Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8322 | 0 |
1 | 0.31795 | 3.762 | 0.000124 |
2 | 0.102629 | 1.2143 | 0.113335 |
3 | 0.097911 | 1.1585 | 0.124317 |
4 | -0.063666 | -0.7533 | 0.773736 |
5 | -0.234806 | -2.7783 | 0.996892 |
6 | -0.129779 | -1.5356 | 0.93655 |
7 | -0.074969 | -0.887 | 0.811713 |
8 | -0.07924 | -0.9376 | 0.824962 |
9 | -0.009676 | -0.1145 | 0.545493 |
10 | 0.101514 | 1.2011 | 0.115865 |
11 | 0.13832 | 1.6366 | 0.051978 |
12 | 0.141296 | 1.6718 | 0.048395 |
13 | 0.210952 | 2.496 | 0.00686 |
14 | 0.139577 | 1.6515 | 0.050439 |
15 | -0.076897 | -0.9099 | 0.817769 |
16 | -0.003376 | -0.0399 | 0.515905 |
17 | -0.038346 | -0.4537 | 0.67463 |
18 | 0.050375 | 0.596 | 0.276053 |
19 | 0.094056 | 1.1129 | 0.133833 |
20 | 0.118775 | 1.4054 | 0.081065 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.31795 | 3.762 | 0.000124 |
1 | 0.001709 | 0.0202 | 0.491946 |
2 | 0.072079 | 0.8529 | 0.197599 |
3 | -0.129135 | -1.5279 | 0.935608 |
4 | -0.207224 | -2.4519 | 0.992279 |
5 | 0.002617 | 0.031 | 0.48767 |
6 | -0.003166 | -0.0375 | 0.514913 |
7 | -0.017184 | -0.2033 | 0.580411 |
8 | 0.005641 | 0.0667 | 0.473442 |
9 | 0.066614 | 0.7882 | 0.215959 |
10 | 0.083639 | 0.9896 | 0.16203 |
11 | 0.064945 | 0.7684 | 0.221762 |
12 | 0.131237 | 1.5528 | 0.061362 |
13 | 0.026977 | 0.3192 | 0.375028 |
14 | -0.139605 | -1.6518 | 0.949595 |
15 | 0.084319 | 0.9977 | 0.16008 |
16 | -0.007606 | -0.09 | 0.53579 |
17 | 0.205512 | 2.4317 | 0.008147 |
18 | 0.092187 | 1.0908 | 0.138625 |
19 | 0.045359 | 0.5367 | 0.296167 |
20 | 0.020119 | 0.2381 | 0.406094 |