Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.5917 | 0 |
1 | 0.254006 | 2.4363 | 0.008381 |
2 | -0.020662 | -0.1982 | 0.578329 |
3 | 0.12328 | 1.1825 | 0.120035 |
4 | -0.086352 | -0.8283 | 0.795166 |
5 | -0.20796 | -1.9947 | 0.975481 |
6 | -0.133369 | -1.2792 | 0.897983 |
7 | 0.070954 | 0.6806 | 0.248928 |
8 | 0.038073 | 0.3652 | 0.357905 |
9 | 0.004042 | 0.0388 | 0.48458 |
10 | 0.088745 | 0.8512 | 0.198431 |
11 | 0.097191 | 0.9322 | 0.176831 |
12 | -0.012132 | -0.1164 | 0.546192 |
13 | -0.043515 | -0.4174 | 0.661313 |
14 | 0.011179 | 0.1072 | 0.457423 |
15 | -0.010035 | -0.0963 | 0.538235 |
16 | 0.170724 | 1.6375 | 0.052468 |
17 | 0.017497 | 0.1678 | 0.433546 |
18 | 0.062682 | 0.6012 | 0.274584 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.254006 | 2.4363 | 0.008381 |
1 | -0.091056 | -0.8734 | 0.807634 |
2 | 0.163987 | 1.5729 | 0.059587 |
3 | -0.184799 | -1.7725 | 0.960191 |
4 | -0.124711 | -1.1962 | 0.882651 |
5 | -0.091373 | -0.8764 | 0.808458 |
6 | 0.161893 | 1.5528 | 0.061949 |
7 | -0.002801 | -0.0269 | 0.510688 |
8 | 0.010716 | 0.1028 | 0.459178 |
9 | -0.000113 | -0.0011 | 0.500432 |
10 | 0.062278 | 0.5974 | 0.27587 |
11 | -0.024859 | -0.2384 | 0.593965 |
12 | -0.005833 | -0.0559 | 0.522247 |
13 | 0.002941 | 0.0282 | 0.48878 |
14 | 0.013375 | 0.1283 | 0.449099 |
15 | 0.250937 | 2.4069 | 0.009043 |
16 | -0.13942 | -1.3373 | 0.907784 |
17 | 0.133 | 1.2757 | 0.102638 |
18 | -0.024525 | -0.2352 | 0.592725 |