Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.5917 | 0 |
1 | 0.284676 | 2.7305 | 0.003789 |
2 | 0.052198 | 0.5007 | 0.308901 |
3 | 0.142631 | 1.3681 | 0.087311 |
4 | -0.020495 | -0.1966 | 0.577705 |
5 | -0.304248 | -2.9182 | 0.997788 |
6 | -0.184722 | -1.7718 | 0.96013 |
7 | -0.086861 | -0.8331 | 0.796539 |
8 | -0.12315 | -1.1812 | 0.879719 |
9 | -0.108707 | -1.0427 | 0.850085 |
10 | 0.09502 | 0.9114 | 0.182234 |
11 | 0.130213 | 1.249 | 0.107425 |
12 | 0.067257 | 0.6451 | 0.260233 |
13 | 0.132045 | 1.2665 | 0.104261 |
14 | 0.226148 | 2.1691 | 0.016325 |
15 | -0.116631 | -1.1187 | 0.866906 |
16 | 0.025221 | 0.2419 | 0.404693 |
17 | -0.034873 | -0.3345 | 0.630614 |
18 | -0.047375 | -0.4544 | 0.674694 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.284676 | 2.7305 | 0.003789 |
1 | -0.031386 | -0.301 | 0.617969 |
2 | 0.148401 | 1.4234 | 0.079 |
3 | -0.112905 | -1.083 | 0.85917 |
4 | -0.296997 | -2.8487 | 0.997292 |
5 | -0.045235 | -0.4339 | 0.667303 |
6 | -0.015506 | -0.1487 | 0.558952 |
7 | -0.011905 | -0.1142 | 0.545331 |
8 | -0.062752 | -0.6019 | 0.725639 |
9 | 0.073821 | 0.7081 | 0.240348 |
10 | 0.052015 | 0.4989 | 0.309516 |
11 | 0.011782 | 0.113 | 0.455135 |
12 | 0.057734 | 0.5538 | 0.290541 |
13 | 0.125496 | 1.2037 | 0.115893 |
14 | -0.234921 | -2.2533 | 0.986691 |
15 | 0.187344 | 1.7969 | 0.037813 |
16 | -0.147707 | -1.4168 | 0.920034 |
17 | 0.146041 | 1.4008 | 0.082323 |
18 | 0.142076 | 1.3627 | 0.088144 |