Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.997625 | 54.4323 | 0 |
2 | 0.995295 | 54.3052 | 0 |
3 | 0.992929 | 54.1761 | 0 |
4 | 0.990674 | 54.053 | 0 |
5 | 0.988508 | 53.9349 | 0 |
6 | 0.986506 | 53.8256 | 0 |
7 | 0.98434 | 53.7075 | 0 |
8 | 0.982184 | 53.5898 | 0 |
9 | 0.980155 | 53.4791 | 0 |
10 | 0.978156 | 53.37 | 0 |
11 | 0.976137 | 53.2599 | 0 |
12 | 0.974105 | 53.149 | 0 |
13 | 0.972134 | 53.0415 | 0 |
14 | 0.970093 | 52.9301 | 0 |
15 | 0.967993 | 52.8155 | 0 |
16 | 0.965815 | 52.6967 | 0 |
17 | 0.963563 | 52.5738 | 0 |
18 | 0.961308 | 52.4508 | 0 |
19 | 0.959166 | 52.3339 | 0 |
20 | 0.957174 | 52.2252 | 0 |
21 | 0.955306 | 52.1233 | 0 |
22 | 0.9534 | 52.0193 | 0 |
23 | 0.951481 | 51.9146 | 0 |
24 | 0.949632 | 51.8137 | 0 |
25 | 0.947826 | 51.7152 | 0 |
26 | 0.945975 | 51.6142 | 0 |
27 | 0.944142 | 51.5142 | 0 |
28 | 0.942375 | 51.4177 | 0 |
29 | 0.940698 | 51.3263 | 0 |
30 | 0.938974 | 51.2322 | 0 |
31 | 0.937148 | 51.1325 | 0 |
32 | 0.935296 | 51.0315 | 0 |
33 | 0.933421 | 50.9292 | 0 |
34 | 0.931586 | 50.8291 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.997625 | 54.4323 | 0 |
2 | 0.008463 | 0.4618 | 0.322142 |
3 | -0.00895 | -0.4883 | 0.312677 |
4 | 0.022224 | 1.2126 | 0.112697 |
5 | 0.018323 | 0.9997 | 0.158765 |
6 | 0.033205 | 1.8117 | 0.035065 |
7 | -0.034443 | -1.8793 | 0.030152 |
8 | 0.000525 | 0.0287 | 0.488571 |
9 | 0.028438 | 1.5516 | 0.060427 |
10 | 0.005446 | 0.2971 | 0.383189 |
11 | -0.005593 | -0.3052 | 0.380121 |
12 | -0.004977 | -0.2716 | 0.392992 |
13 | 0.014807 | 0.8079 | 0.209609 |
14 | -0.013736 | -0.7494 | 0.226827 |
15 | -0.015967 | -0.8712 | 0.19186 |
16 | -0.017679 | -0.9646 | 0.167416 |
17 | -0.015847 | -0.8647 | 0.193646 |
18 | -0.001611 | -0.0879 | 0.464986 |
19 | 0.019708 | 1.0753 | 0.141165 |
20 | 0.029391 | 1.6036 | 0.05445 |
21 | 0.025654 | 1.3997 | 0.080848 |
22 | -0.00867 | -0.4731 | 0.318101 |
23 | -0.002145 | -0.117 | 0.453429 |
24 | 0.016843 | 0.919 | 0.17909 |
25 | 0.009164 | 0.5 | 0.308557 |
26 | -0.011502 | -0.6276 | 0.26517 |
27 | 0.002043 | 0.1115 | 0.455624 |
28 | 0.017107 | 0.9334 | 0.17535 |
29 | 0.021707 | 1.1844 | 0.118182 |
30 | -0.011426 | -0.6234 | 0.266519 |
31 | -0.022979 | -1.2538 | 0.105006 |
32 | -0.002426 | -0.1324 | 0.447348 |
33 | -0.004159 | -0.2269 | 0.410248 |
34 | 0.003162 | 0.1725 | 0.431518 |