Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.980141 | 16.863 | 0 |
2 | 0.951458 | 16.3695 | 0 |
3 | 0.917203 | 15.7801 | 0 |
4 | 0.882737 | 15.1872 | 0 |
5 | 0.849852 | 14.6214 | 0 |
6 | 0.82249 | 14.1507 | 0 |
7 | 0.802816 | 13.8122 | 0 |
8 | 0.786357 | 13.529 | 0 |
9 | 0.772779 | 13.2954 | 0 |
10 | 0.760429 | 13.0829 | 0 |
11 | 0.747127 | 12.8541 | 0 |
12 | 0.732999 | 12.611 | 0 |
13 | 0.716959 | 12.335 | 0 |
14 | 0.705592 | 12.1395 | 0 |
15 | 0.695074 | 11.9585 | 0 |
16 | 0.689095 | 11.8556 | 0 |
17 | 0.688694 | 11.8487 | 0 |
18 | 0.692507 | 11.9143 | 0 |
19 | 0.698747 | 12.0217 | 0 |
20 | 0.705322 | 12.1348 | 0 |
21 | 0.712971 | 12.2664 | 0 |
22 | 0.714807 | 12.298 | 0 |
23 | 0.709186 | 12.2013 | 0 |
24 | 0.694641 | 11.9511 | 0 |
25 | 0.676573 | 11.6402 | 0 |
26 | 0.651076 | 11.2015 | 0 |
27 | 0.623587 | 10.7286 | 0 |
28 | 0.597738 | 10.2839 | 0 |
29 | 0.575762 | 9.9058 | 0 |
30 | 0.556027 | 9.5662 | 0 |
31 | 0.53689 | 9.237 | 0 |
32 | 0.520324 | 8.952 | 0 |
33 | 0.505333 | 8.6941 | 0 |
34 | 0.490641 | 8.4413 | 0 |
35 | 0.478298 | 8.229 | 0 |
36 | 0.465304 | 8.0054 | 0 |
37 | 0.45171 | 7.7715 | 0 |
38 | 0.43527 | 7.4887 | 0 |
39 | 0.420289 | 7.2309 | 0 |
40 | 0.408235 | 7.0235 | 0 |
41 | 0.397201 | 6.8337 | 0 |
42 | 0.38941 | 6.6997 | 0 |
43 | 0.384176 | 6.6096 | 0 |
44 | 0.382016 | 6.5725 | 0 |
45 | 0.378292 | 6.5084 | 0 |
46 | 0.374018 | 6.4348 | 0 |
47 | 0.367604 | 6.3245 | 0 |
48 | 0.357302 | 6.1473 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.980141 | 16.863 | 0 |
2 | -0.234404 | -4.0328 | 3.5e-05 |
3 | -0.11321 | -1.9477 | 0.026196 |
4 | 0.028016 | 0.482 | 0.315078 |
5 | 0.030625 | 0.5269 | 0.299334 |
6 | 0.108536 | 1.8673 | 0.031422 |
7 | 0.13056 | 2.2462 | 0.012713 |
8 | -0.023561 | -0.4054 | 0.342755 |
9 | 0.01625 | 0.2796 | 0.39 |
10 | 0.007973 | 0.1372 | 0.445492 |
11 | -0.03258 | -0.5605 | 0.287769 |
12 | 0.014771 | 0.2541 | 0.399785 |
13 | -0.019199 | -0.3303 | 0.370699 |
14 | 0.152498 | 2.6237 | 0.004575 |
15 | -0.011326 | -0.1949 | 0.422816 |
16 | 0.086995 | 1.4967 | 0.067765 |
17 | 0.108796 | 1.8718 | 0.03111 |
18 | 0.042066 | 0.7237 | 0.234903 |
19 | 0.034886 | 0.6002 | 0.274415 |
20 | 0.030291 | 0.5211 | 0.301327 |
21 | 0.055294 | 0.9513 | 0.17111 |
22 | -0.10536 | -1.8127 | 0.035447 |
23 | -0.101038 | -1.7383 | 0.041597 |
24 | -0.133233 | -2.2922 | 0.011297 |
25 | 0.026861 | 0.4621 | 0.322164 |
26 | -0.173974 | -2.9932 | 0.001497 |
27 | 0.005077 | 0.0873 | 0.465226 |
28 | -0.000892 | -0.0154 | 0.493881 |
29 | 0.023904 | 0.4113 | 0.340592 |
30 | -0.030493 | -0.5246 | 0.300122 |
31 | -0.06516 | -1.1211 | 0.131585 |
32 | 0.027878 | 0.4796 | 0.315925 |
33 | 0.026766 | 0.4605 | 0.32275 |
34 | 0.031017 | 0.5336 | 0.296997 |
35 | 0.049226 | 0.8469 | 0.198865 |
36 | -0.046808 | -0.8053 | 0.210642 |
37 | -0.081491 | -1.402 | 0.080978 |
38 | -0.083482 | -1.4363 | 0.075989 |
39 | -0.044369 | -0.7634 | 0.222928 |
40 | 0.046626 | 0.8022 | 0.211544 |
41 | -0.046335 | -0.7972 | 0.212995 |
42 | 0.016901 | 0.2908 | 0.385716 |
43 | 0.013281 | 0.2285 | 0.409713 |
44 | 0.039992 | 0.688 | 0.245983 |
45 | -0.000569 | -0.0098 | 0.496099 |
46 | 0.03106 | 0.5344 | 0.296739 |
47 | 0.02189 | 0.3766 | 0.353367 |
48 | 0.007694 | 0.1324 | 0.44739 |