Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8322 | 0 |
1 | 0.291526 | 3.4494 | 0.000371 |
2 | 0.022126 | 0.2618 | 0.396931 |
3 | 0.023829 | 0.2819 | 0.389201 |
4 | -0.08951 | -1.0591 | 0.854311 |
5 | -0.119855 | -1.4181 | 0.920815 |
6 | -0.156509 | -1.8518 | 0.966922 |
7 | 0.059759 | 0.7071 | 0.240345 |
8 | 0.02176 | 0.2575 | 0.398598 |
9 | 0.032108 | 0.3799 | 0.352295 |
10 | 0.091074 | 1.0776 | 0.141533 |
11 | 0.075395 | 0.8921 | 0.186939 |
12 | 0.039014 | 0.4616 | 0.322535 |
13 | -0.027386 | -0.324 | 0.626804 |
14 | 0.017319 | 0.2049 | 0.418967 |
15 | 0.048087 | 0.569 | 0.285143 |
16 | 0.085968 | 1.0172 | 0.155409 |
17 | 0.002556 | 0.0302 | 0.487956 |
18 | 0.10112 | 1.1965 | 0.116769 |
19 | 0.15965 | 1.889 | 0.03048 |
20 | 0.07909 | 0.9358 | 0.175492 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.291526 | 3.4494 | 0.000371 |
1 | -0.0687 | -0.8129 | 0.791163 |
2 | 0.040588 | 0.4802 | 0.315902 |
3 | -0.117723 | -1.3929 | 0.917074 |
4 | -0.06304 | -0.7459 | 0.771512 |
5 | -0.120965 | -1.4313 | 0.92271 |
6 | 0.160498 | 1.899 | 0.029808 |
7 | -0.063156 | -0.7473 | 0.771925 |
8 | 0.057612 | 0.6817 | 0.248286 |
9 | 0.024738 | 0.2927 | 0.38509 |
10 | 0.050493 | 0.5974 | 0.275588 |
11 | -0.006907 | -0.0817 | 0.532508 |
12 | -0.001847 | -0.0219 | 0.508704 |
13 | 0.024132 | 0.2855 | 0.38783 |
14 | 0.068485 | 0.8103 | 0.209563 |
15 | 0.089262 | 1.0562 | 0.146358 |
16 | -0.057173 | -0.6765 | 0.750076 |
17 | 0.138681 | 1.6409 | 0.051532 |
18 | 0.088606 | 1.0484 | 0.14813 |
19 | 0.058455 | 0.6916 | 0.245152 |
20 | -0.056313 | -0.6663 | 0.746843 |