Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.183451 | 1.5566 | 0.061971 |
2 | 0.116138 | 0.9855 | 0.163847 |
3 | -0.027539 | -0.2337 | 0.592051 |
4 | 0.028955 | 0.2457 | 0.40331 |
5 | 0.017771 | 0.1508 | 0.440282 |
6 | 0.179076 | 1.5195 | 0.066507 |
7 | -0.084495 | -0.717 | 0.762141 |
8 | -0.039837 | -0.338 | 0.631837 |
9 | -0.060662 | -0.5147 | 0.695844 |
10 | -0.063351 | -0.5376 | 0.703728 |
11 | -0.049049 | -0.4162 | 0.660746 |
12 | 0.067201 | 0.5702 | 0.285151 |
13 | -0.104922 | -0.8903 | 0.811864 |
14 | -0.027428 | -0.2327 | 0.591685 |
15 | 0.011025 | 0.0936 | 0.462862 |
16 | -0.038437 | -0.3261 | 0.627371 |
17 | 0.044499 | 0.3776 | 0.353426 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.183451 | 1.5566 | 0.061971 |
1 | 0.085357 | 0.7243 | 0.235621 |
2 | -0.065344 | -0.5545 | 0.70951 |
3 | 0.03615 | 0.3067 | 0.379964 |
4 | 0.017741 | 0.1505 | 0.44038 |
5 | 0.172106 | 1.4604 | 0.074269 |
6 | -0.156458 | -1.3276 | 0.905746 |
7 | -0.035521 | -0.3014 | 0.618013 |
8 | -0.005943 | -0.0504 | 0.520038 |
9 | -0.06538 | -0.5548 | 0.709613 |
10 | -0.023249 | -0.1973 | 0.577914 |
11 | 0.064878 | 0.5505 | 0.291837 |
12 | -0.09176 | -0.7786 | 0.78062 |
13 | -0.005783 | -0.0491 | 0.519501 |
14 | 0.055097 | 0.4675 | 0.320774 |
15 | -0.049904 | -0.4235 | 0.663386 |
16 | 0.058156 | 0.4935 | 0.311592 |
17 | -0.036595 | -0.3105 | 0.621468 |