Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.069471 | 0.5854 | 0.280077 |
2 | -0.045642 | -0.3846 | 0.350848 |
3 | -0.062572 | -0.5272 | 0.299834 |
4 | 0.068939 | 0.5809 | 0.281578 |
5 | 0.044564 | 0.3755 | 0.354203 |
6 | -0.003041 | -0.0256 | 0.489814 |
7 | 0.007939 | 0.0669 | 0.473427 |
8 | 0.053464 | 0.4505 | 0.326863 |
9 | 0.187365 | 1.5788 | 0.059418 |
10 | -0.124996 | -1.0532 | 0.147902 |
11 | -0.013622 | -0.1148 | 0.454473 |
12 | -0.23423 | -1.9737 | 0.026156 |
13 | -0.004102 | -0.0346 | 0.486263 |
14 | 0.166658 | 1.4043 | 0.082297 |
15 | 0.036719 | 0.3094 | 0.378962 |
16 | -0.01848 | -0.1557 | 0.438349 |
17 | -0.102033 | -0.8597 | 0.196412 |
18 | 0.114355 | 0.9636 | 0.169266 |
19 | 0.059431 | 0.5008 | 0.309039 |
20 | 0.032075 | 0.2703 | 0.39387 |
21 | 0.003411 | 0.0287 | 0.488575 |
22 | 0.06745 | 0.5683 | 0.285799 |
23 | 0.203879 | 1.7179 | 0.045085 |
24 | -0.111868 | -0.9426 | 0.174536 |
25 | -0.144735 | -1.2196 | 0.113333 |
26 | -0.257901 | -2.1731 | 0.016555 |
27 | 0.083585 | 0.7043 | 0.241774 |
28 | -0.001982 | -0.0167 | 0.49336 |
29 | 0.114273 | 0.9629 | 0.169437 |
30 | -0.098687 | -0.8316 | 0.204224 |
31 | -0.074521 | -0.6279 | 0.266034 |
32 | 0.059798 | 0.5039 | 0.307956 |
33 | -0.100087 | -0.8433 | 0.200933 |
34 | -0.046437 | -0.3913 | 0.348379 |
35 | -0.095659 | -0.806 | 0.211456 |
36 | 0.035705 | 0.3009 | 0.382201 |
37 | 0.084842 | 0.7149 | 0.23851 |
38 | 0.15855 | 1.336 | 0.092913 |
39 | -0.134977 | -1.1373 | 0.12961 |
40 | -0.050683 | -0.4271 | 0.335312 |
41 | 0.014808 | 0.1248 | 0.450527 |
42 | -0.040585 | -0.342 | 0.36669 |
43 | 0.038212 | 0.322 | 0.374207 |
44 | -0.139673 | -1.1769 | 0.121582 |
45 | -0.078521 | -0.6616 | 0.255175 |
46 | 0.011556 | 0.0974 | 0.461352 |
47 | -0.082453 | -0.6948 | 0.244737 |
48 | -0.092249 | -0.7773 | 0.219781 |
49 | -0.094295 | -0.7945 | 0.214763 |
50 | 0.062543 | 0.527 | 0.299918 |
51 | -0.021462 | -0.1808 | 0.428504 |
52 | -0.014743 | -0.1242 | 0.450743 |
53 | -0.122592 | -1.033 | 0.15256 |
54 | 0.026854 | 0.2263 | 0.410819 |
55 | -0.082316 | -0.6936 | 0.245097 |
56 | 0.017636 | 0.1486 | 0.441144 |
57 | 0.056139 | 0.473 | 0.318819 |
58 | -0.049085 | -0.4136 | 0.340206 |
59 | -0.001658 | -0.014 | 0.494448 |
60 | 0.040668 | 0.3427 | 0.366428 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.069471 | 0.5854 | 0.280077 |
2 | -0.050713 | -0.4273 | 0.335223 |
3 | -0.056132 | -0.473 | 0.318839 |
4 | 0.075898 | 0.6395 | 0.262269 |
5 | 0.029134 | 0.2455 | 0.403394 |
6 | -0.005939 | -0.05 | 0.480113 |
7 | 0.020871 | 0.1759 | 0.430452 |
8 | 0.05139 | 0.433 | 0.333158 |
9 | 0.178674 | 1.5055 | 0.068311 |
10 | -0.151874 | -1.2797 | 0.102406 |
11 | 0.028941 | 0.2439 | 0.40402 |
12 | -0.249419 | -2.1016 | 0.019567 |
13 | -0.003898 | -0.0328 | 0.486946 |
14 | 0.168898 | 1.4232 | 0.079535 |
15 | -0.012103 | -0.102 | 0.459528 |
16 | 0.027944 | 0.2355 | 0.407264 |
17 | -0.106328 | -0.8959 | 0.186657 |
18 | 0.110623 | 0.9321 | 0.177215 |
19 | 0.093976 | 0.7919 | 0.215541 |
20 | 0.016108 | 0.1357 | 0.446212 |
21 | 0.137102 | 1.1552 | 0.125932 |
22 | -0.058652 | -0.4942 | 0.31134 |
23 | 0.184635 | 1.5558 | 0.062106 |
24 | -0.212504 | -1.7906 | 0.038811 |
25 | -0.131577 | -1.1087 | 0.135653 |
26 | -0.18994 | -1.6005 | 0.056968 |
27 | -0.006352 | -0.0535 | 0.478734 |
28 | -0.011277 | -0.095 | 0.462284 |
29 | 0.086099 | 0.7255 | 0.23527 |
30 | -0.051772 | -0.4362 | 0.331994 |
31 | 0.004671 | 0.0394 | 0.484357 |
32 | 0.044404 | 0.3742 | 0.354702 |
33 | 0.010523 | 0.0887 | 0.464799 |
34 | -0.015508 | -0.1307 | 0.448201 |
35 | 0.047201 | 0.3977 | 0.346015 |
36 | -0.151567 | -1.2771 | 0.102859 |
37 | 0.032182 | 0.2712 | 0.393523 |
38 | 0.019632 | 0.1654 | 0.434542 |
39 | -0.060869 | -0.5129 | 0.304808 |
40 | 0.030046 | 0.2532 | 0.400434 |
41 | -0.05515 | -0.4647 | 0.321785 |
42 | -0.063694 | -0.5367 | 0.296579 |
43 | 0.009717 | 0.0819 | 0.467486 |
44 | -0.081387 | -0.6858 | 0.247542 |
45 | -0.03148 | -0.2653 | 0.39579 |
46 | -0.03616 | -0.3047 | 0.380746 |
47 | -0.043613 | -0.3675 | 0.357173 |
48 | -0.006135 | -0.0517 | 0.47946 |
49 | -0.039918 | -0.3364 | 0.368797 |
50 | 0.063747 | 0.5371 | 0.296426 |
51 | -0.110619 | -0.9321 | 0.177223 |
52 | -0.100024 | -0.8428 | 0.20108 |
53 | 0.039103 | 0.3295 | 0.37138 |
54 | 0.016449 | 0.1386 | 0.445079 |
55 | -0.063321 | -0.5336 | 0.297659 |
56 | -0.011499 | -0.0969 | 0.461543 |
57 | 0.012386 | 0.1044 | 0.458586 |
58 | -0.045086 | -0.3799 | 0.352576 |
59 | -0.071546 | -0.6029 | 0.274263 |
60 | 0.098828 | 0.8327 | 0.203892 |