Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | 0.108576 | 0.9149 | 0.181677 |
2 | -0.053514 | -0.4509 | 0.673288 |
3 | 0.131815 | 1.1107 | 0.135223 |
4 | -0.023439 | -0.1975 | 0.578 |
5 | -0.149072 | -1.2561 | 0.893401 |
6 | -0.007258 | -0.0612 | 0.524296 |
7 | -0.045352 | -0.3821 | 0.648253 |
8 | 0.121053 | 1.02 | 0.155593 |
9 | 0.008751 | 0.0737 | 0.470712 |
10 | 0.114326 | 0.9633 | 0.169326 |
11 | 0.237904 | 2.0046 | 0.024409 |
12 | 0.02433 | 0.205 | 0.419077 |
13 | -0.191852 | -1.6166 | 0.944797 |
14 | -0.005117 | -0.0431 | 0.517137 |
15 | -0.226312 | -1.9069 | 0.969712 |
16 | -0.152848 | -1.2879 | 0.899023 |
17 | -0.128316 | -1.0812 | 0.858369 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.108576 | 0.9149 | 0.181677 |
1 | -0.066082 | -0.5568 | 0.710297 |
2 | 0.147561 | 1.2434 | 0.108911 |
3 | -0.062811 | -0.5293 | 0.70086 |
4 | -0.124259 | -1.047 | 0.85068 |
5 | 0.002156 | 0.0182 | 0.49278 |
6 | -0.055281 | -0.4658 | 0.678609 |
7 | 0.180567 | 1.5215 | 0.06629 |
8 | -0.049705 | -0.4188 | 0.661695 |
9 | 0.147511 | 1.2429 | 0.108988 |
10 | 0.173011 | 1.4578 | 0.07465 |
11 | -0.017905 | -0.1509 | 0.559748 |
12 | -0.174248 | -1.4682 | 0.926772 |
13 | -0.033592 | -0.2831 | 0.611021 |
14 | -0.223528 | -1.8835 | 0.968135 |
15 | -0.028782 | -0.2425 | 0.595464 |
16 | -0.159161 | -1.3411 | 0.907921 |
17 | 0.085465 | 0.7201 | 0.236901 |