Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.057434 | -0.4412 | 0.330356 |
2 | 0.001532 | 0.0118 | 0.495324 |
3 | 0.001494 | 0.0115 | 0.495441 |
4 | 0.001456 | 0.0112 | 0.495559 |
5 | 0.001417 | 0.0109 | 0.495676 |
6 | 0.001379 | 0.0106 | 0.495793 |
7 | 0.00134 | 0.0103 | 0.49591 |
8 | 0.001302 | 0.01 | 0.496027 |
9 | 0.001264 | 0.0097 | 0.496144 |
10 | -0.000384 | -0.0029 | 0.498828 |
11 | -0.10819 | -0.831 | 0.204655 |
12 | -0.540053 | -4.1482 | 5.4e-05 |
13 | 0.140926 | 1.0825 | 0.141724 |
14 | 0.001204 | 0.0092 | 0.496326 |
15 | 0.001166 | 0.009 | 0.496443 |
16 | 0.001127 | 0.0087 | 0.496561 |
17 | 0.001089 | 0.0084 | 0.496678 |
18 | 0.00105 | 0.0081 | 0.496795 |
19 | 0.001012 | 0.0078 | 0.496912 |
20 | 0.000974 | 0.0075 | 0.497029 |
21 | 0.000935 | 0.0072 | 0.497146 |
22 | 0.000897 | 0.0069 | 0.497264 |
23 | 0.108626 | 0.8344 | 0.203718 |
24 | 0.323276 | 2.4831 | 0.007943 |
25 | -0.067657 | -0.5197 | 0.302613 |
26 | -0.000998 | -0.0077 | 0.496954 |
27 | -0.001037 | -0.008 | 0.496837 |
28 | -0.001075 | -0.0083 | 0.49672 |
29 | -0.001113 | -0.0086 | 0.496602 |
30 | -0.001152 | -0.0088 | 0.496485 |
31 | -0.00119 | -0.0091 | 0.496368 |
32 | -0.001229 | -0.0094 | 0.496251 |
33 | -0.001267 | -0.0097 | 0.496134 |
34 | -0.001305 | -0.01 | 0.496017 |
35 | -0.232429 | -1.7853 | 0.039675 |
36 | -0.241591 | -1.8557 | 0.034247 |
37 | 0.063535 | 0.488 | 0.313671 |
38 | -0.003201 | -0.0246 | 0.490235 |
39 | -0.003239 | -0.0249 | 0.490118 |
40 | -0.003277 | -0.0252 | 0.490001 |
41 | -0.003316 | -0.0255 | 0.489884 |
42 | -0.003354 | -0.0258 | 0.489766 |
43 | -0.003393 | -0.0261 | 0.489649 |
44 | -0.003431 | -0.0264 | 0.489532 |
45 | -0.003469 | -0.0266 | 0.489415 |
46 | -0.003508 | -0.0269 | 0.489298 |
47 | 0.227539 | 1.7478 | 0.042854 |
48 | -0.013859 | -0.1065 | 0.457792 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.057434 | -0.4412 | 0.330356 |
2 | -0.001772 | -0.0136 | 0.494593 |
3 | 0.001485 | 0.0114 | 0.495468 |
4 | 0.001635 | 0.0126 | 0.495012 |
5 | 0.0016 | 0.0123 | 0.495117 |
6 | 0.001555 | 0.0119 | 0.495256 |
7 | 0.001509 | 0.0116 | 0.495396 |
8 | 0.001463 | 0.0112 | 0.495535 |
9 | 0.001418 | 0.0109 | 0.495675 |
10 | -0.000242 | -0.0019 | 0.49926 |
11 | -0.1086 | -0.8342 | 0.203774 |
12 | -0.560982 | -4.309 | 3.2e-05 |
13 | 0.065717 | 0.5048 | 0.307796 |
14 | 0.029833 | 0.2292 | 0.409771 |
15 | 0.007683 | 0.059 | 0.476571 |
16 | 0.005007 | 0.0385 | 0.484726 |
17 | 0.005088 | 0.0391 | 0.484479 |
18 | 0.005051 | 0.0388 | 0.484592 |
19 | 0.004909 | 0.0377 | 0.485026 |
20 | 0.004622 | 0.0355 | 0.4859 |
21 | 0.002152 | 0.0165 | 0.493432 |
22 | -0.02839 | -0.2181 | 0.414065 |
23 | -0.041537 | -0.3191 | 0.375407 |
24 | 0.087685 | 0.6735 | 0.251623 |
25 | 0.121993 | 0.937 | 0.176277 |
26 | -2.1e-05 | -2e-04 | 0.499936 |
27 | -0.009035 | -0.0694 | 0.472453 |
28 | -0.002349 | -0.018 | 0.492832 |
29 | -0.000296 | -0.0023 | 0.499096 |
30 | -0.000377 | -0.0029 | 0.498848 |
31 | -0.000712 | -0.0055 | 0.497828 |
32 | -0.002262 | -0.0174 | 0.493098 |
33 | -0.007846 | -0.0603 | 0.476075 |
34 | 0.004682 | 0.036 | 0.485717 |
35 | -0.189734 | -1.4574 | 0.075157 |
36 | -0.09917 | -0.7617 | 0.224625 |
37 | 0.015166 | 0.1165 | 0.453828 |
38 | -0.016244 | -0.1248 | 0.450565 |
39 | -0.007773 | -0.0597 | 0.476297 |
40 | -0.004253 | -0.0327 | 0.487024 |
41 | -0.005044 | -0.0387 | 0.484611 |
42 | -0.005685 | -0.0437 | 0.48266 |
43 | -0.005863 | -0.045 | 0.482116 |
44 | -0.006194 | -0.0476 | 0.481108 |
45 | -0.010339 | -0.0794 | 0.468485 |
46 | -0.084351 | -0.6479 | 0.259776 |
47 | -0.021233 | -0.1631 | 0.435501 |
48 | -0.19785 | -1.5197 | 0.066962 |