Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.173982 | 1.4347 | 0.07798 |
2 | 0.134929 | 1.1127 | 0.134887 |
3 | 0.182436 | 1.5044 | 0.068553 |
4 | 0.276022 | 2.2761 | 0.012996 |
5 | 0.037263 | 0.3073 | 0.379785 |
6 | 0.062281 | 0.5136 | 0.304605 |
7 | 0.060478 | 0.4987 | 0.309796 |
8 | -0.025453 | -0.2099 | 0.417191 |
9 | -0.180185 | -1.4858 | 0.070972 |
10 | -0.087832 | -0.7243 | 0.23569 |
11 | 0.052599 | 0.4337 | 0.332924 |
12 | -0.443573 | -3.6578 | 0.000249 |
13 | -0.22298 | -1.8387 | 0.03516 |
14 | -0.079751 | -0.6576 | 0.256494 |
15 | 0.006305 | 0.052 | 0.479344 |
16 | -0.172815 | -1.4251 | 0.079355 |
17 | -0.119611 | -0.9863 | 0.163732 |
18 | -0.039219 | -0.3234 | 0.373689 |
19 | 0.005156 | 0.0425 | 0.483104 |
20 | -0.102364 | -0.8441 | 0.200782 |
21 | 0.006548 | 0.054 | 0.478549 |
22 | 0.086307 | 0.7117 | 0.239541 |
23 | -0.052099 | -0.4296 | 0.334415 |
24 | -0.033945 | -0.2799 | 0.390195 |
25 | 0.106052 | 0.8745 | 0.192454 |
26 | 0.051307 | 0.4231 | 0.336782 |
27 | -0.062277 | -0.5135 | 0.304616 |
28 | 0.036373 | 0.2999 | 0.382568 |
29 | 0.05546 | 0.4573 | 0.324443 |
30 | 0.049359 | 0.407 | 0.342633 |
31 | -0.043401 | -0.3579 | 0.360765 |
32 | 0.053416 | 0.4405 | 0.330493 |
33 | 0.09306 | 0.7674 | 0.222751 |
34 | -0.000133 | -0.0011 | 0.499563 |
35 | -0.066706 | -0.5501 | 0.292036 |
36 | 0.097547 | 0.8044 | 0.211988 |
37 | -0.003877 | -0.032 | 0.487296 |
38 | -0.020173 | -0.1664 | 0.434187 |
39 | 0.028101 | 0.2317 | 0.408724 |
40 | 0.031895 | 0.263 | 0.396668 |
41 | -0.010489 | -0.0865 | 0.465663 |
42 | -0.03175 | -0.2618 | 0.397127 |
43 | 0.054539 | 0.4497 | 0.327163 |
44 | 0.054069 | 0.4459 | 0.328556 |
45 | -0.057483 | -0.474 | 0.318503 |
46 | -0.060519 | -0.4991 | 0.309677 |
47 | 0.053791 | 0.4436 | 0.329381 |
48 | -0.037804 | -0.3117 | 0.378096 |
49 | -0.01222 | -0.1008 | 0.460016 |
50 | 0.057077 | 0.4707 | 0.319691 |
51 | -0.063604 | -0.5245 | 0.300822 |
52 | -0.060242 | -0.4968 | 0.310476 |
53 | -0.020165 | -0.1663 | 0.434213 |
54 | -0.024734 | -0.204 | 0.419498 |
55 | -0.079179 | -0.6529 | 0.258003 |
56 | -0.070986 | -0.5854 | 0.280118 |
57 | -0.025112 | -0.2071 | 0.418284 |
58 | 0.009968 | 0.0822 | 0.467366 |
59 | -0.049475 | -0.408 | 0.342285 |
60 | -0.007665 | -0.0632 | 0.474893 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.173982 | 1.4347 | 0.07798 |
2 | 0.107926 | 0.89 | 0.188306 |
3 | 0.148907 | 1.2279 | 0.111856 |
4 | 0.227584 | 1.8767 | 0.032425 |
5 | -0.066566 | -0.5489 | 0.292429 |
6 | -0.005312 | -0.0438 | 0.482596 |
7 | -0.01873 | -0.1544 | 0.438857 |
8 | -0.104074 | -0.8582 | 0.196894 |
9 | -0.190375 | -1.5699 | 0.060544 |
10 | -0.066537 | -0.5487 | 0.292512 |
11 | 0.124284 | 1.0249 | 0.154528 |
12 | -0.439521 | -3.6244 | 0.000277 |
13 | -0.035066 | -0.2892 | 0.386667 |
14 | 0.061274 | 0.5053 | 0.307498 |
15 | 0.135428 | 1.1168 | 0.134013 |
16 | 0.078089 | 0.6439 | 0.260892 |
17 | -0.093751 | -0.7731 | 0.221074 |
18 | 0.007919 | 0.0653 | 0.474062 |
19 | 0.030559 | 0.252 | 0.400901 |
20 | -0.066232 | -0.5462 | 0.293371 |
21 | -0.116395 | -0.9598 | 0.170274 |
22 | 0.010617 | 0.0876 | 0.465245 |
23 | 0.055777 | 0.4599 | 0.323511 |
24 | -0.216288 | -1.7836 | 0.039479 |
25 | 0.030983 | 0.2555 | 0.399558 |
26 | -0.014929 | -0.1231 | 0.451194 |
27 | 0.045344 | 0.3739 | 0.354816 |
28 | 0.121925 | 1.0054 | 0.15913 |
29 | -0.112614 | -0.9286 | 0.17818 |
30 | 0.037118 | 0.3061 | 0.380237 |
31 | 0.017705 | 0.146 | 0.442176 |
32 | 0.004551 | 0.0375 | 0.485088 |
33 | 0.000211 | 0.0017 | 0.499308 |
34 | -0.002902 | -0.0239 | 0.49049 |
35 | -0.053032 | -0.4373 | 0.331636 |
36 | -0.044999 | -0.3711 | 0.355869 |
37 | -0.00803 | -0.0662 | 0.473698 |
38 | -0.022096 | -0.1822 | 0.42798 |
39 | 0.073912 | 0.6095 | 0.272114 |
40 | 0.056116 | 0.4627 | 0.322512 |
41 | -0.069236 | -0.5709 | 0.284964 |
42 | 0.047121 | 0.3886 | 0.349403 |
43 | 0.063551 | 0.5241 | 0.300972 |
44 | 0.019806 | 0.1633 | 0.435373 |
45 | -0.025082 | -0.2068 | 0.41838 |
46 | -0.049925 | -0.4117 | 0.340931 |
47 | -0.062638 | -0.5165 | 0.303582 |
48 | -0.038364 | -0.3164 | 0.376349 |
49 | 0.034023 | 0.2806 | 0.389948 |
50 | 0.097805 | 0.8065 | 0.211376 |
51 | -0.098709 | -0.814 | 0.209251 |
52 | -0.00301 | -0.0248 | 0.490136 |
53 | -0.010355 | -0.0854 | 0.466101 |
54 | -0.052409 | -0.4322 | 0.33349 |
55 | -0.030781 | -0.2538 | 0.400198 |
56 | 0.014431 | 0.119 | 0.452813 |
57 | 0.042219 | 0.3481 | 0.364402 |
58 | -0.03811 | -0.3143 | 0.377143 |
59 | -0.024213 | -0.1997 | 0.42117 |
60 | 0.002199 | 0.0181 | 0.492793 |