Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.105476 | 0.895 | 0.186887 |
2 | -0.177777 | -1.5085 | 0.932097 |
3 | -0.094147 | -0.7989 | 0.786503 |
4 | -0.134954 | -1.1451 | 0.872026 |
5 | 0.175107 | 1.4858 | 0.070845 |
6 | 0.328515 | 2.7875 | 0.003394 |
7 | 0.19989 | 1.6961 | 0.047091 |
8 | -0.233642 | -1.9825 | 0.974381 |
9 | -0.156548 | -1.3284 | 0.905872 |
10 | -0.112831 | -0.9574 | 0.829216 |
11 | 0.101715 | 0.8631 | 0.195479 |
12 | 0.488658 | 4.1464 | 4.6e-05 |
13 | 0.053776 | 0.4563 | 0.324773 |
14 | -0.109118 | -0.9259 | 0.821204 |
15 | -0.158783 | -1.3473 | 0.908948 |
16 | -0.161594 | -1.3712 | 0.91271 |
17 | 0.101128 | 0.8581 | 0.196842 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.105476 | 0.895 | 0.186887 |
1 | -0.191027 | -1.6209 | 0.945297 |
2 | -0.054226 | -0.4601 | 0.676592 |
3 | -0.159088 | -1.3499 | 0.909363 |
4 | 0.194175 | 1.6476 | 0.051893 |
5 | 0.25211 | 2.1392 | 0.017905 |
6 | 0.2269 | 1.9253 | 0.029071 |
7 | -0.205262 | -1.7417 | 0.957085 |
8 | 0.004209 | 0.0357 | 0.485805 |
9 | -0.163321 | -1.3858 | 0.914962 |
10 | 0.078064 | 0.6624 | 0.254916 |
11 | 0.32638 | 2.7694 | 0.003569 |
12 | -0.020583 | -0.1747 | 0.56908 |
13 | 0.082285 | 0.6982 | 0.243647 |
14 | -0.045595 | -0.3869 | 0.650011 |
15 | -0.112857 | -0.9576 | 0.829272 |
16 | -0.059392 | -0.504 | 0.692085 |
17 | -0.046117 | -0.3913 | 0.651641 |