Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.76586 | 6.4985 | 0 |
2 | 0.377576 | 3.2038 | 0.001011 |
3 | 0.033392 | 0.2833 | 0.388865 |
4 | -0.15275 | -1.2961 | 0.900465 |
5 | -0.199413 | -1.6921 | 0.952522 |
6 | -0.20711 | -1.7574 | 0.958449 |
7 | -0.191489 | -1.6248 | 0.945717 |
8 | -0.138434 | -1.1746 | 0.877997 |
9 | 0.030525 | 0.259 | 0.398184 |
10 | 0.308212 | 2.6153 | 0.005427 |
11 | 0.603849 | 5.1238 | 1e-06 |
12 | 0.752733 | 6.3872 | 0 |
13 | 0.530212 | 4.499 | 1.3e-05 |
14 | 0.19521 | 1.6564 | 0.050996 |
15 | -0.092018 | -0.7808 | 0.78126 |
16 | -0.243797 | -2.0687 | 0.978916 |
17 | -0.283956 | -2.4094 | 0.990732 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.76586 | 6.4985 | 0 |
1 | -0.505411 | -4.2886 | 0.999973 |
2 | -0.048251 | -0.4094 | 0.658277 |
3 | 0.053218 | 0.4516 | 0.326467 |
4 | -0.040088 | -0.3402 | 0.632636 |
5 | -0.160788 | -1.3643 | 0.911644 |
6 | 0.018546 | 0.1574 | 0.437697 |
7 | 0.056129 | 0.4763 | 0.31766 |
8 | 0.290767 | 2.4672 | 0.007998 |
9 | 0.315628 | 2.6782 | 0.004582 |
10 | 0.352591 | 2.9918 | 0.001898 |
11 | 0.179655 | 1.5244 | 0.065891 |
12 | -0.581987 | -4.9383 | 0.999998 |
13 | 0.27411 | 2.3259 | 0.011422 |
14 | -0.042496 | -0.3606 | 0.64027 |
15 | -0.178789 | -1.5171 | 0.933187 |
16 | -0.071866 | -0.6098 | 0.728044 |
17 | 0.018266 | 0.155 | 0.438631 |