Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.388515 | 3.2967 | 0.000761 |
2 | 0.19827 | 1.6824 | 0.048414 |
3 | 0.462825 | 3.9272 | 9.7e-05 |
4 | 0.127027 | 1.0779 | 0.142347 |
5 | 0.225373 | 1.9124 | 0.029905 |
6 | 0.522366 | 4.4324 | 1.6e-05 |
7 | 0.14155 | 1.2011 | 0.116826 |
8 | 0.143277 | 1.2157 | 0.114026 |
9 | 0.361715 | 3.0693 | 0.001512 |
10 | 0.045271 | 0.3841 | 0.351005 |
11 | 0.286336 | 2.4296 | 0.008805 |
12 | 0.588011 | 4.9894 | 2e-06 |
13 | 0.148693 | 1.2617 | 0.105564 |
14 | 0.120793 | 1.025 | 0.154405 |
15 | 0.233476 | 1.9811 | 0.0257 |
16 | -0.051773 | -0.4393 | 0.669122 |
17 | 0.12989 | 1.1022 | 0.137032 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.388515 | 3.2967 | 0.000761 |
1 | 0.05574 | 0.473 | 0.318834 |
2 | 0.435284 | 3.6935 | 0.000214 |
3 | -0.262431 | -2.2268 | 0.985455 |
4 | 0.353644 | 3.0008 | 0.001849 |
5 | 0.216265 | 1.8351 | 0.035313 |
6 | -0.146054 | -1.2393 | 0.890372 |
7 | 0.049665 | 0.4214 | 0.337352 |
8 | 0.06321 | 0.5364 | 0.296684 |
9 | -0.090932 | -0.7716 | 0.778556 |
10 | 0.35066 | 2.9755 | 0.00199 |
11 | 0.2173 | 1.8438 | 0.03466 |
12 | -0.124435 | -1.0559 | 0.852721 |
13 | -0.161261 | -1.3683 | 0.91227 |
14 | -0.132946 | -1.1281 | 0.868486 |
15 | -0.034076 | -0.2891 | 0.613348 |
16 | -0.032377 | -0.2747 | 0.607843 |
17 | -0.128215 | -1.0879 | 0.859874 |