Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.00591 | -0.0836 | 0.466739 |
2 | -0.000525 | -0.0074 | 0.497042 |
3 | -0.016478 | -0.233 | 0.407986 |
4 | -0.000908 | -0.0128 | 0.494886 |
5 | -0.031784 | -0.4495 | 0.326781 |
6 | -0.000706 | -0.01 | 0.496022 |
7 | -0.001385 | -0.0196 | 0.492197 |
8 | 0.030059 | 0.4251 | 0.335612 |
9 | -0.000515 | -0.0073 | 0.497099 |
10 | 0.000185 | 0.0026 | 0.498956 |
11 | -0.001104 | -0.0156 | 0.49378 |
12 | -0.001615 | -0.0228 | 0.490899 |
13 | -0.009526 | -0.1347 | 0.446487 |
14 | -0.000861 | -0.0122 | 0.495149 |
15 | -0.006135 | -0.0868 | 0.465471 |
16 | 0.00112 | 0.0158 | 0.49369 |
17 | -0.001048 | -0.0148 | 0.494097 |
18 | 0.004328 | 0.0612 | 0.47563 |
19 | -0.001472 | -0.0208 | 0.491707 |
20 | -0.000831 | -0.0118 | 0.495318 |
21 | -0.007514 | -0.1063 | 0.457738 |
22 | -0.001228 | -0.0174 | 0.493083 |
23 | 0.004769 | 0.0674 | 0.473146 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.00591 | -0.0836 | 0.466739 |
2 | -0.00056 | -0.0079 | 0.496845 |
3 | -0.016485 | -0.2331 | 0.407947 |
4 | -0.001103 | -0.0156 | 0.493784 |
5 | -0.031825 | -0.4501 | 0.326571 |
6 | -0.00136 | -0.0192 | 0.492339 |
7 | -0.00149 | -0.0211 | 0.491605 |
8 | 0.029027 | 0.4105 | 0.340938 |
9 | -0.000269 | -0.0038 | 0.498486 |
10 | -0.000812 | -0.0115 | 0.495425 |
11 | -0.000229 | -0.0032 | 0.49871 |
12 | -0.001661 | -0.0235 | 0.490641 |
13 | -0.007712 | -0.1091 | 0.456631 |
14 | -0.000957 | -0.0135 | 0.494607 |
15 | -0.006173 | -0.0873 | 0.465258 |
16 | -0.000144 | -0.002 | 0.499186 |
17 | -0.001189 | -0.0168 | 0.493298 |
18 | 0.003605 | 0.051 | 0.479696 |
19 | -0.00147 | -0.0208 | 0.491717 |
20 | -0.001186 | -0.0168 | 0.493315 |
21 | -0.006906 | -0.0977 | 0.46115 |
22 | -0.001395 | -0.0197 | 0.492141 |
23 | 0.005309 | 0.0751 | 0.470114 |