Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.31058 | -2.7779 | 0.003407 |
2 | -0.165053 | -1.4763 | 0.071897 |
3 | 0.254894 | 2.2798 | 0.01264 |
4 | -0.140867 | -1.26 | 0.105674 |
5 | -0.139392 | -1.2468 | 0.108062 |
6 | -0.027294 | -0.2441 | 0.403879 |
7 | 0.004041 | 0.0361 | 0.485629 |
8 | -0.034652 | -0.3099 | 0.378708 |
9 | 0.086391 | 0.7727 | 0.220988 |
10 | 0.132403 | 1.1842 | 0.11991 |
11 | -0.186491 | -1.668 | 0.04961 |
12 | 0.176491 | 1.5786 | 0.059189 |
13 | -0.132252 | -1.1829 | 0.120177 |
14 | -0.067085 | -0.6 | 0.275093 |
15 | 0.043025 | 0.3848 | 0.350694 |
16 | -0.041687 | -0.3729 | 0.35512 |
17 | -0.009113 | -0.0815 | 0.467619 |
18 | 0.084847 | 0.7589 | 0.225073 |
19 | 0.041113 | 0.3677 | 0.357024 |
20 | -0.079752 | -0.7133 | 0.238861 |
21 | 0.055816 | 0.4992 | 0.309493 |
22 | 0.033238 | 0.2973 | 0.383507 |
23 | -0.160294 | -1.4337 | 0.077776 |
24 | 0.101235 | 0.9055 | 0.183967 |
25 | 0.005961 | 0.0533 | 0.478807 |
26 | 0.021828 | 0.1952 | 0.42285 |
27 | 0.000448 | 0.004 | 0.498405 |
28 | -0.100369 | -0.8977 | 0.186011 |
29 | 0.166779 | 1.4917 | 0.069853 |
30 | -0.016953 | -0.1516 | 0.43993 |
31 | -0.175092 | -1.5661 | 0.06064 |
32 | 0.099521 | 0.8901 | 0.188028 |
33 | 0.098862 | 0.8842 | 0.189606 |
34 | -0.168463 | -1.5068 | 0.067904 |
35 | 0.037997 | 0.3399 | 0.367427 |
36 | 0.119169 | 1.0659 | 0.144843 |
37 | -0.091526 | -0.8186 | 0.207714 |
38 | -0.080206 | -0.7174 | 0.237613 |
39 | 0.113087 | 1.0115 | 0.157418 |
40 | -0.0216 | -0.1932 | 0.423647 |
41 | -0.093891 | -0.8398 | 0.201765 |
42 | 0.06903 | 0.6174 | 0.269356 |
43 | 0.052781 | 0.4721 | 0.319075 |
44 | -0.109437 | -0.9788 | 0.165307 |
45 | 0.082485 | 0.7378 | 0.231407 |
46 | -0.032202 | -0.288 | 0.387036 |
47 | -0.090849 | -0.8126 | 0.209435 |
48 | 0.122863 | 1.0989 | 0.137549 |
49 | -0.059522 | -0.5324 | 0.297969 |
50 | 0.017781 | 0.159 | 0.43702 |
51 | 0.087953 | 0.7867 | 0.216899 |
52 | -0.046364 | -0.4147 | 0.339738 |
53 | 0.012338 | 0.1104 | 0.456203 |
54 | 0.033983 | 0.3039 | 0.380978 |
55 | -0.03167 | -0.2833 | 0.388854 |
56 | -0.11636 | -1.0408 | 0.150561 |
57 | 0.053312 | 0.4768 | 0.317389 |
58 | 0.000552 | 0.0049 | 0.498036 |
59 | -0.064838 | -0.5799 | 0.281797 |
60 | 0.106848 | 0.9557 | 0.171058 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.31058 | -2.7779 | 0.003407 |
2 | -0.289432 | -2.5888 | 0.005719 |
3 | 0.11947 | 1.0686 | 0.144238 |
4 | -0.061729 | -0.5521 | 0.291203 |
5 | -0.157082 | -1.405 | 0.081949 |
6 | -0.246327 | -2.2032 | 0.015228 |
7 | -0.143643 | -1.2848 | 0.101288 |
8 | -0.110189 | -0.9856 | 0.16366 |
9 | 0.037452 | 0.335 | 0.369257 |
10 | 0.154613 | 1.3829 | 0.085272 |
11 | -0.135368 | -1.2108 | 0.114775 |
12 | 0.059814 | 0.535 | 0.29707 |
13 | -0.207295 | -1.8541 | 0.033705 |
14 | -0.042823 | -0.383 | 0.35136 |
15 | -0.08053 | -0.7203 | 0.236725 |
16 | 0.005222 | 0.0467 | 0.481431 |
17 | -0.064589 | -0.5777 | 0.282543 |
18 | 0.015802 | 0.1413 | 0.44398 |
19 | -0.003288 | -0.0294 | 0.488306 |
20 | -0.09946 | -0.8896 | 0.188175 |
21 | -0.005406 | -0.0484 | 0.480779 |
22 | -0.029792 | -0.2665 | 0.395281 |
23 | -0.03446 | -0.3082 | 0.379357 |
24 | -0.00866 | -0.0775 | 0.469225 |
25 | 0.034322 | 0.307 | 0.379827 |
26 | 0.093924 | 0.8401 | 0.201682 |
27 | 0.008242 | 0.0737 | 0.47071 |
28 | -0.195216 | -1.7461 | 0.042319 |
29 | 0.078958 | 0.7062 | 0.241051 |
30 | 0.098204 | 0.8784 | 0.191188 |
31 | -0.055772 | -0.4988 | 0.30963 |
32 | 0.007963 | 0.0712 | 0.471698 |
33 | 0.104986 | 0.939 | 0.175272 |
34 | -0.097207 | -0.8694 | 0.193603 |
35 | -0.004643 | -0.0415 | 0.483488 |
36 | 0.021794 | 0.1949 | 0.422969 |
37 | 0.058229 | 0.5208 | 0.301965 |
38 | -0.092344 | -0.8259 | 0.205645 |
39 | -0.033953 | -0.3037 | 0.381079 |
40 | 0.062788 | 0.5616 | 0.287983 |
41 | -0.054485 | -0.4873 | 0.313679 |
42 | -0.050661 | -0.4531 | 0.325841 |
43 | 0.035631 | 0.3187 | 0.375395 |
44 | -0.049654 | -0.4441 | 0.329078 |
45 | -0.046916 | -0.4196 | 0.337942 |
46 | -0.028217 | -0.2524 | 0.400697 |
47 | -0.126211 | -1.1289 | 0.131164 |
48 | 0.021618 | 0.1934 | 0.423584 |
49 | -0.052297 | -0.4678 | 0.320615 |
50 | 0.072302 | 0.6467 | 0.259842 |
51 | -0.013958 | -0.1248 | 0.450481 |
52 | 0.019314 | 0.1728 | 0.431641 |
53 | 0.020962 | 0.1875 | 0.425875 |
54 | 0.011082 | 0.0991 | 0.460644 |
55 | -0.024811 | -0.2219 | 0.412473 |
56 | -0.048662 | -0.4352 | 0.332277 |
57 | -0.002984 | -0.0267 | 0.489387 |
58 | -0.106377 | -0.9515 | 0.172118 |
59 | -0.039213 | -0.3507 | 0.363356 |
60 | 0.055303 | 0.4946 | 0.311104 |