Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.402923 | 3.4189 | 0.000519 |
2 | 0.212468 | 1.8028 | 0.037798 |
3 | 0.158612 | 1.3459 | 0.091284 |
4 | -0.065285 | -0.554 | 0.70934 |
5 | -0.226889 | -1.9252 | 0.970924 |
6 | -0.311536 | -2.6435 | 0.994968 |
7 | -0.217726 | -1.8475 | 0.965606 |
8 | -0.061588 | -0.5226 | 0.698569 |
9 | 0.124725 | 1.0583 | 0.146721 |
10 | 0.156156 | 1.325 | 0.094676 |
11 | 0.293366 | 2.4893 | 0.007556 |
12 | 0.746776 | 6.3366 | 0 |
13 | 0.284279 | 2.4122 | 0.009203 |
14 | 0.130285 | 1.1055 | 0.13631 |
15 | 0.061082 | 0.5183 | 0.302918 |
16 | -0.087492 | -0.7424 | 0.769869 |
17 | -0.266493 | -2.2613 | 0.986618 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.402923 | 3.4189 | 0.000519 |
1 | 0.059835 | 0.5077 | 0.306603 |
2 | 0.064718 | 0.5492 | 0.2923 |
3 | -0.190501 | -1.6165 | 0.944815 |
4 | -0.200306 | -1.6997 | 0.953244 |
5 | -0.18993 | -1.6116 | 0.944289 |
6 | 0.029814 | 0.253 | 0.400501 |
7 | 0.146097 | 1.2397 | 0.109561 |
8 | 0.233037 | 1.9774 | 0.025914 |
9 | 0.016384 | 0.139 | 0.444909 |
10 | 0.11029 | 0.9358 | 0.176241 |
11 | 0.660483 | 5.6044 | 0 |
12 | -0.321541 | -2.7284 | 0.996004 |
13 | -0.06557 | -0.5564 | 0.710161 |
14 | -0.146192 | -1.2405 | 0.890587 |
15 | 0.128312 | 1.0888 | 0.139945 |
16 | -0.128203 | -1.0878 | 0.859853 |
17 | -0.01367 | -0.116 | 0.546009 |