Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.239736 | 2.1443 | 0.017523 |
2 | -0.037255 | -0.3332 | 0.630079 |
3 | 0.302062 | 2.7017 | 0.00421 |
4 | 0.049815 | 0.4456 | 0.328561 |
5 | 0.182975 | 1.6366 | 0.052823 |
6 | 0.48364 | 4.3258 | 2.2e-05 |
7 | 0.158206 | 1.415 | 0.08047 |
8 | 0.052863 | 0.4728 | 0.318815 |
9 | 0.183315 | 1.6396 | 0.052506 |
10 | -0.188116 | -1.6826 | 0.95182 |
11 | 0.076649 | 0.6856 | 0.247483 |
12 | 0.634837 | 5.6782 | 0 |
13 | 0.075736 | 0.6774 | 0.250053 |
14 | -0.133564 | -1.1946 | 0.88212 |
15 | 0.131709 | 1.178 | 0.121137 |
16 | -0.089314 | -0.7989 | 0.786629 |
17 | 0.022538 | 0.2016 | 0.420376 |
18 | 0.285792 | 2.5562 | 0.006237 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.239736 | 2.1443 | 0.017523 |
1 | -0.100505 | -0.8989 | 0.814309 |
2 | 0.360111 | 3.2209 | 0.000924 |
3 | -0.165547 | -1.4807 | 0.928693 |
4 | 0.365741 | 3.2713 | 0.000791 |
5 | 0.260001 | 2.3255 | 0.011289 |
6 | 0.070671 | 0.6321 | 0.264561 |
7 | 0.013062 | 0.1168 | 0.453642 |
8 | -0.015758 | -0.1409 | 0.555864 |
9 | -0.406403 | -3.635 | 0.999755 |
10 | 0.188981 | 1.6903 | 0.047432 |
11 | 0.448067 | 4.0076 | 6.8e-05 |
12 | -0.170433 | -1.5244 | 0.934324 |
13 | -0.158283 | -1.4157 | 0.919631 |
14 | -0.068046 | -0.6086 | 0.72775 |
15 | 0.057586 | 0.5151 | 0.303964 |
16 | -0.057159 | -0.5112 | 0.694705 |
17 | -0.079799 | -0.7137 | 0.761269 |
18 | 0.013664 | 0.1222 | 0.451517 |