Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.029818 | -0.2513 | 0.401173 |
2 | -0.030368 | -0.2559 | 0.399391 |
3 | -0.030917 | -0.2605 | 0.397611 |
4 | -0.031467 | -0.2651 | 0.395833 |
5 | -0.032016 | -0.2698 | 0.394058 |
6 | -0.032566 | -0.2744 | 0.392284 |
7 | -0.033116 | -0.279 | 0.390513 |
8 | -0.033665 | -0.2837 | 0.388745 |
9 | -0.034215 | -0.2883 | 0.386978 |
10 | -0.034765 | -0.2929 | 0.385214 |
11 | -0.035314 | -0.2976 | 0.383453 |
12 | 0.310477 | 2.6161 | 0.005429 |
13 | -0.036414 | -0.3068 | 0.379937 |
14 | -0.036963 | -0.3115 | 0.378183 |
15 | -0.037513 | -0.3161 | 0.376431 |
16 | -0.038063 | -0.3207 | 0.374682 |
17 | -0.038612 | -0.3254 | 0.372936 |
18 | -0.039162 | -0.33 | 0.371192 |
19 | -0.039711 | -0.3346 | 0.369451 |
20 | -0.040261 | -0.3392 | 0.367713 |
21 | -0.040811 | -0.3439 | 0.365977 |
22 | -0.04136 | -0.3485 | 0.364245 |
23 | -0.04191 | -0.3531 | 0.362515 |
24 | 0.130711 | 1.1014 | 0.137223 |
25 | -0.033253 | -0.2802 | 0.390071 |
26 | -0.033803 | -0.2848 | 0.388303 |
27 | -0.034352 | -0.2895 | 0.386537 |
28 | -0.034902 | -0.2941 | 0.384773 |
29 | -0.035452 | -0.2987 | 0.383013 |
30 | -0.036001 | -0.3034 | 0.381254 |
31 | -0.036551 | -0.308 | 0.379498 |
32 | -0.037101 | -0.3126 | 0.377745 |
33 | -0.03765 | -0.3172 | 0.375994 |
34 | -0.0382 | -0.3219 | 0.374245 |
35 | -0.019237 | -0.1621 | 0.435845 |
36 | 0.326554 | 2.7516 | 0.003761 |
37 | -0.000824 | -0.0069 | 0.497238 |
38 | -0.001374 | -0.0116 | 0.495397 |
39 | -0.001924 | -0.0162 | 0.493556 |
40 | -0.002473 | -0.0208 | 0.491715 |
41 | -0.003023 | -0.0255 | 0.489875 |
42 | -0.003573 | -0.0301 | 0.488034 |
43 | -0.004122 | -0.0347 | 0.486194 |
44 | -0.004672 | -0.0394 | 0.484354 |
45 | -0.005222 | -0.044 | 0.482515 |
46 | -0.005771 | -0.0486 | 0.480676 |
47 | 0.003435 | 0.0289 | 0.488494 |
48 | 0.002886 | 0.0243 | 0.490335 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.029818 | -0.2513 | 0.401173 |
2 | -0.031284 | -0.2636 | 0.396423 |
3 | -0.032845 | -0.2768 | 0.391385 |
4 | -0.034511 | -0.2908 | 0.386028 |
5 | -0.036295 | -0.3058 | 0.380316 |
6 | -0.038211 | -0.322 | 0.374209 |
7 | -0.040279 | -0.3394 | 0.367658 |
8 | -0.042517 | -0.3583 | 0.360607 |
9 | -0.044952 | -0.3788 | 0.352993 |
10 | -0.047614 | -0.4012 | 0.344738 |
11 | -0.050539 | -0.4258 | 0.335753 |
12 | 0.298579 | 2.5159 | 0.007069 |
13 | -0.032571 | -0.2745 | 0.392268 |
14 | -0.033724 | -0.2842 | 0.388557 |
15 | -0.034961 | -0.2946 | 0.384586 |
16 | -0.036291 | -0.3058 | 0.380329 |
17 | -0.037725 | -0.3179 | 0.375757 |
18 | -0.039274 | -0.3309 | 0.370836 |
19 | -0.040953 | -0.3451 | 0.365529 |
20 | -0.042777 | -0.3604 | 0.359791 |
21 | -0.044767 | -0.3772 | 0.353569 |
22 | -0.046946 | -0.3956 | 0.346804 |
23 | -0.04934 | -0.4157 | 0.339425 |
24 | 0.012406 | 0.1045 | 0.458519 |
25 | -0.038995 | -0.3286 | 0.37172 |
26 | -0.040895 | -0.3446 | 0.365712 |
27 | -0.042945 | -0.3619 | 0.359265 |
28 | -0.045168 | -0.3806 | 0.35232 |
29 | -0.04759 | -0.401 | 0.344811 |
30 | -0.050243 | -0.4234 | 0.336658 |
31 | -0.053165 | -0.448 | 0.327767 |
32 | -0.056404 | -0.4753 | 0.318028 |
33 | -0.060019 | -0.5057 | 0.307308 |
34 | -0.064083 | -0.54 | 0.295451 |
35 | -0.045928 | -0.387 | 0.349959 |
36 | 0.267776 | 2.2563 | 0.013566 |
37 | 6e-04 | 0.0051 | 0.497992 |
38 | 0.000341 | 0.0029 | 0.498856 |
39 | 0.001981 | 0.0167 | 0.493363 |
40 | 0.003763 | 0.0317 | 0.487398 |
41 | 0.005681 | 0.0479 | 0.480979 |
42 | 0.007742 | 0.0652 | 0.474085 |
43 | 0.009954 | 0.0839 | 0.466696 |
44 | 0.012326 | 0.1039 | 0.458787 |
45 | 0.014866 | 0.1253 | 0.450334 |
46 | 0.017612 | 0.1484 | 0.441222 |
47 | 0.018069 | 0.1523 | 0.439709 |
48 | -0.232747 | -1.9612 | 0.026892 |