Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.059443 | -0.5009 | 0.309003 |
2 | -0.060269 | -0.5078 | 0.306572 |
3 | -0.064193 | -0.5409 | 0.295134 |
4 | -0.064205 | -0.541 | 0.2951 |
5 | -0.065031 | -0.548 | 0.29272 |
6 | -0.065856 | -0.5549 | 0.290348 |
7 | -0.066682 | -0.5619 | 0.287986 |
8 | -0.067508 | -0.5688 | 0.285634 |
9 | -0.062714 | -0.5284 | 0.299422 |
10 | -0.061954 | -0.522 | 0.301636 |
11 | -0.06278 | -0.529 | 0.299231 |
12 | 0.508397 | 4.2838 | 2.8e-05 |
13 | -0.064524 | -0.5437 | 0.294179 |
14 | -0.06535 | -0.5506 | 0.291803 |
15 | -0.045089 | -0.3799 | 0.352566 |
16 | -0.045915 | -0.3869 | 0.349999 |
17 | -0.04674 | -0.3938 | 0.347439 |
18 | -0.047566 | -0.4008 | 0.344886 |
19 | -0.048392 | -0.4078 | 0.34234 |
20 | -0.049217 | -0.4147 | 0.339801 |
21 | -0.036983 | -0.3116 | 0.378121 |
22 | -0.036832 | -0.3104 | 0.378601 |
23 | -0.037658 | -0.3173 | 0.37597 |
24 | 0.400383 | 3.3737 | 0.000602 |
25 | -0.039309 | -0.3312 | 0.370726 |
26 | -0.040134 | -0.3382 | 0.368113 |
27 | -0.030934 | -0.2607 | 0.397557 |
28 | -0.031759 | -0.2676 | 0.394888 |
29 | -0.032585 | -0.2746 | 0.392223 |
30 | -0.033411 | -0.2815 | 0.389564 |
31 | -0.034236 | -0.2885 | 0.38691 |
32 | -0.035062 | -0.2954 | 0.384261 |
33 | -0.028377 | -0.2391 | 0.405854 |
34 | -0.02807 | -0.2365 | 0.406853 |
35 | -0.028896 | -0.2435 | 0.404167 |
36 | 0.392347 | 3.306 | 0.000743 |
37 | -0.030547 | -0.2574 | 0.398809 |
38 | -0.031373 | -0.2644 | 0.396137 |
39 | -0.023556 | -0.1985 | 0.421617 |
40 | -0.024381 | -0.2054 | 0.418908 |
41 | -0.025207 | -0.2124 | 0.416203 |
42 | -0.026033 | -0.2194 | 0.413502 |
43 | -0.026858 | -0.2263 | 0.410805 |
44 | -0.027684 | -0.2333 | 0.408112 |
45 | -0.020865 | -0.1758 | 0.43047 |
46 | -0.019309 | -0.1627 | 0.435609 |
47 | -0.020135 | -0.1697 | 0.432881 |
48 | 0.124202 | 1.0465 | 0.14943 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.059443 | -0.5009 | 0.309003 |
2 | -0.064029 | -0.5395 | 0.29561 |
3 | -0.072363 | -0.6097 | 0.27199 |
4 | -0.077999 | -0.6572 | 0.25658 |
5 | -0.085424 | -0.7198 | 0.237008 |
6 | -0.094242 | -0.7941 | 0.214893 |
7 | -0.104886 | -0.8838 | 0.189897 |
8 | -0.118021 | -0.9945 | 0.161687 |
9 | -0.128698 | -1.0844 | 0.140922 |
10 | -0.146924 | -1.238 | 0.109896 |
11 | -0.173183 | -1.4593 | 0.074451 |
12 | 0.440566 | 3.7123 | 0.000203 |
13 | -0.074776 | -0.6301 | 0.265335 |
14 | -0.080294 | -0.6766 | 0.250438 |
15 | -0.052524 | -0.4426 | 0.329709 |
16 | -0.058343 | -0.4916 | 0.312257 |
17 | -0.061268 | -0.5163 | 0.303642 |
18 | -0.063781 | -0.5374 | 0.296326 |
19 | -0.06688 | -0.5635 | 0.287421 |
20 | -0.070264 | -0.5921 | 0.277846 |
21 | -0.064121 | -0.5403 | 0.295343 |
22 | -0.066016 | -0.5563 | 0.289891 |
23 | -0.068168 | -0.5744 | 0.283757 |
24 | 0.122068 | 1.0286 | 0.153589 |
25 | -0.034124 | -0.2875 | 0.38727 |
26 | -0.031593 | -0.2662 | 0.395425 |
27 | -0.04147 | -0.3494 | 0.363898 |
28 | -0.042254 | -0.356 | 0.361434 |
29 | -0.040955 | -0.3451 | 0.365522 |
30 | -0.040627 | -0.3423 | 0.366557 |
31 | -0.040087 | -0.3378 | 0.368263 |
32 | -0.039269 | -0.3309 | 0.370852 |
33 | -0.045999 | -0.3876 | 0.349737 |
34 | -0.046509 | -0.3919 | 0.348155 |
35 | -0.046796 | -0.3943 | 0.347267 |
36 | 0.146683 | 1.236 | 0.110271 |
37 | -0.008206 | -0.0691 | 0.472534 |
38 | -0.004736 | -0.0399 | 0.484141 |
39 | -0.000293 | -0.0025 | 0.49902 |
40 | 0.001104 | 0.0093 | 0.496302 |
41 | 0.004989 | 0.042 | 0.483294 |
42 | 0.009319 | 0.0785 | 0.468816 |
43 | 0.013805 | 0.1163 | 0.453861 |
44 | 0.018557 | 0.1564 | 0.438094 |
45 | 0.022854 | 0.1926 | 0.423923 |
46 | 0.028775 | 0.2425 | 0.40456 |
47 | 0.034417 | 0.29 | 0.38633 |
48 | -0.23013 | -1.9391 | 0.028231 |