Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.158225 | 1.2153 | 0.114537 |
2 | -0.042724 | -0.3282 | 0.628028 |
3 | -0.181625 | -1.3951 | 0.915891 |
4 | 0.038531 | 0.296 | 0.384148 |
5 | 0.114102 | 0.8764 | 0.192174 |
6 | -0.048886 | -0.3755 | 0.645682 |
7 | 0.007204 | 0.0553 | 0.478031 |
8 | 0.113495 | 0.8718 | 0.193434 |
9 | 0.242558 | 1.8631 | 0.033712 |
10 | -0.084648 | -0.6502 | 0.740955 |
11 | -0.095256 | -0.7317 | 0.766367 |
12 | -0.196681 | -1.5107 | 0.931903 |
13 | 0.122293 | 0.9394 | 0.17569 |
14 | 0.295601 | 2.2706 | 0.01342 |
15 | 0.095815 | 0.736 | 0.232332 |
16 | 0.021631 | 0.1662 | 0.434303 |
17 | -0.138201 | -1.0615 | 0.853616 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.158225 | 1.2153 | 0.114537 |
1 | -0.069499 | -0.5338 | 0.702269 |
2 | -0.168408 | -1.2936 | 0.899572 |
3 | 0.097625 | 0.7499 | 0.228155 |
4 | 0.082871 | 0.6365 | 0.263443 |
5 | -0.117922 | -0.9058 | 0.81563 |
6 | 0.068478 | 0.526 | 0.300433 |
7 | 0.146844 | 1.1279 | 0.131957 |
8 | 0.171867 | 1.3201 | 0.095944 |
9 | -0.162576 | -1.2488 | 0.89166 |
10 | 0.010897 | 0.0837 | 0.466789 |
11 | -0.142668 | -1.0959 | 0.861202 |
12 | 0.106178 | 0.8156 | 0.209015 |
13 | 0.261034 | 2.005 | 0.024777 |
14 | 0.008431 | 0.0648 | 0.474293 |
15 | 0.023819 | 0.183 | 0.427728 |
16 | -0.107293 | -0.8241 | 0.793408 |
17 | 0.073639 | 0.5656 | 0.286894 |