Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.052219 | -0.4757 | 0.317755 |
2 | 0.010631 | 0.0969 | 0.461538 |
3 | -0.325879 | -2.9689 | 0.001953 |
4 | 0.106421 | 0.9695 | 0.167547 |
5 | -0.137781 | -1.2552 | 0.106456 |
6 | 0.229557 | 2.0914 | 0.019776 |
7 | -0.156994 | -1.4303 | 0.078195 |
8 | 0.00257 | 0.0234 | 0.490687 |
9 | -0.364544 | -3.3212 | 0.000667 |
10 | 0.17712 | 1.6136 | 0.055201 |
11 | 0.047057 | 0.4287 | 0.334623 |
12 | 0.573704 | 5.2267 | 1e-06 |
13 | -0.159267 | -1.451 | 0.075276 |
14 | -0.06479 | -0.5903 | 0.27831 |
15 | -0.193306 | -1.7611 | 0.040952 |
16 | 0.053621 | 0.4885 | 0.313237 |
17 | -0.084212 | -0.7672 | 0.222568 |
18 | 0.176608 | 1.609 | 0.05571 |
19 | -0.131091 | -1.1943 | 0.117882 |
20 | -0.06511 | -0.5932 | 0.277338 |
21 | -0.221662 | -2.0194 | 0.023334 |
22 | 0.222304 | 2.0253 | 0.023026 |
23 | 0.030625 | 0.279 | 0.390467 |
24 | 0.229518 | 2.091 | 0.019793 |
25 | -0.152394 | -1.3884 | 0.084369 |
26 | -0.090193 | -0.8217 | 0.206801 |
27 | -0.141622 | -1.2902 | 0.100275 |
28 | 0.015809 | 0.144 | 0.442914 |
29 | -0.016125 | -0.1469 | 0.441781 |
30 | 0.117997 | 1.075 | 0.142745 |
31 | -0.100235 | -0.9132 | 0.181896 |
32 | -0.089122 | -0.8119 | 0.209574 |
33 | -0.015061 | -0.1372 | 0.445599 |
34 | 0.24446 | 2.2271 | 0.014323 |
35 | 0.002798 | 0.0255 | 0.489863 |
36 | 0.043119 | 0.3928 | 0.347725 |
37 | -0.090691 | -0.8262 | 0.20552 |
38 | -0.140332 | -1.2785 | 0.102321 |
39 | -0.101087 | -0.9209 | 0.179875 |
40 | 0.009953 | 0.0907 | 0.463982 |
41 | 0.092401 | 0.8418 | 0.201157 |
42 | -0.014086 | -0.1283 | 0.449098 |
43 | -0.092965 | -0.8469 | 0.19973 |
44 | -0.027385 | -0.2495 | 0.401799 |
45 | 0.075827 | 0.6908 | 0.245805 |
46 | 0.157741 | 1.4371 | 0.077226 |
47 | 0.000999 | 0.0091 | 0.496379 |
48 | -0.039543 | -0.3603 | 0.359785 |
49 | -0.045856 | -0.4178 | 0.338598 |
50 | -0.15324 | -1.3961 | 0.083207 |
51 | -0.034522 | -0.3145 | 0.376962 |
52 | 0.070731 | 0.6444 | 0.260551 |
53 | 0.089861 | 0.8187 | 0.20766 |
54 | -0.042345 | -0.3858 | 0.350323 |
55 | -0.093992 | -0.8563 | 0.197146 |
56 | 0.032059 | 0.2921 | 0.38548 |
57 | 0.107759 | 0.9817 | 0.164543 |
58 | 0.112028 | 1.0206 | 0.1552 |
59 | -0.04057 | -0.3696 | 0.356309 |
60 | -0.039209 | -0.3572 | 0.36092 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.052219 | -0.4757 | 0.317755 |
2 | 0.007926 | 0.0722 | 0.471305 |
3 | -0.325823 | -2.9684 | 0.001956 |
4 | 0.082416 | 0.7508 | 0.227435 |
5 | -0.147244 | -1.3415 | 0.091716 |
6 | 0.138879 | 1.2652 | 0.104662 |
7 | -0.119864 | -1.092 | 0.138993 |
8 | -0.088828 | -0.8093 | 0.21034 |
9 | -0.294345 | -2.6816 | 0.004419 |
10 | 0.062372 | 0.5682 | 0.285705 |
11 | 0.060136 | 0.5479 | 0.292627 |
12 | 0.485646 | 4.4244 | 1.5e-05 |
13 | -0.044117 | -0.4019 | 0.344386 |
14 | -0.094835 | -0.864 | 0.195042 |
15 | 0.101791 | 0.9274 | 0.178214 |
16 | -0.206849 | -1.8845 | 0.0315 |
17 | 0.010169 | 0.0926 | 0.463205 |
18 | -0.027879 | -0.254 | 0.400067 |
19 | 0.04563 | 0.4157 | 0.339349 |
20 | -0.023133 | -0.2107 | 0.4168 |
21 | 0.035728 | 0.3255 | 0.372811 |
22 | 0.003466 | 0.0316 | 0.487442 |
23 | -0.107681 | -0.981 | 0.164717 |
24 | -0.080957 | -0.7375 | 0.231434 |
25 | -0.066081 | -0.602 | 0.274399 |
26 | -0.044496 | -0.4054 | 0.343121 |
27 | -0.075953 | -0.692 | 0.245445 |
28 | -0.050077 | -0.4562 | 0.324709 |
29 | -0.012003 | -0.1094 | 0.456594 |
30 | -0.02066 | -0.1882 | 0.425582 |
31 | 0.010639 | 0.0969 | 0.461508 |
32 | -0.11098 | -1.0111 | 0.157458 |
33 | 0.124 | 1.1297 | 0.130929 |
34 | 0.081451 | 0.742 | 0.230076 |
35 | -0.032585 | -0.2969 | 0.383655 |
36 | 0.003627 | 0.033 | 0.486861 |
37 | -0.020973 | -0.1911 | 0.424466 |
38 | -0.097107 | -0.8847 | 0.189442 |
39 | -0.058386 | -0.5319 | 0.298101 |
40 | -0.05164 | -0.4705 | 0.319629 |
41 | 0.079896 | 0.7279 | 0.234366 |
42 | -0.057076 | -0.52 | 0.302227 |
43 | -0.047294 | -0.4309 | 0.333839 |
44 | 0.015652 | 0.1426 | 0.443478 |
45 | -0.104856 | -0.9553 | 0.171105 |
46 | -0.032598 | -0.297 | 0.383612 |
47 | -0.037786 | -0.3442 | 0.365767 |
48 | -0.038895 | -0.3544 | 0.361987 |
49 | 0.012038 | 0.1097 | 0.456469 |
50 | -0.007068 | -0.0644 | 0.474408 |
51 | -0.081234 | -0.7401 | 0.230671 |
52 | 0.050381 | 0.459 | 0.323721 |
53 | -0.043602 | -0.3972 | 0.346107 |
54 | 0.052658 | 0.4797 | 0.316337 |
55 | -0.073444 | -0.6691 | 0.252642 |
56 | -0.01771 | -0.1613 | 0.436108 |
57 | 0.103828 | 0.9459 | 0.173468 |
58 | -0.000548 | -0.005 | 0.498013 |
59 | -0.084087 | -0.7661 | 0.222904 |
60 | 0.065339 | 0.5953 | 0.276643 |