Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.019086 | -0.2082 | 0.417713 |
2 | -0.019245 | -0.2099 | 0.417037 |
3 | -0.006998 | -0.0763 | 0.469639 |
4 | -0.007119 | -0.0777 | 0.469113 |
5 | -0.007278 | -0.0794 | 0.468425 |
6 | -0.007437 | -0.0811 | 0.467736 |
7 | -0.007596 | -0.0829 | 0.467048 |
8 | -0.007756 | -0.0846 | 0.46636 |
9 | -0.007067 | -0.0771 | 0.469338 |
10 | -0.007197 | -0.0785 | 0.468775 |
11 | -0.007356 | -0.0802 | 0.468087 |
12 | 0.050362 | 0.5494 | 0.291885 |
13 | -0.007675 | -0.0837 | 0.46671 |
14 | -0.007834 | -0.0855 | 0.466022 |
15 | -0.007455 | -0.0813 | 0.46766 |
16 | -0.007604 | -0.083 | 0.467015 |
17 | -0.007763 | -0.0847 | 0.466327 |
18 | -0.007922 | -0.0864 | 0.465639 |
19 | -0.008081 | -0.0882 | 0.46495 |
20 | -0.00824 | -0.0899 | 0.464263 |
21 | -0.008317 | -0.0907 | 0.46393 |
22 | -0.007817 | -0.0853 | 0.466094 |
23 | -0.007976 | -0.087 | 0.465406 |
24 | 0.078022 | 0.8511 | 0.198207 |
25 | -0.008303 | -0.0906 | 0.463993 |
26 | -0.008462 | -0.0923 | 0.463305 |
27 | -0.007974 | -0.087 | 0.465413 |
28 | -0.008068 | -0.088 | 0.465009 |
29 | -0.008227 | -0.0897 | 0.464321 |
30 | -0.008386 | -0.0915 | 0.463633 |
31 | -0.008545 | -0.0932 | 0.462945 |
32 | -0.008704 | -0.0949 | 0.462257 |
33 | -0.008227 | -0.0897 | 0.46432 |
34 | -0.008386 | -0.0915 | 0.463632 |
35 | -0.008545 | -0.0932 | 0.462945 |
36 | 0.02524 | 0.2753 | 0.391769 |
37 | -0.008863 | -0.0967 | 0.461569 |
38 | -0.009022 | -0.0984 | 0.460882 |
39 | -0.008981 | -0.098 | 0.46106 |
40 | -0.009151 | -0.0998 | 0.460327 |
41 | -0.00931 | -0.1016 | 0.459639 |
42 | -0.009469 | -0.1033 | 0.458952 |
43 | -0.009628 | -0.105 | 0.458265 |
44 | -0.009787 | -0.1068 | 0.457578 |
45 | -0.008194 | -0.0894 | 0.464465 |
46 | -0.008353 | -0.0911 | 0.463777 |
47 | -0.008512 | -0.0929 | 0.463089 |
48 | 0.100792 | 1.0995 | 0.136882 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.019086 | -0.2082 | 0.417713 |
2 | -0.019617 | -0.214 | 0.41546 |
3 | -0.007753 | -0.0846 | 0.466372 |
4 | -0.007791 | -0.085 | 0.466205 |
5 | -0.007866 | -0.0858 | 0.465884 |
6 | -0.00809 | -0.0883 | 0.464911 |
7 | -0.008321 | -0.0908 | 0.463912 |
8 | -0.008558 | -0.0934 | 0.462888 |
9 | -0.00795 | -0.0867 | 0.465516 |
10 | -0.008132 | -0.0887 | 0.464731 |
11 | -0.008344 | -0.091 | 0.463813 |
12 | 0.049375 | 0.5386 | 0.29558 |
13 | -0.006523 | -0.0712 | 0.471698 |
14 | -0.006705 | -0.0731 | 0.470907 |
15 | -0.007765 | -0.0847 | 0.466319 |
16 | -0.007983 | -0.0871 | 0.465377 |
17 | -0.008207 | -0.0895 | 0.464408 |
18 | -0.008422 | -0.0919 | 0.463476 |
19 | -0.008642 | -0.0943 | 0.462527 |
20 | -0.008865 | -0.0967 | 0.461561 |
21 | -0.009106 | -0.0993 | 0.460519 |
22 | -0.008719 | -0.0951 | 0.462193 |
23 | -0.008929 | -0.0974 | 0.461285 |
24 | 0.074103 | 0.8084 | 0.210246 |
25 | -0.00612 | -0.0668 | 0.473444 |
26 | -0.006267 | -0.0684 | 0.472804 |
27 | -0.007835 | -0.0855 | 0.466014 |
28 | -0.007988 | -0.0871 | 0.465354 |
29 | -0.008193 | -0.0894 | 0.464469 |
30 | -0.008378 | -0.0914 | 0.463668 |
31 | -0.008569 | -0.0935 | 0.46284 |
32 | -0.008765 | -0.0956 | 0.461994 |
33 | -0.008467 | -0.0924 | 0.46328 |
34 | -0.008834 | -0.0964 | 0.461694 |
35 | -0.009026 | -0.0985 | 0.460865 |
36 | 0.015762 | 0.1719 | 0.431889 |
37 | -0.00846 | -0.0923 | 0.463311 |
38 | -0.008644 | -0.0943 | 0.462519 |
39 | -0.009295 | -0.1014 | 0.459704 |
40 | -0.00953 | -0.104 | 0.458688 |
41 | -0.009741 | -0.1063 | 0.457778 |
42 | -0.009948 | -0.1085 | 0.456884 |
43 | -0.010159 | -0.1108 | 0.455974 |
44 | -0.010376 | -0.1132 | 0.455037 |
45 | -0.008937 | -0.0975 | 0.461251 |
46 | -0.009316 | -0.1016 | 0.459614 |
47 | -0.009484 | -0.1035 | 0.458886 |
48 | 0.090925 | 0.9919 | 0.161637 |