Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | 0.138447 | 1.1417 | 0.128799 |
2 | 0.072313 | 0.5963 | 0.276474 |
3 | 0.258459 | 2.1313 | 0.018341 |
4 | -0.053284 | -0.4394 | 0.669114 |
5 | 0.062272 | 0.5135 | 0.304631 |
6 | 0.183098 | 1.5099 | 0.067856 |
7 | -0.152991 | -1.2616 | 0.894298 |
8 | 0.122385 | 1.0092 | 0.158226 |
9 | 0.211692 | 1.7457 | 0.042693 |
10 | -0.208084 | -1.7159 | 0.954634 |
11 | -0.045104 | -0.3719 | 0.644453 |
12 | -0.219134 | -1.807 | 0.962409 |
13 | -0.24416 | -2.0134 | 0.975983 |
14 | 0.103499 | 0.8535 | 0.198196 |
15 | -0.13178 | -1.0867 | 0.859493 |
16 | -0.136789 | -1.128 | 0.868357 |
17 | 0.208311 | 1.7178 | 0.045194 |
18 | -0.125763 | -1.0371 | 0.848311 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.138447 | 1.1417 | 0.128799 |
1 | 0.054184 | 0.4468 | 0.328214 |
2 | 0.246932 | 2.0363 | 0.022811 |
3 | -0.13006 | -1.0725 | 0.856357 |
4 | 0.069684 | 0.5746 | 0.283719 |
5 | 0.118808 | 0.9797 | 0.16535 |
6 | -0.173152 | -1.4278 | 0.921044 |
7 | 0.144158 | 1.1888 | 0.119335 |
8 | 0.14042 | 1.1579 | 0.125471 |
9 | -0.217058 | -1.7899 | 0.961039 |
10 | -0.102021 | -0.8413 | 0.798431 |
11 | -0.290463 | -2.3952 | 0.990315 |
12 | -0.026758 | -0.2207 | 0.586989 |
13 | 0.13925 | 1.1483 | 0.127438 |
14 | -0.086644 | -0.7145 | 0.761313 |
15 | 0.03531 | 0.2912 | 0.385902 |
16 | 0.155711 | 1.284 | 0.101746 |
17 | -0.107497 | -0.8864 | 0.810748 |
18 | -0.161735 | -1.3337 | 0.906624 |