Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.014722 | -0.124 | 0.450814 |
2 | -0.015047 | -0.1268 | 0.449732 |
3 | -0.015373 | -0.1295 | 0.44865 |
4 | -0.015699 | -0.1323 | 0.447569 |
5 | -0.016024 | -0.135 | 0.446488 |
6 | -0.01635 | -0.1378 | 0.445408 |
7 | -0.016675 | -0.1405 | 0.444328 |
8 | -0.017001 | -0.1433 | 0.443248 |
9 | -0.017327 | -0.146 | 0.442169 |
10 | -0.017652 | -0.1487 | 0.44109 |
11 | -0.018092 | -0.1524 | 0.439634 |
12 | 0.394674 | 3.3256 | 7e-04 |
13 | -0.002747 | -0.0232 | 0.490798 |
14 | -0.003073 | -0.0259 | 0.489707 |
15 | -0.003399 | -0.0286 | 0.488617 |
16 | -0.003724 | -0.0314 | 0.487527 |
17 | -0.00405 | -0.0341 | 0.486437 |
18 | -0.004375 | -0.0369 | 0.485347 |
19 | -0.004701 | -0.0396 | 0.484257 |
20 | -0.005027 | -0.0424 | 0.483167 |
21 | -0.005352 | -0.0451 | 0.482078 |
22 | -0.005678 | -0.0478 | 0.480988 |
23 | -0.006118 | -0.0515 | 0.479517 |
24 | -0.065661 | -0.5533 | 0.290909 |
25 | -0.007112 | -0.0599 | 0.476193 |
26 | -0.007437 | -0.0627 | 0.475104 |
27 | -0.007763 | -0.0654 | 0.474016 |
28 | -0.008088 | -0.0682 | 0.472927 |
29 | -0.008414 | -0.0709 | 0.471839 |
30 | -0.00874 | -0.0736 | 0.470752 |
31 | -0.009065 | -0.0764 | 0.469664 |
32 | -0.009391 | -0.0791 | 0.468577 |
33 | -0.009716 | -0.0819 | 0.46749 |
34 | -0.010042 | -0.0846 | 0.466403 |
35 | -0.011396 | -0.096 | 0.461886 |
36 | -0.044757 | -0.3771 | 0.3536 |
37 | -0.013075 | -0.1102 | 0.456291 |
38 | -0.013401 | -0.1129 | 0.455207 |
39 | -0.013727 | -0.1157 | 0.454124 |
40 | -0.014052 | -0.1184 | 0.45304 |
41 | -0.014378 | -0.1211 | 0.451958 |
42 | -0.014703 | -0.1239 | 0.450875 |
43 | -0.015029 | -0.1266 | 0.449793 |
44 | -0.015354 | -0.1294 | 0.448712 |
45 | -0.01568 | -0.1321 | 0.44763 |
46 | -0.016006 | -0.1349 | 0.44655 |
47 | -0.016674 | -0.1405 | 0.444332 |
48 | -0.025673 | -0.2163 | 0.414677 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.014722 | -0.124 | 0.450814 |
2 | -0.015267 | -0.1286 | 0.449001 |
3 | -0.01583 | -0.1334 | 0.447134 |
4 | -0.01641 | -0.1383 | 0.445208 |
5 | -0.017009 | -0.1433 | 0.443222 |
6 | -0.017628 | -0.1485 | 0.44117 |
7 | -0.018269 | -0.1539 | 0.439048 |
8 | -0.018933 | -0.1595 | 0.436851 |
9 | -0.019622 | -0.1653 | 0.434574 |
10 | -0.020337 | -0.1714 | 0.432212 |
11 | -0.021196 | -0.1786 | 0.42938 |
12 | 0.392569 | 3.3078 | 0.000739 |
13 | 0.005741 | 0.0484 | 0.480778 |
14 | 0.005928 | 0.0499 | 0.480152 |
15 | 0.006109 | 0.0515 | 0.479545 |
16 | 0.006305 | 0.0531 | 0.478888 |
17 | 0.006518 | 0.0549 | 0.478179 |
18 | 0.006746 | 0.0568 | 0.477416 |
19 | 0.006991 | 0.0589 | 0.476596 |
20 | 0.007254 | 0.0611 | 0.475718 |
21 | 0.007534 | 0.0635 | 0.474779 |
22 | 0.007834 | 0.066 | 0.473778 |
23 | 0.008128 | 0.0685 | 0.472795 |
24 | -0.261492 | -2.2034 | 0.015407 |
25 | -0.014221 | -0.1198 | 0.452479 |
26 | -0.014995 | -0.1263 | 0.449908 |
27 | -0.015772 | -0.1329 | 0.447326 |
28 | -0.016581 | -0.1397 | 0.44464 |
29 | -0.017425 | -0.1468 | 0.441843 |
30 | -0.018305 | -0.1542 | 0.438928 |
31 | -0.019225 | -0.162 | 0.435885 |
32 | -0.020188 | -0.1701 | 0.432705 |
33 | -0.021196 | -0.1786 | 0.429378 |
34 | -0.022255 | -0.1875 | 0.425892 |
35 | -0.024649 | -0.2077 | 0.41803 |
36 | 0.111565 | 0.9401 | 0.175186 |
37 | -0.008582 | -0.0723 | 0.471279 |
38 | -0.008497 | -0.0716 | 0.471561 |
39 | -0.008434 | -0.0711 | 0.471773 |
40 | -0.00835 | -0.0704 | 0.472054 |
41 | -0.008244 | -0.0695 | 0.472408 |
42 | -0.008114 | -0.0684 | 0.472841 |
43 | -0.00796 | -0.0671 | 0.473357 |
44 | -0.007779 | -0.0656 | 0.47396 |
45 | -0.007571 | -0.0638 | 0.474656 |
46 | -0.007334 | -0.0618 | 0.475449 |
47 | -0.006105 | -0.0514 | 0.479559 |
48 | -0.091512 | -0.7711 | 0.221606 |