Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.040186 | 0.3386 | 0.367951 |
2 | -0.197297 | -1.6625 | 0.050416 |
3 | -0.222225 | -1.8725 | 0.032628 |
4 | -0.097854 | -0.8245 | 0.206199 |
5 | 0.147406 | 1.2421 | 0.10915 |
6 | -0.248766 | -2.0961 | 0.019817 |
7 | 0.045626 | 0.3845 | 0.350896 |
8 | -0.059955 | -0.5052 | 0.307496 |
9 | -0.227849 | -1.9199 | 0.029445 |
10 | -0.094483 | -0.7961 | 0.214306 |
11 | 0.140296 | 1.1822 | 0.120545 |
12 | 0.624937 | 5.2658 | 1e-06 |
13 | 0.132509 | 1.1165 | 0.133977 |
14 | -0.183967 | -1.5501 | 0.062778 |
15 | -0.224981 | -1.8957 | 0.031034 |
16 | -0.086951 | -0.7327 | 0.233089 |
17 | 0.144257 | 1.2155 | 0.114095 |
18 | -0.196635 | -1.6569 | 0.050979 |
19 | 0.027604 | 0.2326 | 0.408374 |
20 | -0.071786 | -0.6049 | 0.273593 |
21 | -0.120228 | -1.0131 | 0.157236 |
22 | -0.090162 | -0.7597 | 0.224969 |
23 | 0.092108 | 0.7761 | 0.22013 |
24 | 0.550424 | 4.638 | 8e-06 |
25 | 0.112676 | 0.9494 | 0.172813 |
26 | -0.220695 | -1.8596 | 0.033542 |
27 | -0.197218 | -1.6618 | 0.050483 |
28 | -0.04396 | -0.3704 | 0.356089 |
29 | 0.152214 | 1.2826 | 0.101905 |
30 | -0.14432 | -1.2161 | 0.113995 |
31 | 0.008383 | 0.0706 | 0.471943 |
32 | -0.100079 | -0.8433 | 0.200951 |
33 | -0.037736 | -0.318 | 0.375721 |
34 | -0.042456 | -0.3577 | 0.360799 |
35 | 0.05774 | 0.4865 | 0.314045 |
36 | 0.385241 | 3.2461 | 0.000893 |
37 | 0.02848 | 0.24 | 0.405519 |
38 | -0.121292 | -1.022 | 0.15512 |
39 | -0.174024 | -1.4664 | 0.073484 |
40 | -0.013312 | -0.1122 | 0.455502 |
41 | 0.132749 | 1.1186 | 0.133549 |
42 | -0.098011 | -0.8259 | 0.205826 |
43 | -0.013083 | -0.1102 | 0.456264 |
44 | -0.049228 | -0.4148 | 0.339769 |
45 | -0.02358 | -0.1987 | 0.421537 |
46 | -0.025854 | -0.2179 | 0.414085 |
47 | 0.016443 | 0.1385 | 0.445099 |
48 | 0.253672 | 2.1375 | 0.018002 |
49 | -0.007913 | -0.0667 | 0.473512 |
50 | -0.067134 | -0.5657 | 0.286696 |
51 | -0.135192 | -1.1392 | 0.129235 |
52 | 0.010771 | 0.0908 | 0.463969 |
53 | 0.12227 | 1.0303 | 0.153192 |
54 | -0.086559 | -0.7294 | 0.234091 |
55 | 0.007137 | 0.0601 | 0.476106 |
56 | -0.033255 | -0.2802 | 0.390064 |
57 | -0.043253 | -0.3645 | 0.358299 |
58 | 0.047646 | 0.4015 | 0.344638 |
59 | -0.044202 | -0.3725 | 0.355332 |
60 | 0.144471 | 1.2173 | 0.113755 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.040186 | 0.3386 | 0.367951 |
2 | -0.199233 | -1.6788 | 0.048797 |
3 | -0.213517 | -1.7991 | 0.038124 |
4 | -0.136928 | -1.1538 | 0.12623 |
5 | 0.067814 | 0.5714 | 0.284762 |
6 | -0.380115 | -3.2029 | 0.001019 |
7 | 0.051556 | 0.4344 | 0.33265 |
8 | -0.2175 | -1.8327 | 0.035521 |
9 | -0.427547 | -3.6026 | 0.00029 |
10 | -0.412202 | -3.4733 | 0.00044 |
11 | -0.172412 | -1.4528 | 0.075346 |
12 | 0.277923 | 2.3418 | 0.011 |
13 | 0.137855 | 1.1616 | 0.124647 |
14 | 0.104727 | 0.8824 | 0.190257 |
15 | -0.044336 | -0.3736 | 0.354916 |
16 | -0.065648 | -0.5532 | 0.290945 |
17 | 0.030126 | 0.2538 | 0.400175 |
18 | -0.145672 | -1.2275 | 0.111854 |
19 | 0.054418 | 0.4585 | 0.323986 |
20 | 0.003058 | 0.0258 | 0.489758 |
21 | 0.116 | 0.9774 | 0.165837 |
22 | -0.109744 | -0.9247 | 0.179122 |
23 | -0.061885 | -0.5215 | 0.301837 |
24 | 0.083557 | 0.7041 | 0.241849 |
25 | 0.004539 | 0.0382 | 0.4848 |
26 | -0.121102 | -1.0204 | 0.155496 |
27 | 0.020821 | 0.1754 | 0.430617 |
28 | 0.02216 | 0.1867 | 0.426205 |
29 | 0.030491 | 0.2569 | 0.39899 |
30 | 0.028442 | 0.2397 | 0.405644 |
31 | 0.118875 | 1.0017 | 0.159955 |
32 | -0.134378 | -1.1323 | 0.130662 |
33 | 0.178272 | 1.5021 | 0.068747 |
34 | 0.039102 | 0.3295 | 0.371381 |
35 | 0.010266 | 0.0865 | 0.465656 |
36 | -0.073279 | -0.6175 | 0.269454 |
37 | -0.055461 | -0.4673 | 0.32085 |
38 | -0.0623 | -0.525 | 0.300626 |
39 | 0.055845 | 0.4706 | 0.319699 |
40 | 0.04959 | 0.4179 | 0.338657 |
41 | -0.036446 | -0.3071 | 0.379834 |
42 | 0.029344 | 0.2473 | 0.40271 |
43 | 0.024944 | 0.2102 | 0.417064 |
44 | -0.011857 | -0.0999 | 0.460349 |
45 | 0.023368 | 0.1969 | 0.422233 |
46 | -0.006455 | -0.0544 | 0.478388 |
47 | 0.021763 | 0.1834 | 0.427511 |
48 | -0.078181 | -0.6588 | 0.256089 |
49 | -0.052833 | -0.4452 | 0.328772 |
50 | -0.000182 | -0.0015 | 0.499391 |
51 | 0.002222 | 0.0187 | 0.492557 |
52 | -0.046832 | -0.3946 | 0.347157 |
53 | 0.007646 | 0.0644 | 0.474405 |
54 | -0.076442 | -0.6441 | 0.260789 |
55 | -0.04576 | -0.3856 | 0.350481 |
56 | 0.03683 | 0.3103 | 0.378609 |
57 | -0.147109 | -1.2396 | 0.10961 |
58 | 0.046357 | 0.3906 | 0.348627 |
59 | -0.017278 | -0.1456 | 0.442328 |
60 | -0.047778 | -0.4026 | 0.344232 |