Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.120568 | 1.8678 | 0.031502 |
2 | 0.117773 | 1.8245 | 0.034657 |
3 | 0.187992 | 2.9124 | 0.001963 |
4 | 0.167734 | 2.5985 | 0.004971 |
5 | 0.128734 | 1.9943 | 0.023623 |
6 | 0.132868 | 2.0584 | 0.020317 |
7 | 0.045634 | 0.707 | 0.240139 |
8 | 0.078244 | 1.2121 | 0.113324 |
9 | 0.086865 | 1.3457 | 0.089833 |
10 | -0.038604 | -0.5981 | 0.275185 |
11 | 0.04321 | 0.6694 | 0.251939 |
12 | -0.214195 | -3.3183 | 0.000523 |
13 | 0.031689 | 0.4909 | 0.311962 |
14 | 0.155657 | 2.4114 | 0.008321 |
15 | 0.025156 | 0.3897 | 0.348544 |
16 | -0.036595 | -0.5669 | 0.285649 |
17 | 0.026552 | 0.4113 | 0.340592 |
18 | 0.005493 | 0.0851 | 0.466125 |
19 | 0.004426 | 0.0686 | 0.472695 |
20 | 0.039523 | 0.6123 | 0.270462 |
21 | 0.018918 | 0.2931 | 0.384858 |
22 | 0.007858 | 0.1217 | 0.451603 |
23 | 0.137807 | 2.1349 | 0.016891 |
24 | -0.08305 | -1.2866 | 0.099735 |
25 | -0.053934 | -0.8355 | 0.202121 |
26 | -0.054605 | -0.8459 | 0.199214 |
27 | -0.001027 | -0.0159 | 0.493661 |
28 | -0.008833 | -0.1368 | 0.445639 |
29 | 0.064823 | 1.0042 | 0.158138 |
30 | -0.092786 | -1.4374 | 0.075949 |
31 | -0.043915 | -0.6803 | 0.248475 |
32 | 0.016561 | 0.2566 | 0.398868 |
33 | -0.093474 | -1.4481 | 0.074448 |
34 | -0.062164 | -0.963 | 0.168247 |
35 | -0.086324 | -1.3373 | 0.091192 |
36 | -0.031579 | -0.4892 | 0.312569 |
37 | 0.020886 | 0.3236 | 0.373274 |
38 | 0.011634 | 0.1802 | 0.428563 |
39 | -0.215258 | -3.3348 | 0.000494 |
40 | -0.110148 | -1.7064 | 0.044613 |
41 | -0.07028 | -1.0888 | 0.138673 |
42 | -0.069797 | -1.0813 | 0.140326 |
43 | 0.011591 | 0.1796 | 0.428824 |
44 | -0.119383 | -1.8495 | 0.03281 |
45 | -0.077277 | -1.1972 | 0.11621 |
46 | -0.017935 | -0.2778 | 0.390687 |
47 | -0.073704 | -1.1418 | 0.127333 |
48 | -0.071844 | -1.113 | 0.133409 |
49 | -0.086945 | -1.3469 | 0.089634 |
50 | -0.032796 | -0.5081 | 0.305932 |
51 | 0.047945 | 0.7428 | 0.229178 |
52 | 0.032974 | 0.5108 | 0.304968 |
53 | -0.160406 | -2.485 | 0.006819 |
54 | -0.007559 | -0.1171 | 0.453437 |
55 | -0.066483 | -1.0299 | 0.152036 |
56 | -0.052047 | -0.8063 | 0.210433 |
57 | -0.019767 | -0.3062 | 0.37985 |
58 | -0.027712 | -0.4293 | 0.334039 |
59 | -0.0586 | -0.9078 | 0.182442 |
60 | -0.034134 | -0.5288 | 0.298714 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.120568 | 1.8678 | 0.031502 |
2 | 0.10476 | 1.6229 | 0.052959 |
3 | 0.16688 | 2.5853 | 0.00516 |
4 | 0.127062 | 1.9684 | 0.025085 |
5 | 0.0743 | 1.151 | 0.12543 |
6 | 0.067884 | 1.0517 | 0.147008 |
7 | -0.033389 | -0.5173 | 0.302724 |
8 | 0.012135 | 0.188 | 0.42552 |
9 | 0.02499 | 0.3871 | 0.349497 |
10 | -0.095117 | -1.4735 | 0.070957 |
11 | 0.013962 | 0.2163 | 0.414468 |
12 | -0.268435 | -4.1586 | 2.2e-05 |
13 | 0.066145 | 1.0247 | 0.153265 |
14 | 0.197084 | 3.0532 | 0.00126 |
15 | 0.076791 | 1.1896 | 0.117683 |
16 | -0.00184 | -0.0285 | 0.488642 |
17 | -0.010121 | -0.1568 | 0.437769 |
18 | -0.010496 | -0.1626 | 0.435483 |
19 | -0.033369 | -0.517 | 0.302833 |
20 | 0.018424 | 0.2854 | 0.387786 |
21 | 0.040982 | 0.6349 | 0.263052 |
22 | -0.068839 | -1.0665 | 0.143645 |
23 | 0.145238 | 2.25 | 0.012677 |
24 | -0.193881 | -3.0036 | 0.001475 |
25 | -0.045639 | -0.707 | 0.240116 |
26 | 0.006481 | 0.1004 | 0.460056 |
27 | 0.032282 | 0.5001 | 0.308726 |
28 | -0.012578 | -0.1949 | 0.422833 |
29 | 0.090686 | 1.4049 | 0.080673 |
30 | -0.076928 | -1.1918 | 0.117265 |
31 | -0.051078 | -0.7913 | 0.214777 |
32 | 0.037858 | 0.5865 | 0.279045 |
33 | -0.031334 | -0.4854 | 0.313912 |
34 | -0.100572 | -1.558 | 0.06027 |
35 | 0.015462 | 0.2395 | 0.405445 |
36 | -0.087292 | -1.3523 | 0.088773 |
37 | 0.019419 | 0.3008 | 0.381897 |
38 | 0.092767 | 1.4371 | 0.075991 |
39 | -0.151437 | -2.3461 | 0.009894 |
40 | -0.116601 | -1.8064 | 0.036056 |
41 | 0.0391 | 0.6057 | 0.272631 |
42 | -0.047486 | -0.7356 | 0.231332 |
43 | 0.06397 | 0.991 | 0.161336 |
44 | -0.016921 | -0.2621 | 0.396722 |
45 | -0.018232 | -0.2824 | 0.388924 |
46 | -0.072216 | -1.1188 | 0.132181 |
47 | 0.046126 | 0.7146 | 0.237782 |
48 | -0.008928 | -0.1383 | 0.445056 |
49 | -0.078935 | -1.2228 | 0.111293 |
50 | 0.087206 | 1.351 | 0.088986 |
51 | -0.014517 | -0.2249 | 0.411123 |
52 | -0.052162 | -0.8081 | 0.209921 |
53 | -0.028779 | -0.4458 | 0.328058 |
54 | 0.0192 | 0.2974 | 0.383191 |
55 | -0.057465 | -0.8902 | 0.187114 |
56 | -0.007702 | -0.1193 | 0.452561 |
57 | 0.005522 | 0.0855 | 0.46595 |
58 | -0.045857 | -0.7104 | 0.239069 |
59 | -0.000195 | -0.003 | 0.498798 |
60 | 0.003183 | 0.0493 | 0.480354 |