Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.144437 | 1.1094 | 0.13587 |
2 | -0.140217 | -1.077 | 0.857073 |
3 | -0.249877 | -1.9193 | 0.970109 |
4 | -0.127059 | -0.976 | 0.833466 |
5 | -0.015219 | -0.1169 | 0.546331 |
6 | 0.045614 | 0.3504 | 0.363656 |
7 | 0.01288 | 0.0989 | 0.460764 |
8 | -0.200262 | -1.5382 | 0.935332 |
9 | -0.081926 | -0.6293 | 0.734204 |
10 | -0.064704 | -0.497 | 0.689482 |
11 | 0.274927 | 2.1118 | 0.019476 |
12 | 0.321939 | 2.4729 | 0.008152 |
13 | -0.098267 | -0.7548 | 0.773316 |
14 | -0.04506 | -0.3461 | 0.634756 |
15 | -0.015886 | -0.122 | 0.548354 |
16 | -0.116489 | -0.8948 | 0.812728 |
17 | -0.052003 | -0.3994 | 0.654495 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.144437 | 1.1094 | 0.13587 |
1 | -0.164511 | -1.2636 | 0.894334 |
2 | -0.2126 | -1.633 | 0.946104 |
3 | -0.089179 | -0.685 | 0.751986 |
4 | -0.056525 | -0.4342 | 0.667127 |
5 | -0.030634 | -0.2353 | 0.592606 |
6 | -0.051805 | -0.3979 | 0.653939 |
7 | -0.247313 | -1.8996 | 0.968814 |
8 | -0.060431 | -0.4642 | 0.677885 |
9 | -0.152784 | -1.1736 | 0.877355 |
10 | 0.195749 | 1.5036 | 0.069013 |
11 | 0.207635 | 1.5949 | 0.058042 |
12 | -0.198902 | -1.5278 | 0.934047 |
13 | 0.16455 | 1.2639 | 0.105613 |
14 | 0.106644 | 0.8191 | 0.207999 |
15 | -0.188701 | -1.4494 | 0.923745 |
16 | 0.039771 | 0.3055 | 0.380535 |
17 | 0.021005 | 0.1613 | 0.436187 |