Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.000209 | -0.0017 | 0.49933 |
2 | -0.000212 | -0.0017 | 0.49932 |
3 | -0.134261 | -1.0824 | 0.141527 |
4 | -3.6e-05 | -3e-04 | 0.499886 |
5 | -3.9e-05 | -3e-04 | 0.499876 |
6 | 0.098454 | 0.7938 | 0.215112 |
7 | 0.000722 | 0.0058 | 0.497687 |
8 | 0.000719 | 0.0058 | 0.497697 |
9 | 0.015422 | 0.1243 | 0.450718 |
10 | 0.001199 | 0.0097 | 0.496159 |
11 | 0.001196 | 0.0096 | 0.496169 |
12 | -0.439915 | -3.5467 | 0.000365 |
13 | 0.001229 | 0.0099 | 0.496061 |
14 | 0.001226 | 0.0099 | 0.496071 |
15 | 0.112226 | 0.9048 | 0.184457 |
16 | 0.001226 | 0.0099 | 0.496073 |
17 | 0.001222 | 0.0099 | 0.496083 |
18 | -0.243504 | -1.9632 | 0.026952 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.000209 | -0.0017 | 0.49933 |
2 | -0.000212 | -0.0017 | 0.499319 |
3 | -0.134261 | -1.0824 | 0.141527 |
4 | -9.7e-05 | -8e-04 | 0.499688 |
5 | -0.000101 | -8e-04 | 0.499675 |
6 | 0.081904 | 0.6603 | 0.255687 |
7 | 0.000767 | 0.0062 | 0.497542 |
8 | 0.000764 | 0.0062 | 0.497552 |
9 | 0.039528 | 0.3187 | 0.375495 |
10 | 0.001448 | 0.0117 | 0.495361 |
11 | 0.001445 | 0.0117 | 0.495369 |
12 | -0.453042 | -3.6525 | 0.00026 |
13 | 0.00176 | 0.0142 | 0.49436 |
14 | 0.001751 | 0.0141 | 0.49439 |
15 | 0.00443 | 0.0357 | 0.485811 |
16 | 0.001704 | 0.0137 | 0.494542 |
17 | 0.001693 | 0.0136 | 0.494576 |
18 | -0.168764 | -1.3606 | 0.089166 |