Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.341854 | 3.1331 | 0.001191 |
2 | 0.274498 | 2.5158 | 0.00689 |
3 | 0.139107 | 1.2749 | 0.102923 |
4 | 0.323083 | 2.9611 | 0.001992 |
5 | 0.240604 | 2.2052 | 0.015087 |
6 | 0.048047 | 0.4404 | 0.330404 |
7 | 0.143896 | 1.3188 | 0.095405 |
8 | 0.080473 | 0.7375 | 0.231423 |
9 | 0.135208 | 1.2392 | 0.109362 |
10 | 0.052729 | 0.4833 | 0.315081 |
11 | 0.174569 | 1.6 | 0.056682 |
12 | 0.109072 | 0.9997 | 0.160172 |
13 | -0.002401 | -0.022 | 0.491248 |
14 | -0.085702 | -0.7855 | 0.217194 |
15 | -0.078802 | -0.7222 | 0.236078 |
16 | 0.127018 | 1.1641 | 0.123832 |
17 | -0.002474 | -0.0227 | 0.490982 |
18 | -0.042802 | -0.3923 | 0.34792 |
19 | -0.215267 | -1.973 | 0.025895 |
20 | -0.186523 | -1.7095 | 0.045524 |
21 | -0.19185 | -1.7583 | 0.041166 |
22 | -0.25724 | -2.3576 | 0.010358 |
23 | -0.234503 | -2.1493 | 0.017246 |
24 | -0.351982 | -3.226 | 0.000895 |
25 | -0.225172 | -2.0637 | 0.021065 |
26 | -0.304541 | -2.7912 | 0.00325 |
27 | -0.092715 | -0.8497 | 0.198941 |
28 | -0.112235 | -1.0287 | 0.153298 |
29 | -0.07366 | -0.6751 | 0.250731 |
30 | -0.207192 | -1.8989 | 0.030502 |
31 | -0.228464 | -2.0939 | 0.019641 |
32 | -0.224782 | -2.0602 | 0.021239 |
33 | -0.156998 | -1.4389 | 0.076946 |
34 | -0.133331 | -1.222 | 0.112563 |
35 | -0.260749 | -2.3898 | 0.009548 |
36 | -0.183956 | -1.686 | 0.047755 |
37 | -0.101156 | -0.9271 | 0.178262 |
38 | -0.030476 | -0.2793 | 0.390343 |
39 | -0.029905 | -0.2741 | 0.392348 |
40 | -0.063297 | -0.5801 | 0.281692 |
41 | 0.049427 | 0.453 | 0.325857 |
42 | -0.096117 | -0.8809 | 0.190435 |
43 | 0.064656 | 0.5926 | 0.277527 |
44 | 0.060258 | 0.5523 | 0.291114 |
45 | 0.177021 | 1.6224 | 0.05423 |
46 | 0.081493 | 0.7469 | 0.228605 |
47 | 0.11013 | 1.0094 | 0.157851 |
48 | 0.117852 | 1.0801 | 0.141588 |
49 | 0.050496 | 0.4628 | 0.322352 |
50 | 0.091252 | 0.8363 | 0.202669 |
51 | 0.018819 | 0.1725 | 0.431737 |
52 | 0.095613 | 0.8763 | 0.191682 |
53 | 0.009201 | 0.0843 | 0.466497 |
54 | 0.096041 | 0.8802 | 0.190623 |
55 | 0.115668 | 1.0601 | 0.146066 |
56 | 0.196287 | 1.799 | 0.037805 |
57 | 0.086673 | 0.7944 | 0.21461 |
58 | 0.037228 | 0.3412 | 0.366902 |
59 | 0.062969 | 0.5771 | 0.282702 |
60 | 0.012595 | 0.1154 | 0.454189 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.341854 | 3.1331 | 0.001191 |
2 | 0.178493 | 1.6359 | 0.052799 |
3 | 0.00117 | 0.0107 | 0.495737 |
4 | 0.27455 | 2.5163 | 0.006881 |
5 | 0.074675 | 0.6844 | 0.247799 |
6 | -0.179738 | -1.6473 | 0.051613 |
7 | 0.143823 | 1.3182 | 0.095516 |
8 | -0.044673 | -0.4094 | 0.341632 |
9 | -0.00749 | -0.0687 | 0.472715 |
10 | 0.058022 | 0.5318 | 0.298142 |
11 | 0.128326 | 1.1761 | 0.121433 |
12 | -0.032618 | -0.2989 | 0.382858 |
13 | -0.115939 | -1.0626 | 0.145505 |
14 | -0.122127 | -1.1193 | 0.133099 |
15 | -0.091556 | -0.8391 | 0.20189 |
16 | 0.187704 | 1.7203 | 0.044527 |
17 | -0.00505 | -0.0463 | 0.481597 |
18 | -0.059294 | -0.5434 | 0.294132 |
19 | -0.174089 | -1.5955 | 0.057173 |
20 | -0.228159 | -2.0911 | 0.01977 |
21 | -0.131935 | -1.2092 | 0.114988 |
22 | -0.117709 | -1.0788 | 0.141879 |
23 | -0.028842 | -0.2643 | 0.396083 |
24 | -0.114525 | -1.0496 | 0.148448 |
25 | 0.02716 | 0.2489 | 0.402013 |
26 | -0.104777 | -0.9603 | 0.169832 |
27 | 0.070797 | 0.6489 | 0.259096 |
28 | 0.056585 | 0.5186 | 0.302698 |
29 | 0.060487 | 0.5544 | 0.290399 |
30 | -0.041193 | -0.3775 | 0.353363 |
31 | -0.03769 | -0.3454 | 0.365317 |
32 | -0.210173 | -1.9263 | 0.028727 |
33 | -0.008153 | -0.0747 | 0.470304 |
34 | -0.007777 | -0.0713 | 0.471673 |
35 | -0.113574 | -1.0409 | 0.150448 |
36 | 0.045896 | 0.4206 | 0.337546 |
37 | 0.11415 | 1.0462 | 0.149235 |
38 | -0.055718 | -0.5107 | 0.305463 |
39 | 0.036837 | 0.3376 | 0.368247 |
40 | 0.007006 | 0.0642 | 0.474478 |
41 | 0.044614 | 0.4089 | 0.341828 |
42 | -0.117834 | -1.08 | 0.141625 |
43 | 0.080716 | 0.7398 | 0.23075 |
44 | -0.051042 | -0.4678 | 0.320566 |
45 | -0.049594 | -0.4545 | 0.325309 |
46 | -0.030784 | -0.2821 | 0.389264 |
47 | 0.08933 | 0.8187 | 0.207629 |
48 | -0.012038 | -0.1103 | 0.456205 |
49 | -0.101057 | -0.9262 | 0.178496 |
50 | -0.054791 | -0.5022 | 0.30843 |
51 | -0.01655 | -0.1517 | 0.4399 |
52 | -0.048529 | -0.4448 | 0.328811 |
53 | -0.012819 | -0.1175 | 0.453375 |
54 | -0.044398 | -0.4069 | 0.342555 |
55 | -0.064611 | -0.5922 | 0.277663 |
56 | -0.020591 | -0.1887 | 0.425384 |
57 | -0.168195 | -1.5415 | 0.063473 |
58 | -0.089593 | -0.8211 | 0.206948 |
59 | -0.000978 | -0.009 | 0.496434 |
60 | -0.0874 | -0.801 | 0.212685 |