Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.152098 | 1.4105 | 0.081 |
2 | 0.116085 | 1.0765 | 0.142351 |
3 | 0.139278 | 1.2916 | 0.099976 |
4 | 0.222785 | 2.066 | 0.020918 |
5 | 0.067682 | 0.6277 | 0.265945 |
6 | 0.049398 | 0.4581 | 0.324017 |
7 | 0.025181 | 0.2335 | 0.407957 |
8 | 0.000352 | 0.0033 | 0.498703 |
9 | -0.188326 | -1.7465 | 0.042151 |
10 | -0.093496 | -0.867 | 0.194164 |
11 | 0.08003 | 0.7422 | 0.230004 |
12 | -0.485092 | -4.4986 | 1.1e-05 |
13 | -0.203369 | -1.886 | 0.031337 |
14 | -0.051604 | -0.4786 | 0.316733 |
15 | 0.014827 | 0.1375 | 0.445478 |
16 | -0.098302 | -0.9116 | 0.18226 |
17 | -0.17079 | -1.5838 | 0.05845 |
18 | -0.043342 | -0.4019 | 0.344363 |
19 | 0.037016 | 0.3433 | 0.366116 |
20 | -0.077742 | -0.7209 | 0.236448 |
21 | 0.039406 | 0.3654 | 0.357841 |
22 | 0.077174 | 0.7157 | 0.238064 |
23 | -0.07105 | -0.6589 | 0.255862 |
24 | 0.023888 | 0.2215 | 0.412602 |
25 | 0.094171 | 0.8733 | 0.192465 |
26 | 0.041652 | 0.3863 | 0.350127 |
27 | -0.035771 | -0.3317 | 0.370452 |
28 | -0.024173 | -0.2242 | 0.411578 |
29 | 0.096984 | 0.8994 | 0.185479 |
30 | 0.076502 | 0.7094 | 0.239982 |
31 | -0.060127 | -0.5576 | 0.289286 |
32 | 0.048781 | 0.4524 | 0.326069 |
33 | 0.070091 | 0.65 | 0.258715 |
34 | 0.025904 | 0.2402 | 0.405366 |
35 | -0.050908 | -0.4721 | 0.319026 |
36 | 0.075614 | 0.7012 | 0.242532 |
37 | -0.013877 | -0.1287 | 0.448952 |
38 | -0.017629 | -0.1635 | 0.435262 |
39 | 0.006491 | 0.0602 | 0.476071 |
40 | 0.052323 | 0.4852 | 0.314375 |
41 | 0.015923 | 0.1477 | 0.441477 |
42 | -0.053259 | -0.4939 | 0.311317 |
43 | 0.025355 | 0.2351 | 0.407331 |
44 | 0.050334 | 0.4668 | 0.320918 |
45 | -0.049571 | -0.4597 | 0.323446 |
46 | -0.058372 | -0.5413 | 0.294843 |
47 | 0.021308 | 0.1976 | 0.421912 |
48 | -0.018623 | -0.1727 | 0.431647 |
49 | -0.011439 | -0.1061 | 0.457882 |
50 | 0.051644 | 0.4789 | 0.316603 |
51 | -0.050955 | -0.4725 | 0.318869 |
52 | -0.016331 | -0.1514 | 0.43999 |
53 | -0.060518 | -0.5612 | 0.288055 |
54 | -0.007964 | -0.0739 | 0.470649 |
55 | -0.040174 | -0.3726 | 0.355196 |
56 | -0.054952 | -0.5096 | 0.305817 |
57 | 0.02038 | 0.189 | 0.425269 |
58 | 0.014479 | 0.1343 | 0.44675 |
59 | 0.00733 | 0.068 | 0.47298 |
60 | -0.026872 | -0.2492 | 0.4019 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.152098 | 1.4105 | 0.081 |
2 | 0.095152 | 0.8824 | 0.190008 |
3 | 0.112424 | 1.0426 | 0.150032 |
4 | 0.187026 | 1.7344 | 0.043214 |
5 | -0.003984 | -0.0369 | 0.485308 |
6 | -0.006366 | -0.059 | 0.47653 |
7 | -0.031801 | -0.2949 | 0.384388 |
8 | -0.053399 | -0.4952 | 0.310861 |
9 | -0.215654 | -1.9999 | 0.024334 |
10 | -0.066449 | -0.6162 | 0.269688 |
11 | 0.146546 | 1.359 | 0.088848 |
12 | -0.514686 | -4.773 | 4e-06 |
13 | -0.002558 | -0.0237 | 0.490566 |
14 | 0.123751 | 1.1476 | 0.127153 |
15 | 0.077029 | 0.7143 | 0.238476 |
16 | 0.124707 | 1.1565 | 0.125343 |
17 | -0.151546 | -1.4054 | 0.081755 |
18 | 0.004606 | 0.0427 | 0.483016 |
19 | 0.052843 | 0.49 | 0.312675 |
20 | -0.035531 | -0.3295 | 0.371288 |
21 | -0.091172 | -0.8455 | 0.200092 |
22 | -0.04781 | -0.4434 | 0.329306 |
23 | 0.091864 | 0.8519 | 0.198315 |
24 | -0.24784 | -2.2984 | 0.011983 |
25 | 0.049287 | 0.4571 | 0.324387 |
26 | 0.008285 | 0.0768 | 0.469468 |
27 | -0.007264 | -0.0674 | 0.473226 |
28 | 0.170206 | 1.5784 | 0.059069 |
29 | -0.134532 | -1.2476 | 0.107783 |
30 | 0.052471 | 0.4866 | 0.313892 |
31 | 0.00174 | 0.0161 | 0.493581 |
32 | 0.050764 | 0.4708 | 0.319501 |
33 | 0.026661 | 0.2472 | 0.402653 |
34 | -0.03148 | -0.2919 | 0.385522 |
35 | -0.050798 | -0.4711 | 0.319387 |
36 | -0.070671 | -0.6554 | 0.256986 |
37 | 0.026823 | 0.2487 | 0.402075 |
38 | -0.053439 | -0.4956 | 0.31073 |
39 | 0.061659 | 0.5718 | 0.284474 |
40 | 0.073987 | 0.6861 | 0.247238 |
41 | -0.023992 | -0.2225 | 0.412228 |
42 | 0.075633 | 0.7014 | 0.242475 |
43 | -0.023115 | -0.2144 | 0.415385 |
44 | 0.054696 | 0.5072 | 0.306646 |
45 | -0.033777 | -0.3132 | 0.377432 |
46 | 0.005959 | 0.0553 | 0.478029 |
47 | -0.131174 | -1.2165 | 0.113569 |
48 | -0.016338 | -0.1515 | 0.439964 |
49 | 0.053895 | 0.4998 | 0.309246 |
50 | 0.066931 | 0.6207 | 0.268221 |
51 | -0.037152 | -0.3445 | 0.365643 |
52 | -0.038419 | -0.3563 | 0.36125 |
53 | 0.052841 | 0.49 | 0.312683 |
54 | -0.061957 | -0.5746 | 0.283544 |
55 | -0.052691 | -0.4886 | 0.313172 |
56 | 0.039132 | 0.3629 | 0.358787 |
57 | 0.055905 | 0.5184 | 0.302741 |
58 | 0.010295 | 0.0955 | 0.462081 |
59 | -0.013689 | -0.1269 | 0.449641 |
60 | -0.062444 | -0.5791 | 0.282025 |