Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.012661 | 0.1234 | 0.451024 |
2 | -0.009578 | -0.0934 | 0.462909 |
3 | 0.014659 | 0.1429 | 0.443346 |
4 | 0.07168 | 0.6986 | 0.243239 |
5 | 0.106414 | 1.0372 | 0.151138 |
6 | 0.100635 | 0.9809 | 0.164575 |
7 | 0.018844 | 0.1837 | 0.427332 |
8 | 0.103143 | 1.0053 | 0.15865 |
9 | 0.131903 | 1.2856 | 0.100848 |
10 | -0.034226 | -0.3336 | 0.36971 |
11 | 0.017075 | 0.1664 | 0.434087 |
12 | -0.189372 | -1.8458 | 0.03402 |
13 | 0.049778 | 0.4852 | 0.314333 |
14 | 0.244202 | 2.3802 | 0.009651 |
15 | -0.022111 | -0.2155 | 0.414914 |
16 | -0.011484 | -0.1119 | 0.455556 |
17 | -0.071581 | -0.6977 | 0.24354 |
18 | 0.004587 | 0.0447 | 0.482219 |
19 | 0.040726 | 0.3969 | 0.346147 |
20 | 0.000238 | 0.0023 | 0.499075 |
21 | 0.022252 | 0.2169 | 0.41438 |
22 | 0.06121 | 0.5966 | 0.276095 |
23 | 0.147264 | 1.4354 | 0.077235 |
24 | -0.116901 | -1.1394 | 0.128699 |
25 | -0.159599 | -1.5556 | 0.061567 |
26 | -0.204778 | -1.9959 | 0.024402 |
27 | 0.05887 | 0.5738 | 0.283732 |
28 | -0.022356 | -0.2179 | 0.413988 |
29 | 0.101273 | 0.9871 | 0.163053 |
30 | -0.08319 | -0.8108 | 0.209742 |
31 | -0.073435 | -0.7158 | 0.237949 |
32 | 0.013198 | 0.1286 | 0.448956 |
33 | -0.090719 | -0.8842 | 0.189406 |
34 | -0.075463 | -0.7355 | 0.231918 |
35 | -0.04509 | -0.4395 | 0.330655 |
36 | 0.023173 | 0.2259 | 0.410896 |
37 | 0.064064 | 0.6244 | 0.266925 |
38 | 0.054141 | 0.5277 | 0.299469 |
39 | -0.146394 | -1.4269 | 0.078447 |
40 | -0.085257 | -0.831 | 0.204033 |
41 | 0.000999 | 0.0097 | 0.496124 |
42 | -0.026195 | -0.2553 | 0.399516 |
43 | 0.055648 | 0.5424 | 0.294411 |
44 | -0.080007 | -0.7798 | 0.218721 |
45 | -0.082628 | -0.8054 | 0.211312 |
46 | -0.025736 | -0.2508 | 0.401239 |
47 | -0.15546 | -1.5152 | 0.066516 |
48 | -0.073819 | -0.7195 | 0.236799 |
49 | -0.074831 | -0.7294 | 0.233788 |
50 | 0.046838 | 0.4565 | 0.324529 |
51 | -0.016448 | -0.1603 | 0.436487 |
52 | -0.013546 | -0.132 | 0.447619 |
53 | -0.172508 | -1.6814 | 0.047985 |
54 | 0.002886 | 0.0281 | 0.488807 |
55 | -0.089166 | -0.8691 | 0.193495 |
56 | -0.021356 | -0.2082 | 0.417778 |
57 | 0.046157 | 0.4499 | 0.326908 |
58 | -0.047188 | -0.4599 | 0.323307 |
59 | 0.009505 | 0.0926 | 0.463193 |
60 | -0.009093 | -0.0886 | 0.464783 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.012661 | 0.1234 | 0.451024 |
2 | -0.00974 | -0.0949 | 0.462284 |
3 | 0.014908 | 0.1453 | 0.442388 |
4 | 0.07124 | 0.6944 | 0.244574 |
5 | 0.105516 | 1.0284 | 0.153175 |
6 | 0.101745 | 0.9917 | 0.161934 |
7 | 0.019622 | 0.1913 | 0.424369 |
8 | 0.100867 | 0.9831 | 0.16402 |
9 | 0.121037 | 1.1797 | 0.120529 |
10 | -0.054195 | -0.5282 | 0.299285 |
11 | -0.003002 | -0.0293 | 0.488358 |
12 | -0.231728 | -2.2586 | 0.013098 |
13 | 0.002512 | 0.0245 | 0.490258 |
14 | 0.21191 | 2.0654 | 0.020802 |
15 | -0.038584 | -0.3761 | 0.353851 |
16 | 0.018342 | 0.1788 | 0.429246 |
17 | -0.07485 | -0.7295 | 0.233732 |
18 | 0.003105 | 0.0303 | 0.487962 |
19 | 0.026412 | 0.2574 | 0.398702 |
20 | -0.006906 | -0.0673 | 0.473239 |
21 | 0.083734 | 0.8161 | 0.20823 |
22 | 2.3e-05 | 2e-04 | 0.499911 |
23 | 0.138675 | 1.3516 | 0.08985 |
24 | -0.155124 | -1.512 | 0.066932 |
25 | -0.193336 | -1.8844 | 0.031283 |
26 | -0.149801 | -1.4601 | 0.073784 |
27 | -0.027401 | -0.2671 | 0.394995 |
28 | -0.082532 | -0.8044 | 0.21158 |
29 | 0.134731 | 1.3132 | 0.09614 |
30 | -0.017098 | -0.1666 | 0.434001 |
31 | 0.020328 | 0.1981 | 0.421681 |
32 | 0.059291 | 0.5779 | 0.282352 |
33 | -0.026915 | -0.2623 | 0.396817 |
34 | -0.026337 | -0.2567 | 0.398981 |
35 | -0.00144 | -0.014 | 0.494415 |
36 | -0.038262 | -0.3729 | 0.355016 |
37 | -0.03598 | -0.3507 | 0.363299 |
38 | 0.074598 | 0.7271 | 0.234479 |
39 | -0.024203 | -0.2359 | 0.407007 |
40 | -0.053553 | -0.522 | 0.301452 |
41 | 0.00467 | 0.0455 | 0.481896 |
42 | -0.063653 | -0.6204 | 0.268237 |
43 | -0.022425 | -0.2186 | 0.413726 |
44 | -0.017422 | -0.1698 | 0.432762 |
45 | -0.075627 | -0.7371 | 0.231433 |
46 | -0.028689 | -0.2796 | 0.390185 |
47 | -0.068509 | -0.6677 | 0.252957 |
48 | 0.0087 | 0.0848 | 0.4663 |
49 | -0.050313 | -0.4904 | 0.312493 |
50 | 0.03861 | 0.3763 | 0.353758 |
51 | -0.06147 | -0.5991 | 0.275253 |
52 | -0.103301 | -1.0069 | 0.158282 |
53 | -0.050228 | -0.4896 | 0.312787 |
54 | 0.059367 | 0.5786 | 0.282102 |
55 | -0.035011 | -0.3412 | 0.366835 |
56 | 0.018326 | 0.1786 | 0.429309 |
57 | 0.057356 | 0.559 | 0.288725 |
58 | -0.050491 | -0.4921 | 0.311883 |
59 | -0.025792 | -0.2514 | 0.401028 |
60 | -0.010714 | -0.1044 | 0.458527 |