Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 14.2127 | 0 |
1 | 0.057136 | 0.8121 | 0.208859 |
2 | -0.051112 | -0.7264 | 0.765795 |
3 | -0.038007 | -0.5402 | 0.705166 |
4 | -0.058479 | -0.8311 | 0.796562 |
5 | 0.141099 | 2.0054 | 0.023128 |
6 | -0.041338 | -0.5875 | 0.721245 |
7 | -0.119512 | -1.6986 | 0.954531 |
8 | -0.064647 | -0.9188 | 0.820355 |
9 | 0.025562 | 0.3633 | 0.358381 |
10 | 0.19708 | 2.801 | 0.002794 |
11 | -0.056515 | -0.8032 | 0.788609 |
12 | 0.061979 | 0.8809 | 0.189713 |
13 | 0.035704 | 0.5075 | 0.306196 |
14 | -0.088661 | -1.2601 | 0.895459 |
15 | -0.037561 | -0.5338 | 0.70298 |
16 | -0.01874 | -0.2663 | 0.604876 |
17 | 0.056459 | 0.8024 | 0.211622 |
18 | -0.046098 | -0.6552 | 0.74345 |
19 | -0.143226 | -2.0356 | 0.978453 |
20 | 0.01953 | 0.2776 | 0.390812 |
21 | 0.069731 | 0.9911 | 0.161419 |
22 | 0.004514 | 0.0642 | 0.474456 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.057136 | 0.8121 | 0.208859 |
1 | -0.054555 | -0.7754 | 0.780485 |
2 | -0.03201 | -0.4549 | 0.675181 |
3 | -0.057533 | -0.8177 | 0.792754 |
4 | 0.145655 | 2.0701 | 0.019855 |
5 | -0.06814 | -0.9684 | 0.83301 |
6 | -0.104637 | -1.4872 | 0.930736 |
7 | -0.052331 | -0.7438 | 0.771059 |
8 | 0.039899 | 0.5671 | 0.285646 |
9 | 0.16247 | 2.3091 | 0.010974 |
10 | -0.085716 | -1.2183 | 0.887725 |
11 | 0.114663 | 1.6297 | 0.052364 |
12 | 0.037319 | 0.5304 | 0.298208 |
13 | -0.099459 | -1.4136 | 0.920487 |
14 | -0.094906 | -1.3489 | 0.910555 |
15 | 0.038872 | 0.5525 | 0.290618 |
16 | 0.079383 | 1.1282 | 0.130278 |
17 | -0.083069 | -1.1806 | 0.880432 |
18 | -0.128359 | -1.8243 | 0.96521 |
19 | 0.050116 | 0.7123 | 0.238555 |
20 | 0.081986 | 1.1652 | 0.122649 |
21 | -0.12377 | -1.7591 | 0.959962 |
22 | -0.068829 | -0.9782 | 0.835438 |