Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.112295 | 1.0231 | 0.154626 |
2 | 0.096299 | 0.8773 | 0.191422 |
3 | -0.101665 | -0.9262 | 0.17851 |
4 | -0.063348 | -0.5771 | 0.282709 |
5 | -0.117355 | -1.0692 | 0.144049 |
6 | -0.027476 | -0.2503 | 0.401478 |
7 | -0.069899 | -0.6368 | 0.263001 |
8 | -0.019238 | -0.1753 | 0.43065 |
9 | 0.010429 | 0.095 | 0.462267 |
10 | -0.021975 | -0.2002 | 0.420905 |
11 | -0.031931 | -0.2909 | 0.385925 |
12 | -0.052919 | -0.4821 | 0.315498 |
13 | -0.02631 | -0.2397 | 0.405579 |
14 | 0.07062 | 0.6434 | 0.260875 |
15 | 0.024646 | 0.2245 | 0.411445 |
16 | -0.059221 | -0.5395 | 0.295483 |
17 | 0.027485 | 0.2504 | 0.401448 |
18 | -0.005977 | -0.0545 | 0.478351 |
19 | -0.044067 | -0.4015 | 0.344554 |
20 | 0.006203 | 0.0565 | 0.477535 |
21 | -0.019271 | -0.1756 | 0.430532 |
22 | 0.038854 | 0.354 | 0.362125 |
23 | 0.011674 | 0.1064 | 0.457778 |
24 | 0.017516 | 0.1596 | 0.436802 |
25 | 0.067221 | 0.6124 | 0.270969 |
26 | 0.292033 | 2.6605 | 0.004681 |
27 | -0.185367 | -1.6888 | 0.047508 |
28 | 0.015912 | 0.145 | 0.442546 |
29 | -0.092171 | -0.8397 | 0.201739 |
30 | -0.063526 | -0.5788 | 0.282162 |
31 | -0.048835 | -0.4449 | 0.328772 |
32 | 0.024104 | 0.2196 | 0.413363 |
33 | -0.059042 | -0.5379 | 0.296044 |
34 | -0.05519 | -0.5028 | 0.308217 |
35 | -0.027285 | -0.2486 | 0.402152 |
36 | -0.026078 | -0.2376 | 0.406394 |
37 | -0.02315 | -0.2109 | 0.416738 |
38 | 9.5e-05 | 9e-04 | 0.499655 |
39 | 0.048545 | 0.4423 | 0.329723 |
40 | 0.195166 | 1.778 | 0.039529 |
41 | 0.012389 | 0.1129 | 0.455202 |
42 | 0.012687 | 0.1156 | 0.454129 |
43 | 0.003925 | 0.0358 | 0.485779 |
44 | -0.018655 | -0.17 | 0.432731 |
45 | -0.005829 | -0.0531 | 0.478887 |
46 | 0.0455 | 0.4145 | 0.33978 |
47 | 0.003165 | 0.0288 | 0.488531 |
48 | 0.004462 | 0.0407 | 0.483835 |
49 | 0.005241 | 0.0477 | 0.481016 |
50 | 0.014544 | 0.1325 | 0.447455 |
51 | -0.012947 | -0.1179 | 0.453196 |
52 | -0.042611 | -0.3882 | 0.34943 |
53 | -0.103968 | -0.9472 | 0.173144 |
54 | -0.0082 | -0.0747 | 0.470313 |
55 | -0.020449 | -0.1863 | 0.426331 |
56 | -0.003909 | -0.0356 | 0.485838 |
57 | 0.007178 | 0.0654 | 0.474008 |
58 | 6.6e-05 | 6e-04 | 0.49976 |
59 | -0.024007 | -0.2187 | 0.413705 |
60 | 0.002003 | 0.0183 | 0.492741 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.112295 | 1.0231 | 0.154626 |
2 | 0.084757 | 0.7722 | 0.221102 |
3 | -0.123514 | -1.1253 | 0.131859 |
4 | -0.049049 | -0.4469 | 0.328072 |
5 | -0.086503 | -0.7881 | 0.216446 |
6 | -0.007443 | -0.0678 | 0.473049 |
7 | -0.060861 | -0.5545 | 0.290374 |
8 | -0.028375 | -0.2585 | 0.398328 |
9 | 0.014022 | 0.1278 | 0.449328 |
10 | -0.047162 | -0.4297 | 0.334277 |
11 | -0.043799 | -0.399 | 0.345449 |
12 | -0.055024 | -0.5013 | 0.308746 |
13 | -0.022637 | -0.2062 | 0.418558 |
14 | 0.074857 | 0.682 | 0.248575 |
15 | -0.010943 | -0.0997 | 0.460412 |
16 | -0.098016 | -0.893 | 0.187228 |
17 | 0.04069 | 0.3707 | 0.355901 |
18 | -0.00134 | -0.0122 | 0.495146 |
19 | -0.064123 | -0.5842 | 0.280338 |
20 | 0.01331 | 0.1213 | 0.451889 |
21 | -0.01784 | -0.1625 | 0.435641 |
22 | 0.037642 | 0.3429 | 0.366258 |
23 | -0.014562 | -0.1327 | 0.447391 |
24 | -0.00578 | -0.0527 | 0.479065 |
25 | 0.086066 | 0.7841 | 0.217606 |
26 | 0.29757 | 2.711 | 0.004075 |
27 | -0.290731 | -2.6487 | 0.004835 |
28 | 0.021986 | 0.2003 | 0.420869 |
29 | 0.038366 | 0.3495 | 0.363788 |
30 | -0.062746 | -0.5716 | 0.284555 |
31 | -0.004113 | -0.0375 | 0.4851 |
32 | 0.000739 | 0.0067 | 0.497322 |
33 | -0.028413 | -0.2589 | 0.398193 |
34 | -0.082256 | -0.7494 | 0.22787 |
35 | -0.047669 | -0.4343 | 0.332603 |
36 | -0.004392 | -0.04 | 0.48409 |
37 | -0.007781 | -0.0709 | 0.471828 |
38 | 0.007363 | 0.0671 | 0.473341 |
39 | -0.003361 | -0.0306 | 0.487825 |
40 | 0.142817 | 1.3011 | 0.098409 |
41 | -0.023699 | -0.2159 | 0.414796 |
42 | 0.008983 | 0.0818 | 0.467487 |
43 | -0.019472 | -0.1774 | 0.429812 |
44 | 0.038662 | 0.3522 | 0.362782 |
45 | 0.047408 | 0.4319 | 0.333464 |
46 | -0.004924 | -0.0449 | 0.482163 |
47 | 0.021509 | 0.196 | 0.422563 |
48 | -0.006537 | -0.0596 | 0.476328 |
49 | 0.02355 | 0.2146 | 0.41532 |
50 | 0.030954 | 0.282 | 0.389321 |
51 | -0.058502 | -0.533 | 0.297735 |
52 | -0.085462 | -0.7786 | 0.219217 |
53 | 0.080752 | 0.7357 | 0.231999 |
54 | -0.10375 | -0.9452 | 0.173647 |
55 | 0.02384 | 0.2172 | 0.414297 |
56 | 0.061578 | 0.561 | 0.288154 |
57 | -0.061467 | -0.56 | 0.288496 |
58 | -0.028275 | -0.2576 | 0.398679 |
59 | 0.028079 | 0.2558 | 0.399366 |
60 | 0.009275 | 0.0845 | 0.466431 |