Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.295523 | 2.6432 | 0.004939 |
2 | 0.075117 | 0.6719 | 0.251802 |
3 | 0.210671 | 1.8843 | 0.031578 |
4 | 0.087842 | 0.7857 | 0.217188 |
5 | 0.320171 | 2.8637 | 0.002673 |
6 | 0.502284 | 4.4926 | 1.2e-05 |
7 | 0.255259 | 2.2831 | 0.012539 |
8 | 0.058872 | 0.5266 | 0.299974 |
9 | 0.052852 | 0.4727 | 0.31885 |
10 | -0.144946 | -1.2964 | 0.900724 |
11 | 0.08246 | 0.7375 | 0.231475 |
12 | 0.574813 | 5.1413 | 1e-06 |
13 | 0.041317 | 0.3696 | 0.356346 |
14 | -0.097886 | -0.8755 | 0.808043 |
15 | -0.018504 | -0.1655 | 0.565516 |
16 | -0.132805 | -1.1878 | 0.880795 |
17 | 0.093724 | 0.8383 | 0.202181 |
18 | 0.276274 | 2.4711 | 0.007798 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.295523 | 2.6432 | 0.004939 |
1 | -0.013386 | -0.1197 | 0.547499 |
2 | 0.210554 | 1.8833 | 0.03165 |
3 | -0.037068 | -0.3315 | 0.62945 |
4 | 0.349002 | 3.1216 | 0.001252 |
5 | 0.35023 | 3.1325 | 0.001211 |
6 | 0.107099 | 0.9579 | 0.170495 |
7 | -0.106942 | -0.9565 | 0.829154 |
8 | -0.094083 | -0.8415 | 0.798712 |
9 | -0.399945 | -3.5772 | 0.999703 |
10 | -0.117276 | -1.0489 | 0.85132 |
11 | 0.513716 | 4.5948 | 8e-06 |
12 | -0.230209 | -2.0591 | 0.978629 |
13 | -0.040807 | -0.365 | 0.641958 |
14 | -0.008432 | -0.0754 | 0.529963 |
15 | 0.124733 | 1.1156 | 0.133956 |
16 | -0.052562 | -0.4701 | 0.68023 |
17 | 0.02522 | 0.2256 | 0.411053 |
18 | -0.050628 | -0.4528 | 0.674052 |