Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.304196 | 2.4145 | 0.009337 |
2 | 0.250388 | 1.9874 | 0.025615 |
3 | 0.237906 | 1.8883 | 0.031795 |
4 | 0.228814 | 1.8162 | 0.037052 |
5 | 0.382906 | 3.0392 | 0.001726 |
6 | 0.25048 | 1.9881 | 0.025574 |
7 | 0.109219 | 0.8669 | 0.194643 |
8 | 0.15999 | 1.2699 | 0.104398 |
9 | 0.297913 | 2.3646 | 0.010571 |
10 | 0.054604 | 0.4334 | 0.3331 |
11 | 0.041247 | 0.3274 | 0.372229 |
12 | -0.003171 | -0.0252 | 0.49 |
13 | 0.01041 | 0.0826 | 0.467204 |
14 | 0.245181 | 1.9461 | 0.028055 |
15 | -0.025139 | -0.1995 | 0.421244 |
16 | 0.006145 | 0.0488 | 0.480626 |
17 | 0.074405 | 0.5906 | 0.278461 |
18 | 0.063946 | 0.5076 | 0.306769 |
19 | -0.012452 | -0.0988 | 0.460792 |
20 | -0.072402 | -0.5747 | 0.283778 |
21 | -0.110805 | -0.8795 | 0.191241 |
22 | -0.040282 | -0.3197 | 0.375117 |
23 | 0.152421 | 1.2098 | 0.115437 |
24 | -0.096984 | -0.7698 | 0.222151 |
25 | -0.108719 | -0.8629 | 0.195724 |
26 | -0.139412 | -1.1066 | 0.136348 |
27 | -0.094783 | -0.7523 | 0.227331 |
28 | -0.060529 | -0.4804 | 0.316291 |
29 | -0.168053 | -1.3339 | 0.093522 |
30 | -0.156011 | -1.2383 | 0.1101 |
31 | -0.157997 | -1.2541 | 0.107226 |
32 | 0.007828 | 0.0621 | 0.475328 |
33 | -0.069805 | -0.5541 | 0.290749 |
34 | -0.162297 | -1.2882 | 0.101196 |
35 | -0.156064 | -1.2387 | 0.110023 |
36 | -0.17747 | -1.4086 | 0.081931 |
37 | 0.002206 | 0.0175 | 0.493042 |
38 | -0.066755 | -0.5299 | 0.299038 |
39 | -0.036445 | -0.2893 | 0.386661 |
40 | -0.086672 | -0.6879 | 0.247009 |
41 | -0.061464 | -0.4879 | 0.313674 |
42 | -0.072874 | -0.5784 | 0.282522 |
43 | -0.060252 | -0.4782 | 0.31707 |
44 | -0.088803 | -0.7049 | 0.24175 |
45 | -0.073066 | -0.5799 | 0.282011 |
46 | -0.048024 | -0.3812 | 0.352177 |
47 | -0.109447 | -0.8687 | 0.194151 |
48 | -0.132488 | -1.0516 | 0.148503 |
49 | -0.100993 | -0.8016 | 0.212896 |
50 | -0.102723 | -0.8153 | 0.208975 |
51 | -0.105352 | -0.8362 | 0.2031 |
52 | -0.124815 | -0.9907 | 0.162814 |
53 | -0.134713 | -1.0693 | 0.144518 |
54 | -0.089539 | -0.7107 | 0.239949 |
55 | -0.020172 | -0.1601 | 0.436652 |
56 | -0.001286 | -0.0102 | 0.495945 |
57 | -0.019894 | -0.1579 | 0.437518 |
58 | -0.033088 | -0.2626 | 0.396847 |
59 | 0.001755 | 0.0139 | 0.494466 |
60 | -0.009754 | -0.0774 | 0.469268 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.304196 | 2.4145 | 0.009337 |
2 | 0.173949 | 1.3807 | 0.086128 |
3 | 0.138718 | 1.101 | 0.137533 |
4 | 0.113257 | 0.8989 | 0.186051 |
5 | 0.284551 | 2.2586 | 0.013691 |
6 | 0.054416 | 0.4319 | 0.333641 |
7 | -0.101531 | -0.8059 | 0.211673 |
8 | 0.019659 | 0.156 | 0.438251 |
9 | 0.204788 | 1.6255 | 0.054529 |
10 | -0.225183 | -1.7873 | 0.039347 |
11 | -0.126322 | -1.0027 | 0.159932 |
12 | -0.033912 | -0.2692 | 0.394339 |
13 | -0.022314 | -0.1771 | 0.429995 |
14 | 0.170423 | 1.3527 | 0.090495 |
15 | -0.117086 | -0.9293 | 0.17813 |
16 | 0.07431 | 0.5898 | 0.278711 |
17 | 0.118664 | 0.9419 | 0.174929 |
18 | 0.005945 | 0.0472 | 0.481255 |
19 | -0.159668 | -1.2673 | 0.104851 |
20 | -0.082965 | -0.6585 | 0.256304 |
21 | -0.041325 | -0.328 | 0.371996 |
22 | -0.073591 | -0.5841 | 0.280616 |
23 | 0.109041 | 0.8655 | 0.195027 |
24 | -0.024219 | -0.1922 | 0.424088 |
25 | -0.052941 | -0.4202 | 0.337881 |
26 | -0.083216 | -0.6605 | 0.255667 |
27 | 0.030499 | 0.2421 | 0.404752 |
28 | -0.080158 | -0.6362 | 0.263465 |
29 | -0.056716 | -0.4502 | 0.327068 |
30 | -0.000948 | -0.0075 | 0.497011 |
31 | -0.094228 | -0.7479 | 0.228649 |
32 | 0.09729 | 0.7722 | 0.221437 |
33 | 0.107951 | 0.8568 | 0.197393 |
34 | -0.076191 | -0.6047 | 0.273759 |
35 | -0.012085 | -0.0959 | 0.461943 |
36 | -0.059065 | -0.4688 | 0.32041 |
37 | 0.040769 | 0.3236 | 0.373659 |
38 | 0.03382 | 0.2684 | 0.394618 |
39 | 0.066987 | 0.5317 | 0.298405 |
40 | -0.05885 | -0.4671 | 0.321019 |
41 | -0.091086 | -0.723 | 0.236187 |
42 | -0.002212 | -0.0176 | 0.493023 |
43 | 0.072936 | 0.5789 | 0.282357 |
44 | -0.062946 | -0.4996 | 0.309543 |
45 | 0.038075 | 0.3022 | 0.381744 |
46 | -0.154574 | -1.2269 | 0.112215 |
47 | -0.083288 | -0.6611 | 0.255486 |
48 | -0.050178 | -0.3983 | 0.345886 |
49 | 0.011153 | 0.0885 | 0.464871 |
50 | -0.02698 | -0.2141 | 0.415562 |
51 | -0.050853 | -0.4036 | 0.343925 |
52 | 0.02034 | 0.1614 | 0.436129 |
53 | -0.010266 | -0.0815 | 0.467658 |
54 | 0.063702 | 0.5056 | 0.307444 |
55 | 0.012856 | 0.102 | 0.459523 |
56 | 0.056135 | 0.4456 | 0.328723 |
57 | 0.042934 | 0.3408 | 0.367203 |
58 | 0.046994 | 0.373 | 0.355199 |
59 | 0.034854 | 0.2766 | 0.391481 |
60 | -0.10191 | -0.8089 | 0.210814 |