Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.001015 | 0.0079 | 0.496877 |
2 | -0.013408 | -0.1039 | 0.541185 |
3 | -0.078645 | -0.6092 | 0.727648 |
4 | -0.13552 | -1.0497 | 0.850975 |
5 | -0.11821 | -0.9157 | 0.818243 |
6 | -0.009563 | -0.0741 | 0.5294 |
7 | 0.34008 | 2.6342 | 0.005356 |
8 | -0.009248 | -0.0716 | 0.528435 |
9 | -0.025815 | -0.2 | 0.578906 |
10 | -0.092553 | -0.7169 | 0.761895 |
11 | 0.106361 | 0.8239 | 0.206639 |
12 | -0.127187 | -0.9852 | 0.835756 |
13 | -0.003959 | -0.0307 | 0.512183 |
14 | 0.132133 | 1.0235 | 0.155091 |
15 | 0.03988 | 0.3089 | 0.379231 |
16 | -0.121841 | -0.9438 | 0.825466 |
17 | -0.127902 | -0.9907 | 0.8371 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.001015 | 0.0079 | 0.496877 |
1 | -0.013409 | -0.1039 | 0.541188 |
2 | -0.078632 | -0.6091 | 0.727614 |
3 | -0.13649 | -1.0572 | 0.852681 |
4 | -0.124882 | -0.9673 | 0.831369 |
5 | -0.025301 | -0.196 | 0.577357 |
6 | 0.325948 | 2.5248 | 0.007119 |
7 | -0.035723 | -0.2767 | 0.608521 |
8 | -0.066264 | -0.5133 | 0.695179 |
9 | -0.083597 | -0.6475 | 0.740124 |
10 | 0.216548 | 1.6774 | 0.049336 |
11 | -0.062842 | -0.4868 | 0.685902 |
12 | -0.0365 | -0.2827 | 0.610822 |
13 | -0.001859 | -0.0144 | 0.50572 |
14 | 0.101404 | 0.7855 | 0.217634 |
15 | -0.115795 | -0.8969 | 0.813334 |
16 | -0.126606 | -0.9807 | 0.834657 |
17 | -0.178595 | -1.3834 | 0.914165 |