Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.019373 | -0.1488 | 0.441107 |
2 | -0.019696 | -0.1513 | 0.440133 |
3 | -0.002139 | -0.0164 | 0.493474 |
4 | -0.002421 | -0.0186 | 0.492613 |
5 | -0.002744 | -0.0211 | 0.491628 |
6 | -0.003067 | -0.0236 | 0.490643 |
7 | -0.00339 | -0.026 | 0.489658 |
8 | -0.003713 | -0.0285 | 0.488673 |
9 | -0.001151 | -0.0088 | 0.496488 |
10 | -0.002188 | -0.0168 | 0.493324 |
11 | -0.002511 | -0.0193 | 0.492338 |
12 | -0.031632 | -0.243 | 0.404435 |
13 | -0.003144 | -0.0242 | 0.490407 |
14 | -0.003467 | -0.0266 | 0.489422 |
15 | -0.003944 | -0.0303 | 0.487966 |
16 | -0.00436 | -0.0335 | 0.486698 |
17 | -0.004683 | -0.036 | 0.485713 |
18 | -0.005006 | -0.0385 | 0.484729 |
19 | -0.005329 | -0.0409 | 0.483744 |
20 | -0.005652 | -0.0434 | 0.48276 |
21 | -0.008259 | -0.0634 | 0.474815 |
22 | -0.007878 | -0.0605 | 0.475977 |
23 | -0.008201 | -0.063 | 0.474994 |
24 | 0.041637 | 0.3198 | 0.375117 |
25 | -0.008859 | -0.068 | 0.472989 |
26 | -0.009182 | -0.0705 | 0.472006 |
27 | -0.008865 | -0.0681 | 0.47297 |
28 | -0.009041 | -0.0694 | 0.472436 |
29 | -0.009364 | -0.0719 | 0.471453 |
30 | -0.009687 | -0.0744 | 0.470471 |
31 | -0.010009 | -0.0769 | 0.469488 |
32 | -0.010332 | -0.0794 | 0.468506 |
33 | -0.009868 | -0.0758 | 0.469917 |
34 | -0.010191 | -0.0783 | 0.468935 |
35 | -0.010514 | -0.0808 | 0.467953 |
36 | -0.100212 | -0.7697 | 0.222262 |
37 | -0.011173 | -0.0858 | 0.465951 |
38 | -0.011495 | -0.0883 | 0.46497 |
39 | -0.013313 | -0.1023 | 0.459449 |
40 | -0.013721 | -0.1054 | 0.45821 |
41 | -0.014044 | -0.1079 | 0.45723 |
42 | -0.014367 | -0.1104 | 0.456251 |
43 | -0.01469 | -0.1128 | 0.455272 |
44 | -0.015013 | -0.1153 | 0.454293 |
45 | -0.015583 | -0.1197 | 0.452565 |
46 | -0.015906 | -0.1222 | 0.451587 |
47 | -0.016229 | -0.1247 | 0.45061 |
48 | 0.103914 | 0.7982 | 0.213983 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.019373 | -0.1488 | 0.441107 |
2 | -0.020079 | -0.1542 | 0.438978 |
3 | -0.002919 | -0.0224 | 0.491093 |
4 | -0.002919 | -0.0224 | 0.491094 |
5 | -0.002953 | -0.0227 | 0.490991 |
6 | -0.003295 | -0.0253 | 0.489946 |
7 | -0.003646 | -0.028 | 0.488876 |
8 | -0.004005 | -0.0308 | 0.487782 |
9 | -0.001478 | -0.0114 | 0.495489 |
10 | -0.002441 | -0.0188 | 0.492552 |
11 | -0.002716 | -0.0209 | 0.491712 |
12 | -0.031916 | -0.2451 | 0.403596 |
13 | -0.004589 | -0.0352 | 0.486 |
14 | -0.004981 | -0.0383 | 0.484806 |
15 | -0.004516 | -0.0347 | 0.486223 |
16 | -0.004971 | -0.0382 | 0.484835 |
17 | -0.005338 | -0.041 | 0.483715 |
18 | -0.005737 | -0.0441 | 0.4825 |
19 | -0.006129 | -0.0471 | 0.481307 |
20 | -0.006525 | -0.0501 | 0.4801 |
21 | -0.009049 | -0.0695 | 0.472411 |
22 | -0.008886 | -0.0683 | 0.472906 |
23 | -0.009355 | -0.0719 | 0.471481 |
24 | 0.039708 | 0.305 | 0.38072 |
25 | -0.008188 | -0.0629 | 0.475033 |
26 | -0.008553 | -0.0657 | 0.473922 |
27 | -0.010018 | -0.077 | 0.469462 |
28 | -0.010282 | -0.079 | 0.468659 |
29 | -0.010698 | -0.0822 | 0.467395 |
30 | -0.011084 | -0.0851 | 0.466221 |
31 | -0.011494 | -0.0883 | 0.464974 |
32 | -0.011907 | -0.0915 | 0.46372 |
33 | -0.011938 | -0.0917 | 0.463624 |
34 | -0.012195 | -0.0937 | 0.462843 |
35 | -0.012607 | -0.0968 | 0.461592 |
36 | -0.100124 | -0.7691 | 0.222461 |
37 | -0.01746 | -0.1341 | 0.446886 |
38 | -0.01808 | -0.1389 | 0.44501 |
39 | -0.017125 | -0.1315 | 0.447897 |
40 | -0.017812 | -0.1368 | 0.445822 |
41 | -0.018415 | -0.1414 | 0.443999 |
42 | -0.019073 | -0.1465 | 0.442011 |
43 | -0.019735 | -0.1516 | 0.440016 |
44 | -0.020425 | -0.1569 | 0.437936 |
45 | -0.020648 | -0.1586 | 0.437263 |
46 | -0.021666 | -0.1664 | 0.434199 |
47 | -0.022424 | -0.1722 | 0.43192 |
48 | 0.092665 | 0.7118 | 0.239705 |