Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | 0.322329 | 2.716 | 0.004146 |
2 | -0.122287 | -1.0304 | 0.846842 |
3 | -0.16786 | -1.4144 | 0.919194 |
4 | 0.073396 | 0.6184 | 0.26913 |
5 | 0.010908 | 0.0919 | 0.463512 |
6 | -0.178697 | -1.5057 | 0.931713 |
7 | -0.035679 | -0.3006 | 0.617715 |
8 | 0.085422 | 0.7198 | 0.237012 |
9 | 0.126405 | 1.0651 | 0.145219 |
10 | 0.096629 | 0.8142 | 0.209124 |
11 | 0.039735 | 0.3348 | 0.369378 |
12 | -0.033394 | -0.2814 | 0.610381 |
13 | -0.049338 | -0.4157 | 0.660568 |
14 | -0.057889 | -0.4878 | 0.686396 |
15 | -0.143305 | -1.2075 | 0.884378 |
16 | -0.178032 | -1.5001 | 0.930992 |
17 | 0.089338 | 0.7528 | 0.227037 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.322329 | 2.716 | 0.004146 |
1 | -0.252407 | -2.1268 | 0.981544 |
2 | -0.044262 | -0.373 | 0.644853 |
3 | 0.149121 | 1.2565 | 0.106524 |
4 | -0.137429 | -1.158 | 0.874627 |
5 | -0.149645 | -1.2609 | 0.89427 |
6 | 0.14847 | 1.251 | 0.107515 |
7 | -0.03126 | -0.2634 | 0.603496 |
8 | 0.062098 | 0.5233 | 0.301215 |
9 | 0.139695 | 1.1771 | 0.121544 |
10 | -0.034059 | -0.287 | 0.612522 |
11 | -0.058333 | -0.4915 | 0.687714 |
12 | 0.046044 | 0.388 | 0.349599 |
13 | -0.082212 | -0.6927 | 0.754631 |
14 | -0.151355 | -1.2753 | 0.896827 |
15 | -0.055078 | -0.4641 | 0.678002 |
16 | 0.189326 | 1.5953 | 0.057545 |
17 | -0.142603 | -1.2016 | 0.883243 |