Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.918748 | 19.5976 | 0 |
2 | 0.890754 | 19.0004 | 0 |
3 | 0.871031 | 18.5797 | 0 |
4 | 0.850645 | 18.1449 | 0 |
5 | 0.834521 | 17.8009 | 0 |
6 | 0.809257 | 17.262 | 0 |
7 | 0.809817 | 17.274 | 0 |
8 | 0.796822 | 16.9968 | 0 |
9 | 0.795434 | 16.9672 | 0 |
10 | 0.800765 | 17.0809 | 0 |
11 | 0.787942 | 16.8074 | 0 |
12 | 0.806687 | 17.2072 | 0 |
13 | 0.775612 | 16.5444 | 0 |
14 | 0.766075 | 16.3409 | 0 |
15 | 0.747526 | 15.9453 | 0 |
16 | 0.736617 | 15.7126 | 0 |
17 | 0.729052 | 15.5512 | 0 |
18 | 0.705192 | 15.0423 | 0 |
19 | 0.703859 | 15.0138 | 0 |
20 | 0.69319 | 14.7863 | 0 |
21 | 0.690408 | 14.7269 | 0 |
22 | 0.687668 | 14.6685 | 0 |
23 | 0.663243 | 14.1475 | 0 |
24 | 0.681153 | 14.5295 | 0 |
25 | 0.655697 | 13.9865 | 0 |
26 | 0.651125 | 13.889 | 0 |
27 | 0.641385 | 13.6812 | 0 |
28 | 0.636778 | 13.5829 | 0 |
29 | 0.627188 | 13.3784 | 0 |
30 | 0.609135 | 12.9933 | 0 |
31 | 0.601944 | 12.8399 | 0 |
32 | 0.589227 | 12.5686 | 0 |
33 | 0.588822 | 12.56 | 0 |
34 | 0.591397 | 12.6149 | 0 |
35 | 0.572411 | 12.2099 | 0 |
36 | 0.585825 | 12.4961 | 0 |
37 | 0.560129 | 11.948 | 0 |
38 | 0.570754 | 12.1746 | 0 |
39 | 0.558996 | 11.9238 | 0 |
40 | 0.541999 | 11.5612 | 0 |
41 | 0.536219 | 11.4379 | 0 |
42 | 0.519921 | 11.0903 | 0 |
43 | 0.519031 | 11.0713 | 0 |
44 | 0.502142 | 10.7111 | 0 |
45 | 0.501021 | 10.6871 | 0 |
46 | 0.505855 | 10.7903 | 0 |
47 | 0.490442 | 10.4615 | 0 |
48 | 0.508292 | 10.8422 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.918748 | 19.5976 | 0 |
2 | 0.299266 | 6.3836 | 0 |
3 | 0.159331 | 3.3986 | 0.000368 |
4 | 0.071009 | 1.5147 | 0.065276 |
5 | 0.061368 | 1.309 | 0.095594 |
6 | -0.031139 | -0.6642 | 0.253442 |
7 | 0.152115 | 3.2447 | 0.000631 |
8 | 0.022626 | 0.4826 | 0.314795 |
9 | 0.099923 | 2.1314 | 0.016794 |
10 | 0.121662 | 2.5951 | 0.00488 |
11 | -0.028053 | -0.5984 | 0.274935 |
12 | 0.194796 | 4.1551 | 1.9e-05 |
13 | -0.194711 | -4.1533 | 2e-05 |
14 | -0.002677 | -0.0571 | 0.477244 |
15 | -0.076031 | -1.6218 | 0.052771 |
16 | 0.034355 | 0.7328 | 0.232023 |
17 | 0.00483 | 0.103 | 0.458994 |
18 | -0.041947 | -0.8948 | 0.185691 |
19 | 0.022861 | 0.4876 | 0.313021 |
20 | 0.003825 | 0.0816 | 0.467501 |
21 | 0.032924 | 0.7023 | 0.24143 |
22 | -0.012029 | -0.2566 | 0.39881 |
23 | -0.094465 | -2.015 | 0.022246 |
24 | 0.141418 | 3.0165 | 0.00135 |
25 | -0.097764 | -2.0854 | 0.018796 |
26 | 0.034759 | 0.7414 | 0.229404 |
27 | 0.011046 | 0.2356 | 0.406921 |
28 | 0.042711 | 0.9111 | 0.181372 |
29 | -0.060792 | -1.2967 | 0.097688 |
30 | 0.009413 | 0.2008 | 0.420478 |
31 | -0.07026 | -1.4987 | 0.067324 |
32 | 0.009399 | 0.2005 | 0.420597 |
33 | 0.062764 | 1.3388 | 0.090652 |
34 | 0.036869 | 0.7864 | 0.216011 |
35 | -0.011013 | -0.2349 | 0.407193 |
36 | 0.061861 | 1.3195 | 0.093825 |
37 | -0.126222 | -2.6924 | 0.003678 |
38 | 0.13214 | 2.8186 | 0.002517 |
39 | -0.059922 | -1.2782 | 0.100918 |
40 | -0.079541 | -1.6967 | 0.045221 |
41 | 0.00728 | 0.1553 | 0.438331 |
42 | 0.00179 | 0.0382 | 0.484776 |
43 | 0.02494 | 0.532 | 0.297494 |
44 | -0.028751 | -0.6133 | 0.269998 |
45 | 0.032684 | 0.6972 | 0.243026 |
46 | 0.010421 | 0.2223 | 0.412095 |
47 | 0.026382 | 0.5627 | 0.286946 |
48 | 0.058629 | 1.2506 | 0.105863 |