Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.988911 | 15.6985 | 0 |
2 | 0.977941 | 15.5243 | 0 |
3 | 0.966874 | 15.3487 | 0 |
4 | 0.955596 | 15.1696 | 0 |
5 | 0.943681 | 14.9805 | 0 |
6 | 0.93123 | 14.7828 | 0 |
7 | 0.918396 | 14.5791 | 0 |
8 | 0.905491 | 14.3742 | 0 |
9 | 0.892315 | 14.1651 | 0 |
10 | 0.879072 | 13.9548 | 0 |
11 | 0.865912 | 13.7459 | 0 |
12 | 0.852767 | 13.5373 | 0 |
13 | 0.839662 | 13.3292 | 0 |
14 | 0.826682 | 13.1232 | 0 |
15 | 0.813649 | 12.9163 | 0 |
16 | 0.800596 | 12.7091 | 0 |
17 | 0.787762 | 12.5053 | 0 |
18 | 0.774946 | 12.3019 | 0 |
19 | 0.762223 | 12.0999 | 0 |
20 | 0.749431 | 11.8969 | 0 |
21 | 0.736753 | 11.6956 | 0 |
22 | 0.724142 | 11.4954 | 0 |
23 | 0.711575 | 11.2959 | 0 |
24 | 0.699131 | 11.0984 | 0 |
25 | 0.686744 | 10.9017 | 0 |
26 | 0.674426 | 10.7062 | 0 |
27 | 0.662346 | 10.5144 | 0 |
28 | 0.650252 | 10.3224 | 0 |
29 | 0.638066 | 10.129 | 0 |
30 | 0.625698 | 9.9326 | 0 |
31 | 0.613321 | 9.7362 | 0 |
32 | 0.600965 | 9.54 | 0 |
33 | 0.588745 | 9.346 | 0 |
34 | 0.576513 | 9.1519 | 0 |
35 | 0.564091 | 8.9547 | 0 |
36 | 0.551704 | 8.758 | 0 |
37 | 0.539068 | 8.5574 | 0 |
38 | 0.526466 | 8.3574 | 0 |
39 | 0.513724 | 8.1551 | 0 |
40 | 0.501373 | 7.959 | 0 |
41 | 0.488952 | 7.7619 | 0 |
42 | 0.476797 | 7.5689 | 0 |
43 | 0.464805 | 7.3786 | 0 |
44 | 0.45279 | 7.1878 | 0 |
45 | 0.440712 | 6.9961 | 0 |
46 | 0.428882 | 6.8083 | 0 |
47 | 0.417288 | 6.6242 | 0 |
48 | 0.405834 | 6.4424 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.988911 | 15.6985 | 0 |
2 | -0.000234 | -0.0037 | 0.498516 |
3 | -0.009851 | -0.1564 | 0.437932 |
4 | -0.015261 | -0.2423 | 0.404388 |
5 | -0.034776 | -0.552 | 0.290703 |
6 | -0.030712 | -0.4875 | 0.313152 |
7 | -0.023824 | -0.3782 | 0.352801 |
8 | -0.009501 | -0.1508 | 0.440115 |
9 | -0.017773 | -0.2821 | 0.389037 |
10 | -0.008478 | -0.1346 | 0.446524 |
11 | -0.001636 | -0.026 | 0.489649 |
12 | -0.005128 | -0.0814 | 0.467592 |
13 | -0.004148 | -0.0658 | 0.473778 |
14 | -0.000694 | -0.011 | 0.49561 |
15 | -0.00922 | -0.1464 | 0.441878 |
16 | -0.008341 | -0.1324 | 0.447382 |
17 | 0.002369 | 0.0376 | 0.485014 |
18 | -0.006588 | -0.1046 | 0.458397 |
19 | -0.003376 | -0.0536 | 0.478649 |
20 | -0.010562 | -0.1677 | 0.43349 |
21 | -0.002738 | -0.0435 | 0.48268 |
22 | -0.004771 | -0.0757 | 0.469846 |
23 | -0.005798 | -0.092 | 0.463368 |
24 | -0.001844 | -0.0293 | 0.488337 |
25 | -0.00514 | -0.0816 | 0.467515 |
26 | -0.004572 | -0.0726 | 0.471097 |
27 | 0.003024 | 0.048 | 0.480878 |
28 | -0.008274 | -0.1314 | 0.447801 |
29 | -0.012124 | -0.1925 | 0.423768 |
30 | -0.016442 | -0.261 | 0.39715 |
31 | -0.008992 | -0.1427 | 0.443306 |
32 | -0.007347 | -0.1166 | 0.453621 |
33 | -0.001425 | -0.0226 | 0.490986 |
34 | -0.007505 | -0.1191 | 0.452632 |
35 | -0.015919 | -0.2527 | 0.400348 |
36 | -0.006301 | -0.1 | 0.460205 |
37 | -0.019207 | -0.3049 | 0.380349 |
38 | -0.006771 | -0.1075 | 0.457243 |
39 | -0.014165 | -0.2249 | 0.411134 |
40 | 0.009843 | 0.1562 | 0.437983 |
41 | -0.010465 | -0.1661 | 0.434092 |
42 | 0.004192 | 0.0665 | 0.4735 |
43 | 0.000153 | 0.0024 | 0.499035 |
44 | -0.009732 | -0.1545 | 0.438671 |
45 | -0.011622 | -0.1845 | 0.42689 |
46 | 0.001476 | 0.0234 | 0.490663 |
47 | 0.001767 | 0.028 | 0.488825 |
48 | -0.002876 | -0.0457 | 0.481812 |