Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.011563 | -0.0974 | 0.461329 |
2 | -0.008128 | -0.0685 | 0.472795 |
3 | 0.016616 | 0.14 | 0.444523 |
4 | -0.012295 | -0.1036 | 0.458889 |
5 | -0.011883 | -0.1001 | 0.460262 |
6 | -0.024228 | -0.2041 | 0.419412 |
7 | -0.034541 | -0.291 | 0.385931 |
8 | -0.035827 | -0.3019 | 0.381813 |
9 | 0.012171 | 0.1026 | 0.459302 |
10 | -0.035946 | -0.3029 | 0.381431 |
11 | -0.01912 | -0.1611 | 0.436234 |
12 | -0.041797 | -0.3522 | 0.36287 |
13 | -0.009479 | -0.0799 | 0.468281 |
14 | -0.013259 | -0.1117 | 0.455678 |
15 | 0.008969 | 0.0756 | 0.469984 |
16 | -0.037092 | -0.3125 | 0.377773 |
17 | 0.001565 | 0.0132 | 0.494758 |
18 | -0.005057 | -0.0426 | 0.483066 |
19 | -0.020604 | -0.1736 | 0.431332 |
20 | -0.008546 | -0.072 | 0.471397 |
21 | 0.006552 | 0.0552 | 0.478064 |
22 | -0.008589 | -0.0724 | 0.471256 |
23 | -0.012253 | -0.1032 | 0.45903 |
24 | -0.013536 | -0.1141 | 0.454757 |
25 | -0.000734 | -0.0062 | 0.497541 |
26 | -0.005528 | -0.0466 | 0.481489 |
27 | 0.00511 | 0.0431 | 0.482888 |
28 | -0.005757 | -0.0485 | 0.480724 |
29 | -0.013607 | -0.1147 | 0.454522 |
30 | -0.006231 | -0.0525 | 0.479137 |
31 | -0.012801 | -0.1079 | 0.457203 |
32 | -0.0034 | -0.0286 | 0.488613 |
33 | 0.003629 | 0.0306 | 0.487845 |
34 | -0.008657 | -0.0729 | 0.471027 |
35 | -0.005024 | -0.0423 | 0.483176 |
36 | -0.003214 | -0.0271 | 0.489236 |
37 | -0.004087 | -0.0344 | 0.486311 |
38 | 4.7e-05 | 4e-04 | 0.499842 |
39 | 0.003228 | 0.0272 | 0.489189 |
40 | 0.001514 | 0.0128 | 0.494927 |
41 | -0.003199 | -0.027 | 0.489284 |
42 | -0.010728 | -0.0904 | 0.464113 |
43 | -0.005961 | -0.0502 | 0.480042 |
44 | -0.009209 | -0.0776 | 0.469185 |
45 | 0.002247 | 0.0189 | 0.492473 |
46 | -0.008633 | -0.0727 | 0.471106 |
47 | -0.008072 | -0.068 | 0.472981 |
48 | -0.006326 | -0.0533 | 0.478819 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.011563 | -0.0974 | 0.461329 |
2 | -0.008263 | -0.0696 | 0.472344 |
3 | 0.016429 | 0.1384 | 0.445144 |
4 | -0.011985 | -0.101 | 0.459923 |
5 | -0.0119 | -0.1003 | 0.460205 |
6 | -0.024986 | -0.2105 | 0.416926 |
7 | -0.034952 | -0.2945 | 0.384614 |
8 | -0.036926 | -0.3111 | 0.378303 |
9 | 0.011186 | 0.0943 | 0.462587 |
10 | -0.03604 | -0.3037 | 0.381131 |
11 | -0.02024 | -0.1705 | 0.432533 |
12 | -0.046015 | -0.3877 | 0.34969 |
13 | -0.012452 | -0.1049 | 0.458367 |
14 | -0.017816 | -0.1501 | 0.440548 |
15 | 0.006184 | 0.0521 | 0.479295 |
16 | -0.041428 | -0.3491 | 0.364032 |
17 | -0.003259 | -0.0275 | 0.489085 |
18 | -0.013759 | -0.1159 | 0.454017 |
19 | -0.024603 | -0.2073 | 0.418181 |
20 | -0.016497 | -0.139 | 0.444919 |
21 | 0.002676 | 0.0226 | 0.491036 |
22 | -0.015001 | -0.1264 | 0.449887 |
23 | -0.017995 | -0.1516 | 0.439954 |
24 | -0.023212 | -0.1956 | 0.422747 |
25 | -0.00409 | -0.0345 | 0.486304 |
26 | -0.013487 | -0.1136 | 0.454922 |
27 | 0.000663 | 0.0056 | 0.497781 |
28 | -0.012514 | -0.1054 | 0.458159 |
29 | -0.018545 | -0.1563 | 0.438136 |
30 | -0.01515 | -0.1277 | 0.449391 |
31 | -0.018312 | -0.1543 | 0.438905 |
32 | -0.010485 | -0.0883 | 0.464925 |
33 | -0.000401 | -0.0034 | 0.498658 |
34 | -0.014652 | -0.1235 | 0.451047 |
35 | -0.011857 | -0.0999 | 0.460348 |
36 | -0.012115 | -0.1021 | 0.45949 |
37 | -0.008982 | -0.0757 | 0.469942 |
38 | -0.006659 | -0.0561 | 0.477706 |
39 | -0.002448 | -0.0206 | 0.4918 |
40 | -0.004433 | -0.0374 | 0.485154 |
41 | -0.009309 | -0.0784 | 0.468849 |
42 | -0.018993 | -0.16 | 0.436653 |
43 | -0.011868 | -0.1 | 0.460314 |
44 | -0.014994 | -0.1263 | 0.449908 |
45 | -0.002836 | -0.0239 | 0.490502 |
46 | -0.014214 | -0.1198 | 0.452501 |
47 | -0.014271 | -0.1203 | 0.452312 |
48 | -0.014287 | -0.1204 | 0.452258 |