Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.463689 | 3.9071 | 0.000105 |
2 | 0.269784 | 2.2732 | 0.01302 |
3 | 0.044786 | 0.3774 | 0.35351 |
4 | 0.102785 | 0.8661 | 0.19468 |
5 | 0.251144 | 2.1162 | 0.018918 |
6 | 0.220315 | 1.8564 | 0.033772 |
7 | 0.216763 | 1.8265 | 0.035991 |
8 | -0.056627 | -0.4772 | 0.31736 |
9 | 0.008531 | 0.0719 | 0.471448 |
10 | 0.019783 | 0.1667 | 0.434043 |
11 | 0.246418 | 2.0764 | 0.020741 |
12 | 0.195459 | 1.647 | 0.051992 |
13 | 0.199081 | 1.6775 | 0.048922 |
14 | 0.109093 | 0.9192 | 0.180543 |
15 | -0.018897 | -0.1592 | 0.436969 |
16 | 0.002207 | 0.0186 | 0.492608 |
17 | 0.009303 | 0.0784 | 0.46887 |
18 | 0.094503 | 0.7963 | 0.214258 |
19 | -0.04625 | -0.3897 | 0.348959 |
20 | -0.083367 | -0.7025 | 0.242343 |
21 | -0.1162 | -0.9791 | 0.165423 |
22 | -0.056941 | -0.4798 | 0.316424 |
23 | 0.036774 | 0.3099 | 0.378788 |
24 | 0.020882 | 0.176 | 0.430415 |
25 | 0.003467 | 0.0292 | 0.488389 |
26 | -0.045268 | -0.3814 | 0.352011 |
27 | -0.038312 | -0.3228 | 0.373888 |
28 | 0.053834 | 0.4536 | 0.325746 |
29 | 0.073583 | 0.62 | 0.268613 |
30 | 0.115745 | 0.9753 | 0.166365 |
31 | 0.010106 | 0.0852 | 0.46619 |
32 | -0.126696 | -1.0676 | 0.144667 |
33 | -0.157011 | -1.323 | 0.09504 |
34 | -0.104405 | -0.8797 | 0.190986 |
35 | -0.047479 | -0.4001 | 0.345154 |
36 | -0.001335 | -0.0112 | 0.495529 |
37 | -0.116698 | -0.9833 | 0.164397 |
38 | -0.181415 | -1.5286 | 0.0654 |
39 | -0.130229 | -1.0973 | 0.138103 |
40 | -0.056934 | -0.4797 | 0.316446 |
41 | 0.086896 | 0.7322 | 0.233228 |
42 | 0.023908 | 0.2015 | 0.420461 |
43 | -0.011766 | -0.0991 | 0.460653 |
44 | -0.136342 | -1.1488 | 0.12724 |
45 | -0.183072 | -1.5426 | 0.063687 |
46 | -0.154296 | -1.3001 | 0.098883 |
47 | -0.164143 | -1.3831 | 0.085485 |
48 | -0.156674 | -1.3202 | 0.095511 |
49 | -0.11033 | -0.9297 | 0.17785 |
50 | -0.095003 | -0.8005 | 0.213042 |
51 | -0.160648 | -1.3536 | 0.090072 |
52 | -0.124035 | -1.0451 | 0.149753 |
53 | -0.093669 | -0.7893 | 0.216292 |
54 | -0.056813 | -0.4787 | 0.316806 |
55 | -0.064079 | -0.5399 | 0.295464 |
56 | -0.078346 | -0.6602 | 0.255646 |
57 | -0.087015 | -0.7332 | 0.232926 |
58 | -0.089053 | -0.7504 | 0.227754 |
59 | -0.072394 | -0.61 | 0.271905 |
60 | -0.057484 | -0.4844 | 0.314809 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.463689 | 3.9071 | 0.000105 |
2 | 0.069779 | 0.588 | 0.279209 |
3 | -0.133052 | -1.1211 | 0.133008 |
4 | 0.143923 | 1.2127 | 0.114628 |
5 | 0.246563 | 2.0776 | 0.020683 |
6 | -0.021228 | -0.1789 | 0.429274 |
7 | 0.064188 | 0.5409 | 0.29515 |
8 | -0.22201 | -1.8707 | 0.032755 |
9 | 0.104577 | 0.8812 | 0.190597 |
10 | 0.032424 | 0.2732 | 0.392744 |
11 | 0.204591 | 1.7239 | 0.044538 |
12 | -0.066396 | -0.5595 | 0.288803 |
13 | 0.147563 | 1.2434 | 0.108907 |
14 | -0.010812 | -0.0911 | 0.463835 |
15 | -0.085713 | -0.7222 | 0.236262 |
16 | -0.107887 | -0.9091 | 0.183194 |
17 | 0.041567 | 0.3502 | 0.363594 |
18 | -0.037658 | -0.3173 | 0.375968 |
19 | -0.088166 | -0.7429 | 0.229998 |
20 | -0.080996 | -0.6825 | 0.248577 |
21 | 0.065712 | 0.5537 | 0.290763 |
22 | -0.01171 | -0.0987 | 0.460838 |
23 | 0.057564 | 0.485 | 0.314571 |
24 | -0.098109 | -0.8267 | 0.205595 |
25 | 0.000745 | 0.0063 | 0.497506 |
26 | 0.056057 | 0.4723 | 0.319066 |
27 | -0.018697 | -0.1575 | 0.437633 |
28 | 0.085965 | 0.7244 | 0.235613 |
29 | 0.0217 | 0.1828 | 0.42772 |
30 | 0.131574 | 1.1087 | 0.135658 |
31 | -0.071939 | -0.6062 | 0.273168 |
32 | -0.180291 | -1.5192 | 0.066581 |
33 | -0.040122 | -0.3381 | 0.368153 |
34 | 0.024261 | 0.2044 | 0.419304 |
35 | -0.102453 | -0.8633 | 0.195445 |
36 | 0.056499 | 0.4761 | 0.317745 |
37 | -0.177104 | -1.4923 | 0.070024 |
38 | 0.055771 | 0.4699 | 0.31992 |
39 | 0.016258 | 0.137 | 0.445711 |
40 | -0.010209 | -0.086 | 0.465844 |
41 | 0.000724 | 0.0061 | 0.497574 |
42 | 0.011559 | 0.0974 | 0.461344 |
43 | 0.01987 | 0.1674 | 0.433756 |
44 | -0.068103 | -0.5738 | 0.283942 |
45 | -0.120361 | -1.0142 | 0.156971 |
46 | 0.010052 | 0.0847 | 0.466369 |
47 | -0.115608 | -0.9741 | 0.166649 |
48 | -0.065912 | -0.5554 | 0.29019 |
49 | 0.165823 | 1.3973 | 0.083345 |
50 | 0.019633 | 0.1654 | 0.434538 |
51 | -0.098591 | -0.8307 | 0.204452 |
52 | -0.030736 | -0.259 | 0.398199 |
53 | -0.000342 | -0.0029 | 0.498853 |
54 | -0.106753 | -0.8995 | 0.185708 |
55 | 0.032664 | 0.2752 | 0.391967 |
56 | -0.066073 | -0.5567 | 0.289729 |
57 | 0.045911 | 0.3869 | 0.350012 |
58 | 0.058728 | 0.4948 | 0.311118 |
59 | 0.003393 | 0.0286 | 0.488636 |
60 | -0.023764 | -0.2002 | 0.420933 |