Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.095563 | -1.0938 | 0.138031 |
2 | 0.114898 | 1.3151 | 0.095392 |
3 | -0.198624 | -2.2734 | 0.012316 |
4 | 0.056881 | 0.651 | 0.258084 |
5 | -0.037057 | -0.4241 | 0.33608 |
6 | 0.08526 | 0.9758 | 0.165471 |
7 | 0.006402 | 0.0733 | 0.470851 |
8 | -0.125389 | -1.4351 | 0.076816 |
9 | -0.170042 | -1.9462 | 0.026885 |
10 | -0.040494 | -0.4635 | 0.321898 |
11 | 0.043746 | 0.5007 | 0.308713 |
12 | 0.014424 | 0.1651 | 0.434562 |
13 | -0.11289 | -1.2921 | 0.099302 |
14 | 0.049533 | 0.5669 | 0.285867 |
15 | -0.091818 | -1.0509 | 0.147619 |
16 | 0.021882 | 0.2504 | 0.401317 |
17 | 0.080712 | 0.9238 | 0.178646 |
18 | 0.002816 | 0.0322 | 0.48717 |
19 | 0.065642 | 0.7513 | 0.226907 |
20 | -0.047319 | -0.5416 | 0.29451 |
21 | 0.176555 | 2.0208 | 0.022671 |
22 | -0.019615 | -0.2245 | 0.411358 |
23 | 0.135544 | 1.5514 | 0.061613 |
24 | -0.111148 | -1.2721 | 0.102788 |
25 | 0.071263 | 0.8156 | 0.208094 |
26 | -0.165652 | -1.896 | 0.030083 |
27 | 0.14136 | 1.6179 | 0.05404 |
28 | -0.039979 | -0.4576 | 0.324007 |
29 | 0.137669 | 1.5757 | 0.058755 |
30 | -0.190526 | -2.1807 | 0.015497 |
31 | 0.052155 | 0.5969 | 0.27579 |
32 | -0.095311 | -1.0909 | 0.138663 |
33 | 0.059941 | 0.6861 | 0.246944 |
34 | -0.051222 | -0.5863 | 0.279352 |
35 | 0.010529 | 0.1205 | 0.452132 |
36 | -0.106263 | -1.2162 | 0.113041 |
37 | -0.032354 | -0.3703 | 0.355875 |
38 | -0.051835 | -0.5933 | 0.277009 |
39 | 0.03745 | 0.4286 | 0.334445 |
40 | 0.040175 | 0.4598 | 0.323201 |
41 | 0.014336 | 0.1641 | 0.434959 |
42 | 0.013088 | 0.1498 | 0.440575 |
43 | -0.032184 | -0.3684 | 0.3566 |
44 | -0.019297 | -0.2209 | 0.41277 |
45 | 0.052381 | 0.5995 | 0.274929 |
46 | 0.013164 | 0.1507 | 0.440235 |
47 | -0.011248 | -0.1287 | 0.448881 |
48 | -0.025915 | -0.2966 | 0.383619 |
49 | -0.018595 | -0.2128 | 0.415894 |
50 | -0.036339 | -0.4159 | 0.339075 |
51 | -0.010455 | -0.1197 | 0.452465 |
52 | 0.0346 | 0.396 | 0.346369 |
53 | -0.087261 | -0.9988 | 0.159878 |
54 | 0.098368 | 1.1259 | 0.131139 |
55 | -0.110275 | -1.2622 | 0.104567 |
56 | 0.073782 | 0.8445 | 0.199972 |
57 | -0.122466 | -1.4017 | 0.081686 |
58 | -0.041136 | -0.4708 | 0.319273 |
59 | -0.005751 | -0.0658 | 0.473812 |
60 | -0.003875 | -0.0443 | 0.482347 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.095563 | -1.0938 | 0.138031 |
2 | 0.106741 | 1.2217 | 0.112007 |
3 | -0.182339 | -2.087 | 0.019415 |
4 | 0.01678 | 0.1921 | 0.423999 |
5 | 0.007129 | 0.0816 | 0.467545 |
6 | 0.042603 | 0.4876 | 0.313321 |
7 | 0.032423 | 0.3711 | 0.355582 |
8 | -0.14921 | -1.7078 | 0.045022 |
9 | -0.18073 | -2.0685 | 0.020278 |
10 | -0.040464 | -0.4631 | 0.322019 |
11 | 0.025097 | 0.2872 | 0.387188 |
12 | -0.027659 | -0.3166 | 0.376038 |
13 | -0.148183 | -1.696 | 0.046127 |
14 | 0.056156 | 0.6427 | 0.260762 |
15 | -0.043696 | -0.5001 | 0.308913 |
16 | -0.056007 | -0.641 | 0.261312 |
17 | 0.073222 | 0.8381 | 0.201761 |
18 | -0.069603 | -0.7966 | 0.21355 |
19 | 0.065387 | 0.7484 | 0.227784 |
20 | -7.2e-05 | -8e-04 | 0.499671 |
21 | 0.130948 | 1.4988 | 0.06817 |
22 | 0.015386 | 0.1761 | 0.430244 |
23 | 0.085379 | 0.9772 | 0.165134 |
24 | -0.050489 | -0.5779 | 0.28217 |
25 | 0.032334 | 0.3701 | 0.355959 |
26 | -0.10118 | -1.1581 | 0.124473 |
27 | 0.118903 | 1.3609 | 0.08794 |
28 | 0.002118 | 0.0242 | 0.490347 |
29 | 0.136116 | 1.5579 | 0.060832 |
30 | -0.087519 | -1.0017 | 0.159167 |
31 | 0.044292 | 0.5069 | 0.306523 |
32 | 0.010108 | 0.1157 | 0.454037 |
33 | -0.013374 | -0.1531 | 0.439289 |
34 | -0.02578 | -0.2951 | 0.384206 |
35 | -0.045436 | -0.52 | 0.301959 |
36 | -0.049462 | -0.5661 | 0.286142 |
37 | -0.019486 | -0.223 | 0.411933 |
38 | -0.066901 | -0.7657 | 0.222612 |
39 | -0.050451 | -0.5774 | 0.282316 |
40 | 0.036286 | 0.4153 | 0.339297 |
41 | -0.017324 | -0.1983 | 0.421566 |
42 | 0.007402 | 0.0847 | 0.466306 |
43 | -0.075554 | -0.8648 | 0.194378 |
44 | -0.063569 | -0.7276 | 0.234084 |
45 | 0.036935 | 0.4227 | 0.336589 |
46 | -0.069113 | -0.791 | 0.215177 |
47 | 0.000731 | 0.0084 | 0.496667 |
48 | -0.096956 | -1.1097 | 0.134577 |
49 | 0.028171 | 0.3224 | 0.373819 |
50 | -0.123308 | -1.4113 | 0.08026 |
51 | 0.00882 | 0.1009 | 0.459874 |
52 | -0.047337 | -0.5418 | 0.29444 |
53 | -0.033659 | -0.3853 | 0.350338 |
54 | 0.068944 | 0.7891 | 0.215739 |
55 | -0.016206 | -0.1855 | 0.426567 |
56 | -0.053439 | -0.6116 | 0.27092 |
57 | -0.030351 | -0.3474 | 0.364432 |
58 | -0.145635 | -1.6669 | 0.048965 |
59 | 0.052587 | 0.6019 | 0.274145 |
60 | -0.075279 | -0.8616 | 0.195239 |