Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.529539 | 4.4933 | 1.3e-05 |
2 | 0.448966 | 3.8096 | 0.000145 |
3 | 0.115737 | 0.9821 | 0.164679 |
4 | 0.069756 | 0.5919 | 0.277885 |
5 | 0.000234 | 0.002 | 0.49921 |
6 | 0.085568 | 0.7261 | 0.235076 |
7 | 0.105157 | 0.8923 | 0.187606 |
8 | 0.132075 | 1.1207 | 0.133071 |
9 | 0.215892 | 1.8319 | 0.035551 |
10 | 0.305799 | 2.5948 | 0.005731 |
11 | 0.379607 | 3.2211 | 0.000959 |
12 | 0.375847 | 3.1892 | 0.001057 |
13 | 0.29729 | 2.5226 | 0.00693 |
14 | 0.123341 | 1.0466 | 0.149396 |
15 | -0.035116 | -0.298 | 0.616707 |
16 | -0.051701 | -0.4387 | 0.668904 |
17 | -0.07 | -0.594 | 0.722803 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.529539 | 4.4933 | 1.3e-05 |
1 | 0.234238 | 1.9876 | 0.025331 |
2 | -0.279893 | -2.375 | 0.989892 |
3 | 0.011694 | 0.0992 | 0.460617 |
4 | 0.078683 | 0.6676 | 0.253246 |
5 | 0.105833 | 0.898 | 0.186084 |
6 | 0.037895 | 0.3215 | 0.374364 |
7 | -0.008814 | -0.0748 | 0.529706 |
8 | 0.185856 | 1.577 | 0.059585 |
9 | 0.220742 | 1.8731 | 0.03256 |
10 | 0.136305 | 1.1566 | 0.125633 |
11 | 0.055589 | 0.4717 | 0.319289 |
12 | -0.006535 | -0.0554 | 0.522033 |
13 | -0.105162 | -0.8923 | 0.812405 |
14 | -0.135047 | -1.1459 | 0.872187 |
15 | 0.055319 | 0.4694 | 0.320103 |
16 | -0.032399 | -0.2749 | 0.607914 |
17 | -0.094286 | -0.8 | 0.786841 |