Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.407109 | 3.7089 | 0.000187 |
2 | -0.003553 | -0.0324 | 0.487127 |
3 | -0.188573 | -1.718 | 0.044764 |
4 | -0.230339 | -2.0985 | 0.019451 |
5 | -0.009354 | -0.0852 | 0.466147 |
6 | 0.213871 | 1.9485 | 0.02737 |
7 | 0.199449 | 1.8171 | 0.036408 |
8 | 0.165768 | 1.5102 | 0.067392 |
9 | 0.149081 | 1.3582 | 0.089042 |
10 | 0.004233 | 0.0386 | 0.484664 |
11 | -0.156751 | -1.4281 | 0.078512 |
12 | -0.258771 | -2.3575 | 0.010376 |
13 | -0.180242 | -1.6421 | 0.052178 |
14 | 0.094202 | 0.8582 | 0.196622 |
15 | 0.229065 | 2.0869 | 0.019984 |
16 | 0.084158 | 0.7667 | 0.222713 |
17 | -0.139252 | -1.2686 | 0.104057 |
18 | -0.275836 | -2.513 | 0.006953 |
19 | -0.256152 | -2.3337 | 0.011016 |
20 | -0.053535 | -0.4877 | 0.313514 |
21 | 0.016205 | 0.1476 | 0.441495 |
22 | -0.057275 | -0.5218 | 0.3016 |
23 | -0.173862 | -1.584 | 0.058503 |
24 | -0.231909 | -2.1128 | 0.018811 |
25 | -0.173004 | -1.5761 | 0.059399 |
26 | -0.055286 | -0.5037 | 0.307909 |
27 | -0.077336 | -0.7046 | 0.241528 |
28 | -0.02229 | -0.2031 | 0.419787 |
29 | 0.019469 | 0.1774 | 0.429824 |
30 | 0.016713 | 0.1523 | 0.439676 |
31 | -0.031968 | -0.2912 | 0.385796 |
32 | -0.058268 | -0.5308 | 0.298472 |
33 | -0.116137 | -1.0581 | 0.14655 |
34 | -0.02836 | -0.2584 | 0.39838 |
35 | 0.066883 | 0.6093 | 0.271984 |
36 | 0.150062 | 1.3671 | 0.087638 |
37 | 0.108448 | 0.988 | 0.16301 |
38 | -0.027585 | -0.2513 | 0.401099 |
39 | -0.042159 | -0.3841 | 0.350947 |
40 | -0.032029 | -0.2918 | 0.385586 |
41 | 0.012268 | 0.1118 | 0.455641 |
42 | 0.085681 | 0.7806 | 0.218632 |
43 | 0.14054 | 1.2804 | 0.101989 |
44 | 0.130954 | 1.193 | 0.118126 |
45 | 0.074128 | 0.6753 | 0.250669 |
46 | 0.12259 | 1.1168 | 0.133641 |
47 | 0.052809 | 0.4811 | 0.31585 |
48 | -0.022452 | -0.2045 | 0.419213 |
49 | -0.000444 | -0.004 | 0.498393 |
50 | -0.008435 | -0.0768 | 0.469466 |
51 | 0.05904 | 0.5379 | 0.29605 |
52 | 0.091891 | 0.8372 | 0.202451 |
53 | 0.060815 | 0.554 | 0.290518 |
54 | 0.005949 | 0.0542 | 0.478454 |
55 | -0.020597 | -0.1876 | 0.425806 |
56 | -0.057094 | -0.5202 | 0.30217 |
57 | -0.044639 | -0.4067 | 0.342645 |
58 | 0.031532 | 0.2873 | 0.387311 |
59 | -0.008147 | -0.0742 | 0.470505 |
60 | 0.000702 | 0.0064 | 0.497455 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.407109 | 3.7089 | 0.000187 |
2 | -0.202923 | -1.8487 | 0.03403 |
3 | -0.130291 | -1.187 | 0.119305 |
4 | -0.115001 | -1.0477 | 0.148908 |
5 | 0.143312 | 1.3056 | 0.097642 |
6 | 0.152265 | 1.3872 | 0.084547 |
7 | 0.002059 | 0.0188 | 0.492539 |
8 | 0.106783 | 0.9728 | 0.166729 |
9 | 0.160321 | 1.4606 | 0.073951 |
10 | -0.026014 | -0.237 | 0.406622 |
11 | -0.148357 | -1.3516 | 0.090088 |
12 | -0.180615 | -1.6455 | 0.051826 |
13 | -0.026537 | -0.2418 | 0.404781 |
14 | 0.128278 | 1.1687 | 0.122941 |
15 | -0.002076 | -0.0189 | 0.492477 |
16 | -0.157549 | -1.4353 | 0.077474 |
17 | -0.123424 | -1.1244 | 0.132033 |
18 | -0.041508 | -0.3782 | 0.35314 |
19 | -0.046645 | -0.425 | 0.335985 |
20 | 0.020673 | 0.1883 | 0.425535 |
21 | -0.084817 | -0.7727 | 0.220941 |
22 | -0.123266 | -1.123 | 0.132337 |
23 | -0.21071 | -1.9197 | 0.029168 |
24 | -0.185439 | -1.6894 | 0.047445 |
25 | -0.054571 | -0.4972 | 0.310194 |
26 | 0.06735 | 0.6136 | 0.270583 |
27 | -0.07724 | -0.7037 | 0.241798 |
28 | 0.008869 | 0.0808 | 0.467897 |
29 | -0.039312 | -0.3582 | 0.36057 |
30 | 0.002876 | 0.0262 | 0.48958 |
31 | -0.024434 | -0.2226 | 0.412194 |
32 | 0.080975 | 0.7377 | 0.231383 |
33 | -0.000285 | -0.0026 | 0.498966 |
34 | -0.005189 | -0.0473 | 0.481204 |
35 | -0.140389 | -1.279 | 0.10223 |
36 | 0.009166 | 0.0835 | 0.466827 |
37 | 0.009447 | 0.0861 | 0.46581 |
38 | -0.030378 | -0.2768 | 0.391328 |
39 | 0.037968 | 0.3459 | 0.365144 |
40 | -0.098014 | -0.893 | 0.187232 |
41 | -0.106472 | -0.97 | 0.167431 |
42 | -0.062744 | -0.5716 | 0.28456 |
43 | 0.0361 | 0.3289 | 0.371534 |
44 | 0.046756 | 0.426 | 0.335619 |
45 | -0.061113 | -0.5568 | 0.289594 |
46 | 0.059555 | 0.5426 | 0.294438 |
47 | -0.058538 | -0.5333 | 0.297623 |
48 | -0.097544 | -0.8887 | 0.188376 |
49 | -0.001105 | -0.0101 | 0.495997 |
50 | -0.052141 | -0.475 | 0.318009 |
51 | 0.043587 | 0.3971 | 0.346158 |
52 | -0.06869 | -0.6258 | 0.266582 |
53 | -0.027562 | -0.2511 | 0.401179 |
54 | -0.058245 | -0.5306 | 0.298543 |
55 | 0.034888 | 0.3178 | 0.3757 |
56 | -0.016615 | -0.1514 | 0.440027 |
57 | -0.023683 | -0.2158 | 0.414852 |
58 | 0.054875 | 0.4999 | 0.309221 |
59 | -0.061277 | -0.5583 | 0.289084 |
60 | -0.046962 | -0.4278 | 0.334937 |