Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | 0.33517 | 2.7639 | 0.003672 |
2 | 0.22647 | 1.8675 | 0.03307 |
3 | 0.223101 | 1.8397 | 0.035086 |
4 | 0.086879 | 0.7164 | 0.238091 |
5 | 0.128721 | 1.0615 | 0.146118 |
6 | 0.071839 | 0.5924 | 0.277774 |
7 | 0.128767 | 1.0618 | 0.146032 |
8 | -0.063735 | -0.5256 | 0.699551 |
9 | 0.045382 | 0.3742 | 0.3547 |
10 | -0.027416 | -0.2261 | 0.58909 |
11 | -0.068426 | -0.5643 | 0.712783 |
12 | -0.190382 | -1.5699 | 0.939463 |
13 | -0.113861 | -0.9389 | 0.824452 |
14 | 0.111174 | 0.9168 | 0.181253 |
15 | 0.032422 | 0.2674 | 0.395 |
16 | 0.016703 | 0.1377 | 0.445428 |
17 | 0.166825 | 1.3757 | 0.086719 |
18 | 0.052528 | 0.4332 | 0.333136 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.33517 | 2.7639 | 0.003672 |
1 | 0.128576 | 1.0603 | 0.146389 |
2 | 0.130425 | 1.0755 | 0.142972 |
3 | -0.045153 | -0.3723 | 0.644602 |
4 | 0.077038 | 0.6353 | 0.263692 |
5 | -0.01527 | -0.1259 | 0.549915 |
6 | 0.10217 | 0.8425 | 0.201226 |
7 | -0.187821 | -1.5488 | 0.936966 |
8 | 0.102109 | 0.842 | 0.201365 |
9 | -0.099804 | -0.823 | 0.793309 |
10 | -0.000165 | -0.0014 | 0.500542 |
11 | -0.255153 | -2.104 | 0.980463 |
12 | 0.095872 | 0.7906 | 0.215969 |
13 | 0.187005 | 1.5421 | 0.063847 |
14 | 0.090854 | 0.7492 | 0.228159 |
15 | -0.122475 | -1.01 | 0.841952 |
16 | 0.269628 | 2.2234 | 0.014757 |
17 | -0.109889 | -0.9062 | 0.815976 |
18 | 0.012231 | 0.1009 | 0.459979 |