Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.6437 | 0 |
1 | 0.051343 | 0.4951 | 0.310838 |
2 | -0.029015 | -0.2798 | 0.60988 |
3 | -0.052013 | -0.5016 | 0.69143 |
4 | 0.061564 | 0.5937 | 0.277075 |
5 | 0.158814 | 1.5316 | 0.064514 |
6 | 0.09071 | 0.8748 | 0.191974 |
7 | 0.063414 | 0.6115 | 0.271167 |
8 | 0.132082 | 1.2738 | 0.102962 |
9 | 0.235898 | 2.2749 | 0.012604 |
10 | -0.062273 | -0.6005 | 0.725196 |
11 | -0.095916 | -0.925 | 0.821316 |
12 | -0.152198 | -1.4677 | 0.927227 |
13 | 0.147657 | 1.424 | 0.078904 |
14 | 0.313261 | 3.021 | 0.001627 |
15 | 0.022442 | 0.2164 | 0.414565 |
16 | 0.039126 | 0.3773 | 0.353398 |
17 | -0.058133 | -0.5606 | 0.711795 |
18 | 0.103753 | 1.0006 | 0.159819 |
19 | 0.027722 | 0.2673 | 0.394898 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.051343 | 0.4951 | 0.310838 |
1 | -0.031735 | -0.306 | 0.619872 |
2 | -0.049025 | -0.4728 | 0.68126 |
3 | 0.066311 | 0.6395 | 0.262043 |
4 | 0.150676 | 1.4531 | 0.074786 |
5 | 0.07883 | 0.7602 | 0.224526 |
6 | 0.073139 | 0.7053 | 0.241186 |
7 | 0.150225 | 1.4487 | 0.075389 |
8 | 0.239301 | 2.3077 | 0.011616 |
9 | -0.088239 | -0.8509 | 0.801507 |
10 | -0.10339 | -0.9971 | 0.839338 |
11 | -0.195122 | -1.8817 | 0.968497 |
12 | 0.058168 | 0.561 | 0.288089 |
13 | 0.23225 | 2.2397 | 0.013745 |
14 | -0.010697 | -0.1032 | 0.540972 |
15 | 0.087634 | 0.8451 | 0.20011 |
16 | -0.03421 | -0.3299 | 0.628895 |
17 | 0.080666 | 0.7779 | 0.219298 |
18 | 0.019349 | 0.1866 | 0.426192 |
19 | 0.124896 | 1.2045 | 0.115736 |