Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.297675 | 2.4727 | 0.007939 |
2 | 0.104953 | 0.8718 | 0.19317 |
3 | 0.233744 | 1.9416 | 0.028134 |
4 | 0.244153 | 2.0281 | 0.023207 |
5 | 0.261635 | 2.1733 | 0.016596 |
6 | -0.01147 | -0.0953 | 0.462187 |
7 | -0.024756 | -0.2056 | 0.418841 |
8 | 0.152832 | 1.2695 | 0.104261 |
9 | 0.043499 | 0.3613 | 0.35948 |
10 | -0.129461 | -1.0754 | 0.142975 |
11 | 0.135835 | 1.1283 | 0.131544 |
12 | 0.010857 | 0.0902 | 0.4642 |
13 | -0.03486 | -0.2896 | 0.386508 |
14 | 0.081812 | 0.6796 | 0.24952 |
15 | -0.024039 | -0.1997 | 0.421157 |
16 | 0.063505 | 0.5275 | 0.299766 |
17 | -0.108857 | -0.9042 | 0.184509 |
18 | -0.16865 | -1.4009 | 0.08286 |
19 | 0.012525 | 0.104 | 0.458718 |
20 | -0.100136 | -0.8318 | 0.204197 |
21 | -0.165216 | -1.3724 | 0.087194 |
22 | -0.151732 | -1.2604 | 0.105889 |
23 | -0.117461 | -0.9757 | 0.16631 |
24 | -0.093199 | -0.7742 | 0.220737 |
25 | -0.023928 | -0.1988 | 0.421516 |
26 | -0.099543 | -0.8269 | 0.205582 |
27 | -0.021525 | -0.1788 | 0.42931 |
28 | 0.060382 | 0.5016 | 0.308783 |
29 | -0.020575 | -0.1709 | 0.432397 |
30 | -0.020746 | -0.1723 | 0.431843 |
31 | -0.054127 | -0.4496 | 0.327199 |
32 | -0.023291 | -0.1935 | 0.42358 |
33 | -0.057827 | -0.4803 | 0.31625 |
34 | -0.085801 | -0.7127 | 0.239213 |
35 | -0.139468 | -1.1585 | 0.125325 |
36 | -0.04181 | -0.3473 | 0.364712 |
37 | -0.021887 | -0.1818 | 0.428135 |
38 | -0.065426 | -0.5435 | 0.29428 |
39 | -0.058594 | -0.4867 | 0.314002 |
40 | -0.073899 | -0.6138 | 0.270667 |
41 | -0.009586 | -0.0796 | 0.468383 |
42 | 0.001797 | 0.0149 | 0.494067 |
43 | -0.016125 | -0.1339 | 0.446919 |
44 | -0.025179 | -0.2092 | 0.417472 |
45 | -0.067207 | -0.5583 | 0.289236 |
46 | -0.053759 | -0.4466 | 0.328296 |
47 | -0.074171 | -0.6161 | 0.269923 |
48 | -0.059867 | -0.4973 | 0.310282 |
49 | -0.071667 | -0.5953 | 0.276792 |
50 | -0.0079 | -0.0656 | 0.473935 |
51 | -0.021461 | -0.1783 | 0.429517 |
52 | -0.021203 | -0.1761 | 0.430357 |
53 | 0.002529 | 0.021 | 0.49165 |
54 | -7e-06 | -1e-04 | 0.499976 |
55 | 0.045069 | 0.3744 | 0.354637 |
56 | -0.004356 | -0.0362 | 0.48562 |
57 | 0.016652 | 0.1383 | 0.445196 |
58 | 0.021067 | 0.175 | 0.430799 |
59 | 0.024679 | 0.205 | 0.419089 |
60 | 0.016735 | 0.139 | 0.444924 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.297675 | 2.4727 | 0.007939 |
2 | 0.017931 | 0.1489 | 0.441014 |
3 | 0.217018 | 1.8027 | 0.037902 |
4 | 0.134656 | 1.1185 | 0.133608 |
5 | 0.174517 | 1.4497 | 0.075843 |
6 | -0.194225 | -1.6134 | 0.055616 |
7 | -0.056242 | -0.4672 | 0.32092 |
8 | 0.07953 | 0.6606 | 0.255527 |
9 | -0.050041 | -0.4157 | 0.339469 |
10 | -0.152563 | -1.2673 | 0.104657 |
11 | 0.290474 | 2.4129 | 0.009245 |
12 | -0.141157 | -1.1725 | 0.122506 |
13 | -0.026611 | -0.221 | 0.412854 |
14 | 0.151575 | 1.2591 | 0.106122 |
15 | -0.056824 | -0.472 | 0.319203 |
16 | -0.065759 | -0.5462 | 0.293333 |
17 | -0.110342 | -0.9166 | 0.18128 |
18 | -0.071339 | -0.5926 | 0.277697 |
19 | -0.035567 | -0.2954 | 0.384272 |
20 | -0.08208 | -0.6818 | 0.248823 |
21 | 0.053343 | 0.4431 | 0.32954 |
22 | -0.12905 | -1.072 | 0.143735 |
23 | 0.014743 | 0.1225 | 0.451445 |
24 | 0.005756 | 0.0478 | 0.481002 |
25 | 0.075857 | 0.6301 | 0.26535 |
26 | -0.011587 | -0.0963 | 0.461799 |
27 | 0.020808 | 0.1728 | 0.43164 |
28 | 0.094524 | 0.7852 | 0.21752 |
29 | -0.010588 | -0.0879 | 0.465087 |
30 | -0.14751 | -1.2253 | 0.112313 |
31 | 0.049766 | 0.4134 | 0.340302 |
32 | -0.040672 | -0.3378 | 0.368252 |
33 | -0.132738 | -1.1026 | 0.137016 |
34 | 0.028633 | 0.2378 | 0.406353 |
35 | -0.073532 | -0.6108 | 0.271668 |
36 | 0.01877 | 0.1559 | 0.438278 |
37 | 0.032974 | 0.2739 | 0.392487 |
38 | 0.062796 | 0.5216 | 0.301802 |
39 | -0.115003 | -0.9553 | 0.171384 |
40 | -0.07779 | -0.6462 | 0.260157 |
41 | 0.039896 | 0.3314 | 0.370672 |
42 | -0.040534 | -0.3367 | 0.368683 |
43 | -0.022518 | -0.187 | 0.426087 |
44 | 0.035445 | 0.2944 | 0.384658 |
45 | -0.106339 | -0.8833 | 0.190067 |
46 | 0.01308 | 0.1087 | 0.456897 |
47 | -0.079016 | -0.6564 | 0.256889 |
48 | 0.01847 | 0.1534 | 0.439258 |
49 | 0.015438 | 0.1282 | 0.449168 |
50 | 0.070252 | 0.5836 | 0.280711 |
51 | -0.006136 | -0.051 | 0.47975 |
52 | -0.001237 | -0.0103 | 0.495917 |
53 | -0.049363 | -0.41 | 0.341525 |
54 | 0.024556 | 0.204 | 0.419487 |
55 | -0.044989 | -0.3737 | 0.354885 |
56 | -0.029658 | -0.2464 | 0.40307 |
57 | -0.070096 | -0.5823 | 0.281145 |
58 | 0.042981 | 0.357 | 0.361082 |
59 | 0.015708 | 0.1305 | 0.448284 |
60 | 0.024319 | 0.202 | 0.420252 |