Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970536 | 14.6548 | 0 |
2 | 0.953254 | 14.3938 | 0 |
3 | 0.929701 | 14.0382 | 0 |
4 | 0.907669 | 13.7055 | 0 |
5 | 0.889238 | 13.4272 | 0 |
6 | 0.875 | 13.2122 | 0 |
7 | 0.866622 | 13.0857 | 0 |
8 | 0.86308 | 13.0322 | 0 |
9 | 0.861398 | 13.0068 | 0 |
10 | 0.861696 | 13.0113 | 0 |
11 | 0.85583 | 12.9228 | 0 |
12 | 0.855178 | 12.9129 | 0 |
13 | 0.829761 | 12.5291 | 0 |
14 | 0.814271 | 12.2952 | 0 |
15 | 0.789577 | 11.9223 | 0 |
16 | 0.767334 | 11.5865 | 0 |
17 | 0.748031 | 11.295 | 0 |
18 | 0.730714 | 11.0335 | 0 |
19 | 0.720046 | 10.8725 | 0 |
20 | 0.713787 | 10.7779 | 0 |
21 | 0.71006 | 10.7217 | 0 |
22 | 0.708019 | 10.6908 | 0 |
23 | 0.70034 | 10.5749 | 0 |
24 | 0.696924 | 10.5233 | 0 |
25 | 0.672204 | 10.1501 | 0 |
26 | 0.655299 | 9.8948 | 0 |
27 | 0.631369 | 9.5335 | 0 |
28 | 0.611253 | 9.2297 | 0 |
29 | 0.592105 | 8.9406 | 0 |
30 | 0.575011 | 8.6825 | 0 |
31 | 0.567025 | 8.5619 | 0 |
32 | 0.56105 | 8.4717 | 0 |
33 | 0.556561 | 8.4039 | 0 |
34 | 0.554224 | 8.3686 | 0 |
35 | 0.542953 | 8.1984 | 0 |
36 | 0.539401 | 8.1448 | 0 |
37 | 0.516033 | 7.7919 | 0 |
38 | 0.496637 | 7.4991 | 0 |
39 | 0.472247 | 7.1308 | 0 |
40 | 0.451213 | 6.8132 | 0 |
41 | 0.431478 | 6.5152 | 0 |
42 | 0.414415 | 6.2575 | 0 |
43 | 0.40496 | 6.1148 | 0 |
44 | 0.399045 | 6.0254 | 0 |
45 | 0.396451 | 5.9863 | 0 |
46 | 0.395639 | 5.974 | 0 |
47 | 0.385655 | 5.8233 | 0 |
48 | 0.38385 | 5.796 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970536 | 14.6548 | 0 |
2 | 0.194855 | 2.9422 | 0.001797 |
3 | -0.077118 | -1.1645 | 0.122729 |
4 | -0.02046 | -0.3089 | 0.378823 |
5 | 0.064142 | 0.9685 | 0.166906 |
6 | 0.092037 | 1.3897 | 0.082983 |
7 | 0.120651 | 1.8218 | 0.034899 |
8 | 0.117851 | 1.7795 | 0.038244 |
9 | 0.065544 | 0.9897 | 0.161686 |
10 | 0.059279 | 0.8951 | 0.18584 |
11 | -0.070239 | -1.0606 | 0.145001 |
12 | 0.089856 | 1.3568 | 0.088094 |
13 | -0.371711 | -5.6127 | 0 |
14 | 0.036635 | 0.5532 | 0.29034 |
15 | -0.086676 | -1.3088 | 0.095965 |
16 | -0.016175 | -0.2442 | 0.403636 |
17 | 0.006282 | 0.0949 | 0.462255 |
18 | -0.01199 | -0.181 | 0.428245 |
19 | 0.050388 | 0.7608 | 0.22377 |
20 | 0.045232 | 0.683 | 0.247653 |
21 | 0.050264 | 0.759 | 0.224327 |
22 | 0.013802 | 0.2084 | 0.41755 |
23 | -0.023636 | -0.3569 | 0.360748 |
24 | 0.034928 | 0.5274 | 0.299215 |
25 | -0.195565 | -2.953 | 0.001738 |
26 | -0.016899 | -0.2552 | 0.399411 |
27 | 0.00047 | 0.0071 | 0.49717 |
28 | 0.028568 | 0.4314 | 0.333305 |
29 | -0.023588 | -0.3562 | 0.361023 |
30 | -0.012287 | -0.1855 | 0.426492 |
31 | 0.082376 | 1.2439 | 0.107415 |
32 | 0.006191 | 0.0935 | 0.462803 |
33 | -0.006595 | -0.0996 | 0.46038 |
34 | 0.013337 | 0.2014 | 0.420287 |
35 | -0.093612 | -1.4135 | 0.079435 |
36 | 0.089171 | 1.3464 | 0.089748 |
37 | -0.120979 | -1.8267 | 0.034523 |
38 | -0.090177 | -1.3616 | 0.087328 |
39 | 0.001964 | 0.0297 | 0.488185 |
40 | 0.007804 | 0.1178 | 0.453149 |
41 | -0.00017 | -0.0026 | 0.498977 |
42 | -0.011931 | -0.1801 | 0.428599 |
43 | 0.01955 | 0.2952 | 0.384055 |
44 | 0.047919 | 0.7236 | 0.235039 |
45 | 0.041079 | 0.6203 | 0.267845 |
46 | 0.024185 | 0.3652 | 0.357657 |
47 | -0.057874 | -0.8739 | 0.191554 |
48 | 0.058517 | 0.8836 | 0.188926 |