Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.284114 | 2.2007 | 0.015807 |
2 | 0.355005 | 2.7499 | 0.003934 |
3 | 0.186313 | 1.4432 | 0.077086 |
4 | 0.178377 | 1.3817 | 0.086093 |
5 | 0.251415 | 1.9474 | 0.028082 |
6 | 0.184739 | 1.431 | 0.078811 |
7 | -0.008919 | -0.0691 | 0.527425 |
8 | 0.106765 | 0.827 | 0.205757 |
9 | 0.050287 | 0.3895 | 0.349135 |
10 | 0.016838 | 0.1304 | 0.448333 |
11 | -0.010076 | -0.0781 | 0.530976 |
12 | -0.265097 | -2.0534 | 0.977801 |
13 | -0.062337 | -0.4829 | 0.684523 |
14 | -0.085395 | -0.6615 | 0.744577 |
15 | 0.062364 | 0.4831 | 0.315403 |
16 | -0.077873 | -0.6032 | 0.725676 |
17 | -0.057745 | -0.4473 | 0.671862 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.284114 | 2.2007 | 0.015807 |
1 | 0.298369 | 2.3112 | 0.012138 |
2 | 0.036748 | 0.2847 | 0.388445 |
3 | 0.035295 | 0.2734 | 0.392745 |
4 | 0.173619 | 1.3449 | 0.091868 |
5 | 0.053379 | 0.4135 | 0.340369 |
6 | -0.220211 | -1.7057 | 0.953386 |
7 | 0.061297 | 0.4748 | 0.318326 |
8 | 0.069264 | 0.5365 | 0.296794 |
9 | -0.107331 | -0.8314 | 0.795473 |
10 | -0.077367 | -0.5993 | 0.724379 |
11 | -0.255542 | -1.9794 | 0.973819 |
12 | 0.076789 | 0.5948 | 0.277106 |
13 | 0.048516 | 0.3758 | 0.354195 |
14 | 0.159126 | 1.2326 | 0.111269 |
15 | -0.076767 | -0.5946 | 0.722837 |
16 | 0.005117 | 0.0396 | 0.484258 |
17 | 0.116764 | 0.9045 | 0.184687 |