Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.157984 | 1.4393 | 0.076912 |
2 | 0.112733 | 1.027 | 0.153692 |
3 | 0.124276 | 1.1322 | 0.130403 |
4 | -0.17824 | -1.6238 | 0.054101 |
5 | -0.082657 | -0.753 | 0.226778 |
6 | -0.058325 | -0.5314 | 0.298291 |
7 | -0.074194 | -0.6759 | 0.250478 |
8 | -0.189863 | -1.7297 | 0.043697 |
9 | 0.029211 | 0.2661 | 0.395402 |
10 | 0.088281 | 0.8043 | 0.211768 |
11 | 0.19395 | 1.767 | 0.040455 |
12 | 0.643099 | 5.8589 | 0 |
13 | 0.05844 | 0.5324 | 0.297932 |
14 | 0.111643 | 1.0171 | 0.156028 |
15 | -0.011895 | -0.1084 | 0.456983 |
16 | -0.234532 | -2.1367 | 0.017784 |
17 | -0.113779 | -1.0366 | 0.151473 |
18 | -0.147667 | -1.3453 | 0.091094 |
19 | -0.134376 | -1.2242 | 0.112165 |
20 | -0.173246 | -1.5783 | 0.059145 |
21 | -0.008712 | -0.0794 | 0.468466 |
22 | 0.016317 | 0.1487 | 0.441094 |
23 | 0.15992 | 1.4569 | 0.074453 |
24 | 0.381518 | 3.4758 | 0.000406 |
25 | 0.036453 | 0.3321 | 0.370323 |
26 | 0.098959 | 0.9016 | 0.184949 |
27 | -0.024104 | -0.2196 | 0.413361 |
28 | -0.255914 | -2.3315 | 0.011076 |
29 | -0.051008 | -0.4647 | 0.321679 |
30 | -0.072758 | -0.6629 | 0.25463 |
31 | -0.113279 | -1.032 | 0.152531 |
32 | -0.133418 | -1.2155 | 0.113811 |
33 | 0.010982 | 0.1 | 0.460274 |
34 | -0.034806 | -0.3171 | 0.375985 |
35 | 0.089481 | 0.8152 | 0.208644 |
36 | 0.248505 | 2.264 | 0.013092 |
37 | 0.011034 | 0.1005 | 0.460086 |
38 | 0.037545 | 0.3421 | 0.366588 |
39 | -0.030522 | -0.2781 | 0.390825 |
40 | -0.224377 | -2.0442 | 0.022053 |
41 | 0.0295 | 0.2688 | 0.39439 |
42 | -0.039319 | -0.3582 | 0.360548 |
43 | -0.098587 | -0.8982 | 0.185846 |
44 | -0.067342 | -0.6135 | 0.270607 |
45 | -0.004338 | -0.0395 | 0.484285 |
46 | -0.021992 | -0.2004 | 0.420846 |
47 | 0.061376 | 0.5592 | 0.288777 |
48 | 0.094744 | 0.8632 | 0.19527 |
49 | 0.003902 | 0.0355 | 0.485864 |
50 | -0.004559 | -0.0415 | 0.483486 |
51 | -0.051067 | -0.4652 | 0.321489 |
52 | -0.114517 | -1.0433 | 0.14992 |
53 | 0.044133 | 0.4021 | 0.344331 |
54 | -0.067656 | -0.6164 | 0.269666 |
55 | -0.063346 | -0.5771 | 0.282714 |
56 | -0.033584 | -0.306 | 0.3802 |
57 | -0.009335 | -0.085 | 0.466216 |
58 | -0.035729 | -0.3255 | 0.372809 |
59 | 0.005867 | 0.0535 | 0.478751 |
60 | -0.023851 | -0.2173 | 0.414258 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.157984 | 1.4393 | 0.076912 |
2 | 0.09002 | 0.8201 | 0.207247 |
3 | 0.097036 | 0.884 | 0.189614 |
4 | -0.228516 | -2.0819 | 0.020217 |
5 | -0.049082 | -0.4472 | 0.327962 |
6 | -0.01358 | -0.1237 | 0.450918 |
7 | 0.001036 | 0.0094 | 0.496248 |
8 | -0.214439 | -1.9536 | 0.027057 |
9 | 0.086949 | 0.7921 | 0.215268 |
10 | 0.120227 | 1.0953 | 0.138272 |
11 | 0.221816 | 2.0208 | 0.02326 |
12 | 0.576996 | 5.2567 | 1e-06 |
13 | -0.177563 | -1.6177 | 0.054764 |
14 | -0.026799 | -0.2442 | 0.403858 |
15 | -0.224254 | -2.0431 | 0.02211 |
16 | -0.0803 | -0.7316 | 0.233247 |
17 | -0.079821 | -0.7272 | 0.234573 |
18 | -0.074386 | -0.6777 | 0.249927 |
19 | -0.02237 | -0.2038 | 0.419506 |
20 | 0.056341 | 0.5133 | 0.304556 |
21 | 0.030812 | 0.2807 | 0.389814 |
22 | -0.094804 | -0.8637 | 0.195118 |
23 | -0.055152 | -0.5025 | 0.308338 |
24 | -0.086764 | -0.7905 | 0.215758 |
25 | 0.071018 | 0.647 | 0.259706 |
26 | 0.01446 | 0.1317 | 0.447756 |
27 | 0.140394 | 1.2791 | 0.102222 |
28 | -0.110379 | -1.0056 | 0.158765 |
29 | 0.166863 | 1.5202 | 0.066131 |
30 | 0.119672 | 1.0903 | 0.139376 |
31 | 0.031344 | 0.2856 | 0.387963 |
32 | -0.15886 | -1.4473 | 0.075793 |
33 | -0.055073 | -0.5017 | 0.308591 |
34 | -0.082517 | -0.7518 | 0.227159 |
35 | -0.056669 | -0.5163 | 0.303517 |
36 | -0.035214 | -0.3208 | 0.37458 |
37 | -0.077596 | -0.7069 | 0.240795 |
38 | 0.012275 | 0.1118 | 0.455614 |
39 | 0.033524 | 0.3054 | 0.380405 |
40 | -0.007564 | -0.0689 | 0.472612 |
41 | 0.033007 | 0.3007 | 0.382195 |
42 | -0.005308 | -0.0484 | 0.480775 |
43 | -0.04108 | -0.3743 | 0.354583 |
44 | 0.042247 | 0.3849 | 0.350654 |
45 | 0.018757 | 0.1709 | 0.432364 |
46 | 0.118017 | 1.0752 | 0.142704 |
47 | 0.013742 | 0.1252 | 0.450335 |
48 | -0.115731 | -1.0544 | 0.147389 |
49 | 0.028701 | 0.2615 | 0.397184 |
50 | -0.073842 | -0.6727 | 0.251494 |
51 | -0.0251 | -0.2287 | 0.409842 |
52 | -0.013637 | -0.1242 | 0.450713 |
53 | -0.08346 | -0.7604 | 0.224597 |
54 | -0.068242 | -0.6217 | 0.267918 |
55 | -0.013776 | -0.1255 | 0.450212 |
56 | -0.076529 | -0.6972 | 0.243808 |
57 | 0.06634 | 0.6044 | 0.273618 |
58 | -0.054882 | -0.5 | 0.309201 |
59 | 0.002885 | 0.0263 | 0.489547 |
60 | -0.08559 | -0.7798 | 0.218875 |