Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.217744 | 2.2524 | 0.01317 |
2 | 0.296301 | 3.065 | 0.001378 |
3 | 0.146803 | 1.5185 | 0.065914 |
4 | 0.156254 | 1.6163 | 0.054487 |
5 | 0.044643 | 0.4618 | 0.322585 |
6 | 0.044412 | 0.4594 | 0.32344 |
7 | 0.154129 | 1.5943 | 0.056907 |
8 | 0.02952 | 0.3054 | 0.380342 |
9 | 0.170107 | 1.7596 | 0.040667 |
10 | 0.079663 | 0.824 | 0.205874 |
11 | 0.177894 | 1.8402 | 0.034259 |
12 | 0.043704 | 0.4521 | 0.326062 |
13 | 0.059226 | 0.6126 | 0.270709 |
14 | 0.020681 | 0.2139 | 0.415508 |
15 | 0.010539 | 0.109 | 0.456698 |
16 | 0.058147 | 0.6015 | 0.274396 |
17 | -0.011111 | -0.1149 | 0.454356 |
18 | -0.004181 | -0.0432 | 0.482792 |
19 | 0.010569 | 0.1093 | 0.456572 |
20 | 0.016435 | 0.17 | 0.432664 |
21 | -0.09274 | -0.9593 | 0.169784 |
22 | -0.015494 | -0.1603 | 0.436486 |
23 | -0.079013 | -0.8173 | 0.207781 |
24 | -0.105689 | -1.0933 | 0.138369 |
25 | 0.013607 | 0.1408 | 0.444164 |
26 | -0.071519 | -0.7398 | 0.230522 |
27 | -0.001711 | -0.0177 | 0.492955 |
28 | -0.017764 | -0.1838 | 0.427276 |
29 | 0.013754 | 0.1423 | 0.443565 |
30 | -0.098189 | -1.0157 | 0.156037 |
31 | -0.045597 | -0.4717 | 0.319066 |
32 | -0.046474 | -0.4807 | 0.315845 |
33 | -0.094776 | -0.9804 | 0.164558 |
34 | -0.116067 | -1.2006 | 0.116279 |
35 | -0.100514 | -1.0397 | 0.150407 |
36 | -0.085926 | -0.8888 | 0.188046 |
37 | -0.139578 | -1.4438 | 0.075858 |
38 | -0.094607 | -0.9786 | 0.164986 |
39 | -0.071736 | -0.742 | 0.229844 |
40 | -0.0974 | -1.0075 | 0.15798 |
41 | -0.077033 | -0.7968 | 0.213657 |
42 | -0.017395 | -0.1799 | 0.428774 |
43 | -0.077188 | -0.7984 | 0.213191 |
44 | -0.04165 | -0.4308 | 0.33373 |
45 | -0.067616 | -0.6994 | 0.242902 |
46 | -0.092348 | -0.9553 | 0.170802 |
47 | -0.09262 | -0.9581 | 0.170095 |
48 | -0.083406 | -0.8628 | 0.195099 |
49 | -0.058471 | -0.6048 | 0.273285 |
50 | -0.093372 | -0.9659 | 0.168148 |
51 | -0.087317 | -0.9032 | 0.18422 |
52 | -0.03289 | -0.3402 | 0.367181 |
53 | -0.11229 | -1.1615 | 0.124005 |
54 | -0.0689 | -0.7127 | 0.238788 |
55 | -0.0591 | -0.6113 | 0.271136 |
56 | -0.099883 | -1.0332 | 0.151921 |
57 | -0.079743 | -0.8249 | 0.205641 |
58 | -0.030334 | -0.3138 | 0.377152 |
59 | -0.006456 | -0.0668 | 0.473441 |
60 | -0.079869 | -0.8262 | 0.205272 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.217744 | 2.2524 | 0.01317 |
2 | 0.261277 | 2.7027 | 0.004001 |
3 | 0.047603 | 0.4924 | 0.311719 |
4 | 0.05528 | 0.5718 | 0.284321 |
5 | -0.041934 | -0.4338 | 0.332665 |
6 | -0.018399 | -0.1903 | 0.424707 |
7 | 0.153074 | 1.5834 | 0.05814 |
8 | -0.029671 | -0.3069 | 0.379752 |
9 | 0.115796 | 1.1978 | 0.116821 |
10 | 0.018941 | 0.1959 | 0.422518 |
11 | 0.082477 | 0.8531 | 0.197741 |
12 | -0.032687 | -0.3381 | 0.367968 |
13 | -0.037515 | -0.3881 | 0.349372 |
14 | -0.021859 | -0.2261 | 0.410773 |
15 | -0.005663 | -0.0586 | 0.4767 |
16 | 0.046015 | 0.476 | 0.317528 |
17 | -0.028005 | -0.2897 | 0.386309 |
18 | -0.07136 | -0.7382 | 0.231019 |
19 | 0.026328 | 0.2723 | 0.392943 |
20 | -0.01146 | -0.1185 | 0.452929 |
21 | -0.109404 | -1.1317 | 0.130148 |
22 | 0.00354 | 0.0366 | 0.485428 |
23 | -0.054703 | -0.5659 | 0.286338 |
24 | -0.068776 | -0.7114 | 0.239184 |
25 | 0.108323 | 1.1205 | 0.132505 |
26 | -0.060466 | -0.6255 | 0.2665 |
27 | 0.011813 | 0.1222 | 0.451489 |
28 | 0.044954 | 0.465 | 0.321434 |
29 | -0.004978 | -0.0515 | 0.479514 |
30 | -0.077653 | -0.8033 | 0.211805 |
31 | -0.007185 | -0.0743 | 0.470448 |
32 | 0.014622 | 0.1512 | 0.440033 |
33 | -0.03204 | -0.3314 | 0.370488 |
34 | -0.074044 | -0.7659 | 0.222705 |
35 | -0.029063 | -0.3006 | 0.38214 |
36 | -0.052658 | -0.5447 | 0.293545 |
37 | -0.040206 | -0.4159 | 0.339161 |
38 | -0.042511 | -0.4397 | 0.330506 |
39 | 0.001709 | 0.0177 | 0.492964 |
40 | -0.020741 | -0.2145 | 0.415265 |
41 | -0.005847 | -0.0605 | 0.475941 |
42 | 0.051047 | 0.528 | 0.299283 |
43 | -0.028992 | -0.2999 | 0.382418 |
44 | -0.005687 | -0.0588 | 0.4766 |
45 | -0.017761 | -0.1837 | 0.427289 |
46 | -0.032045 | -0.3315 | 0.370468 |
47 | -0.036472 | -0.3773 | 0.353362 |
48 | -0.014061 | -0.1454 | 0.442316 |
49 | 0.029731 | 0.3075 | 0.379515 |
50 | -0.040588 | -0.4198 | 0.337722 |
51 | -0.066378 | -0.6866 | 0.246905 |
52 | 0.0419 | 0.4334 | 0.332792 |
53 | -0.099045 | -1.0245 | 0.153948 |
54 | -0.031649 | -0.3274 | 0.372011 |
55 | 0.019086 | 0.1974 | 0.421933 |
56 | -0.08952 | -0.926 | 0.178265 |
57 | -0.015184 | -0.1571 | 0.437744 |
58 | 0.031516 | 0.326 | 0.372529 |
59 | 0.024325 | 0.2516 | 0.40091 |
60 | -0.070325 | -0.7275 | 0.234269 |