Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.73752 | 6.2581 | 0 |
2 | 0.417196 | 3.54 | 0.000353 |
3 | 0.190738 | 1.6185 | 0.054967 |
4 | 0.068765 | 0.5835 | 0.280693 |
5 | -0.009832 | -0.0834 | 0.533129 |
6 | -0.010675 | -0.0906 | 0.53596 |
7 | -0.010285 | -0.0873 | 0.534652 |
8 | 0.007096 | 0.0602 | 0.476077 |
9 | 0.052495 | 0.4454 | 0.328671 |
10 | 0.176893 | 1.501 | 0.068866 |
11 | 0.377159 | 3.2003 | 0.001022 |
12 | 0.542754 | 4.6054 | 9e-06 |
13 | 0.330831 | 2.8072 | 0.003213 |
14 | 0.071343 | 0.6054 | 0.273419 |
15 | -0.097237 | -0.8251 | 0.793975 |
16 | -0.174422 | -1.48 | 0.928384 |
17 | -0.211842 | -1.7975 | 0.961779 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.73752 | 6.2581 | 0 |
1 | -0.277899 | -2.358 | 0.989455 |
2 | 0.005934 | 0.0503 | 0.479992 |
3 | 0.00613 | 0.052 | 0.479332 |
4 | -0.060818 | -0.5161 | 0.696303 |
5 | 0.094379 | 0.8008 | 0.212931 |
6 | -0.062937 | -0.534 | 0.70252 |
7 | 0.052383 | 0.4445 | 0.329012 |
8 | 0.075185 | 0.638 | 0.26276 |
9 | 0.210324 | 1.7847 | 0.039264 |
10 | 0.311296 | 2.6414 | 0.00506 |
11 | 0.184278 | 1.5636 | 0.061143 |
12 | -0.62497 | -5.303 | 0.999999 |
13 | 0.094356 | 0.8006 | 0.212987 |
14 | 0.010655 | 0.0904 | 0.464104 |
15 | -0.043304 | -0.3674 | 0.642817 |
16 | 0.015243 | 0.1293 | 0.448724 |
17 | -0.073789 | -0.6261 | 0.733392 |