Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8322 | 0 |
1 | 0.195975 | 2.3188 | 0.010927 |
2 | -0.062125 | -0.7351 | 0.768237 |
3 | 0.12638 | 1.4953 | 0.068538 |
4 | -0.023868 | -0.2824 | 0.610976 |
5 | -0.20358 | -2.4088 | 0.991347 |
6 | -0.024167 | -0.2859 | 0.612328 |
7 | 0.090392 | 1.0695 | 0.143336 |
8 | -0.08724 | -1.0322 | 0.84813 |
9 | 0.029213 | 0.3457 | 0.36506 |
10 | 0.207463 | 2.4547 | 0.007663 |
11 | 0.203594 | 2.409 | 0.008649 |
12 | -0.015921 | -0.1884 | 0.574574 |
13 | 0.00232 | 0.0274 | 0.489071 |
14 | 0.01415 | 0.1674 | 0.433638 |
15 | -0.062152 | -0.7354 | 0.768334 |
16 | -0.077186 | -0.9133 | 0.818666 |
17 | -0.027316 | -0.3232 | 0.626488 |
18 | 0.011806 | 0.1397 | 0.444555 |
19 | -0.03182 | -0.3765 | 0.646444 |
20 | 0.073065 | 0.8645 | 0.194391 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.195975 | 2.3188 | 0.010927 |
1 | -0.104546 | -1.237 | 0.890923 |
2 | 0.168561 | 1.9944 | 0.024023 |
3 | -0.103075 | -1.2196 | 0.887666 |
4 | -0.159417 | -1.8862 | 0.969334 |
5 | 0.030091 | 0.356 | 0.361173 |
6 | 0.074464 | 0.8811 | 0.189896 |
7 | -0.082452 | -0.9756 | 0.834523 |
8 | 0.075705 | 0.8958 | 0.18596 |
9 | 0.12832 | 1.5183 | 0.065596 |
10 | 0.188945 | 2.2356 | 0.01348 |
11 | -0.072549 | -0.8584 | 0.803934 |
12 | -0.02211 | -0.2616 | 0.602998 |
13 | -0.020602 | -0.2438 | 0.596117 |
14 | 0.037083 | 0.4388 | 0.330752 |
15 | -0.034556 | -0.4089 | 0.658372 |
16 | -0.048074 | -0.5688 | 0.714806 |
17 | 0.016074 | 0.1902 | 0.424717 |
18 | 0.000115 | 0.0014 | 0.499457 |
19 | 0.047506 | 0.5621 | 0.287476 |
20 | -0.078054 | -0.9236 | 0.821345 |