Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.127423 | 0.987 | 0.163801 |
2 | -0.028998 | -0.2246 | 0.58848 |
3 | 0.026844 | 0.2079 | 0.417992 |
4 | -0.005511 | -0.0427 | 0.516954 |
5 | 0.072436 | 0.5611 | 0.288414 |
6 | 0.078338 | 0.6068 | 0.273136 |
7 | 0.106676 | 0.8263 | 0.205951 |
8 | 0.099701 | 0.7723 | 0.221491 |
9 | 0.155056 | 1.2011 | 0.117224 |
10 | -0.100006 | -0.7746 | 0.779203 |
11 | -0.038676 | -0.2996 | 0.617235 |
12 | -0.169341 | -1.3117 | 0.902693 |
13 | 0.013332 | 0.1033 | 0.459046 |
14 | 0.228576 | 1.7705 | 0.040858 |
15 | 0.067221 | 0.5207 | 0.302248 |
16 | 0.048894 | 0.3787 | 0.353111 |
17 | -0.162511 | -1.2588 | 0.893512 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.127423 | 0.987 | 0.163801 |
1 | -0.045981 | -0.3562 | 0.638518 |
2 | 0.03725 | 0.2885 | 0.386964 |
3 | -0.015667 | -0.1214 | 0.548093 |
4 | 0.079289 | 0.6142 | 0.270712 |
5 | 0.057591 | 0.4461 | 0.328567 |
6 | 0.098654 | 0.7642 | 0.22388 |
7 | 0.077304 | 0.5988 | 0.275782 |
8 | 0.14727 | 1.1407 | 0.129254 |
9 | -0.143793 | -1.1138 | 0.865101 |
10 | -0.004198 | -0.0325 | 0.512916 |
11 | -0.221445 | -1.7153 | 0.954275 |
12 | 0.05431 | 0.4207 | 0.337746 |
13 | 0.168242 | 1.3032 | 0.098743 |
14 | 0.031468 | 0.2437 | 0.404129 |
15 | 0.042419 | 0.3286 | 0.371811 |
16 | -0.18484 | -1.4318 | 0.9213 |
17 | 0.178263 | 1.3808 | 0.086228 |