Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.026241 | -0.2391 | 0.405821 |
2 | 0.122411 | 1.1152 | 0.133988 |
3 | 0.10168 | 0.9263 | 0.178476 |
4 | -0.208818 | -1.9024 | 0.030292 |
5 | -0.051172 | -0.4662 | 0.321147 |
6 | 0.056837 | 0.5178 | 0.302984 |
7 | 0.134197 | 1.2226 | 0.112472 |
8 | 0.197679 | 1.8009 | 0.037672 |
9 | -0.04275 | -0.3895 | 0.348964 |
10 | -0.101047 | -0.9206 | 0.179968 |
11 | -0.102763 | -0.9362 | 0.175939 |
12 | -0.473027 | -4.3095 | 2.2e-05 |
13 | -0.043541 | -0.3967 | 0.346312 |
14 | -0.036828 | -0.3355 | 0.369041 |
15 | -0.020805 | -0.1895 | 0.425066 |
16 | 0.118346 | 1.0782 | 0.142037 |
17 | -0.017669 | -0.161 | 0.436254 |
18 | -0.082845 | -0.7548 | 0.226266 |
19 | -0.102991 | -0.9383 | 0.175407 |
20 | -0.184107 | -1.6773 | 0.048624 |
21 | 0.068834 | 0.6271 | 0.266156 |
22 | 0.029922 | 0.2726 | 0.392917 |
23 | 0.097707 | 0.8901 | 0.187979 |
24 | 0.105173 | 0.9582 | 0.17038 |
25 | -0.068897 | -0.6277 | 0.265968 |
26 | 0.124258 | 1.132 | 0.130439 |
27 | -0.076093 | -0.6932 | 0.245046 |
28 | -0.034131 | -0.3109 | 0.37831 |
29 | 0.150047 | 1.367 | 0.087659 |
30 | -0.061495 | -0.5602 | 0.288411 |
31 | -0.002546 | -0.0232 | 0.490774 |
32 | 0.102885 | 0.9373 | 0.175656 |
33 | -0.116094 | -1.0577 | 0.146637 |
34 | -0.015973 | -0.1455 | 0.442325 |
35 | 0.089593 | 0.8162 | 0.208351 |
36 | -0.147806 | -1.3466 | 0.090891 |
37 | 0.126578 | 1.1532 | 0.126073 |
38 | -0.104834 | -0.9551 | 0.171155 |
39 | -0.103046 | -0.9388 | 0.17528 |
40 | 0.033153 | 0.302 | 0.381691 |
41 | -0.144877 | -1.3199 | 0.09525 |
42 | 0.179783 | 1.6379 | 0.052614 |
43 | 0.020866 | 0.1901 | 0.424848 |
44 | 0.037907 | 0.3454 | 0.365352 |
45 | 0.068139 | 0.6208 | 0.268224 |
46 | -0.038178 | -0.3478 | 0.364427 |
47 | -0.093882 | -0.8553 | 0.197422 |
48 | 0.083493 | 0.7607 | 0.224509 |
49 | -0.048373 | -0.4407 | 0.330288 |
50 | 0.075589 | 0.6887 | 0.246482 |
51 | 0.131441 | 1.1975 | 0.117263 |
52 | 0.071519 | 0.6516 | 0.25824 |
53 | -0.023965 | -0.2183 | 0.413854 |
54 | -0.068285 | -0.6221 | 0.267789 |
55 | -0.009313 | -0.0848 | 0.466294 |
56 | -0.067577 | -0.6157 | 0.269903 |
57 | -0.037316 | -0.34 | 0.367371 |
58 | 0.09504 | 0.8659 | 0.194532 |
59 | 0.028687 | 0.2613 | 0.397236 |
60 | -0.066887 | -0.6094 | 0.271973 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.026241 | -0.2391 | 0.405821 |
2 | 0.121806 | 1.1097 | 0.135165 |
3 | 0.109394 | 0.9966 | 0.160921 |
4 | -0.223571 | -2.0368 | 0.022427 |
5 | -0.094569 | -0.8616 | 0.195704 |
6 | 0.111568 | 1.0164 | 0.156189 |
7 | 0.226911 | 2.0673 | 0.020913 |
8 | 0.174915 | 1.5935 | 0.057419 |
9 | -0.166002 | -1.5124 | 0.067121 |
10 | -0.245374 | -2.2355 | 0.014036 |
11 | -0.06264 | -0.5707 | 0.284881 |
12 | -0.353742 | -3.2227 | 0.000908 |
13 | -0.078479 | -0.715 | 0.238316 |
14 | 0.000867 | 0.0079 | 0.496858 |
15 | 0.022752 | 0.2073 | 0.418149 |
16 | -0.010865 | -0.099 | 0.460696 |
17 | -0.023894 | -0.2177 | 0.414104 |
18 | 0.012959 | 0.1181 | 0.453153 |
19 | 0.063344 | 0.5771 | 0.282721 |
20 | -0.040108 | -0.3654 | 0.357871 |
21 | 0.03439 | 0.3133 | 0.377417 |
22 | -0.05848 | -0.5328 | 0.297804 |
23 | -0.017393 | -0.1585 | 0.437241 |
24 | -0.203653 | -1.8554 | 0.033547 |
25 | -0.195441 | -1.7806 | 0.039322 |
26 | 0.207556 | 1.8909 | 0.031062 |
27 | 0.105135 | 0.9578 | 0.170466 |
28 | -0.027346 | -0.2491 | 0.401937 |
29 | 0.034284 | 0.3123 | 0.377782 |
30 | -0.111157 | -1.0127 | 0.157076 |
31 | -0.11513 | -1.0489 | 0.148638 |
32 | 0.006291 | 0.0573 | 0.477217 |
33 | -0.016125 | -0.1469 | 0.44178 |
34 | -0.074914 | -0.6825 | 0.248412 |
35 | 0.129645 | 1.1811 | 0.120463 |
36 | -0.212025 | -1.9316 | 0.028408 |
37 | -0.034194 | -0.3115 | 0.378094 |
38 | 0.080409 | 0.7326 | 0.232944 |
39 | -0.097727 | -0.8903 | 0.187931 |
40 | -0.028759 | -0.262 | 0.396983 |
41 | 0.031845 | 0.2901 | 0.386223 |
42 | 0.184794 | 1.6836 | 0.048013 |
43 | -0.082325 | -0.75 | 0.227682 |
44 | -0.016057 | -0.1463 | 0.442025 |
45 | -0.057052 | -0.5198 | 0.302305 |
46 | 0.069653 | 0.6346 | 0.263727 |
47 | 0.078971 | 0.7195 | 0.236939 |
48 | -0.058259 | -0.5308 | 0.2985 |
49 | -0.138882 | -1.2653 | 0.104657 |
50 | -0.062908 | -0.5731 | 0.284057 |
51 | 0.006503 | 0.0592 | 0.476449 |
52 | 0.13412 | 1.2219 | 0.112604 |
53 | 0.020245 | 0.1844 | 0.427058 |
54 | 0.063799 | 0.5812 | 0.281328 |
55 | -0.001194 | -0.0109 | 0.495672 |
56 | 0.00916 | 0.0835 | 0.466845 |
57 | -0.037755 | -0.344 | 0.36587 |
58 | -0.072143 | -0.6573 | 0.256419 |
59 | -0.016595 | -0.1512 | 0.440097 |
60 | -0.059978 | -0.5464 | 0.293119 |