Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | 0.312739 | 2.6352 | 0.005159 |
2 | -0.136067 | -1.1465 | 0.872285 |
3 | -0.162708 | -1.371 | 0.912654 |
4 | 0.079968 | 0.6738 | 0.251307 |
5 | 0.018447 | 0.1554 | 0.43846 |
6 | -0.191041 | -1.6097 | 0.944054 |
7 | -0.056051 | -0.4723 | 0.680916 |
8 | 0.071481 | 0.6023 | 0.274445 |
9 | 0.115351 | 0.972 | 0.167184 |
10 | 0.082566 | 0.6957 | 0.244439 |
11 | 0.021606 | 0.1821 | 0.428031 |
12 | -0.030352 | -0.2557 | 0.600558 |
13 | -0.031849 | -0.2684 | 0.605403 |
14 | -0.030578 | -0.2577 | 0.601292 |
15 | -0.134263 | -1.1313 | 0.869137 |
16 | -0.185344 | -1.5617 | 0.938602 |
17 | 0.078031 | 0.6575 | 0.256494 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.312739 | 2.6352 | 0.005159 |
1 | -0.259226 | -2.1843 | 0.983877 |
2 | -0.033335 | -0.2809 | 0.610192 |
3 | 0.142246 | 1.1986 | 0.117337 |
4 | -0.125733 | -1.0594 | 0.853505 |
5 | -0.16544 | -1.394 | 0.916171 |
6 | 0.128148 | 1.0798 | 0.141944 |
7 | -0.03398 | -0.2863 | 0.612268 |
8 | 0.050945 | 0.4293 | 0.334513 |
9 | 0.122159 | 1.0293 | 0.153409 |
10 | -0.036026 | -0.3036 | 0.618824 |
11 | -0.051862 | -0.437 | 0.66828 |
12 | 0.043115 | 0.3633 | 0.358732 |
13 | -0.055821 | -0.4704 | 0.680229 |
14 | -0.150072 | -1.2645 | 0.894913 |
15 | -0.066986 | -0.5644 | 0.71288 |
16 | 0.185569 | 1.5636 | 0.061175 |
17 | -0.135379 | -1.1407 | 0.871092 |