Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.040185 | -0.3386 | 0.367953 |
2 | -0.040865 | -0.3443 | 0.365805 |
3 | -0.041545 | -0.3501 | 0.363662 |
4 | -0.042225 | -0.3558 | 0.361524 |
5 | -0.042905 | -0.3615 | 0.359389 |
6 | -0.043586 | -0.3673 | 0.357259 |
7 | -0.044266 | -0.373 | 0.355134 |
8 | -0.044946 | -0.3787 | 0.353013 |
9 | -0.045626 | -0.3844 | 0.350897 |
10 | -0.046306 | -0.3902 | 0.348786 |
11 | 0.236334 | 1.9914 | 0.025143 |
12 | -0.038887 | -0.3277 | 0.372064 |
13 | -0.039567 | -0.3334 | 0.369908 |
14 | -0.040247 | -0.3391 | 0.367757 |
15 | -0.040927 | -0.3449 | 0.36561 |
16 | -0.041607 | -0.3506 | 0.363468 |
17 | -0.042287 | -0.3563 | 0.361329 |
18 | -0.042967 | -0.362 | 0.359195 |
19 | -0.043647 | -0.3678 | 0.357066 |
20 | -0.044327 | -0.3735 | 0.354941 |
21 | -0.045007 | -0.3792 | 0.352821 |
22 | -0.045688 | -0.385 | 0.350705 |
23 | -0.046368 | -0.3907 | 0.348594 |
24 | 0.3496 | 2.9458 | 0.002177 |
25 | -0.038949 | -0.3282 | 0.371868 |
26 | -0.039629 | -0.3339 | 0.369713 |
27 | -0.040309 | -0.3396 | 0.367562 |
28 | -0.040989 | -0.3454 | 0.365415 |
29 | -0.041669 | -0.3511 | 0.363273 |
30 | -0.042349 | -0.3568 | 0.361135 |
31 | -0.043029 | -0.3626 | 0.359002 |
32 | -0.043709 | -0.3683 | 0.356873 |
33 | -0.044389 | -0.374 | 0.354748 |
34 | -0.045069 | -0.3798 | 0.352628 |
35 | 0.350899 | 2.9567 | 0.002109 |
36 | -0.002535 | -0.0214 | 0.49151 |
37 | -0.003215 | -0.0271 | 0.489233 |
38 | -0.003895 | -0.0328 | 0.486956 |
39 | -0.004575 | -0.0385 | 0.484679 |
40 | -0.005255 | -0.0443 | 0.482403 |
41 | -0.005935 | -0.05 | 0.480128 |
42 | -0.006615 | -0.0557 | 0.477853 |
43 | -0.007295 | -0.0615 | 0.475579 |
44 | -0.007975 | -0.0672 | 0.473306 |
45 | -0.008655 | -0.0729 | 0.471033 |
46 | -0.009335 | -0.0787 | 0.468762 |
47 | -0.001236 | -0.0104 | 0.495858 |
48 | -0.001917 | -0.0161 | 0.49358 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.040185 | -0.3386 | 0.367953 |
2 | -0.042549 | -0.3585 | 0.360508 |
3 | -0.045122 | -0.3802 | 0.352465 |
4 | -0.047936 | -0.4039 | 0.343743 |
5 | -0.051033 | -0.43 | 0.334246 |
6 | -0.05446 | -0.4589 | 0.323859 |
7 | -0.058279 | -0.4911 | 0.312447 |
8 | -0.062567 | -0.5272 | 0.299848 |
9 | -0.067425 | -0.5681 | 0.285868 |
10 | -0.072981 | -0.615 | 0.270277 |
11 | 0.212706 | 1.7923 | 0.038673 |
12 | -0.042882 | -0.3613 | 0.359463 |
13 | -0.045125 | -0.3802 | 0.352455 |
14 | -0.047572 | -0.4008 | 0.344868 |
15 | -0.050255 | -0.4235 | 0.336622 |
16 | -0.053213 | -0.4484 | 0.327623 |
17 | -0.056494 | -0.476 | 0.317758 |
18 | -0.060159 | -0.5069 | 0.306895 |
19 | -0.064284 | -0.5417 | 0.294873 |
20 | -0.068965 | -0.5811 | 0.281504 |
21 | -0.074329 | -0.6263 | 0.26656 |
22 | -0.166713 | -1.4047 | 0.082229 |
23 | -0.109674 | -0.9241 | 0.179275 |
24 | 0.337109 | 2.8405 | 0.002936 |
25 | -0.051827 | -0.4367 | 0.331826 |
26 | -0.070696 | -0.5957 | 0.276637 |
27 | -0.058969 | -0.4969 | 0.310403 |
28 | -0.061937 | -0.5219 | 0.301685 |
29 | -0.066543 | -0.5607 | 0.288384 |
30 | -0.071155 | -0.5996 | 0.275354 |
31 | -0.076409 | -0.6438 | 0.260879 |
32 | -0.082541 | -0.6955 | 0.244506 |
33 | -0.058907 | -0.4964 | 0.310588 |
34 | -0.089645 | -0.7554 | 0.226264 |
35 | 0.124918 | 1.0526 | 0.148051 |
36 | -0.025109 | -0.2116 | 0.416524 |
37 | 0.021256 | 0.1791 | 0.429181 |
38 | -0.015622 | -0.1316 | 0.447825 |
39 | -0.015251 | -0.1285 | 0.449054 |
40 | -0.009144 | -0.0771 | 0.4694 |
41 | -0.004946 | -0.0417 | 0.483437 |
42 | -0.000405 | -0.0034 | 0.498643 |
43 | 0.004476 | 0.0377 | 0.485009 |
44 | 0.005181 | 0.0437 | 0.482652 |
45 | 0.015467 | 0.1303 | 0.448339 |
46 | -0.141234 | -1.1901 | 0.118993 |
47 | -0.010115 | -0.0852 | 0.466159 |
48 | -0.156757 | -1.3209 | 0.095395 |