Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.004559 | -0.0444 | 0.482325 |
2 | -0.099935 | -0.974 | 0.166254 |
3 | -0.031979 | -0.3117 | 0.377978 |
4 | 0.01265 | 0.1233 | 0.451064 |
5 | 0.177664 | 1.7317 | 0.04329 |
6 | 0.144417 | 1.4076 | 0.081257 |
7 | -0.032388 | -0.3157 | 0.376471 |
8 | 0.015691 | 0.1529 | 0.439385 |
9 | 0.054794 | 0.5341 | 0.297271 |
10 | -0.078565 | -0.7658 | 0.222859 |
11 | 0.141133 | 1.3756 | 0.086091 |
12 | -0.045654 | -0.445 | 0.328672 |
13 | -0.007741 | -0.0755 | 0.470006 |
14 | 0.163343 | 1.5921 | 0.057345 |
15 | -0.010798 | -0.1052 | 0.458203 |
16 | 0.007573 | 0.0738 | 0.470657 |
17 | -0.049824 | -0.4856 | 0.314176 |
18 | 0.047001 | 0.4581 | 0.323962 |
19 | 0.007257 | 0.0707 | 0.471879 |
20 | -0.012433 | -0.1212 | 0.451903 |
21 | -0.020908 | -0.2038 | 0.419477 |
22 | -0.04107 | -0.4003 | 0.344916 |
23 | 0.157884 | 1.5389 | 0.063581 |
24 | -0.042721 | -0.4164 | 0.339031 |
25 | -0.105635 | -1.0296 | 0.152904 |
26 | -0.113801 | -1.1092 | 0.135072 |
27 | 0.053646 | 0.5229 | 0.301139 |
28 | -0.039206 | -0.3821 | 0.351607 |
29 | 0.063514 | 0.6191 | 0.268679 |
30 | -0.060344 | -0.5882 | 0.27891 |
31 | -0.064403 | -0.6277 | 0.265845 |
32 | 0.043642 | 0.4254 | 0.335766 |
33 | -0.065435 | -0.6378 | 0.262575 |
34 | -0.050921 | -0.4963 | 0.310408 |
35 | 0.00148 | 0.0144 | 0.494259 |
36 | -0.050918 | -0.4963 | 0.31042 |
37 | 0.054735 | 0.5335 | 0.297471 |
38 | 0.067625 | 0.6591 | 0.255704 |
39 | -0.063701 | -0.6209 | 0.268082 |
40 | -0.065141 | -0.6349 | 0.263505 |
41 | -0.017877 | -0.1742 | 0.431023 |
42 | -0.06112 | -0.5957 | 0.276387 |
43 | 0.061119 | 0.5957 | 0.276392 |
44 | -0.015976 | -0.1557 | 0.438295 |
45 | -0.061679 | -0.6012 | 0.274579 |
46 | 0.015751 | 0.1535 | 0.439157 |
47 | -0.105647 | -1.0297 | 0.152878 |
48 | -0.131398 | -1.2807 | 0.101707 |
49 | -0.038841 | -0.3786 | 0.352923 |
50 | 0.057892 | 0.5643 | 0.286953 |
51 | -0.00869 | -0.0847 | 0.466339 |
52 | -0.041808 | -0.4075 | 0.342279 |
53 | -0.180723 | -1.7615 | 0.040688 |
54 | -0.029008 | -0.2827 | 0.388998 |
55 | -0.049605 | -0.4835 | 0.314932 |
56 | 0.064345 | 0.6272 | 0.266029 |
57 | 0.045387 | 0.4424 | 0.329612 |
58 | -0.015603 | -0.1521 | 0.439723 |
59 | -0.138211 | -1.3471 | 0.090574 |
60 | -0.06235 | -0.6077 | 0.272415 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.004559 | -0.0444 | 0.482325 |
2 | -0.099958 | -0.9743 | 0.166199 |
3 | -0.033269 | -0.3243 | 0.373224 |
4 | 0.002251 | 0.0219 | 0.49127 |
5 | 0.173186 | 1.688 | 0.047345 |
6 | 0.154075 | 1.5017 | 0.068241 |
7 | 0.00901 | 0.0878 | 0.465103 |
8 | 0.055191 | 0.5379 | 0.295941 |
9 | 0.060539 | 0.5901 | 0.278277 |
10 | -0.111047 | -1.0824 | 0.140917 |
11 | 0.103109 | 1.005 | 0.158729 |
12 | -0.082102 | -0.8002 | 0.212787 |
13 | -0.00173 | -0.0169 | 0.493289 |
14 | 0.145096 | 1.4142 | 0.080283 |
15 | 0.001698 | 0.0165 | 0.493416 |
16 | 0.030244 | 0.2948 | 0.384402 |
17 | -0.06645 | -0.6477 | 0.259378 |
18 | 0.067692 | 0.6598 | 0.255496 |
19 | -0.05843 | -0.5695 | 0.285179 |
20 | -0.078006 | -0.7603 | 0.224477 |
21 | 0.011903 | 0.116 | 0.453943 |
22 | -0.086591 | -0.844 | 0.200398 |
23 | 0.179109 | 1.7457 | 0.042045 |
24 | -0.040273 | -0.3925 | 0.347773 |
25 | -0.10912 | -1.0636 | 0.145109 |
26 | -0.07907 | -0.7707 | 0.221406 |
27 | 0.012167 | 0.1186 | 0.452924 |
28 | -0.102377 | -0.9978 | 0.160445 |
29 | 0.015727 | 0.1533 | 0.439247 |
30 | -0.013572 | -0.1323 | 0.447518 |
31 | 0.029754 | 0.29 | 0.386221 |
32 | 0.023852 | 0.2325 | 0.408333 |
33 | 0.001582 | 0.0154 | 0.493864 |
34 | -0.098166 | -0.9568 | 0.170548 |
35 | 0.011929 | 0.1163 | 0.453843 |
36 | -0.037361 | -0.3642 | 0.358276 |
37 | 0.025062 | 0.2443 | 0.403772 |
38 | 0.069366 | 0.6761 | 0.250312 |
39 | 0.044553 | 0.4343 | 0.332545 |
40 | -0.000512 | -0.005 | 0.498014 |
41 | -0.032383 | -0.3156 | 0.376489 |
42 | -0.059361 | -0.5786 | 0.282121 |
43 | -0.015491 | -0.151 | 0.440152 |
44 | -0.028275 | -0.2756 | 0.391729 |
45 | -0.020035 | -0.1953 | 0.422795 |
46 | -0.013528 | -0.1319 | 0.447689 |
47 | -0.065209 | -0.6356 | 0.263291 |
48 | -0.109272 | -1.065 | 0.144777 |
49 | -0.056494 | -0.5506 | 0.291589 |
50 | 0.014671 | 0.143 | 0.4433 |
51 | -0.022362 | -0.218 | 0.413967 |
52 | -0.061004 | -0.5946 | 0.276766 |
53 | -0.11751 | -1.1453 | 0.127472 |
54 | 0.001864 | 0.0182 | 0.49277 |
55 | -0.097083 | -0.9462 | 0.173212 |
56 | 0.084622 | 0.8248 | 0.205776 |
57 | 0.083927 | 0.818 | 0.207698 |
58 | 0.056364 | 0.5494 | 0.292019 |
59 | -0.081651 | -0.7958 | 0.214056 |
60 | -0.060722 | -0.5918 | 0.27768 |