Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.153921 | 2.3242 | 0.010498 |
2 | 0.100275 | 1.5141 | 0.065689 |
3 | 0.159121 | 2.4027 | 0.008538 |
4 | 0.020509 | 0.3097 | 0.378546 |
5 | 0.079085 | 1.1942 | 0.11683 |
6 | 0.008617 | 0.1301 | 0.448298 |
7 | -0.097257 | -1.4686 | 0.071666 |
8 | -0.014853 | -0.2243 | 0.411375 |
9 | 0.057159 | 0.8631 | 0.194501 |
10 | -0.12401 | -1.8725 | 0.031208 |
11 | -0.017336 | -0.2618 | 0.396867 |
12 | -0.447169 | -6.7521 | 0 |
13 | -0.099362 | -1.5003 | 0.067455 |
14 | -0.011677 | -0.1763 | 0.430102 |
15 | -0.219248 | -3.3106 | 0.000541 |
16 | 0.017267 | 0.2607 | 0.397269 |
17 | -0.076966 | -1.1622 | 0.123192 |
18 | -0.086574 | -1.3072 | 0.096223 |
19 | -0.010372 | -0.1566 | 0.437842 |
20 | 0.002022 | 0.0305 | 0.487836 |
21 | -0.155963 | -2.355 | 0.009686 |
22 | 0.058918 | 0.8896 | 0.187298 |
23 | -0.14106 | -2.13 | 0.017123 |
24 | -0.071066 | -1.0731 | 0.142186 |
25 | 0.053181 | 0.803 | 0.211401 |
26 | -0.118845 | -1.7945 | 0.037027 |
27 | 0.119369 | 1.8024 | 0.036399 |
28 | 0.003699 | 0.0559 | 0.477754 |
29 | 0.044279 | 0.6686 | 0.252214 |
30 | 0.172233 | 2.6007 | 0.004956 |
31 | 0.154602 | 2.3344 | 0.010221 |
32 | -0.020323 | -0.3069 | 0.379611 |
33 | 0.136789 | 2.0655 | 0.020005 |
34 | 0.008903 | 0.1344 | 0.446587 |
35 | 0.021628 | 0.3266 | 0.372145 |
36 | 0.095185 | 1.4373 | 0.076008 |
37 | -0.002027 | -0.0306 | 0.487802 |
38 | 0.093639 | 1.4139 | 0.079374 |
39 | 0.044874 | 0.6776 | 0.249361 |
40 | -0.004066 | -0.0614 | 0.475551 |
41 | 0.018624 | 0.2812 | 0.3894 |
42 | -0.109907 | -1.6596 | 0.049189 |
43 | -0.127679 | -1.9279 | 0.027554 |
44 | -0.000281 | -0.0042 | 0.498312 |
45 | -0.132862 | -2.0062 | 0.02301 |
46 | 0.01016 | 0.1534 | 0.439104 |
47 | 0.060142 | 0.9081 | 0.182384 |
48 | -0.157065 | -2.3716 | 0.009271 |
49 | -0.057709 | -0.8714 | 0.192228 |
50 | 0.007722 | 0.1166 | 0.453643 |
51 | -0.119494 | -1.8043 | 0.03625 |
52 | -0.033266 | -0.5023 | 0.307969 |
53 | 0.018176 | 0.2744 | 0.391995 |
54 | -0.017664 | -0.2667 | 0.394962 |
55 | 0.073314 | 1.107 | 0.134728 |
56 | 0.012788 | 0.1931 | 0.423527 |
57 | 0.065586 | 0.9903 | 0.161532 |
58 | 0.013778 | 0.208 | 0.41769 |
59 | 0.030129 | 0.4549 | 0.324792 |
60 | 0.121791 | 1.839 | 0.033608 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.153921 | 2.3242 | 0.010498 |
2 | 0.078442 | 1.1845 | 0.118734 |
3 | 0.136889 | 2.067 | 0.019933 |
4 | -0.028717 | -0.4336 | 0.332486 |
5 | 0.059884 | 0.9042 | 0.183415 |
6 | -0.032282 | -0.4874 | 0.313205 |
7 | -0.106962 | -1.6151 | 0.053837 |
8 | -0.005946 | -0.0898 | 0.464271 |
9 | 0.08335 | 1.2586 | 0.104738 |
10 | -0.124277 | -1.8765 | 0.030929 |
11 | 0.01119 | 0.169 | 0.432984 |
12 | -0.473696 | -7.1526 | 0 |
13 | 0.09455 | 1.4277 | 0.077377 |
14 | 0.009774 | 0.1476 | 0.441399 |
15 | -0.085513 | -1.2912 | 0.098967 |
16 | 0.102407 | 1.5463 | 0.061709 |
17 | -0.082437 | -1.2448 | 0.107248 |
18 | -0.059367 | -0.8964 | 0.185485 |
19 | -0.071359 | -1.0775 | 0.141199 |
20 | 0.017601 | 0.2658 | 0.395329 |
21 | -0.058345 | -0.881 | 0.189627 |
22 | -0.007657 | -0.1156 | 0.454029 |
23 | -0.179108 | -2.7045 | 0.003679 |
24 | -0.243765 | -3.6808 | 0.000145 |
25 | 0.035278 | 0.5327 | 0.297385 |
26 | -0.068743 | -1.038 | 0.150185 |
27 | 0.06394 | 0.9655 | 0.167666 |
28 | 0.0282 | 0.4258 | 0.335325 |
29 | -0.013336 | -0.2014 | 0.420296 |
30 | 0.092346 | 1.3944 | 0.082279 |
31 | 0.071302 | 1.0766 | 0.14139 |
32 | -0.064901 | -0.98 | 0.164067 |
33 | 0.016695 | 0.2521 | 0.4006 |
34 | -0.062947 | -0.9505 | 0.171436 |
35 | -0.121303 | -1.8316 | 0.034155 |
36 | -0.166992 | -2.5215 | 0.006184 |
37 | 0.146899 | 2.2181 | 0.013766 |
38 | -0.068748 | -1.0381 | 0.150169 |
39 | 0.130526 | 1.9709 | 0.024972 |
40 | -0.031834 | -0.4807 | 0.315601 |
41 | 0.00756 | 0.1142 | 0.454606 |
42 | -0.045144 | -0.6817 | 0.248072 |
43 | 0.000578 | 0.0087 | 0.49652 |
44 | -0.043642 | -0.659 | 0.255289 |
45 | -0.081553 | -1.2314 | 0.109715 |
46 | 0.093387 | 1.4101 | 0.079936 |
47 | -0.126619 | -1.9119 | 0.028571 |
48 | -0.186333 | -2.8136 | 0.002664 |
49 | -0.0134 | -0.2023 | 0.419915 |
50 | 0.030234 | 0.4565 | 0.324225 |
51 | 0.027659 | 0.4176 | 0.3383 |
52 | 0.005667 | 0.0856 | 0.465942 |
53 | 0.114518 | 1.7292 | 0.042565 |
54 | 0.002631 | 0.0397 | 0.484171 |
55 | -0.012849 | -0.194 | 0.423166 |
56 | -0.005287 | -0.0798 | 0.46822 |
57 | -0.007141 | -0.1078 | 0.457117 |
58 | -0.002514 | -0.038 | 0.484874 |
59 | 0.004078 | 0.0616 | 0.475475 |
60 | -0.107334 | -1.6207 | 0.053231 |