Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.186479 | 1.929 | 0.028193 |
2 | 0.088372 | 0.9141 | 0.181353 |
3 | 0.07131 | 0.7376 | 0.231175 |
4 | 0.079445 | 0.8218 | 0.206514 |
5 | 0.049636 | 0.5134 | 0.30435 |
6 | -0.05284 | -0.5466 | 0.292904 |
7 | -0.047764 | -0.4941 | 0.311134 |
8 | -0.026477 | -0.2739 | 0.392353 |
9 | -0.048473 | -0.5014 | 0.308558 |
10 | -0.108918 | -1.1267 | 0.131203 |
11 | 0.117919 | 1.2198 | 0.112619 |
12 | -0.415537 | -4.2983 | 1.9e-05 |
13 | -0.180082 | -1.8628 | 0.032618 |
14 | 0.006727 | 0.0696 | 0.472326 |
15 | -0.039622 | -0.4098 | 0.341368 |
16 | -0.018184 | -0.1881 | 0.425578 |
17 | -0.094243 | -0.9749 | 0.165915 |
18 | -0.010084 | -0.1043 | 0.45856 |
19 | 0.07559 | 0.7819 | 0.217998 |
20 | -0.024342 | -0.2518 | 0.400841 |
21 | -0.072293 | -0.7478 | 0.228111 |
22 | 0.025464 | 0.2634 | 0.396375 |
23 | -0.190758 | -1.9732 | 0.025525 |
24 | -0.101771 | -1.0527 | 0.147418 |
25 | 0.037578 | 0.3887 | 0.349131 |
26 | -0.098884 | -1.0229 | 0.15434 |
27 | 0.03113 | 0.322 | 0.374037 |
28 | 0.020223 | 0.2092 | 0.417348 |
29 | 0.024534 | 0.2538 | 0.400075 |
30 | 0.047163 | 0.4879 | 0.313325 |
31 | 0.007382 | 0.0764 | 0.469638 |
32 | 0.039045 | 0.4039 | 0.343553 |
33 | 0.104842 | 1.0845 | 0.140292 |
34 | -0.061 | -0.631 | 0.264696 |
35 | -0.00904 | -0.0935 | 0.462834 |
36 | 0.163428 | 1.6905 | 0.046921 |
37 | -0.010586 | -0.1095 | 0.456505 |
38 | 0.080062 | 0.8282 | 0.20471 |
39 | -0.032744 | -0.3387 | 0.367748 |
40 | -0.065044 | -0.6728 | 0.251257 |
41 | 0.095041 | 0.9831 | 0.163885 |
42 | 0.046349 | 0.4794 | 0.316303 |
43 | -0.002673 | -0.0277 | 0.488995 |
44 | -0.026904 | -0.2783 | 0.390662 |
45 | -0.087682 | -0.907 | 0.183226 |
46 | 0.085516 | 0.8846 | 0.189182 |
47 | 0.12849 | 1.3291 | 0.093319 |
48 | -0.09337 | -0.9658 | 0.168154 |
49 | 0.023655 | 0.2447 | 0.403582 |
50 | 0.026874 | 0.278 | 0.390779 |
51 | 0.001926 | 0.0199 | 0.492073 |
52 | 0.079769 | 0.8251 | 0.205564 |
53 | -0.085727 | -0.8868 | 0.188595 |
54 | -0.102202 | -1.0572 | 0.146403 |
55 | -0.040718 | -0.4212 | 0.337232 |
56 | -0.026098 | -0.27 | 0.393857 |
57 | 0.08528 | 0.8821 | 0.189839 |
58 | -0.047306 | -0.4893 | 0.312803 |
59 | -0.032532 | -0.3365 | 0.36857 |
60 | 0.058453 | 0.6046 | 0.273348 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.186479 | 1.929 | 0.028193 |
2 | 0.055529 | 0.5744 | 0.283454 |
3 | 0.047171 | 0.4879 | 0.313294 |
4 | 0.056351 | 0.5829 | 0.280595 |
5 | 0.019929 | 0.2061 | 0.418534 |
6 | -0.079173 | -0.819 | 0.207311 |
7 | -0.038322 | -0.3964 | 0.346296 |
8 | -0.012059 | -0.1247 | 0.45048 |
9 | -0.036511 | -0.3777 | 0.353211 |
10 | -0.085451 | -0.8839 | 0.189363 |
11 | 0.17804 | 1.8417 | 0.034147 |
12 | -0.490993 | -5.0789 | 1e-06 |
13 | 0.008475 | 0.0877 | 0.465153 |
14 | 0.1237 | 1.2796 | 0.101733 |
15 | -0.069308 | -0.7169 | 0.23749 |
16 | 0.038766 | 0.401 | 0.344611 |
17 | -0.033565 | -0.3472 | 0.364564 |
18 | -0.060824 | -0.6292 | 0.265289 |
19 | 0.067286 | 0.696 | 0.243965 |
20 | -0.062352 | -0.645 | 0.260163 |
21 | -0.064601 | -0.6682 | 0.252712 |
22 | -0.079064 | -0.8178 | 0.207631 |
23 | -0.059872 | -0.6193 | 0.268512 |
24 | -0.274773 | -2.8423 | 0.002683 |
25 | 0.045298 | 0.4686 | 0.320168 |
26 | -0.04368 | -0.4518 | 0.326154 |
27 | 0.035301 | 0.3652 | 0.357857 |
28 | 0.097088 | 1.0043 | 0.158754 |
29 | -0.084932 | -0.8785 | 0.190809 |
30 | -0.077176 | -0.7983 | 0.213228 |
31 | 0.134082 | 1.387 | 0.08417 |
32 | -0.039416 | -0.4077 | 0.342145 |
33 | -0.008268 | -0.0855 | 0.466001 |
34 | -0.10397 | -1.0755 | 0.142292 |
35 | -0.103429 | -1.0699 | 0.14354 |
36 | 0.004475 | 0.0463 | 0.481583 |
37 | 0.016279 | 0.1684 | 0.433297 |
38 | -0.015143 | -0.1566 | 0.437912 |
39 | -0.049177 | -0.5087 | 0.30601 |
40 | -0.02376 | -0.2458 | 0.403162 |
41 | 0.113269 | 1.1717 | 0.121967 |
42 | 0.029539 | 0.3056 | 0.380268 |
43 | 0.02115 | 0.2188 | 0.413618 |
44 | -0.096733 | -1.0006 | 0.159635 |
45 | -0.022694 | -0.2347 | 0.407427 |
46 | 0.061643 | 0.6376 | 0.262536 |
47 | -0.069826 | -0.7223 | 0.235847 |
48 | -0.030705 | -0.3176 | 0.3757 |
49 | 0.050085 | 0.5181 | 0.302734 |
50 | 0.029575 | 0.3059 | 0.380129 |
51 | 0.001967 | 0.0203 | 0.491904 |
52 | -0.010445 | -0.108 | 0.457081 |
53 | -0.005479 | -0.0567 | 0.477454 |
54 | -0.027722 | -0.2868 | 0.387426 |
55 | 0.017201 | 0.1779 | 0.429558 |
56 | -0.015387 | -0.1592 | 0.436918 |
57 | 0.005044 | 0.0522 | 0.479243 |
58 | -0.046918 | -0.4853 | 0.314218 |
59 | 0.193642 | 2.003 | 0.02385 |
60 | -0.066714 | -0.6901 | 0.245815 |