Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.285105 | 3.097 | 0.001221 |
2 | 0.06967 | 0.7568 | 0.225335 |
3 | 0.211663 | 2.2993 | 0.011625 |
4 | 0.183539 | 1.9937 | 0.024243 |
5 | 0.190325 | 2.0675 | 0.020439 |
6 | 0.001905 | 0.0207 | 0.491762 |
7 | -0.013478 | -0.1464 | 0.441922 |
8 | 0.127828 | 1.3886 | 0.08379 |
9 | 0.060946 | 0.662 | 0.254616 |
10 | -0.106163 | -1.1532 | 0.125574 |
11 | 0.07039 | 0.7646 | 0.22301 |
12 | 0.033454 | 0.3634 | 0.358475 |
13 | -0.027618 | -0.3 | 0.382349 |
14 | 0.044674 | 0.4853 | 0.314187 |
15 | 0.009369 | 0.1018 | 0.459554 |
16 | 0.058329 | 0.6336 | 0.263778 |
17 | -0.05359 | -0.5821 | 0.280791 |
18 | -0.09445 | -1.026 | 0.153497 |
19 | 0.005601 | 0.0608 | 0.475793 |
20 | -0.110266 | -1.1978 | 0.116698 |
21 | -0.101607 | -1.1037 | 0.135977 |
22 | -0.088895 | -0.9656 | 0.168097 |
23 | -0.126586 | -1.3751 | 0.085857 |
24 | -0.067233 | -0.7303 | 0.233316 |
25 | -0.047417 | -0.5151 | 0.30373 |
26 | -0.118045 | -1.2823 | 0.101125 |
27 | -0.030891 | -0.3356 | 0.3689 |
28 | 0.026794 | 0.2911 | 0.385759 |
29 | -0.032584 | -0.354 | 0.362002 |
30 | -0.020762 | -0.2255 | 0.410978 |
31 | -0.040721 | -0.4423 | 0.329526 |
32 | 0.010313 | 0.112 | 0.455496 |
33 | -0.027866 | -0.3027 | 0.381324 |
34 | -0.069024 | -0.7498 | 0.227434 |
35 | -0.122151 | -1.3269 | 0.093552 |
36 | -0.029426 | -0.3196 | 0.3749 |
37 | -0.04606 | -0.5003 | 0.308884 |
38 | -0.082759 | -0.899 | 0.185245 |
39 | -0.014083 | -0.153 | 0.439336 |
40 | -0.049667 | -0.5395 | 0.295274 |
41 | -0.032851 | -0.3568 | 0.360921 |
42 | -0.040479 | -0.4397 | 0.330474 |
43 | -0.082718 | -0.8985 | 0.185362 |
44 | -0.012124 | -0.1317 | 0.447722 |
45 | -0.051636 | -0.5609 | 0.287961 |
46 | -0.076565 | -0.8317 | 0.203627 |
47 | -0.091181 | -0.9905 | 0.161983 |
48 | -0.072734 | -0.7901 | 0.215528 |
49 | -0.099205 | -1.0776 | 0.141696 |
50 | -0.082394 | -0.895 | 0.186299 |
51 | -0.080423 | -0.8736 | 0.192051 |
52 | -0.103677 | -1.1262 | 0.131179 |
53 | -0.014348 | -0.1559 | 0.438205 |
54 | -0.02945 | -0.3199 | 0.374801 |
55 | -0.046337 | -0.5033 | 0.30783 |
56 | -0.010017 | -0.1088 | 0.45677 |
57 | -0.049563 | -0.5384 | 0.295659 |
58 | -0.043447 | -0.472 | 0.318914 |
59 | -0.016395 | -0.1781 | 0.429477 |
60 | 0.011615 | 0.1262 | 0.449905 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.285105 | 3.097 | 0.001221 |
2 | -0.012642 | -0.1373 | 0.445503 |
3 | 0.212453 | 2.3078 | 0.011375 |
4 | 0.075754 | 0.8229 | 0.206112 |
5 | 0.136923 | 1.4874 | 0.069793 |
6 | -0.134565 | -1.4617 | 0.073234 |
7 | -0.020989 | -0.228 | 0.41002 |
8 | 0.073618 | 0.7997 | 0.212747 |
9 | -0.002772 | -0.0301 | 0.488016 |
10 | -0.135627 | -1.4733 | 0.071668 |
11 | 0.152378 | 1.6553 | 0.050265 |
12 | -0.062744 | -0.6816 | 0.248422 |
13 | -0.013351 | -0.145 | 0.442468 |
14 | 0.056854 | 0.6176 | 0.269018 |
15 | 0.023158 | 0.2516 | 0.400909 |
16 | 0.00689 | 0.0748 | 0.470232 |
17 | -0.106031 | -1.1518 | 0.125868 |
18 | -0.025366 | -0.2755 | 0.391691 |
19 | -0.009301 | -0.101 | 0.459845 |
20 | -0.152924 | -1.6612 | 0.049666 |
21 | 0.040136 | 0.436 | 0.33182 |
22 | -0.059461 | -0.6459 | 0.259794 |
23 | -0.06878 | -0.7471 | 0.228231 |
24 | 0.019392 | 0.2107 | 0.41676 |
25 | 0.038543 | 0.4187 | 0.338106 |
26 | -0.068346 | -0.7424 | 0.229651 |
27 | 0.029845 | 0.3242 | 0.37318 |
28 | 0.07788 | 0.846 | 0.199633 |
29 | -0.008317 | -0.0903 | 0.464081 |
30 | -0.066954 | -0.7273 | 0.234238 |
31 | 0.031199 | 0.3389 | 0.367642 |
32 | 0.020953 | 0.2276 | 0.410173 |
33 | -0.105435 | -1.1453 | 0.127199 |
34 | 0.025199 | 0.2737 | 0.392383 |
35 | -0.111849 | -1.215 | 0.113398 |
36 | 0.027127 | 0.2947 | 0.384381 |
37 | -0.051615 | -0.5607 | 0.288039 |
38 | 0.029481 | 0.3202 | 0.374675 |
39 | 0.027615 | 0.3 | 0.38236 |
40 | -0.068246 | -0.7413 | 0.229979 |
41 | -0.002 | -0.0217 | 0.491352 |
42 | -0.008164 | -0.0887 | 0.464742 |
43 | -0.131479 | -1.4282 | 0.077935 |
44 | 0.04509 | 0.4898 | 0.312593 |
45 | -0.065947 | -0.7164 | 0.237591 |
46 | -0.02242 | -0.2435 | 0.404003 |
47 | -0.104091 | -1.1307 | 0.130233 |
48 | 0.017094 | 0.1857 | 0.426503 |
49 | -0.059394 | -0.6452 | 0.260032 |
50 | -0.028325 | -0.3077 | 0.379432 |
51 | -0.000611 | -0.0066 | 0.497359 |
52 | -0.031974 | -0.3473 | 0.364481 |
53 | -0.018407 | -0.1999 | 0.420933 |
54 | 0.058691 | 0.6376 | 0.262501 |
55 | -0.078465 | -0.8523 | 0.197874 |
56 | 0.027407 | 0.2977 | 0.383223 |
57 | -0.092546 | -1.0053 | 0.158404 |
58 | -0.033795 | -0.3671 | 0.357099 |
59 | -0.00668 | -0.0726 | 0.471138 |
60 | 0.014243 | 0.1547 | 0.438655 |