Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | 0.338828 | 2.855 | 0.002819 |
2 | -0.100603 | -0.8477 | 0.800273 |
3 | -0.174268 | -1.4684 | 0.926795 |
4 | 0.059681 | 0.5029 | 0.308303 |
5 | -0.003171 | -0.0267 | 0.510621 |
6 | -0.160661 | -1.3538 | 0.909946 |
7 | -0.006698 | -0.0564 | 0.522425 |
8 | 0.105647 | 0.8902 | 0.188183 |
9 | 0.144523 | 1.2178 | 0.113672 |
10 | 0.11952 | 1.0071 | 0.158655 |
11 | 0.06432 | 0.542 | 0.294769 |
12 | -0.04223 | -0.3558 | 0.638492 |
13 | -0.078537 | -0.6618 | 0.744867 |
14 | -0.097246 | -0.8194 | 0.792354 |
15 | -0.15484 | -1.3047 | 0.901896 |
16 | -0.164251 | -1.384 | 0.914654 |
17 | 0.104665 | 0.8819 | 0.190397 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.338828 | 2.855 | 0.002819 |
1 | -0.243345 | -2.0505 | 0.977994 |
2 | -0.05936 | -0.5002 | 0.690752 |
3 | 0.155122 | 1.3071 | 0.097702 |
4 | -0.154379 | -1.3008 | 0.901238 |
5 | -0.125299 | -1.0558 | 0.852678 |
6 | 0.175694 | 1.4804 | 0.071592 |
7 | -0.029602 | -0.2494 | 0.598127 |
8 | 0.08186 | 0.6898 | 0.246295 |
9 | 0.162828 | 1.372 | 0.087189 |
10 | -0.035878 | -0.3023 | 0.618352 |
11 | -0.069517 | -0.5858 | 0.720054 |
12 | 0.046933 | 0.3955 | 0.346843 |
13 | -0.120586 | -1.0161 | 0.843479 |
14 | -0.151918 | -1.2801 | 0.897659 |
15 | -0.034256 | -0.2886 | 0.613153 |
16 | 0.184569 | 1.5552 | 0.062172 |
17 | -0.158786 | -1.338 | 0.90741 |