Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.176337 | 1.4107 | 0.081588 |
2 | 0.155608 | 1.2449 | 0.10886 |
3 | 0.227402 | 1.8192 | 0.036778 |
4 | 0.270808 | 2.1665 | 0.017003 |
5 | -0.046958 | -0.3757 | 0.354206 |
6 | -0.017302 | -0.1384 | 0.445174 |
7 | 0.097906 | 0.7832 | 0.218185 |
8 | -0.077678 | -0.6214 | 0.268265 |
9 | -0.210653 | -1.6852 | 0.048408 |
10 | -0.17075 | -1.366 | 0.08836 |
11 | 0.008583 | 0.0687 | 0.472735 |
12 | -0.508456 | -4.0677 | 6.6e-05 |
13 | -0.278757 | -2.2301 | 0.014629 |
14 | -0.098664 | -0.7893 | 0.216423 |
15 | -0.017447 | -0.1396 | 0.444717 |
16 | -0.192867 | -1.5429 | 0.063888 |
17 | -0.046919 | -0.3753 | 0.354321 |
18 | 0.05481 | 0.4385 | 0.331256 |
19 | -0.03695 | -0.2956 | 0.384246 |
20 | -0.083966 | -0.6717 | 0.252087 |
21 | 0.005226 | 0.0418 | 0.483392 |
22 | 0.148848 | 1.1908 | 0.119068 |
23 | -0.02173 | -0.1738 | 0.431271 |
24 | -0.027196 | -0.2176 | 0.414229 |
25 | 0.154672 | 1.2374 | 0.110235 |
26 | 0.086646 | 0.6932 | 0.245357 |
27 | -0.0681 | -0.5448 | 0.293893 |
28 | 0.048484 | 0.3879 | 0.349699 |
29 | 0.082412 | 0.6593 | 0.256035 |
30 | 0.019963 | 0.1597 | 0.43681 |
31 | -0.076089 | -0.6087 | 0.272435 |
32 | 0.07158 | 0.5726 | 0.284448 |
33 | 0.114388 | 0.9151 | 0.181785 |
34 | -0.023955 | -0.1916 | 0.424317 |
35 | -0.073659 | -0.5893 | 0.278877 |
36 | 0.136968 | 1.0957 | 0.138649 |
37 | 0.004436 | 0.0355 | 0.485901 |
38 | -0.051243 | -0.4099 | 0.341609 |
39 | 0.020352 | 0.1628 | 0.435589 |
40 | 0.032473 | 0.2598 | 0.397931 |
41 | -0.055259 | -0.4421 | 0.329964 |
42 | -0.079844 | -0.6387 | 0.262633 |
43 | 0.052192 | 0.4175 | 0.338842 |
44 | 0.008136 | 0.0651 | 0.474153 |
45 | -0.051625 | -0.413 | 0.340493 |
46 | -0.103991 | -0.8319 | 0.204272 |
47 | 0.082901 | 0.6632 | 0.25479 |
48 | -0.045756 | -0.3661 | 0.357767 |
49 | -0.115738 | -0.9259 | 0.178988 |
50 | 0.027468 | 0.2197 | 0.413384 |
51 | -0.012586 | -0.1007 | 0.460055 |
52 | -0.035478 | -0.2838 | 0.38873 |
53 | -0.007361 | -0.0589 | 0.476612 |
54 | 0.054946 | 0.4396 | 0.330866 |
55 | -0.025654 | -0.2052 | 0.419022 |
56 | -0.012056 | -0.0965 | 0.461732 |
57 | -0.022529 | -0.1802 | 0.428771 |
58 | 0.075299 | 0.6024 | 0.274521 |
59 | -0.044514 | -0.3561 | 0.361463 |
60 | -0.014098 | -0.1128 | 0.455277 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.176337 | 1.4107 | 0.081588 |
2 | 0.12851 | 1.0281 | 0.153892 |
3 | 0.189765 | 1.5181 | 0.066954 |
4 | 0.209545 | 1.6764 | 0.049273 |
5 | -0.1723 | -1.3784 | 0.08644 |
6 | -0.099689 | -0.7975 | 0.214052 |
7 | 0.050055 | 0.4004 | 0.345083 |
8 | -0.111348 | -0.8908 | 0.18819 |
9 | -0.155458 | -1.2437 | 0.10908 |
10 | -0.140447 | -1.1236 | 0.132695 |
11 | 0.089203 | 0.7136 | 0.239026 |
12 | -0.448453 | -3.5876 | 0.000323 |
13 | -0.098714 | -0.7897 | 0.216305 |
14 | 0.071147 | 0.5692 | 0.285614 |
15 | 0.176384 | 1.4111 | 0.081533 |
16 | 0.1038 | 0.8304 | 0.2047 |
17 | -0.043935 | -0.3515 | 0.363193 |
18 | -0.046879 | -0.375 | 0.354439 |
19 | -0.0449 | -0.3592 | 0.360315 |
20 | -0.101202 | -0.8096 | 0.210581 |
21 | -0.156497 | -1.252 | 0.107568 |
22 | -0.001057 | -0.0085 | 0.496639 |
23 | 0.090862 | 0.7269 | 0.234969 |
24 | -0.283098 | -2.2648 | 0.01346 |
25 | -0.001989 | -0.0159 | 0.493678 |
26 | 0.02395 | 0.1916 | 0.424331 |
27 | 0.085357 | 0.6829 | 0.24858 |
28 | 0.139115 | 1.1129 | 0.134953 |
29 | -0.035363 | -0.2829 | 0.389082 |
30 | 0.022906 | 0.1832 | 0.427591 |
31 | -0.133203 | -1.0656 | 0.145299 |
32 | -0.051658 | -0.4133 | 0.340397 |
33 | -0.035448 | -0.2836 | 0.388822 |
34 | 0.04232 | 0.3386 | 0.368025 |
35 | 0.021358 | 0.1709 | 0.432433 |
36 | -0.070805 | -0.5664 | 0.286538 |
37 | -0.027321 | -0.2186 | 0.413841 |
38 | 0.027905 | 0.2232 | 0.41203 |
39 | 0.07172 | 0.5738 | 0.284072 |
40 | 0.019882 | 0.1591 | 0.437062 |
41 | -0.053052 | -0.4244 | 0.336344 |
42 | 0.001309 | 0.0105 | 0.49584 |
43 | -0.065414 | -0.5233 | 0.301283 |
44 | -0.02036 | -0.1629 | 0.435564 |
45 | 0.029394 | 0.2352 | 0.407421 |
46 | -0.020244 | -0.1619 | 0.435928 |
47 | 0.055656 | 0.4453 | 0.32882 |
48 | -0.050254 | -0.402 | 0.344501 |
49 | -0.120636 | -0.9651 | 0.169067 |
50 | 0.094144 | 0.7532 | 0.227059 |
51 | -0.055623 | -0.445 | 0.328916 |
52 | 0.040093 | 0.3207 | 0.374725 |
53 | 0.024748 | 0.198 | 0.421843 |
54 | -0.024636 | -0.1971 | 0.422192 |
55 | -0.085148 | -0.6812 | 0.249106 |
56 | -0.004805 | -0.0384 | 0.484728 |
57 | 0.072448 | 0.5796 | 0.282114 |
58 | -0.020842 | -0.1667 | 0.434053 |
59 | -0.026943 | -0.2155 | 0.415014 |
60 | -0.023283 | -0.1863 | 0.426413 |