Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.362498 | -2.9892 | 0.001945 |
2 | -0.234612 | -1.9347 | 0.028597 |
3 | 0.093061 | 0.7674 | 0.22275 |
4 | -0.007031 | -0.058 | 0.476967 |
5 | 0.204408 | 1.6856 | 0.048229 |
6 | -0.187683 | -1.5477 | 0.063171 |
7 | -0.131489 | -1.0843 | 0.141034 |
8 | 0.205157 | 1.6918 | 0.047635 |
9 | 0.042769 | 0.3527 | 0.362709 |
10 | -0.308073 | -2.5404 | 0.00668 |
11 | 0.28016 | 2.3103 | 0.011957 |
12 | -0.043959 | -0.3625 | 0.359055 |
13 | -0.130222 | -1.0738 | 0.143346 |
14 | 0.157113 | 1.2956 | 0.09975 |
15 | -0.124394 | -1.0258 | 0.154316 |
16 | 0.17865 | 1.4732 | 0.072658 |
17 | -0.08717 | -0.7188 | 0.237356 |
18 | -0.179036 | -1.4764 | 0.07223 |
19 | 0.217988 | 1.7976 | 0.038342 |
20 | -0.032137 | -0.265 | 0.395903 |
21 | -0.054199 | -0.4469 | 0.32817 |
22 | -0.02363 | -0.1949 | 0.423043 |
23 | 0.014001 | 0.1155 | 0.454213 |
24 | -0.042641 | -0.3516 | 0.363104 |
25 | 0.105956 | 0.8737 | 0.192669 |
26 | -0.09497 | -0.7831 | 0.218131 |
27 | -0.007802 | -0.0643 | 0.474447 |
28 | 0.121134 | 0.9989 | 0.160693 |
29 | -0.07344 | -0.6056 | 0.273399 |
30 | 0.019745 | 0.1628 | 0.43557 |
31 | -0.035143 | -0.2898 | 0.386426 |
32 | 0.039916 | 0.3292 | 0.371524 |
33 | -0.003612 | -0.0298 | 0.488164 |
34 | 0.018928 | 0.1561 | 0.438214 |
35 | -0.109421 | -0.9023 | 0.185038 |
36 | 0.055951 | 0.4614 | 0.322997 |
37 | 0.053237 | 0.439 | 0.331024 |
38 | -0.04915 | -0.4053 | 0.343265 |
39 | 0.020544 | 0.1694 | 0.432987 |
40 | -0.042561 | -0.351 | 0.363348 |
41 | 0.034023 | 0.2806 | 0.38995 |
42 | 0.028665 | 0.2364 | 0.406924 |
43 | -0.023579 | -0.1944 | 0.423207 |
44 | 0.021189 | 0.1747 | 0.430906 |
45 | -0.025639 | -0.2114 | 0.416595 |
46 | 0.014596 | 0.1204 | 0.452276 |
47 | -0.014458 | -0.1192 | 0.452724 |
48 | 0.015254 | 0.1258 | 0.450134 |
49 | -0.056464 | -0.4656 | 0.321491 |
50 | 0.046291 | 0.3817 | 0.351927 |
51 | -0.001642 | -0.0135 | 0.494619 |
52 | -0.008578 | -0.0707 | 0.471907 |
53 | 0.026552 | 0.219 | 0.413671 |
54 | -0.050926 | -0.4199 | 0.337925 |
55 | 0.07037 | 0.5803 | 0.281819 |
56 | -0.030828 | -0.2542 | 0.400048 |
57 | -0.005316 | -0.0438 | 0.482581 |
58 | -0.000678 | -0.0056 | 0.497778 |
59 | 0.001719 | 0.0142 | 0.494366 |
60 | 0.006328 | 0.0522 | 0.479269 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.362498 | -2.9892 | 0.001945 |
2 | -0.42139 | -3.4749 | 0.000447 |
3 | -0.25278 | -2.0845 | 0.020438 |
4 | -0.25455 | -2.0991 | 0.019763 |
5 | 0.120367 | 0.9926 | 0.162219 |
6 | -0.039635 | -0.3268 | 0.372398 |
7 | -0.157826 | -1.3015 | 0.098745 |
8 | -0.026511 | -0.2186 | 0.413802 |
9 | 0.068901 | 0.5682 | 0.285895 |
10 | -0.345699 | -2.8507 | 0.002885 |
11 | 0.102378 | 0.8442 | 0.200749 |
12 | -0.004041 | -0.0333 | 0.486759 |
13 | -0.174614 | -1.4399 | 0.077242 |
14 | 0.028383 | 0.2341 | 0.407824 |
15 | 0.044006 | 0.3629 | 0.358909 |
16 | 0.07571 | 0.6243 | 0.267254 |
17 | 0.012896 | 0.1063 | 0.457813 |
18 | -0.034683 | -0.286 | 0.387873 |
19 | 0.014647 | 0.1208 | 0.452111 |
20 | -0.123638 | -1.0195 | 0.155779 |
21 | 0.076775 | 0.6331 | 0.264395 |
22 | -0.069452 | -0.5727 | 0.284363 |
23 | -0.058012 | -0.4784 | 0.316956 |
24 | -0.156009 | -1.2865 | 0.101319 |
25 | -0.038497 | -0.3175 | 0.375936 |
26 | -0.075468 | -0.6223 | 0.267904 |
27 | -0.126742 | -1.0451 | 0.14983 |
28 | -0.001601 | -0.0132 | 0.494753 |
29 | 0.122937 | 1.0138 | 0.157145 |
30 | -0.106075 | -0.8747 | 0.192403 |
31 | -0.010496 | -0.0866 | 0.46564 |
32 | 0.073632 | 0.6072 | 0.272874 |
33 | -0.073512 | -0.6062 | 0.273203 |
34 | 0.025817 | 0.2129 | 0.416023 |
35 | -0.053812 | -0.4437 | 0.329316 |
36 | -0.071487 | -0.5895 | 0.278739 |
37 | -0.092567 | -0.7633 | 0.223955 |
38 | 0.079654 | 0.6568 | 0.256749 |
39 | 0.026322 | 0.2171 | 0.414408 |
40 | -0.082807 | -0.6828 | 0.248511 |
41 | -0.000146 | -0.0012 | 0.49952 |
42 | -0.008153 | -0.0672 | 0.473296 |
43 | -0.06145 | -0.5067 | 0.306993 |
44 | 0.056591 | 0.4667 | 0.321116 |
45 | -0.03529 | -0.291 | 0.385966 |
46 | 0.035007 | 0.2887 | 0.386854 |
47 | -0.046759 | -0.3856 | 0.350503 |
48 | -0.036217 | -0.2987 | 0.383058 |
49 | -0.083163 | -0.6858 | 0.247593 |
50 | -0.022226 | -0.1833 | 0.427562 |
51 | -0.021293 | -0.1756 | 0.43057 |
52 | 0.043431 | 0.3581 | 0.360672 |
53 | -0.035589 | -0.2935 | 0.385028 |
54 | 0.017359 | 0.1431 | 0.4433 |
55 | 0.038002 | 0.3134 | 0.377478 |
56 | 0.061529 | 0.5074 | 0.306764 |
57 | -0.061312 | -0.5056 | 0.307389 |
58 | -0.015054 | -0.1241 | 0.450787 |
59 | -0.033031 | -0.2724 | 0.393078 |
60 | -0.042132 | -0.3474 | 0.364672 |