Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.412491 | 3.1951 | 0.001115 |
2 | 0.377259 | 2.9222 | 0.002447 |
3 | 0.264305 | 2.0473 | 0.022507 |
4 | -0.006148 | -0.0476 | 0.518913 |
5 | 0.191309 | 1.4819 | 0.071804 |
6 | 0.161316 | 1.2495 | 0.108159 |
7 | 0.130253 | 1.0089 | 0.158528 |
8 | 0.294155 | 2.2785 | 0.013135 |
9 | 0.098808 | 0.7654 | 0.223527 |
10 | -0.055635 | -0.4309 | 0.665974 |
11 | -0.024327 | -0.1884 | 0.574415 |
12 | -0.247038 | -1.9135 | 0.969774 |
13 | -0.016313 | -0.1264 | 0.550066 |
14 | 0.122663 | 0.9501 | 0.172926 |
15 | 0.128965 | 0.999 | 0.160913 |
16 | 0.216219 | 1.6748 | 0.049587 |
17 | 0.029697 | 0.23 | 0.409426 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.412491 | 3.1951 | 0.001115 |
1 | 0.249575 | 1.9332 | 0.028967 |
2 | 0.057289 | 0.4438 | 0.329408 |
3 | -0.251775 | -1.9502 | 0.972088 |
4 | 0.234989 | 1.8202 | 0.036857 |
5 | 0.147292 | 1.1409 | 0.129218 |
6 | -0.022517 | -0.1744 | 0.568936 |
7 | 0.134544 | 1.0422 | 0.150756 |
8 | -0.06264 | -0.4852 | 0.685351 |
9 | -0.273195 | -2.1162 | 0.980755 |
10 | -0.01381 | -0.107 | 0.542415 |
11 | -0.111757 | -0.8657 | 0.804938 |
12 | 0.160793 | 1.2455 | 0.108896 |
13 | 0.208137 | 1.6122 | 0.056081 |
14 | 0.122506 | 0.9489 | 0.173232 |
15 | -0.084844 | -0.6572 | 0.743218 |
16 | -0.145974 | -1.1307 | 0.868661 |
17 | 0.125754 | 0.9741 | 0.166963 |