Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.24254 | 2.058 | 0.021604 |
2 | -0.154286 | -1.3092 | 0.902679 |
3 | -0.112259 | -0.9525 | 0.827997 |
4 | -0.044643 | -0.3788 | 0.647028 |
5 | -0.034082 | -0.2892 | 0.613369 |
6 | 0.114543 | 0.9719 | 0.167169 |
7 | -0.106338 | -0.9023 | 0.81505 |
8 | -0.107716 | -0.914 | 0.818117 |
9 | -0.150375 | -1.276 | 0.896966 |
10 | -0.346306 | -2.9385 | 0.997786 |
11 | 0.021901 | 0.1858 | 0.426549 |
12 | 0.383295 | 3.2524 | 0.000872 |
13 | -0.011587 | -0.0983 | 0.539023 |
14 | -0.25803 | -2.1895 | 0.984097 |
15 | -0.090613 | -0.7689 | 0.777758 |
16 | -0.035617 | -0.3022 | 0.618322 |
17 | 0.182323 | 1.5471 | 0.063116 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.24254 | 2.058 | 0.021604 |
1 | -0.226432 | -1.9213 | 0.970676 |
2 | -0.012819 | -0.1088 | 0.543157 |
3 | -0.047957 | -0.4069 | 0.657365 |
4 | -0.039649 | -0.3364 | 0.631239 |
5 | 0.131795 | 1.1183 | 0.133574 |
6 | -0.221003 | -1.8753 | 0.967595 |
7 | 0.029088 | 0.2468 | 0.402875 |
8 | -0.200334 | -1.6999 | 0.953266 |
9 | -0.3554 | -3.0157 | 0.99823 |
10 | 0.229411 | 1.9466 | 0.027741 |
11 | 0.168329 | 1.4283 | 0.078762 |
12 | -0.24904 | -2.1132 | 0.980974 |
13 | -0.16007 | -1.3582 | 0.910685 |
14 | -0.005595 | -0.0475 | 0.518868 |
15 | -0.046149 | -0.3916 | 0.651739 |
16 | 0.119652 | 1.0153 | 0.156686 |
17 | 0.077927 | 0.6612 | 0.255288 |