Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.981949 | 19.5159 | 0 |
2 | 0.968622 | 19.251 | 0 |
3 | 0.954498 | 18.9703 | 0 |
4 | 0.941885 | 18.7196 | 0 |
5 | 0.927859 | 18.4408 | 0 |
6 | 0.914078 | 18.1669 | 0 |
7 | 0.900661 | 17.9003 | 0 |
8 | 0.890024 | 17.6889 | 0 |
9 | 0.876797 | 17.426 | 0 |
10 | 0.865277 | 17.197 | 0 |
11 | 0.854454 | 16.9819 | 0 |
12 | 0.841555 | 16.7256 | 0 |
13 | 0.828539 | 16.4669 | 0 |
14 | 0.814226 | 16.1824 | 0 |
15 | 0.803104 | 15.9614 | 0 |
16 | 0.791972 | 15.7401 | 0 |
17 | 0.778483 | 15.472 | 0 |
18 | 0.765724 | 15.2185 | 0 |
19 | 0.752009 | 14.9459 | 0 |
20 | 0.74053 | 14.7177 | 0 |
21 | 0.729557 | 14.4997 | 0 |
22 | 0.716945 | 14.249 | 0 |
23 | 0.706561 | 14.0426 | 0 |
24 | 0.695628 | 13.8253 | 0 |
25 | 0.683736 | 13.589 | 0 |
26 | 0.67287 | 13.373 | 0 |
27 | 0.658919 | 13.0958 | 0 |
28 | 0.644566 | 12.8105 | 0 |
29 | 0.632735 | 12.5754 | 0 |
30 | 0.617474 | 12.272 | 0 |
31 | 0.602662 | 11.9777 | 0 |
32 | 0.584921 | 11.6251 | 0 |
33 | 0.570116 | 11.3308 | 0 |
34 | 0.557532 | 11.0807 | 0 |
35 | 0.544318 | 10.8181 | 0 |
36 | 0.531787 | 10.569 | 0 |
37 | 0.518908 | 10.3131 | 0 |
38 | 0.506531 | 10.0671 | 0 |
39 | 0.493259 | 9.8033 | 0 |
40 | 0.482423 | 9.588 | 0 |
41 | 0.469707 | 9.3352 | 0 |
42 | 0.45732 | 9.0891 | 0 |
43 | 0.441075 | 8.7662 | 0 |
44 | 0.42706 | 8.4877 | 0 |
45 | 0.413553 | 8.2192 | 0 |
46 | 0.402314 | 7.9958 | 0 |
47 | 0.391772 | 7.7863 | 0 |
48 | 0.380269 | 7.5577 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.981949 | 19.5159 | 0 |
2 | 0.122929 | 2.4432 | 0.007498 |
3 | -0.012109 | -0.2407 | 0.404972 |
4 | 0.032071 | 0.6374 | 0.262116 |
5 | -0.035992 | -0.7153 | 0.237414 |
6 | -0.010066 | -0.2001 | 0.420767 |
7 | 0.005838 | 0.116 | 0.453844 |
8 | 0.072414 | 1.4392 | 0.075444 |
9 | -0.058462 | -1.1619 | 0.122987 |
10 | 0.025316 | 0.5031 | 0.307574 |
11 | 0.029621 | 0.5887 | 0.278196 |
12 | -0.068834 | -1.368 | 0.086038 |
13 | -0.01871 | -0.3718 | 0.355103 |
14 | -0.042984 | -0.8543 | 0.196733 |
15 | 0.072709 | 1.4451 | 0.074616 |
16 | 0.010839 | 0.2154 | 0.414775 |
17 | -0.065777 | -1.3073 | 0.095937 |
18 | 0.003474 | 0.0691 | 0.472492 |
19 | -0.046004 | -0.9143 | 0.180558 |
20 | 0.051478 | 1.0231 | 0.153441 |
21 | 0.023333 | 0.4637 | 0.321548 |
22 | -0.040707 | -0.809 | 0.209493 |
23 | 0.044243 | 0.8793 | 0.189883 |
24 | -0.014805 | -0.2942 | 0.384363 |
25 | -0.025017 | -0.4972 | 0.309664 |
26 | 0.005509 | 0.1095 | 0.456433 |
27 | -0.086947 | -1.728 | 0.042381 |
28 | -0.044423 | -0.8829 | 0.188916 |
29 | 0.068703 | 1.3654 | 0.086446 |
30 | -0.073526 | -1.4613 | 0.072364 |
31 | -0.042517 | -0.845 | 0.199307 |
32 | -0.090407 | -1.7968 | 0.036566 |
33 | 0.049941 | 0.9926 | 0.160768 |
34 | 0.069533 | 1.3819 | 0.083887 |
35 | -0.002553 | -0.0507 | 0.479777 |
36 | 0.010307 | 0.2049 | 0.418897 |
37 | -0.036177 | -0.719 | 0.236279 |
38 | 0.019929 | 0.3961 | 0.346133 |
39 | -0.04047 | -0.8043 | 0.210847 |
40 | 0.07523 | 1.4952 | 0.067834 |
41 | -0.057321 | -1.1392 | 0.127649 |
42 | -0.025267 | -0.5022 | 0.307913 |
43 | -0.063158 | -1.2552 | 0.105066 |
44 | -0.001961 | -0.039 | 0.484466 |
45 | 0.018979 | 0.3772 | 0.353113 |
46 | 0.033769 | 0.6711 | 0.251262 |
47 | 0.044054 | 0.8756 | 0.190901 |
48 | -0.005628 | -0.1118 | 0.4555 |