Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.086098 | 0.7701 | 0.221758 |
2 | -0.126652 | -1.1328 | 0.869661 |
3 | 0.238801 | 2.1359 | 0.017873 |
4 | -0.187975 | -1.6813 | 0.951697 |
5 | -0.001197 | -0.0107 | 0.504257 |
6 | 0.400532 | 3.5825 | 0.000291 |
7 | 0.034563 | 0.3091 | 0.37901 |
8 | -0.134997 | -1.2075 | 0.884592 |
9 | 0.158917 | 1.4214 | 0.079544 |
10 | -0.272763 | -2.4397 | 0.991544 |
11 | -0.093679 | -0.8379 | 0.797707 |
12 | 0.448101 | 4.0079 | 6.8e-05 |
13 | -0.044617 | -0.3991 | 0.654547 |
14 | -0.190526 | -1.7041 | 0.953879 |
15 | 0.090011 | 0.8051 | 0.21158 |
16 | -0.19989 | -1.7879 | 0.961208 |
17 | -0.106404 | -0.9517 | 0.827944 |
18 | 0.265783 | 2.3772 | 0.009915 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.086098 | 0.7701 | 0.221758 |
1 | -0.135066 | -1.2081 | 0.88471 |
2 | 0.26969 | 2.4122 | 0.009073 |
3 | -0.291804 | -2.61 | 0.994597 |
4 | 0.184898 | 1.6538 | 0.051046 |
5 | 0.263153 | 2.3537 | 0.010521 |
6 | 0.066407 | 0.594 | 0.277106 |
7 | -0.167353 | -1.4969 | 0.930817 |
8 | 0.113568 | 1.0158 | 0.156397 |
9 | -0.322366 | -2.8833 | 0.997474 |
10 | 0.160301 | 1.4338 | 0.077766 |
11 | 0.200482 | 1.7932 | 0.038363 |
12 | -0.029437 | -0.2633 | 0.603499 |
13 | -0.236409 | -2.1145 | 0.981207 |
14 | 0.026244 | 0.2347 | 0.407507 |
15 | -0.019844 | -0.1775 | 0.570213 |
16 | 0.069784 | 0.6242 | 0.267147 |
17 | -0.084363 | -0.7546 | 0.773636 |
18 | -0.005664 | -0.0507 | 0.520138 |