Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.124 | 0 |
1 | 0.026856 | 0.2182 | 0.413981 |
2 | -0.226677 | -1.8415 | 0.964981 |
3 | -0.130377 | -1.0592 | 0.853312 |
4 | -0.008461 | -0.0687 | 0.527296 |
5 | 0.252784 | 2.0536 | 0.021989 |
6 | -0.119916 | -0.9742 | 0.833243 |
7 | -0.096452 | -0.7836 | 0.781956 |
8 | -0.219693 | -1.7848 | 0.960555 |
9 | -0.150509 | -1.2227 | 0.887113 |
10 | 0.261016 | 2.1205 | 0.018863 |
11 | 0.101951 | 0.8283 | 0.205256 |
12 | -0.038517 | -0.3129 | 0.622335 |
13 | -0.157538 | -1.2798 | 0.89746 |
14 | -0.007888 | -0.0641 | 0.525451 |
15 | 0.179102 | 1.455 | 0.0752 |
16 | -0.090341 | -0.7339 | 0.767205 |
17 | -0.037302 | -0.303 | 0.618595 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.026856 | 0.2182 | 0.413981 |
1 | -0.227563 | -1.8487 | 0.965512 |
2 | -0.12326 | -1.0014 | 0.839847 |
3 | -0.059125 | -0.4803 | 0.68371 |
4 | 0.210368 | 1.709 | 0.046071 |
5 | -0.171846 | -1.3961 | 0.916317 |
6 | 0.005258 | 0.0427 | 0.483027 |
7 | -0.269427 | -2.1888 | 0.983924 |
8 | -0.195151 | -1.5854 | 0.941174 |
9 | 0.107719 | 0.8751 | 0.192343 |
10 | 0.051669 | 0.4198 | 0.338011 |
11 | -0.01463 | -0.1189 | 0.547126 |
12 | -0.047287 | -0.3842 | 0.648953 |
13 | 1.1e-05 | 1e-04 | 0.499964 |
14 | -0.019597 | -0.1592 | 0.563003 |
15 | -0.176891 | -1.4371 | 0.922288 |
16 | -0.037232 | -0.3025 | 0.618381 |
17 | -0.121024 | -0.9832 | 0.83545 |