Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | 0.420905 | 3.4709 | 0.000453 |
2 | 0.29281 | 2.4146 | 0.009225 |
3 | 0.37872 | 3.123 | 0.001315 |
4 | 0.36186 | 2.984 | 0.001975 |
5 | 0.298768 | 2.4637 | 0.008143 |
6 | 0.212786 | 1.7547 | 0.04191 |
7 | 0.170285 | 1.4042 | 0.082405 |
8 | 0.048023 | 0.396 | 0.34667 |
9 | 0.110708 | 0.9129 | 0.182254 |
10 | 0.086313 | 0.7118 | 0.239526 |
11 | 0.059288 | 0.4889 | 0.313242 |
12 | -0.070835 | -0.5841 | 0.719465 |
13 | 0.022021 | 0.1816 | 0.428223 |
14 | 0.157333 | 1.2974 | 0.099438 |
15 | 0.072439 | 0.5974 | 0.276129 |
16 | 0.00903 | 0.0745 | 0.470429 |
17 | -0.037195 | -0.3067 | 0.620001 |
18 | 0.048534 | 0.4002 | 0.345125 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.420905 | 3.4709 | 0.000453 |
1 | 0.140548 | 1.159 | 0.125257 |
2 | 0.264869 | 2.1842 | 0.016201 |
3 | 0.1525 | 1.2575 | 0.106429 |
4 | 0.074182 | 0.6117 | 0.271382 |
5 | -0.036881 | -0.3041 | 0.61902 |
6 | -0.04856 | -0.4004 | 0.654955 |
7 | -0.178738 | -1.4739 | 0.92744 |
8 | 0.039691 | 0.3273 | 0.372224 |
9 | -0.011336 | -0.0935 | 0.537102 |
10 | 0.055107 | 0.4544 | 0.325486 |
11 | -0.135281 | -1.1156 | 0.86573 |
12 | 0.097802 | 0.8065 | 0.211384 |
13 | 0.178444 | 1.4715 | 0.072886 |
14 | 0.044354 | 0.3658 | 0.357841 |
15 | -0.052247 | -0.4308 | 0.666028 |
16 | -0.126881 | -1.0463 | 0.850434 |
17 | -0.004598 | -0.0379 | 0.515068 |
18 | -0.011037 | -0.091 | 0.536127 |