Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.164102 | -1.495 | 0.069348 |
2 | -0.058432 | -0.5323 | 0.297957 |
3 | 0.157057 | 1.4309 | 0.078113 |
4 | -0.077242 | -0.7037 | 0.241792 |
5 | 0.082777 | 0.7541 | 0.226452 |
6 | -0.066108 | -0.6023 | 0.274317 |
7 | 0.021498 | 0.1959 | 0.422602 |
8 | 0.015442 | 0.1407 | 0.444229 |
9 | -0.180524 | -1.6447 | 0.051912 |
10 | -0.005249 | -0.0478 | 0.480986 |
11 | 0.160168 | 1.4592 | 0.074142 |
12 | -0.045114 | -0.411 | 0.341064 |
13 | 0.063713 | 0.5805 | 0.28159 |
14 | -0.071552 | -0.6519 | 0.258143 |
15 | 0.077605 | 0.707 | 0.240769 |
16 | -0.041194 | -0.3753 | 0.3542 |
17 | -0.05333 | -0.4859 | 0.314172 |
18 | 0.044828 | 0.4084 | 0.342016 |
19 | -0.001841 | -0.0168 | 0.49333 |
20 | 0.03916 | 0.3568 | 0.361087 |
21 | -0.169021 | -1.5399 | 0.0637 |
22 | -0.116824 | -1.0643 | 0.145137 |
23 | 0.12017 | 1.0948 | 0.138386 |
24 | -0.170952 | -1.5574 | 0.061585 |
25 | -0.017349 | -0.1581 | 0.437396 |
26 | 0.018304 | 0.1668 | 0.433984 |
27 | -0.114848 | -1.0463 | 0.149226 |
28 | -0.058708 | -0.5349 | 0.297091 |
29 | -0.14894 | -1.3569 | 0.089244 |
30 | 0.047749 | 0.435 | 0.33234 |
31 | 0.038318 | 0.3491 | 0.363951 |
32 | -0.039983 | -0.3643 | 0.358295 |
33 | 0.062453 | 0.569 | 0.285455 |
34 | 0.037625 | 0.3428 | 0.366317 |
35 | 0.026699 | 0.2432 | 0.40421 |
36 | 0.016508 | 0.1504 | 0.44041 |
37 | 0.017063 | 0.1554 | 0.438423 |
38 | 0.117952 | 1.0746 | 0.142834 |
39 | -0.099545 | -0.9069 | 0.183544 |
40 | -0.054575 | -0.4972 | 0.31018 |
41 | -0.014051 | -0.128 | 0.449224 |
42 | -0.09069 | -0.8262 | 0.205522 |
43 | 0.033251 | 0.3029 | 0.381351 |
44 | -0.006267 | -0.0571 | 0.477305 |
45 | 0.110974 | 1.011 | 0.157472 |
46 | 0.037544 | 0.342 | 0.366593 |
47 | -0.182208 | -1.66 | 0.050345 |
48 | 0.192603 | 1.7547 | 0.041501 |
49 | 0.091843 | 0.8367 | 0.202573 |
50 | -0.068805 | -0.6268 | 0.26624 |
51 | 0.094589 | 0.8617 | 0.195654 |
52 | -0.029698 | -0.2706 | 0.3937 |
53 | -0.03806 | -0.3467 | 0.364832 |
54 | 0.031365 | 0.2858 | 0.387891 |
55 | -0.01395 | -0.1271 | 0.449587 |
56 | 0.047537 | 0.4331 | 0.333038 |
57 | -0.038559 | -0.3513 | 0.363131 |
58 | -0.102364 | -0.9326 | 0.17687 |
59 | 0.088668 | 0.8078 | 0.210755 |
60 | -0.024924 | -0.2271 | 0.410463 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.164102 | -1.495 | 0.069348 |
2 | -0.087723 | -0.7992 | 0.213228 |
3 | 0.136945 | 1.2476 | 0.107838 |
4 | -0.034111 | -0.3108 | 0.378379 |
5 | 0.08731 | 0.7954 | 0.214315 |
6 | -0.07161 | -0.6524 | 0.257973 |
7 | 0.027743 | 0.2528 | 0.400542 |
8 | -0.013691 | -0.1247 | 0.45052 |
9 | -0.158504 | -1.444 | 0.076246 |
10 | -0.083063 | -0.7567 | 0.225674 |
11 | 0.152111 | 1.3858 | 0.084761 |
12 | 0.04439 | 0.4044 | 0.343475 |
13 | 0.091797 | 0.8363 | 0.202691 |
14 | -0.087041 | -0.793 | 0.215025 |
15 | 0.070573 | 0.643 | 0.261014 |
16 | -0.08251 | -0.7517 | 0.227179 |
17 | -0.020921 | -0.1906 | 0.424654 |
18 | -0.060607 | -0.5522 | 0.291164 |
19 | 0.044894 | 0.409 | 0.341794 |
20 | 0.090335 | 0.823 | 0.206435 |
21 | -0.129059 | -1.1758 | 0.121522 |
22 | -0.211114 | -1.9233 | 0.028933 |
23 | 0.033977 | 0.3095 | 0.37884 |
24 | -0.145305 | -1.3238 | 0.094603 |
25 | -0.014908 | -0.1358 | 0.446147 |
26 | -0.07621 | -0.6943 | 0.244716 |
27 | -0.034374 | -0.3132 | 0.377471 |
28 | -0.13075 | -1.1912 | 0.118487 |
29 | -0.16355 | -1.49 | 0.070006 |
30 | -0.128591 | -1.1715 | 0.122372 |
31 | -0.03962 | -0.361 | 0.359526 |
32 | 0.061635 | 0.5615 | 0.287977 |
33 | 0.089349 | 0.814 | 0.208985 |
34 | 0.045093 | 0.4108 | 0.341133 |
35 | 0.092417 | 0.842 | 0.201116 |
36 | -0.026578 | -0.2421 | 0.404637 |
37 | 0.002483 | 0.0226 | 0.491004 |
38 | 0.034766 | 0.3167 | 0.376121 |
39 | -0.021343 | -0.1944 | 0.423153 |
40 | 0.007896 | 0.0719 | 0.471414 |
41 | -0.019557 | -0.1782 | 0.429511 |
42 | -0.104778 | -0.9546 | 0.171282 |
43 | -0.094408 | -0.8601 | 0.196106 |
44 | -0.0247 | -0.225 | 0.411256 |
45 | 0.100314 | 0.9139 | 0.181708 |
46 | 0.013517 | 0.1231 | 0.451144 |
47 | -0.163809 | -1.4924 | 0.069696 |
48 | 0.042451 | 0.3867 | 0.349968 |
49 | 0.023327 | 0.2125 | 0.416112 |
50 | -0.105789 | -0.9638 | 0.168978 |
51 | -0.084873 | -0.7732 | 0.220793 |
52 | -0.001026 | -0.0094 | 0.496281 |
53 | -0.051275 | -0.4671 | 0.320813 |
54 | 0.064562 | 0.5882 | 0.279001 |
55 | -0.007661 | -0.0698 | 0.472261 |
56 | -0.040255 | -0.3667 | 0.357372 |
57 | -0.041705 | -0.3799 | 0.352477 |
58 | -0.082661 | -0.7531 | 0.226766 |
59 | 0.036526 | 0.3328 | 0.370075 |
60 | 0.053122 | 0.484 | 0.314843 |