Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.014962 | 0.1149 | 0.454448 |
2 | -0.135055 | -1.0374 | 0.848104 |
3 | -0.212342 | -1.631 | 0.945895 |
4 | 0.020169 | 0.1549 | 0.438705 |
5 | 0.107245 | 0.8238 | 0.206697 |
6 | 0.092621 | 0.7114 | 0.239808 |
7 | 0.190307 | 1.4618 | 0.074555 |
8 | -0.057085 | -0.4385 | 0.668679 |
9 | -0.048947 | -0.376 | 0.645857 |
10 | -0.173621 | -1.3336 | 0.906271 |
11 | 0.045201 | 0.3472 | 0.36484 |
12 | -0.014881 | -0.1143 | 0.545306 |
13 | 0.061584 | 0.473 | 0.318968 |
14 | 0.09378 | 0.7203 | 0.237082 |
15 | 0.029558 | 0.227 | 0.41059 |
16 | -0.226977 | -1.7434 | 0.956768 |
17 | -0.064836 | -0.498 | 0.689838 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.014962 | 0.1149 | 0.454448 |
1 | -0.13531 | -1.0393 | 0.848555 |
2 | -0.211951 | -1.628 | 0.945576 |
3 | 0.003274 | 0.0252 | 0.49001 |
4 | 0.054324 | 0.4173 | 0.338998 |
5 | 0.056133 | 0.4312 | 0.33396 |
6 | 0.233156 | 1.7909 | 0.039219 |
7 | 0.002762 | 0.0212 | 0.491573 |
8 | 0.033411 | 0.2566 | 0.399177 |
9 | -0.124835 | -0.9589 | 0.829233 |
10 | -0.005413 | -0.0416 | 0.516512 |
11 | -0.11581 | -0.8896 | 0.81134 |
12 | -0.01861 | -0.1429 | 0.556589 |
13 | 0.074262 | 0.5704 | 0.28528 |
14 | 0.075261 | 0.5781 | 0.282702 |
15 | -0.186984 | -1.4362 | 0.921893 |
16 | 0.048484 | 0.3724 | 0.35546 |
17 | -0.092053 | -0.7071 | 0.758848 |