Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | 0.237331 | 1.9998 | 0.024675 |
2 | -0.067933 | -0.5724 | 0.715574 |
3 | -0.010448 | -0.088 | 0.534953 |
4 | -0.072056 | -0.6072 | 0.727159 |
5 | 0.019748 | 0.1664 | 0.434158 |
6 | -0.059576 | -0.502 | 0.691388 |
7 | -0.014698 | -0.1238 | 0.549106 |
8 | 0.047451 | 0.3998 | 0.34524 |
9 | -0.188034 | -1.5844 | 0.941226 |
10 | -0.129744 | -1.0932 | 0.861009 |
11 | 0.0894 | 0.7533 | 0.226882 |
12 | 0.173707 | 1.4637 | 0.073848 |
13 | 0.036017 | 0.3035 | 0.381204 |
14 | -0.27791 | -2.3417 | 0.988997 |
15 | -0.043356 | -0.3653 | 0.642021 |
16 | 0.074439 | 0.6272 | 0.26626 |
17 | 0.01719 | 0.1448 | 0.442623 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.237331 | 1.9998 | 0.024675 |
1 | -0.131675 | -1.1095 | 0.864524 |
2 | 0.042109 | 0.3548 | 0.361891 |
3 | -0.096038 | -0.8092 | 0.789457 |
4 | 0.071523 | 0.6027 | 0.274326 |
5 | -0.110548 | -0.9315 | 0.822622 |
6 | 0.049274 | 0.4152 | 0.339626 |
7 | 0.011448 | 0.0965 | 0.461714 |
8 | -0.210706 | -1.7754 | 0.959945 |
9 | -0.029058 | -0.2448 | 0.596359 |
10 | 0.108482 | 0.9141 | 0.181884 |
11 | 0.132139 | 1.1134 | 0.134642 |
12 | -0.073507 | -0.6194 | 0.731176 |
13 | -0.281039 | -2.3681 | 0.989696 |
14 | 0.116664 | 0.983 | 0.164466 |
15 | 0.029481 | 0.2484 | 0.402267 |
16 | 0.048033 | 0.4047 | 0.343444 |
17 | 0.045571 | 0.384 | 0.351068 |