Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -4e-06 | 0 | 0.499987 |
2 | -4e-06 | 0 | 0.499987 |
3 | -0.51836 | -4.7225 | 5e-06 |
4 | -1e-05 | -1e-04 | 0.499964 |
5 | -1e-05 | -1e-04 | 0.499964 |
6 | 0.108399 | 0.9876 | 0.163119 |
7 | 0.00011 | 0.001 | 0.4996 |
8 | 0.00011 | 0.001 | 0.4996 |
9 | -0.191984 | -1.7491 | 0.041989 |
10 | 3e-05 | 3e-04 | 0.499892 |
11 | 3e-05 | 3e-04 | 0.499893 |
12 | 0.309406 | 2.8188 | 0.003012 |
13 | 3.9e-05 | 4e-04 | 0.499858 |
14 | 3.9e-05 | 4e-04 | 0.499858 |
15 | -0.235015 | -2.1411 | 0.0176 |
16 | -1.7e-05 | -2e-04 | 0.49994 |
17 | -1.7e-05 | -2e-04 | 0.49994 |
18 | 0.180516 | 1.6446 | 0.051919 |
19 | 4.8e-05 | 4e-04 | 0.499826 |
20 | 4.8e-05 | 4e-04 | 0.499827 |
21 | -0.431697 | -3.9329 | 8.7e-05 |
22 | 4e-06 | 0 | 0.499984 |
23 | 4e-06 | 0 | 0.499984 |
24 | 0.414617 | 3.7773 | 0.000149 |
25 | -4.1e-05 | -4e-04 | 0.499852 |
26 | -4.1e-05 | -4e-04 | 0.499851 |
27 | -0.246646 | -2.2471 | 0.013645 |
28 | -8.4e-05 | -8e-04 | 0.499697 |
29 | -8.4e-05 | -8e-04 | 0.499697 |
30 | 0.142357 | 1.2969 | 0.099124 |
31 | 3.8e-05 | 3e-04 | 0.499864 |
32 | 3.8e-05 | 3e-04 | 0.499864 |
33 | -0.184621 | -1.682 | 0.048166 |
34 | -5.3e-05 | -5e-04 | 0.499809 |
35 | -5.3e-05 | -5e-04 | 0.499808 |
36 | 0.294613 | 2.6841 | 0.004389 |
37 | -9e-06 | -1e-04 | 0.499969 |
38 | -9e-06 | -1e-04 | 0.499968 |
39 | -0.227467 | -2.0723 | 0.020669 |
40 | -2.5e-05 | -2e-04 | 0.49991 |
41 | -2.5e-05 | -2e-04 | 0.49991 |
42 | 0.205549 | 1.8726 | 0.03232 |
43 | 2.1e-05 | 2e-04 | 0.499923 |
44 | 2.1e-05 | 2e-04 | 0.499923 |
45 | -0.253783 | -2.3121 | 0.011626 |
46 | 5e-06 | 0 | 0.499981 |
47 | 5e-06 | 0 | 0.499982 |
48 | 0.236408 | 2.1538 | 0.017079 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -4e-06 | 0 | 0.499987 |
2 | -4e-06 | 0 | 0.499987 |
3 | -0.51836 | -4.7225 | 5e-06 |
4 | -2e-05 | -2e-04 | 0.499928 |
5 | -2e-05 | -2e-04 | 0.499927 |
6 | -0.219195 | -1.997 | 0.024553 |
7 | 0.000134 | 0.0012 | 0.499514 |
8 | 0.000134 | 0.0012 | 0.499514 |
9 | -0.34058 | -3.1028 | 0.00131 |
10 | 0.000284 | 0.0026 | 0.49897 |
11 | 0.000284 | 0.0026 | 0.498971 |
12 | 0.071971 | 0.6557 | 0.25692 |
13 | 0.000331 | 0.003 | 0.498802 |
14 | 0.00033 | 0.003 | 0.498804 |
15 | -0.053333 | -0.4859 | 0.314163 |
16 | 0.000333 | 0.003 | 0.498793 |
17 | 0.000333 | 0.003 | 0.498795 |
18 | 0.097264 | 0.8861 | 0.189057 |
19 | 0.000248 | 0.0023 | 0.4991 |
20 | 0.000248 | 0.0023 | 0.499101 |
21 | -0.42791 | -3.8984 | 9.8e-05 |
22 | 0.000391 | 0.0036 | 0.498584 |
23 | 0.00039 | 0.0036 | 0.498586 |
24 | -0.123328 | -1.1236 | 0.132217 |
25 | 0.00035 | 0.0032 | 0.498734 |
26 | 0.000349 | 0.0032 | 0.498736 |
27 | -0.226433 | -2.0629 | 0.021124 |
28 | 0.000589 | 0.0054 | 0.497864 |
29 | 0.000588 | 0.0054 | 0.497868 |
30 | -0.184302 | -1.6791 | 0.04845 |
31 | 0.00087 | 0.0079 | 0.496847 |
32 | 0.000868 | 0.0079 | 0.496853 |
33 | -0.146969 | -1.339 | 0.092121 |
34 | 0.001153 | 0.0105 | 0.495823 |
35 | 0.00115 | 0.0105 | 0.495832 |
36 | 0.019928 | 0.1815 | 0.428189 |
37 | 0.000987 | 0.009 | 0.496423 |
38 | 0.000985 | 0.009 | 0.496432 |
39 | -0.040988 | -0.3734 | 0.354893 |
40 | 0.000981 | 0.0089 | 0.496445 |
41 | 0.000978 | 0.0089 | 0.496455 |
42 | -0.069267 | -0.6311 | 0.26487 |
43 | 0.000893 | 0.0081 | 0.496764 |
44 | 0.00089 | 0.0081 | 0.496775 |
45 | -0.150315 | -1.3694 | 0.087278 |
46 | 0.001105 | 0.0101 | 0.495995 |
47 | 0.001102 | 0.01 | 0.496008 |
48 | -0.191963 | -1.7489 | 0.042005 |