Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.5917 | 0 |
1 | 0.438822 | 4.209 | 3e-05 |
2 | 0.129732 | 1.2443 | 0.108267 |
3 | 0.050836 | 0.4876 | 0.313497 |
4 | -0.001357 | -0.013 | 0.505177 |
5 | -0.155528 | -1.4918 | 0.93041 |
6 | -0.109264 | -1.048 | 0.851313 |
7 | -0.187642 | -1.7998 | 0.962415 |
8 | -0.117786 | -1.1298 | 0.869244 |
9 | -0.213469 | -2.0475 | 0.978271 |
10 | -0.158162 | -1.517 | 0.933657 |
11 | 0.014076 | 0.135 | 0.446448 |
12 | 0.112578 | 1.0798 | 0.141524 |
13 | 0.065341 | 0.6267 | 0.266193 |
14 | 0.105592 | 1.0128 | 0.156906 |
15 | 0.024892 | 0.2388 | 0.405914 |
16 | 0.013345 | 0.128 | 0.449212 |
17 | -0.035438 | -0.3399 | 0.632652 |
18 | -0.033106 | -0.3175 | 0.624225 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.438822 | 4.209 | 3e-05 |
1 | -0.077818 | -0.7464 | 0.771336 |
2 | 0.029437 | 0.2824 | 0.389155 |
3 | -0.033089 | -0.3174 | 0.624164 |
4 | -0.176539 | -1.6933 | 0.953109 |
5 | 0.042766 | 0.4102 | 0.341306 |
6 | -0.187528 | -1.7987 | 0.962328 |
7 | 0.055555 | 0.5329 | 0.297706 |
8 | -0.227842 | -2.1854 | 0.9843 |
9 | 0.006128 | 0.0588 | 0.476628 |
10 | 0.122307 | 1.1731 | 0.121887 |
11 | 0.003565 | 0.0342 | 0.4864 |
12 | 0.025995 | 0.2493 | 0.40183 |
13 | -0.012344 | -0.1184 | 0.546994 |
14 | -0.074226 | -0.7119 | 0.760851 |
15 | 0.008547 | 0.082 | 0.46742 |
16 | -0.072552 | -0.6959 | 0.755876 |
17 | 0.010775 | 0.1034 | 0.458954 |
18 | 0.104548 | 1.0028 | 0.159297 |