Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | 0.424939 | 3.5041 | 0.000408 |
2 | 0.433212 | 3.5724 | 0.000328 |
3 | 0.50528 | 4.1666 | 4.5e-05 |
4 | 0.331181 | 2.731 | 0.004018 |
5 | 0.439445 | 3.6238 | 0.000278 |
6 | 0.326005 | 2.6883 | 0.004511 |
7 | 0.130778 | 1.0784 | 0.142329 |
8 | 0.246198 | 2.0302 | 0.023125 |
9 | 0.22798 | 1.88 | 0.032198 |
10 | 0.034638 | 0.2856 | 0.388015 |
11 | 0.012296 | 0.1014 | 0.459766 |
12 | -0.122691 | -1.0117 | 0.842374 |
13 | -0.044929 | -0.3705 | 0.643917 |
14 | -0.005245 | -0.0433 | 0.517187 |
15 | -0.079797 | -0.658 | 0.743627 |
16 | -0.165913 | -1.3682 | 0.912116 |
17 | -0.059546 | -0.491 | 0.687506 |
18 | -0.029259 | -0.2413 | 0.594967 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.424939 | 3.5041 | 0.000408 |
1 | 0.308311 | 2.5424 | 0.006646 |
2 | 0.333004 | 2.746 | 0.003856 |
3 | 0.002844 | 0.0234 | 0.49068 |
4 | 0.189836 | 1.5654 | 0.061062 |
5 | -0.031606 | -0.2606 | 0.602418 |
6 | -0.242502 | -1.9997 | 0.975236 |
7 | -0.010644 | -0.0878 | 0.534842 |
8 | 0.104335 | 0.8604 | 0.196305 |
9 | -0.17467 | -1.4404 | 0.922824 |
10 | -0.193848 | -1.5985 | 0.942717 |
11 | -0.202423 | -1.6692 | 0.950165 |
12 | 0.090529 | 0.7465 | 0.228964 |
13 | 0.097229 | 0.8018 | 0.212739 |
14 | 0.144234 | 1.1894 | 0.119212 |
15 | -0.064551 | -0.5323 | 0.701873 |
16 | 0.103296 | 0.8518 | 0.198656 |
17 | 0.101031 | 0.8331 | 0.203845 |
18 | -0.19347 | -1.5954 | 0.942369 |