Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.45024 | 3.8204 | 0.00014 |
2 | 0.292597 | 2.4828 | 0.007684 |
3 | 0.112577 | 0.9552 | 0.171325 |
4 | 0.088306 | 0.7493 | 0.228058 |
5 | 0.138724 | 1.1771 | 0.121513 |
6 | 0.21967 | 1.864 | 0.033202 |
7 | -0.017849 | -0.1515 | 0.559979 |
8 | -0.071017 | -0.6026 | 0.725665 |
9 | -0.16227 | -1.3769 | 0.913597 |
10 | -0.028272 | -0.2399 | 0.594453 |
11 | -0.015791 | -0.134 | 0.553107 |
12 | 0.058486 | 0.4963 | 0.310606 |
13 | -0.114865 | -0.9747 | 0.833505 |
14 | -0.172479 | -1.4635 | 0.926163 |
15 | -0.226981 | -1.926 | 0.970973 |
16 | -0.112099 | -0.9512 | 0.827655 |
17 | -0.111918 | -0.9497 | 0.827268 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.45024 | 3.8204 | 0.00014 |
1 | 0.112733 | 0.9566 | 0.170991 |
2 | -0.069959 | -0.5936 | 0.722687 |
3 | 0.04185 | 0.3551 | 0.361772 |
4 | 0.120131 | 1.0193 | 0.155727 |
5 | 0.143166 | 1.2148 | 0.114204 |
6 | -0.258382 | -2.1924 | 0.98421 |
7 | -0.067355 | -0.5715 | 0.71529 |
8 | -0.0604 | -0.5125 | 0.69507 |
9 | 0.126236 | 1.0711 | 0.14384 |
10 | -0.047309 | -0.4014 | 0.655354 |
11 | 0.037677 | 0.3197 | 0.37506 |
12 | -0.131189 | -1.1132 | 0.865332 |
13 | -0.085241 | -0.7233 | 0.764078 |
14 | -0.075496 | -0.6406 | 0.738093 |
15 | 0.010891 | 0.0924 | 0.463314 |
16 | -0.054249 | -0.4603 | 0.676662 |
17 | -0.093447 | -0.7929 | 0.784786 |