Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.5917 | 0 |
1 | 0.134407 | 1.2892 | 0.100282 |
2 | -0.11798 | -1.1316 | 0.869634 |
3 | 0.162789 | 1.5614 | 0.06093 |
4 | -0.041444 | -0.3975 | 0.654046 |
5 | -0.222264 | -2.1319 | 0.982159 |
6 | -0.095278 | -0.9139 | 0.818414 |
7 | 0.052544 | 0.504 | 0.307739 |
8 | -0.146696 | -1.4071 | 0.91861 |
9 | -0.095177 | -0.9129 | 0.818161 |
10 | 0.295614 | 2.8354 | 0.002813 |
11 | 0.269833 | 2.5881 | 0.005607 |
12 | -0.102678 | -0.9849 | 0.83636 |
13 | 0.032534 | 0.3121 | 0.377853 |
14 | 0.125104 | 1.2 | 0.116619 |
15 | -0.253383 | -2.4304 | 0.991488 |
16 | -0.10215 | -0.9798 | 0.835119 |
17 | 0.05446 | 0.5224 | 0.301336 |
18 | -0.060613 | -0.5814 | 0.718796 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.134407 | 1.2892 | 0.100282 |
1 | -0.138548 | -1.3289 | 0.906418 |
2 | 0.20711 | 1.9865 | 0.024975 |
3 | -0.129043 | -1.2377 | 0.890519 |
4 | -0.152014 | -1.4581 | 0.925886 |
5 | -0.094469 | -0.9061 | 0.81638 |
6 | 0.064333 | 0.6171 | 0.26936 |
7 | -0.145183 | -1.3925 | 0.916443 |
8 | -0.026928 | -0.2583 | 0.601617 |
9 | 0.246203 | 2.3615 | 0.010155 |
10 | 0.227777 | 2.1848 | 0.015724 |
11 | -0.129775 | -1.2448 | 0.891809 |
12 | -0.01985 | -0.1904 | 0.57529 |
13 | 0.021272 | 0.204 | 0.419388 |
14 | -0.163543 | -1.5686 | 0.939918 |
15 | 0.054171 | 0.5196 | 0.302298 |
16 | -0.030451 | -0.2921 | 0.614558 |
17 | 0.055651 | 0.5338 | 0.297389 |
18 | -0.060154 | -0.577 | 0.717318 |