Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.014976 | 0.115 | 0.454406 |
2 | -0.135073 | -1.0375 | 0.848136 |
3 | -0.212316 | -1.6308 | 0.945873 |
4 | 0.020168 | 0.1549 | 0.43871 |
5 | 0.10726 | 0.8239 | 0.206663 |
6 | 0.092626 | 0.7115 | 0.239797 |
7 | 0.190296 | 1.4617 | 0.074566 |
8 | -0.05709 | -0.4385 | 0.668692 |
9 | -0.048956 | -0.376 | 0.645882 |
10 | -0.173615 | -1.3336 | 0.906263 |
11 | 0.045201 | 0.3472 | 0.36484 |
12 | -0.014864 | -0.1142 | 0.545256 |
13 | 0.061556 | 0.4728 | 0.319043 |
14 | 0.093795 | 0.7205 | 0.237046 |
15 | 0.029516 | 0.2267 | 0.410714 |
16 | -0.226978 | -1.7434 | 0.956768 |
17 | -0.064847 | -0.4981 | 0.689868 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.014976 | 0.115 | 0.454406 |
1 | -0.135328 | -1.0395 | 0.848587 |
2 | -0.211921 | -1.6278 | 0.945551 |
3 | 0.003275 | 0.0252 | 0.490009 |
4 | 0.05434 | 0.4174 | 0.338954 |
5 | 0.056148 | 0.4313 | 0.333917 |
6 | 0.233146 | 1.7908 | 0.039225 |
7 | 0.002757 | 0.0212 | 0.491588 |
8 | 0.033405 | 0.2566 | 0.399195 |
9 | -0.124852 | -0.959 | 0.829265 |
10 | -0.005413 | -0.0416 | 0.516513 |
11 | -0.115807 | -0.8895 | 0.811334 |
12 | -0.018628 | -0.1431 | 0.556644 |
13 | 0.074284 | 0.5706 | 0.285224 |
14 | 0.075224 | 0.5778 | 0.282796 |
15 | -0.186985 | -1.4363 | 0.921895 |
16 | 0.048465 | 0.3723 | 0.355513 |
17 | -0.092068 | -0.7072 | 0.758884 |