Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | 0.358411 | 2.9555 | 0.002143 |
2 | 0.390798 | 3.2226 | 0.000976 |
3 | 0.417395 | 3.4419 | 0.000496 |
4 | 0.197502 | 1.6286 | 0.054006 |
5 | 0.291382 | 2.4028 | 0.009502 |
6 | 0.23901 | 1.9709 | 0.026402 |
7 | 0.010447 | 0.0862 | 0.465799 |
8 | 0.128678 | 1.0611 | 0.146198 |
9 | 0.066916 | 0.5518 | 0.291445 |
10 | 0.009037 | 0.0745 | 0.470406 |
11 | 0.056181 | 0.4633 | 0.322323 |
12 | -0.100611 | -0.8297 | 0.795183 |
13 | -0.047363 | -0.3906 | 0.65133 |
14 | 0.047017 | 0.3877 | 0.349719 |
15 | 0.019249 | 0.1587 | 0.437177 |
16 | -0.032566 | -0.2685 | 0.605455 |
17 | 0.103854 | 0.8564 | 0.197391 |
18 | 0.036947 | 0.3047 | 0.380772 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.358411 | 2.9555 | 0.002143 |
1 | 0.301006 | 2.4822 | 0.007767 |
2 | 0.266984 | 2.2016 | 0.015545 |
3 | -0.082473 | -0.6801 | 0.750622 |
4 | 0.092171 | 0.7601 | 0.224922 |
5 | 0.0475 | 0.3917 | 0.348255 |
6 | -0.214897 | -1.7721 | 0.95957 |
7 | 0.000596 | 0.0049 | 0.498046 |
8 | 0.032208 | 0.2656 | 0.395679 |
9 | 0.004936 | 0.0407 | 0.483825 |
10 | -0.019045 | -0.1571 | 0.562166 |
11 | -0.127322 | -1.0499 | 0.851265 |
12 | 0.018136 | 0.1496 | 0.440781 |
13 | 0.108559 | 0.8952 | 0.18692 |
14 | 0.109448 | 0.9025 | 0.184981 |
15 | -0.098569 | -0.8128 | 0.790421 |
16 | 0.134925 | 1.1126 | 0.134895 |
17 | 0.052958 | 0.4367 | 0.331856 |
18 | -0.029475 | -0.2431 | 0.595653 |