Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.230173 | 2.097 | 0.019519 |
2 | 0.124052 | 1.1302 | 0.130831 |
3 | 0.283812 | 2.5857 | 0.005733 |
4 | 0.030201 | 0.2751 | 0.391945 |
5 | 0.071569 | 0.652 | 0.258093 |
6 | 0.023644 | 0.2154 | 0.414989 |
7 | 0.075675 | 0.6894 | 0.246239 |
8 | 0.061734 | 0.5624 | 0.287671 |
9 | 0.029358 | 0.2675 | 0.394888 |
10 | 0.099824 | 0.9094 | 0.182875 |
11 | 0.030575 | 0.2786 | 0.390639 |
12 | 0.042846 | 0.3903 | 0.348641 |
13 | 0.010469 | 0.0954 | 0.462122 |
14 | -0.169397 | -1.5433 | 0.063283 |
15 | -0.080494 | -0.7333 | 0.232709 |
16 | -0.094435 | -0.8603 | 0.19604 |
17 | -0.079277 | -0.7222 | 0.236087 |
18 | -0.093217 | -0.8492 | 0.199093 |
19 | -0.033412 | -0.3044 | 0.380793 |
20 | -0.068676 | -0.6257 | 0.266624 |
21 | -0.040857 | -0.3722 | 0.355336 |
22 | -0.09167 | -0.8352 | 0.203014 |
23 | -0.0794 | -0.7234 | 0.235744 |
24 | 0.011502 | 0.1048 | 0.458397 |
25 | -0.14704 | -1.3396 | 0.092016 |
26 | -0.013491 | -0.1229 | 0.451239 |
27 | -0.048755 | -0.4442 | 0.329035 |
28 | -0.088906 | -0.81 | 0.210137 |
29 | -0.047537 | -0.4331 | 0.333039 |
30 | -0.013943 | -0.127 | 0.449613 |
31 | -0.064756 | -0.59 | 0.278413 |
32 | -0.104907 | -0.9557 | 0.170989 |
33 | 0.057741 | 0.526 | 0.300128 |
34 | 0.043801 | 0.399 | 0.345442 |
35 | -0.02256 | -0.2055 | 0.418829 |
36 | 0.158524 | 1.4442 | 0.076221 |
37 | 0.118373 | 1.0784 | 0.141983 |
38 | -0.013959 | -0.1272 | 0.449556 |
39 | 0.111816 | 1.0187 | 0.155654 |
40 | 0.090102 | 0.8209 | 0.207037 |
41 | 0.049951 | 0.4551 | 0.325122 |
42 | -0.045509 | -0.4146 | 0.339751 |
43 | -0.067223 | -0.6124 | 0.270963 |
44 | -0.033629 | -0.3064 | 0.380043 |
45 | 0.018401 | 0.1676 | 0.433635 |
46 | -0.003313 | -0.0302 | 0.487996 |
47 | -0.0619 | -0.5639 | 0.287159 |
48 | 0.008566 | 0.078 | 0.46899 |
49 | -0.020922 | -0.1906 | 0.424647 |
50 | -0.090171 | -0.8215 | 0.206857 |
51 | -0.038141 | -0.3475 | 0.364555 |
52 | 0.013889 | 0.1265 | 0.449806 |
53 | -0.073796 | -0.6723 | 0.251626 |
54 | -0.09551 | -0.8701 | 0.193366 |
55 | -0.109451 | -0.9971 | 0.160797 |
56 | -0.075857 | -0.6911 | 0.24572 |
57 | -0.055812 | -0.5085 | 0.306236 |
58 | -0.03288 | -0.2995 | 0.382636 |
59 | -0.00706 | -0.0643 | 0.474436 |
60 | 0.028534 | 0.26 | 0.397772 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.230173 | 2.097 | 0.019519 |
2 | 0.075048 | 0.6837 | 0.248028 |
3 | 0.254997 | 2.3231 | 0.01131 |
4 | -0.097745 | -0.8905 | 0.187885 |
5 | 0.053911 | 0.4912 | 0.312306 |
6 | -0.079177 | -0.7213 | 0.236363 |
7 | 0.117679 | 1.0721 | 0.14339 |
8 | -0.009342 | -0.0851 | 0.466191 |
9 | 0.03946 | 0.3595 | 0.360066 |
10 | 0.035895 | 0.327 | 0.372239 |
11 | -0.005669 | -0.0516 | 0.479467 |
12 | 0.016839 | 0.1534 | 0.439225 |
13 | -0.044274 | -0.4034 | 0.343863 |
14 | -0.192151 | -1.7506 | 0.041857 |
15 | -0.033323 | -0.3036 | 0.381101 |
16 | -0.056742 | -0.5169 | 0.303286 |
17 | 0.052271 | 0.4762 | 0.317587 |
18 | -0.087362 | -0.7959 | 0.214178 |
19 | 0.062393 | 0.5684 | 0.285641 |
20 | -0.107314 | -0.9777 | 0.165538 |
21 | 0.082279 | 0.7496 | 0.227809 |
22 | -0.14081 | -1.2828 | 0.10156 |
23 | 0.053296 | 0.4855 | 0.314284 |
24 | 0.022696 | 0.2068 | 0.418346 |
25 | -0.072009 | -0.656 | 0.256809 |
26 | 0.075499 | 0.6878 | 0.246738 |
27 | -0.071471 | -0.6511 | 0.258379 |
28 | -0.010239 | -0.0933 | 0.462953 |
29 | -0.089222 | -0.8129 | 0.209314 |
30 | 0.077524 | 0.7063 | 0.240996 |
31 | -0.108075 | -0.9846 | 0.163838 |
32 | -0.043905 | -0.4 | 0.345095 |
33 | 0.116358 | 1.0601 | 0.146093 |
34 | 0.018615 | 0.1696 | 0.432871 |
35 | 0.04376 | 0.3987 | 0.34558 |
36 | 0.080524 | 0.7336 | 0.232628 |
37 | 0.079173 | 0.7213 | 0.236375 |
38 | -0.084711 | -0.7718 | 0.221225 |
39 | 0.074486 | 0.6786 | 0.249639 |
40 | 0.033208 | 0.3025 | 0.381498 |
41 | 0.012404 | 0.113 | 0.455149 |
42 | -0.128471 | -1.1704 | 0.12259 |
43 | -0.154369 | -1.4064 | 0.081674 |
44 | 0.003627 | 0.033 | 0.486858 |
45 | 0.000866 | 0.0079 | 0.496862 |
46 | -0.011148 | -0.1016 | 0.459673 |
47 | -0.122196 | -1.1133 | 0.134405 |
48 | 0.03762 | 0.3427 | 0.366332 |
49 | -0.034055 | -0.3103 | 0.378572 |
50 | -0.03016 | -0.2748 | 0.392089 |
51 | 0.063132 | 0.5752 | 0.28337 |
52 | 0.024556 | 0.2237 | 0.411764 |
53 | 0.011456 | 0.1044 | 0.458566 |
54 | -0.083619 | -0.7618 | 0.224167 |
55 | -0.011143 | -0.1015 | 0.459692 |
56 | -0.066685 | -0.6075 | 0.272578 |
57 | -0.024661 | -0.2247 | 0.411393 |
58 | 0.035118 | 0.3199 | 0.374908 |
59 | 0.025669 | 0.2339 | 0.407836 |
60 | 0.032853 | 0.2993 | 0.382728 |