Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.327604 | 2.799 | 0.003276 |
2 | 0.143526 | 1.2263 | 0.112016 |
3 | -0.101203 | -0.8647 | 0.804975 |
4 | -0.327629 | -2.7993 | 0.996726 |
5 | -0.366684 | -3.133 | 0.998754 |
6 | -0.208404 | -1.7806 | 0.960431 |
7 | -0.047452 | -0.4054 | 0.656827 |
8 | 0.110695 | 0.9458 | 0.17369 |
9 | 0.167985 | 1.4353 | 0.077741 |
10 | 0.126819 | 1.0835 | 0.141067 |
11 | 0.070983 | 0.6065 | 0.273039 |
12 | 0.000306 | 0.0026 | 0.498961 |
13 | -0.093286 | -0.797 | 0.785993 |
14 | -0.090291 | -0.7714 | 0.778535 |
15 | -0.07684 | -0.6565 | 0.743223 |
16 | -0.005384 | -0.046 | 0.518284 |
17 | 0.065881 | 0.5629 | 0.287618 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.327604 | 2.799 | 0.003276 |
1 | 0.040554 | 0.3465 | 0.364984 |
2 | -0.179084 | -1.5301 | 0.934842 |
3 | -0.290178 | -2.4793 | 0.992263 |
4 | -0.200424 | -1.7124 | 0.954468 |
5 | -0.002844 | -0.0243 | 0.50966 |
6 | 0.028427 | 0.2429 | 0.404388 |
7 | 0.025157 | 0.2149 | 0.415205 |
8 | -0.029849 | -0.255 | 0.600291 |
9 | -0.059635 | -0.5095 | 0.694038 |
10 | -0.004196 | -0.0359 | 0.51425 |
11 | 0.023026 | 0.1967 | 0.422292 |
12 | -0.038162 | -0.3261 | 0.627342 |
13 | -0.01467 | -0.1253 | 0.5497 |
14 | -0.024078 | -0.2057 | 0.581211 |
15 | 0.030775 | 0.2629 | 0.396669 |
16 | 0.050501 | 0.4315 | 0.333696 |
17 | -0.064482 | -0.5509 | 0.708318 |