Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.283078 | 2.579 | 0.005837 |
2 | 0.072604 | 0.6615 | 0.255077 |
3 | 0.041654 | 0.3795 | 0.35265 |
4 | -0.049879 | -0.4544 | 0.325358 |
5 | 0.115708 | 1.0542 | 0.147437 |
6 | 0.114231 | 1.0407 | 0.15052 |
7 | -0.080336 | -0.7319 | 0.233146 |
8 | -0.069806 | -0.636 | 0.263275 |
9 | -0.010248 | -0.0934 | 0.462919 |
10 | 0.073878 | 0.6731 | 0.25139 |
11 | 0.086354 | 0.7867 | 0.216843 |
12 | 0.061214 | 0.5577 | 0.289279 |
13 | 0.022365 | 0.2038 | 0.419521 |
14 | -0.096796 | -0.8819 | 0.190202 |
15 | 0.072137 | 0.6572 | 0.256437 |
16 | -0.026774 | -0.2439 | 0.403945 |
17 | -0.072793 | -0.6632 | 0.254529 |
18 | -0.244083 | -2.2237 | 0.014442 |
19 | -0.179411 | -1.6345 | 0.05297 |
20 | -0.070021 | -0.6379 | 0.262642 |
21 | 0.015984 | 0.1456 | 0.442288 |
22 | -0.055055 | -0.5016 | 0.308646 |
23 | -0.22217 | -2.0241 | 0.02309 |
24 | -0.234783 | -2.139 | 0.017688 |
25 | -0.10448 | -0.9519 | 0.171966 |
26 | -0.024253 | -0.221 | 0.412834 |
27 | 0.043765 | 0.3987 | 0.345562 |
28 | 0.017234 | 0.157 | 0.437811 |
29 | -0.063792 | -0.5812 | 0.281349 |
30 | -0.028383 | -0.2586 | 0.398299 |
31 | 0.005491 | 0.05 | 0.48011 |
32 | 0.067623 | 0.6161 | 0.269765 |
33 | -0.024018 | -0.2188 | 0.413666 |
34 | 0.019323 | 0.176 | 0.430344 |
35 | -0.070507 | -0.6423 | 0.261209 |
36 | 0.071384 | 0.6503 | 0.258635 |
37 | 0.119773 | 1.0912 | 0.139175 |
38 | -0.128082 | -1.1669 | 0.1233 |
39 | -0.164566 | -1.4993 | 0.068799 |
40 | 0.021866 | 0.1992 | 0.421295 |
41 | 0.048713 | 0.4438 | 0.329171 |
42 | 0.079251 | 0.722 | 0.236159 |
43 | 0.056685 | 0.5164 | 0.303464 |
44 | -0.045009 | -0.4101 | 0.341411 |
45 | -0.057831 | -0.5269 | 0.299845 |
46 | 0.017239 | 0.1571 | 0.437792 |
47 | 0.080939 | 0.7374 | 0.231483 |
48 | -0.004749 | -0.0433 | 0.482797 |
49 | 0.045309 | 0.4128 | 0.340416 |
50 | -0.028967 | -0.2639 | 0.396254 |
51 | 0.006056 | 0.0552 | 0.478067 |
52 | 0.021559 | 0.1964 | 0.422385 |
53 | 0.01646 | 0.15 | 0.440582 |
54 | -0.093587 | -0.8526 | 0.198163 |
55 | -0.093185 | -0.849 | 0.199173 |
56 | -0.083527 | -0.761 | 0.224417 |
57 | 0.024857 | 0.2265 | 0.410701 |
58 | 0.034792 | 0.317 | 0.376031 |
59 | 0.018943 | 0.1726 | 0.4317 |
60 | 0.046001 | 0.4191 | 0.338118 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.283078 | 2.579 | 0.005837 |
2 | -0.008185 | -0.0746 | 0.470368 |
3 | 0.025277 | 0.2303 | 0.409219 |
4 | -0.073772 | -0.6721 | 0.251696 |
5 | 0.162165 | 1.4774 | 0.071678 |
6 | 0.044012 | 0.401 | 0.344737 |
7 | -0.143534 | -1.3077 | 0.097299 |
8 | -0.03089 | -0.2814 | 0.389543 |
9 | 0.048871 | 0.4452 | 0.328655 |
10 | 0.087413 | 0.7964 | 0.214045 |
11 | -0.001009 | -0.0092 | 0.496345 |
12 | 0.038394 | 0.3498 | 0.363692 |
13 | 0.029214 | 0.2662 | 0.395391 |
14 | -0.12189 | -1.1105 | 0.135001 |
15 | 0.117222 | 1.0679 | 0.144322 |
16 | -0.107853 | -0.9826 | 0.164333 |
17 | -0.037659 | -0.3431 | 0.3662 |
18 | -0.277576 | -2.5288 | 0.006668 |
19 | 0.035564 | 0.324 | 0.373374 |
20 | -0.008544 | -0.0778 | 0.469071 |
21 | 0.023866 | 0.2174 | 0.414202 |
22 | -0.108936 | -0.9925 | 0.16193 |
23 | -0.183565 | -1.6724 | 0.049109 |
24 | -0.080266 | -0.7313 | 0.23334 |
25 | -0.048667 | -0.4434 | 0.329324 |
26 | -0.004048 | -0.0369 | 0.485336 |
27 | 0.039759 | 0.3622 | 0.359052 |
28 | 0.042992 | 0.3917 | 0.348152 |
29 | 0.039605 | 0.3608 | 0.359575 |
30 | -0.03377 | -0.3077 | 0.379555 |
31 | 0.045688 | 0.4162 | 0.339156 |
32 | -0.005678 | -0.0517 | 0.479434 |
33 | -0.01485 | -0.1353 | 0.446354 |
34 | 0.065124 | 0.5933 | 0.277293 |
35 | -0.050673 | -0.4617 | 0.322769 |
36 | 0.119407 | 1.0879 | 0.139904 |
37 | -0.002317 | -0.0211 | 0.491606 |
38 | -0.224678 | -2.0469 | 0.021915 |
39 | -0.146551 | -1.3351 | 0.09274 |
40 | 0.102196 | 0.9311 | 0.177263 |
41 | -0.02201 | -0.2005 | 0.420784 |
42 | -0.162707 | -1.4823 | 0.071019 |
43 | -0.006927 | -0.0631 | 0.474916 |
44 | 0.036224 | 0.33 | 0.37111 |
45 | -0.081168 | -0.7395 | 0.230851 |
46 | -0.076449 | -0.6965 | 0.244035 |
47 | 0.022981 | 0.2094 | 0.417336 |
48 | -0.030283 | -0.2759 | 0.391657 |
49 | -0.006568 | -0.0598 | 0.476213 |
50 | 0.077473 | 0.7058 | 0.241139 |
51 | 0.128532 | 1.171 | 0.122478 |
52 | -0.047631 | -0.4339 | 0.33273 |
53 | -0.039315 | -0.3582 | 0.360559 |
54 | -0.053522 | -0.4876 | 0.313557 |
55 | -0.010086 | -0.0919 | 0.463504 |
56 | -0.158322 | -1.4424 | 0.076479 |
57 | 0.010188 | 0.0928 | 0.463138 |
58 | 0.030475 | 0.2776 | 0.390989 |
59 | 0.060555 | 0.5517 | 0.291325 |
60 | 0.086814 | 0.7909 | 0.215626 |