Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.143189 | 1.1091 | 0.135898 |
2 | 0.085576 | 0.6629 | 0.254975 |
3 | 0.263337 | 2.0398 | 0.02289 |
4 | -0.023449 | -0.1816 | 0.57176 |
5 | 0.087077 | 0.6745 | 0.251293 |
6 | 0.191357 | 1.4822 | 0.071754 |
7 | -0.135291 | -1.048 | 0.850571 |
8 | 0.115282 | 0.893 | 0.18772 |
9 | 0.202163 | 1.5659 | 0.06131 |
10 | -0.207435 | -1.6068 | 0.943324 |
11 | -0.057854 | -0.4481 | 0.672166 |
12 | -0.204951 | -1.5875 | 0.941177 |
13 | -0.253044 | -1.9601 | 0.972682 |
14 | 0.092482 | 0.7164 | 0.238274 |
15 | -0.135341 | -1.0483 | 0.850657 |
16 | -0.184691 | -1.4306 | 0.921136 |
17 | 0.153394 | 1.1882 | 0.119722 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.143189 | 1.1091 | 0.135898 |
1 | 0.066435 | 0.5146 | 0.304359 |
2 | 0.248556 | 1.9253 | 0.029467 |
3 | -0.101358 | -0.7851 | 0.782263 |
4 | 0.080627 | 0.6245 | 0.267321 |
5 | 0.121072 | 0.9378 | 0.176049 |
6 | -0.171394 | -1.3276 | 0.905333 |
7 | 0.120967 | 0.937 | 0.176256 |
8 | 0.135709 | 1.0512 | 0.148691 |
9 | -0.224446 | -1.7386 | 0.956378 |
10 | -0.111703 | -0.8652 | 0.804825 |
11 | -0.264648 | -2.05 | 0.977627 |
12 | -0.065311 | -0.5059 | 0.692608 |
13 | 0.141695 | 1.0976 | 0.13839 |
14 | -0.083251 | -0.6449 | 0.739262 |
15 | -0.010799 | -0.0836 | 0.533192 |
16 | 0.13827 | 1.071 | 0.144221 |
17 | -0.105701 | -0.8188 | 0.791917 |