Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | 0.081537 | 0.687 | 0.247147 |
2 | -0.050502 | -0.4255 | 0.664133 |
3 | -0.041387 | -0.3487 | 0.635841 |
4 | -0.049314 | -0.4155 | 0.660495 |
5 | 0.050542 | 0.4259 | 0.335744 |
6 | 0.049574 | 0.4177 | 0.338708 |
7 | -0.042136 | -0.355 | 0.638194 |
8 | 0.037555 | 0.3164 | 0.376296 |
9 | -0.061112 | -0.5149 | 0.695903 |
10 | -0.06208 | -0.5231 | 0.698732 |
11 | 0.040899 | 0.3446 | 0.365697 |
12 | 0.022891 | 0.1929 | 0.423801 |
13 | -0.048654 | -0.41 | 0.658467 |
14 | 0.031037 | 0.2615 | 0.397223 |
15 | -0.06763 | -0.5699 | 0.714716 |
16 | -0.068598 | -0.578 | 0.717461 |
17 | -0.066442 | -0.5599 | 0.711329 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.081537 | 0.687 | 0.247147 |
1 | -0.057533 | -0.4848 | 0.685337 |
2 | -0.032666 | -0.2753 | 0.608039 |
3 | -0.046433 | -0.3913 | 0.651608 |
4 | 0.055317 | 0.4661 | 0.321282 |
5 | 0.034931 | 0.2943 | 0.384681 |
6 | -0.047833 | -0.403 | 0.655939 |
7 | 0.051513 | 0.4341 | 0.332783 |
8 | -0.066854 | -0.5633 | 0.712504 |
9 | -0.049052 | -0.4133 | 0.659692 |
10 | 0.039417 | 0.3321 | 0.370382 |
11 | 0.013487 | 0.1136 | 0.45492 |
12 | -0.059565 | -0.5019 | 0.691357 |
13 | 0.041162 | 0.3468 | 0.36487 |
14 | -0.061001 | -0.514 | 0.695576 |
15 | -0.065883 | -0.5551 | 0.709728 |
16 | -0.07032 | -0.5925 | 0.72231 |
17 | -0.039544 | -0.3332 | 0.63002 |