0.2555 | 0.39945 |
9 | -0.132777 | -1.3211 | 0.094754 |
10 | -0.035751 | -0.3557 | 0.361403 |
11 | -0.113808 | -1.1324 | 0.130105 |
12 | -0.051267 | -0.5101 | 0.305558 |
13 | 0.037531 | 0.3734 | 0.354814 |
14 | -0.0442 | -0.4398 | 0.330524 |
15 | -0.007137 | -0.071 | 0.471766 |
16 | -0.040149 | -0.3995 | 0.345201 |
17 | 0.042241 | 0.4203 | 0.33759 |
18 | 0.105138 | 1.0461 | 0.149029 |
19 | 0.093642 | 0.9317 | 0.176872 |
20 | 0.122399 | 1.2179 | 0.113087 |
21 | -0.029635 | -0.2949 | 0.384359 |
22 | -0.026516 | -0.2638 | 0.396231 |
23 | -0.065863 | -0.6553 | 0.256889 |
24 | -0.018554 | -0.1846 | 0.426956 |
25 | 0.103173 | 1.0266 | 0.153566 |
26 | -0.001664 | -0.0166 | 0.493414 |
27 | 0.043679 | 0.4346 | 0.332399 |
28 | -0.080626 | -0.8022 | 0.212175 |
29 | 0.004147 | 0.0413 | 0.483586 |
30 | 0.024187 | 0.2407 | 0.405161 |
31 | -0.059535 | -0.5924 | 0.277478 |
32 | 0.047035 | 0.468 | 0.32041 |
33 | -0.120723 | -1.2012 | 0.116274 |
34 | -0.07588 | -0.755 | 0.226021 |
35 | -0.005273 | -0.0525 | 0.479132 |
36 | -0.048109 | -0.4787 | 0.316613 |
37 | 0.037381 | 0.3719 | 0.355368 |
38 | 0.021811 | 0.217 | 0.41432 |
39 | -0.013041 | -0.1298 | 0.44851 |
40 | 0.041694 | 0.4149 | 0.339573 |
41 | -0.01 | -0.0995 | 0.46047 |
42 | 0.086502 | 0.8607 | 0.195745 |
43 | 0.074329 | 0.7396 | 0.230657 |
44 | -0.013173 | -0.1311 | 0.447995 |
45 | 0.051597 | 0.5134 | 0.304415 |
46 | -0.041953 | -0.4174 | 0.338634 |
47 | 0.035027 | 0.3485 | 0.364098 |
48 | 0.068042 | 0.677 | 0.24999 |
49 | 0.032102 | 0.3194 | 0.375046 |
50 | -0.00733 | -0.0729 | 0.471003 |
51 | -0.127111 | -1.2647 | 0.104466 |
52 | -0.124282 | -1.2366 | 0.109582 |
53 | -0.110955 | -1.104 | 0.136136 |
54 | 0.034579 | 0.3441 | 0.365767 |
55 | 0.11135 | 1.1079 | 0.13529 |
56 | 0.07327 | 0.729 | 0.233852 |
57 | 0.020817 | 0.2071 | 0.418169 |
58 | -0.05815 | -0.5786 | 0.282091 |
59 | -0.087367 | -0.8693 | 0.193396 |
60 | -0.057318 | -0.5703 | 0.284882 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.363992 | 3.6217 | 0.000232 |
2 | 0.011207 | 0.1115 | 0.455719 |
3 | -0.150187 | -1.4943 | 0.069134 |
4 | -0.295147 | -2.9367 | 0.002063 |
5 | 0.327501 | 3.2586 | 0.000767 |
6 | -0.051837 | -0.5158 | 0.303581 |
7 | 0.047971 | 0.4773 | 0.317099 |
8 | -0.196396 | -1.9541 | 0.026754 |
9 | 0.030591 | 0.3044 | 0.380739 |
10 | 0.038357 | 0.3816 | 0.351772 |
11 | -0.036505 | -0.3632 | 0.358609 |
12 | -0.14075 | -1.4004 | 0.082253 |
13 | 0.092534 | 0.9207 | 0.179723 |
14 | -0.047451 | -0.4721 | 0.318936 |
15 | -0.020954 | -0.2085 | 0.417637 |
16 | -0.056579 | -0.563 | 0.287369 |
17 | 0.170371 | 1.6952 | 0.046593 |
18 | 0.012182 | 0.1212 | 0.451886 |
19 | 0.046535 | 0.463 | 0.322185 |
20 | -0.021002 | -0.209 | 0.41745 |
21 | -0.005897 | -0.0587 | 0.476663 |
22 | 0.034159 | 0.3399 | 0.367333 |
23 | -0.064931 | -0.6461 | 0.259868 |
24 | 0.040185 | 0.3998 | 0.345068 |
25 | 0.077712 | 0.7732 | 0.220614 |
26 | -0.081308 | -0.809 | 0.210227 |
27 | 0.003349 | 0.0333 | 0.486741 |
28 | -0.057594 | -0.5731 | 0.283954 |
29 | 0.235481 | 2.343 | 0.010565 |
30 | -0.148016 | -1.4727 | 0.071996 |
31 | -0.05643 | -0.5615 | 0.287872 |
32 | -0.001477 | -0.0147 | 0.494152 |
33 | 0.034488 | 0.3432 | 0.366105 |
34 | -0.094102 | -0.9363 | 0.175698 |
35 | 0.007347 | 0.0731 | 0.470937 |
36 | -0.034873 | -0.347 | 0.364672 |
37 | 0.017282 | 0.172 | 0.431911 |
38 | 0.008514 | 0.0847 | 0.466331 |
39 | -0.057088 | -0.568 | 0.285656 |
40 | 0.085966 | 0.8553 | 0.197211 |
41 | 0.03898 | 0.3878 | 0.349483 |
42 | 0.035477 | 0.353 | 0.362421 |
43 | -0.036425 | -0.3624 | 0.358905 |
44 | -0.017171 | -0.1709 | 0.432344 |
45 | 0.051209 | 0.5095 | 0.305761 |
46 | 0.005325 | 0.053 | 0.478926 |
47 | 0.026629 | 0.265 | 0.395798 |
48 | 0.031823 | 0.3166 | 0.376095 |
49 | 0.000431 | 0.0043 | 0.498293 |
50 | -0.101477 | -1.0097 | 0.157554 |
51 | -0.039231 | -0.3903 | 0.34856 |
52 | -0.006627 | -0.0659 | 0.473778 |
53 | 0.028967 | 0.2882 | 0.38689 |
54 | 0.047165 | 0.4693 | 0.31995 |
55 | 0.016625 | 0.1654 | 0.434476 |
56 | -0.02622 | -0.2609 | 0.397363 |
57 | 0.001601 | 0.0159 | 0.493662 |
58 | 0.030286 | 0.3013 | 0.381894 |
59 | -0.088197 | -0.8776 | 0.191156 |
60 | -0.012544 | -0.1248 | 0.450462 |