Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958297 | 18.483 | 0 |
2 | 0.915218 | 17.6521 | 0 |
3 | 0.883412 | 17.0386 | 0 |
4 | 0.870088 | 16.7816 | 0 |
5 | 0.861735 | 16.6205 | 0 |
6 | 0.832367 | 16.0541 | 0 |
7 | 0.812153 | 15.6642 | 0 |
8 | 0.775095 | 14.9495 | 0 |
9 | 0.745592 | 14.3805 | 0 |
10 | 0.734652 | 14.1695 | 0 |
11 | 0.739154 | 14.2563 | 0 |
12 | 0.743705 | 14.3441 | 0 |
13 | 0.693188 | 13.3697 | 0 |
14 | 0.64416 | 12.4241 | 0 |
15 | 0.611393 | 11.7921 | 0 |
16 | 0.599793 | 11.5684 | 0 |
17 | 0.597409 | 11.5224 | 0 |
18 | 0.577954 | 11.1472 | 0 |
19 | 0.568953 | 10.9736 | 0 |
20 | 0.543776 | 10.488 | 0 |
21 | 0.526232 | 10.1496 | 0 |
22 | 0.525701 | 10.1394 | 0 |
23 | 0.537712 | 10.371 | 0 |
24 | 0.551354 | 10.6341 | 0 |
25 | 0.512849 | 9.8915 | 0 |
26 | 0.475036 | 9.1622 | 0 |
27 | 0.45148 | 8.7078 | 0 |
28 | 0.446579 | 8.6133 | 0 |
29 | 0.44812 | 8.643 | 0 |
30 | 0.431867 | 8.3295 | 0 |
31 | 0.424902 | 8.1952 | 0 |
32 | 0.402821 | 7.7693 | 0 |
33 | 0.388339 | 7.49 | 0 |
34 | 0.388887 | 7.5006 | 0 |
35 | 0.40124 | 7.7388 | 0 |
36 | 0.415564 | 8.0151 | 0 |
37 | 0.379225 | 7.3142 | 0 |
38 | 0.34412 | 6.6371 | 0 |
39 | 0.320411 | 6.1799 | 0 |
40 | 0.313932 | 6.0549 | 0 |
41 | 0.313972 | 6.0557 | 0 |
42 | 0.298662 | 5.7604 | 0 |
43 | 0.291715 | 5.6264 | 0 |
44 | 0.271229 | 5.2313 | 0 |
45 | 0.258557 | 4.9869 | 0 |
46 | 0.2619 | 5.0513 | 0 |
47 | 0.277616 | 5.3545 | 0 |
48 | 0.293784 | 5.6663 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958297 | 18.483 | 0 |
2 | -0.038138 | -0.7356 | 0.231227 |
3 | 0.116008 | 2.2375 | 0.012923 |
4 | 0.207345 | 3.9991 | 3.8e-05 |
5 | 0.071295 | 1.3751 | 0.084967 |
6 | -0.216629 | -4.1782 | 1.8e-05 |
7 | 0.177843 | 3.4301 | 0.000336 |
8 | -0.280159 | -5.4035 | 0 |
9 | 0.051585 | 0.9949 | 0.160206 |
10 | 0.221443 | 4.271 | 1.2e-05 |
11 | 0.189049 | 3.6462 | 0.000152 |
12 | -0.045031 | -0.8685 | 0.192833 |
13 | -0.550158 | -10.6111 | 0 |
14 | 0.048685 | 0.939 | 0.17417 |
15 | 0.139152 | 2.6839 | 0.003802 |
16 | 0.058966 | 1.1373 | 0.128074 |
17 | 0.145015 | 2.797 | 0.002713 |
18 | 0.056415 | 1.0881 | 0.13863 |
19 | 0.089168 | 1.7198 | 0.04315 |
20 | -0.085304 | -1.6453 | 0.050378 |
21 | 0.010706 | 0.2065 | 0.418258 |
22 | 0.020453 | 0.3945 | 0.346725 |
23 | -0.016396 | -0.3162 | 0.376 |
24 | 0.056489 | 1.0895 | 0.138315 |
25 | -0.235006 | -4.5326 | 4e-06 |
26 | 0.00889 | 0.1715 | 0.431974 |
27 | 0.049098 | 0.947 | 0.172137 |
28 | -0.018295 | -0.3529 | 0.362198 |
29 | -0.002463 | -0.0475 | 0.481071 |
30 | 0.029494 | 0.5689 | 0.284897 |
31 | 0.050221 | 0.9686 | 0.16668 |
32 | -0.006361 | -0.1227 | 0.45121 |
33 | 0.043929 | 0.8473 | 0.198693 |
34 | 0.01692 | 0.3263 | 0.372172 |
35 | -0.002393 | -0.0462 | 0.481607 |
36 | 0.020121 | 0.3881 | 0.349091 |
37 | -0.189406 | -3.6531 | 0.000148 |
38 | 0.012351 | 0.2382 | 0.405923 |
39 | -0.038849 | -0.7493 | 0.227076 |
40 | -0.033337 | -0.643 | 0.260319 |
41 | 0.032614 | 0.629 | 0.264854 |
42 | 0.092839 | 1.7906 | 0.037084 |
43 | -0.013284 | -0.2562 | 0.398966 |
44 | 0.023528 | 0.4538 | 0.325119 |
45 | 0.033599 | 0.648 | 0.25868 |
46 | 0.040374 | 0.7787 | 0.218321 |
47 | 0.011645 | 0.2246 | 0.411208 |
48 | -0.024423 | -0.4711 | 0.31894 |