Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.000735 | -0.0056 | 0.497758 |
2 | 0.205546 | 1.5788 | 0.059861 |
3 | -0.05373 | -0.4127 | 0.340658 |
4 | -0.347306 | -2.6677 | 0.004922 |
5 | -0.028098 | -0.2158 | 0.414934 |
6 | -0.233506 | -1.7936 | 0.039001 |
7 | -0.007799 | -0.0599 | 0.476218 |
8 | -7e-04 | -0.0054 | 0.497864 |
9 | 0.078107 | 0.6 | 0.275417 |
10 | -0.000678 | -0.0052 | 0.497931 |
11 | 0.157171 | 1.2073 | 0.116076 |
12 | 0.001103 | 0.0085 | 0.496633 |
13 | -0.03632 | -0.279 | 0.390619 |
14 | 0.001079 | 0.0083 | 0.496708 |
15 | -0.358695 | -2.7552 | 0.003895 |
16 | -0.000826 | -0.0063 | 0.49748 |
17 | -0.27674 | -2.1257 | 0.018863 |
18 | 0.013201 | 0.1014 | 0.459788 |
19 | 0.11616 | 0.8922 | 0.187944 |
20 | 0.061145 | 0.4697 | 0.320162 |
21 | 0.263587 | 2.0246 | 0.023719 |
22 | 0.019331 | 0.1485 | 0.441233 |
23 | -0.001467 | -0.0113 | 0.495523 |
24 | -0.047095 | -0.3617 | 0.359417 |
25 | -0.001899 | -0.0146 | 0.494205 |
26 | -0.001911 | -0.0147 | 0.494168 |
27 | -0.002696 | -0.0207 | 0.491774 |
28 | -0.011277 | -0.0866 | 0.465635 |
29 | -0.000355 | -0.0027 | 0.498916 |
30 | -0.000367 | -0.0028 | 0.498879 |
31 | 0.000445 | 0.0034 | 0.498643 |
32 | 0.000432 | 0.0033 | 0.49868 |
33 | 0.001189 | 0.0091 | 0.496372 |
34 | 0.001177 | 0.009 | 0.496409 |
35 | 0.001164 | 0.0089 | 0.496447 |
36 | 0.000745 | 0.0057 | 0.497728 |
37 | -0.004732 | -0.0363 | 0.485564 |
38 | 0.00072 | 0.0055 | 0.497802 |
39 | -0.01778 | -0.1366 | 0.445917 |
40 | 0.000696 | 0.0053 | 0.497877 |
41 | 0.000683 | 0.0053 | 0.497914 |
42 | 0.000116 | 9e-04 | 0.499647 |
43 | 0.017863 | 0.1372 | 0.445667 |
44 | -0.001789 | -0.0137 | 0.494541 |
45 | -0.001801 | -0.0138 | 0.494504 |
46 | -0.001358 | -0.0104 | 0.495856 |
47 | -0.001826 | -0.014 | 0.494429 |
48 | -3.2e-05 | -2e-04 | 0.499902 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.000735 | -0.0056 | 0.497758 |
2 | 0.205545 | 1.5788 | 0.059862 |
3 | -0.055817 | -0.4287 | 0.334837 |
4 | -0.407434 | -3.1296 | 0.00136 |
5 | -0.008052 | -0.0618 | 0.475447 |
6 | -0.065929 | -0.5064 | 0.307229 |
7 | -0.052117 | -0.4003 | 0.345183 |
8 | -0.080658 | -0.6195 | 0.26897 |
9 | 0.075679 | 0.5813 | 0.281626 |
10 | -0.126936 | -0.975 | 0.166767 |
11 | 0.121854 | 0.936 | 0.176551 |
12 | -0.003053 | -0.0234 | 0.490686 |
13 | -0.088758 | -0.6818 | 0.249028 |
14 | -0.046724 | -0.3589 | 0.360478 |
15 | -0.281733 | -2.164 | 0.017261 |
16 | -0.044781 | -0.344 | 0.366048 |
17 | -0.199652 | -1.5336 | 0.065242 |
18 | -0.058833 | -0.4519 | 0.326498 |
19 | -0.042564 | -0.3269 | 0.372435 |
20 | -0.00262 | -0.0201 | 0.492005 |
21 | 0.00221 | 0.017 | 0.493257 |
22 | -0.042169 | -0.3239 | 0.373576 |
23 | -0.154042 | -1.1832 | 0.120734 |
24 | -0.026825 | -0.206 | 0.418731 |
25 | 0.090455 | 0.6948 | 0.244956 |
26 | 0.086096 | 0.6613 | 0.255492 |
27 | -0.096125 | -0.7384 | 0.231614 |
28 | -0.053468 | -0.4107 | 0.341391 |
29 | 0.032899 | 0.2527 | 0.400688 |
30 | -0.132434 | -1.0172 | 0.156595 |
31 | -0.021768 | -0.1672 | 0.43389 |
32 | -0.183228 | -1.4074 | 0.082278 |
33 | -0.051416 | -0.3949 | 0.347158 |
34 | -0.056933 | -0.4373 | 0.331741 |
35 | 0.019311 | 0.1483 | 0.441295 |
36 | 0.011857 | 0.0911 | 0.46387 |
37 | -0.030791 | -0.2365 | 0.406929 |
38 | -0.024513 | -0.1883 | 0.425649 |
39 | -0.026035 | -0.2 | 0.421093 |
40 | -0.017786 | -0.1366 | 0.445901 |
41 | 0.012511 | 0.0961 | 0.461885 |
42 | -0.012599 | -0.0968 | 0.461617 |
43 | 0.019883 | 0.1527 | 0.439569 |
44 | 0.01906 | 0.1464 | 0.442051 |
45 | -0.095392 | -0.7327 | 0.233316 |
46 | -0.056546 | -0.4343 | 0.332813 |
47 | -0.13455 | -1.0335 | 0.152795 |
48 | 0.016433 | 0.1262 | 0.449993 |