Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.026108 | -0.3692 | 0.356175 |
2 | 0.001019 | 0.0144 | 0.49426 |
3 | 0.043971 | 0.6218 | 0.267376 |
4 | -0.487984 | -6.9011 | 0 |
5 | -0.000381 | -0.0054 | 0.497855 |
6 | -0.000372 | -0.0053 | 0.497907 |
7 | -0.039317 | -0.556 | 0.289406 |
8 | 0.001605 | 0.0227 | 0.490957 |
9 | 0.015684 | 0.2218 | 0.412348 |
10 | 0.00126 | 0.0178 | 0.492903 |
11 | -0.010465 | -0.148 | 0.441249 |
12 | 0.002282 | 0.0323 | 0.487146 |
13 | -0.000459 | -0.0065 | 0.497414 |
14 | -0.00057 | -0.0081 | 0.49679 |
15 | 0.001205 | 0.017 | 0.493211 |
16 | 0.000263 | 0.0037 | 0.498521 |
17 | -0.000159 | -0.0022 | 0.499104 |
18 | -0.000518 | -0.0073 | 0.497081 |
19 | -0.001657 | -0.0234 | 0.490661 |
20 | 0.001091 | 0.0154 | 0.49385 |
21 | 0.000203 | 0.0029 | 0.498856 |
22 | 0.000194 | 0.0027 | 0.498906 |
23 | -0.00067 | -0.0095 | 0.496224 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.026108 | -0.3692 | 0.356175 |
2 | 0.000337 | 0.0048 | 0.498099 |
3 | 0.044037 | 0.6228 | 0.267072 |
4 | -0.486964 | -6.8867 | 0 |
5 | -0.020375 | -0.2881 | 0.386768 |
6 | -0.000528 | -0.0075 | 0.497023 |
7 | -0.003398 | -0.0481 | 0.480858 |
8 | -0.310007 | -4.3842 | 9e-06 |
9 | 0.002949 | 0.0417 | 0.48339 |
10 | 0.004327 | 0.0612 | 0.475636 |
11 | -0.037538 | -0.5309 | 0.298052 |
12 | -0.21758 | -3.077 | 0.001192 |
13 | 0.011628 | 0.1644 | 0.434774 |
14 | 0.005488 | 0.0776 | 0.469107 |
15 | -0.052117 | -0.737 | 0.23098 |
16 | -0.159019 | -2.2489 | 0.012806 |
17 | 0.015284 | 0.2161 | 0.414549 |
18 | 0.00207 | 0.0293 | 0.488337 |
19 | -0.061563 | -0.8706 | 0.192501 |
20 | -0.116636 | -1.6495 | 0.050309 |
21 | 0.017178 | 0.2429 | 0.404155 |
22 | -0.002334 | -0.033 | 0.486849 |
23 | -0.066099 | -0.9348 | 0.175514 |