Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.202411 | -1.8661 | 0.032736 |
2 | -0.212623 | -1.9603 | 0.026619 |
3 | 0.244601 | 2.2551 | 0.013348 |
4 | -0.187008 | -1.7241 | 0.04416 |
5 | -0.135108 | -1.2456 | 0.108161 |
6 | 0.227524 | 2.0977 | 0.019452 |
7 | -0.114348 | -1.0542 | 0.147381 |
8 | -0.091328 | -0.842 | 0.201076 |
9 | -0.051817 | -0.4777 | 0.317036 |
10 | 0.034907 | 0.3218 | 0.374187 |
11 | -0.071488 | -0.6591 | 0.25581 |
12 | 0.082287 | 0.7586 | 0.225081 |
13 | 0.032982 | 0.3041 | 0.380906 |
14 | -0.086724 | -0.7996 | 0.2131 |
15 | 0.099615 | 0.9184 | 0.180503 |
16 | 0.023857 | 0.22 | 0.413217 |
17 | -0.106144 | -0.9786 | 0.165277 |
18 | 0.032396 | 0.2987 | 0.382959 |
19 | 0.035828 | 0.3303 | 0.370987 |
20 | -0.038841 | -0.3581 | 0.360578 |
21 | 0.001925 | 0.0178 | 0.49294 |
22 | -0.008371 | -0.0772 | 0.469332 |
23 | 0.02595 | 0.2392 | 0.405745 |
24 | -0.033065 | -0.3048 | 0.380613 |
25 | 0.036749 | 0.3388 | 0.367796 |
26 | -0.026034 | -0.24 | 0.405446 |
27 | -0.015152 | -0.1397 | 0.444618 |
28 | 0.018918 | 0.1744 | 0.430975 |
29 | 0.00067 | 0.0062 | 0.497544 |
30 | -0.119371 | -1.1005 | 0.137102 |
31 | 0.142558 | 1.3143 | 0.096137 |
32 | 0.038088 | 0.3512 | 0.363171 |
33 | -0.184915 | -1.7048 | 0.045939 |
34 | 0.11033 | 1.0172 | 0.155975 |
35 | 0.118533 | 1.0928 | 0.138779 |
36 | -0.273732 | -2.5237 | 0.006737 |
37 | 0.116775 | 1.0766 | 0.142349 |
38 | 0.062197 | 0.5734 | 0.283936 |
39 | -0.076427 | -0.7046 | 0.241485 |
40 | -0.002009 | -0.0185 | 0.492633 |
41 | 0.072074 | 0.6645 | 0.254087 |
42 | -0.048133 | -0.4438 | 0.329169 |
43 | 0.003683 | 0.034 | 0.486495 |
44 | 0.04897 | 0.4515 | 0.326395 |
45 | -0.035158 | -0.3241 | 0.373313 |
46 | -0.049389 | -0.4553 | 0.325012 |
47 | 0.144818 | 1.3352 | 0.092695 |
48 | -0.143563 | -1.3236 | 0.094595 |
49 | -0.011301 | -0.1042 | 0.458633 |
50 | 0.137284 | 1.2657 | 0.104539 |
51 | -0.10673 | -0.984 | 0.163953 |
52 | 0 | 0 | 0.5 |
53 | 0.08371 | 0.7718 | 0.221196 |
54 | -0.071154 | -0.656 | 0.256797 |
55 | -0.008371 | -0.0772 | 0.469332 |
56 | 0.033484 | 0.3087 | 0.37915 |
57 | 0 | 0 | 0.5 |
58 | 0 | 0 | 0.5 |
59 | 0.015068 | 0.1389 | 0.444922 |
60 | 0.035995 | 0.3319 | 0.370406 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.202411 | -1.8661 | 0.032736 |
2 | -0.264427 | -2.4379 | 0.008428 |
3 | 0.153211 | 1.4125 | 0.080721 |
4 | -0.173576 | -1.6003 | 0.056622 |
5 | -0.137641 | -1.269 | 0.103955 |
6 | 0.075549 | 0.6965 | 0.244 |
7 | -0.063628 | -0.5866 | 0.279505 |
8 | -0.060715 | -0.5598 | 0.288558 |
9 | -0.244233 | -2.2517 | 0.013459 |
10 | 0.0064 | 0.059 | 0.476544 |
11 | -0.125415 | -1.1563 | 0.125405 |
12 | 0.035051 | 0.3232 | 0.373685 |
13 | -0.051607 | -0.4758 | 0.317722 |
14 | -0.075363 | -0.6948 | 0.244533 |
15 | 0.081954 | 0.7556 | 0.225995 |
16 | -0.034551 | -0.3185 | 0.375428 |
17 | -0.036404 | -0.3356 | 0.368989 |
18 | -0.12313 | -1.1352 | 0.129741 |
19 | 0.026999 | 0.2489 | 0.402013 |
20 | -0.004726 | -0.0436 | 0.482673 |
21 | -0.035678 | -0.3289 | 0.371506 |
22 | -0.066951 | -0.6173 | 0.269358 |
23 | 0.031443 | 0.2899 | 0.386302 |
24 | 0.002819 | 0.026 | 0.489661 |
25 | -0.000456 | -0.0042 | 0.498328 |
26 | -0.075046 | -0.6919 | 0.245445 |
27 | -0.026059 | -0.2403 | 0.405355 |
28 | -0.001812 | -0.0167 | 0.493357 |
29 | -0.009066 | -0.0836 | 0.466793 |
30 | -0.172233 | -1.5879 | 0.05801 |
31 | 0.070127 | 0.6465 | 0.259835 |
32 | 0.078222 | 0.7212 | 0.236392 |
33 | -0.14189 | -1.3082 | 0.097172 |
34 | -0.010572 | -0.0975 | 0.461292 |
35 | 0.055898 | 0.5154 | 0.303822 |
36 | -0.126953 | -1.1704 | 0.122546 |
37 | -0.048365 | -0.4459 | 0.328399 |
38 | -0.100896 | -0.9302 | 0.177447 |
39 | 0.084895 | 0.7827 | 0.217992 |
40 | -0.096142 | -0.8864 | 0.188955 |
41 | -0.006006 | -0.0554 | 0.477987 |
42 | -0.02709 | -0.2498 | 0.401689 |
43 | 0.002391 | 0.022 | 0.491233 |
44 | 0.007614 | 0.0702 | 0.472102 |
45 | -0.100207 | -0.9239 | 0.179087 |
46 | -0.040569 | -0.374 | 0.354656 |
47 | 0.043583 | 0.4018 | 0.344413 |
48 | -0.07732 | -0.7129 | 0.238944 |
49 | -0.038474 | -0.3547 | 0.361843 |
50 | -0.015685 | -0.1446 | 0.442682 |
51 | 0.015249 | 0.1406 | 0.444263 |
52 | -0.001233 | -0.0114 | 0.495477 |
53 | -0.045186 | -0.4166 | 0.339012 |
54 | -0.045643 | -0.4208 | 0.337479 |
55 | -0.033255 | -0.3066 | 0.379952 |
56 | -0.001389 | -0.0128 | 0.494905 |
57 | -0.035734 | -0.3294 | 0.371314 |
58 | -0.028892 | -0.2664 | 0.395299 |
59 | 0.017279 | 0.1593 | 0.436903 |
60 | 0.051197 | 0.472 | 0.319064 |