Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.122236 | 0.9468 | 0.17376 |
2 | 0.048074 | 0.3724 | 0.35546 |
3 | 0.04318 | 0.3345 | 0.369595 |
4 | 0.026007 | 0.2014 | 0.420514 |
5 | 0.115683 | 0.8961 | 0.186897 |
6 | 0.043789 | 0.3392 | 0.367825 |
7 | 0.052178 | 0.4042 | 0.343762 |
8 | 0.100579 | 0.7791 | 0.219497 |
9 | 0.112402 | 0.8707 | 0.193704 |
10 | -0.146299 | -1.1332 | 0.869187 |
11 | -0.031061 | -0.2406 | 0.594657 |
12 | -0.189782 | -1.47 | 0.926613 |
13 | 0.020383 | 0.1579 | 0.437539 |
14 | 0.184477 | 1.429 | 0.079102 |
15 | 0.097615 | 0.7561 | 0.226266 |
16 | 0.112678 | 0.8728 | 0.193125 |
17 | -0.104877 | -0.8124 | 0.790106 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.122236 | 0.9468 | 0.17376 |
1 | 0.033635 | 0.2605 | 0.39767 |
2 | 0.033935 | 0.2629 | 0.39678 |
3 | 0.015652 | 0.1212 | 0.451952 |
4 | 0.109853 | 0.8509 | 0.199099 |
5 | 0.01549 | 0.12 | 0.452447 |
6 | 0.037438 | 0.29 | 0.386411 |
7 | 0.08328 | 0.6451 | 0.260667 |
8 | 0.087976 | 0.6815 | 0.249101 |
9 | -0.196815 | -1.5245 | 0.933684 |
10 | -0.011743 | -0.091 | 0.536088 |
11 | -0.206516 | -1.5997 | 0.942537 |
12 | 0.059815 | 0.4633 | 0.322404 |
13 | 0.178593 | 1.3834 | 0.085837 |
14 | 0.117156 | 0.9075 | 0.18389 |
15 | 0.097327 | 0.7539 | 0.226931 |
16 | -0.126752 | -0.9818 | 0.834934 |
17 | 0.186852 | 1.4473 | 0.076502 |