Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.065244 | 0.5012 | 0.309065 |
2 | -0.144022 | -1.1063 | 0.863447 |
3 | -0.170673 | -1.311 | 0.902525 |
4 | 0.074113 | 0.5693 | 0.285666 |
5 | 0.030861 | 0.237 | 0.406721 |
6 | 0.115054 | 0.8837 | 0.190209 |
7 | 0.17415 | 1.3377 | 0.093069 |
8 | 0.012172 | 0.0935 | 0.462913 |
9 | -0.102572 | -0.7879 | 0.783037 |
10 | -0.187691 | -1.4417 | 0.922661 |
11 | 0.040549 | 0.3115 | 0.378273 |
12 | 0.045704 | 0.3511 | 0.363397 |
13 | -0.028292 | -0.2173 | 0.585642 |
14 | 0.095589 | 0.7342 | 0.232858 |
15 | -0.015858 | -0.1218 | 0.548267 |
16 | -0.144856 | -1.1127 | 0.864816 |
17 | -0.081512 | -0.6261 | 0.73317 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.065244 | 0.5012 | 0.309065 |
1 | -0.148913 | -1.1438 | 0.871342 |
2 | -0.154223 | -1.1846 | 0.879539 |
3 | 0.077083 | 0.5921 | 0.278029 |
4 | -0.024688 | -0.1896 | 0.574877 |
5 | 0.114487 | 0.8794 | 0.191378 |
6 | 0.198545 | 1.5251 | 0.066295 |
7 | 0.018171 | 0.1396 | 0.444737 |
8 | -0.02196 | -0.1687 | 0.566687 |
9 | -0.154054 | -1.1833 | 0.879283 |
10 | 0.004701 | 0.0361 | 0.485659 |
11 | -0.044364 | -0.3408 | 0.632755 |
12 | -0.113005 | -0.868 | 0.805546 |
13 | 0.131548 | 1.0104 | 0.158206 |
14 | -0.036391 | -0.2795 | 0.609589 |
15 | -0.089053 | -0.684 | 0.751683 |
16 | 0.034567 | 0.2655 | 0.395769 |
17 | -0.149444 | -1.1479 | 0.872179 |