Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9 | 0 |
1 | 0.022072 | 0.1987 | 0.421516 |
2 | -0.341903 | -3.0771 | 0.998574 |
3 | -0.133931 | -1.2054 | 0.884216 |
4 | -0.271983 | -2.4478 | 0.991734 |
5 | 0.165512 | 1.4896 | 0.070105 |
6 | 0.325693 | 2.9312 | 0.002193 |
7 | 0.120805 | 1.0872 | 0.140077 |
8 | -0.079845 | -0.7186 | 0.762773 |
9 | -0.160346 | -1.4431 | 0.923577 |
10 | -0.288975 | -2.6008 | 0.994473 |
11 | 0.017915 | 0.1612 | 0.436154 |
12 | 0.540427 | 4.8638 | 3e-06 |
13 | 0.035295 | 0.3177 | 0.37578 |
14 | -0.188138 | -1.6932 | 0.952874 |
15 | -0.038815 | -0.3493 | 0.636127 |
16 | -0.136886 | -1.232 | 0.889238 |
17 | 0.024712 | 0.2224 | 0.412277 |
18 | 0.168111 | 1.513 | 0.067086 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.022072 | 0.1987 | 0.421516 |
1 | -0.342557 | -3.083 | 0.998599 |
2 | -0.131755 | -1.1858 | 0.880415 |
3 | -0.44634 | -4.0171 | 0.999934 |
4 | 0.060703 | 0.5463 | 0.29317 |
5 | 0.05145 | 0.463 | 0.322287 |
6 | 0.216868 | 1.9518 | 0.027208 |
7 | 0.022107 | 0.199 | 0.421396 |
8 | 0.135471 | 1.2192 | 0.113145 |
9 | -0.26969 | -2.4272 | 0.991283 |
10 | 0.005807 | 0.0523 | 0.479223 |
11 | 0.339319 | 3.0539 | 0.001528 |
12 | -0.05376 | -0.4838 | 0.685099 |
13 | -0.003941 | -0.0355 | 0.514103 |
14 | 0.097493 | 0.8774 | 0.191421 |
15 | 0.206415 | 1.8577 | 0.03342 |
16 | -0.088195 | -0.7938 | 0.785171 |
17 | 0.004638 | 0.0417 | 0.483404 |
18 | -0.131832 | -1.1865 | 0.880552 |