Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.233449 | 1.8529 | 0.034288 |
2 | 0.156981 | 1.246 | 0.108689 |
3 | 0.212517 | 1.6868 | 0.048294 |
4 | 0.218469 | 1.734 | 0.0439 |
5 | -0.082965 | -0.6585 | 0.256305 |
6 | -0.11399 | -0.9048 | 0.184517 |
7 | 0.094467 | 0.7498 | 0.228081 |
8 | -0.110366 | -0.876 | 0.192179 |
9 | -0.136758 | -1.0855 | 0.140921 |
10 | -0.084374 | -0.6697 | 0.252749 |
11 | 0.030731 | 0.2439 | 0.404043 |
12 | -0.146362 | -1.1617 | 0.124867 |
13 | -0.207638 | -1.6481 | 0.052158 |
14 | -0.114794 | -0.9112 | 0.182844 |
15 | -0.00995 | -0.079 | 0.468652 |
16 | -0.268433 | -2.1306 | 0.018515 |
17 | -0.096148 | -0.7632 | 0.22411 |
18 | -0.100897 | -0.8008 | 0.213116 |
19 | -0.073202 | -0.581 | 0.281649 |
20 | -0.184349 | -1.4632 | 0.074189 |
21 | 0.022583 | 0.1793 | 0.429158 |
22 | 0.081326 | 0.6455 | 0.260472 |
23 | -0.04539 | -0.3603 | 0.359925 |
24 | 0.059541 | 0.4726 | 0.319067 |
25 | 0.044073 | 0.3498 | 0.36382 |
26 | 0.017362 | 0.1378 | 0.445415 |
27 | -0.041575 | -0.33 | 0.37125 |
28 | -0.03962 | -0.3145 | 0.377101 |
29 | -0.009485 | -0.0753 | 0.470114 |
30 | -0.021177 | -0.1681 | 0.433528 |
31 | -0.05313 | -0.4217 | 0.337338 |
32 | 0.096595 | 0.7667 | 0.223062 |
33 | 0.152033 | 1.2067 | 0.116025 |
34 | 0.06824 | 0.5416 | 0.294988 |
35 | 0.037898 | 0.3008 | 0.382275 |
36 | 0.193675 | 1.5372 | 0.06462 |
37 | 0.032457 | 0.2576 | 0.398769 |
38 | -0.000231 | -0.0018 | 0.499273 |
39 | 0.039155 | 0.3108 | 0.378497 |
40 | 0.008715 | 0.0692 | 0.472537 |
41 | -0.078744 | -0.625 | 0.26711 |
42 | -0.080644 | -0.6401 | 0.262218 |
43 | -0.014623 | -0.1161 | 0.453983 |
44 | -0.047716 | -0.3787 | 0.353079 |
45 | -0.022356 | -0.1774 | 0.429865 |
46 | -0.053393 | -0.4238 | 0.33658 |
47 | 0.067693 | 0.5373 | 0.296478 |
48 | -0.008441 | -0.067 | 0.473398 |
49 | -0.047679 | -0.3784 | 0.353187 |
50 | -0.059579 | -0.4729 | 0.31896 |
51 | -0.009227 | -0.0732 | 0.470926 |
52 | 3.8e-05 | 3e-04 | 0.49988 |
53 | -0.030673 | -0.2435 | 0.40422 |
54 | 0.023244 | 0.1845 | 0.427111 |
55 | -0.014183 | -0.1126 | 0.455362 |
56 | -0.019336 | -0.1535 | 0.439256 |
57 | 0.022733 | 0.1804 | 0.428695 |
58 | 0.033994 | 0.2698 | 0.394091 |
59 | -0.021985 | -0.1745 | 0.431016 |
60 | -0.002994 | -0.0238 | 0.490557 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.233449 | 1.8529 | 0.034288 |
2 | 0.10839 | 0.8603 | 0.196438 |
3 | 0.165389 | 1.3127 | 0.097017 |
4 | 0.140645 | 1.1163 | 0.134258 |
5 | -0.210522 | -1.671 | 0.049845 |
6 | -0.151169 | -1.1999 | 0.117342 |
7 | 0.130119 | 1.0328 | 0.152826 |
8 | -0.118709 | -0.9422 | 0.17484 |
9 | -0.025248 | -0.2004 | 0.420907 |
10 | -0.030651 | -0.2433 | 0.404287 |
11 | 0.034254 | 0.2719 | 0.393302 |
12 | -0.079764 | -0.6331 | 0.264478 |
13 | -0.156941 | -1.2457 | 0.108747 |
14 | -0.101421 | -0.805 | 0.211922 |
15 | 0.100689 | 0.7992 | 0.213591 |
16 | -0.208369 | -1.6539 | 0.051563 |
17 | 0.064482 | 0.5118 | 0.305287 |
18 | -0.144049 | -1.1434 | 0.12861 |
19 | -0.020968 | -0.1664 | 0.434178 |
20 | -0.080454 | -0.6386 | 0.262704 |
21 | 0.067912 | 0.539 | 0.29588 |
22 | 0.015221 | 0.1208 | 0.452111 |
23 | -0.001073 | -0.0085 | 0.496616 |
24 | -0.00325 | -0.0258 | 0.489751 |
25 | -0.055278 | -0.4388 | 0.331169 |
26 | -0.148711 | -1.1804 | 0.121148 |
27 | 0.029099 | 0.231 | 0.409044 |
28 | -0.153693 | -1.2199 | 0.113524 |
29 | 0.002543 | 0.0202 | 0.491981 |
30 | -0.023779 | -0.1887 | 0.425452 |
31 | -0.045391 | -0.3603 | 0.359923 |
32 | 0.065519 | 0.52 | 0.30243 |
33 | 0.140303 | 1.1136 | 0.134836 |
34 | -0.094586 | -0.7507 | 0.227799 |
35 | 0.046297 | 0.3675 | 0.357251 |
36 | 0.01148 | 0.0911 | 0.463844 |
37 | -0.065158 | -0.5172 | 0.303423 |
38 | 0.014656 | 0.1163 | 0.45388 |
39 | -0.025874 | -0.2054 | 0.418974 |
40 | -0.066048 | -0.5242 | 0.300975 |
41 | -0.018138 | -0.144 | 0.442995 |
42 | -0.070275 | -0.5578 | 0.289482 |
43 | -0.024722 | -0.1962 | 0.422534 |
44 | -0.024274 | -0.1927 | 0.423918 |
45 | 0.060504 | 0.4802 | 0.316362 |
46 | -0.060104 | -0.4771 | 0.317484 |
47 | 0.097896 | 0.777 | 0.220025 |
48 | -0.055058 | -0.437 | 0.3318 |
49 | -0.01827 | -0.145 | 0.442583 |
50 | -0.062251 | -0.4941 | 0.311476 |
51 | -0.010741 | -0.0853 | 0.466165 |
52 | 0.11937 | 0.9475 | 0.17351 |
53 | 0.040419 | 0.3208 | 0.374707 |
54 | -0.066188 | -0.5254 | 0.300592 |
55 | -0.058473 | -0.4641 | 0.322083 |
56 | -0.08289 | -0.6579 | 0.256493 |
57 | 0.003929 | 0.0312 | 0.48761 |
58 | 0.010535 | 0.0836 | 0.466812 |
59 | -0.033255 | -0.264 | 0.39634 |
60 | -0.025804 | -0.2048 | 0.419188 |