Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.474628 | 4.0273 | 6.9e-05 |
2 | 0.016227 | 0.1377 | 0.445434 |
3 | -0.09618 | -0.8161 | 0.791436 |
4 | -0.136438 | -1.1577 | 0.874596 |
5 | -0.134632 | -1.1424 | 0.871463 |
6 | -0.196724 | -1.6693 | 0.950296 |
7 | -0.22441 | -1.9042 | 0.969559 |
8 | -0.211869 | -1.7978 | 0.961797 |
9 | -0.166907 | -1.4163 | 0.919493 |
10 | -0.026971 | -0.2289 | 0.590185 |
11 | 0.293676 | 2.4919 | 0.007504 |
12 | 0.549192 | 4.66 | 7e-06 |
13 | 0.240087 | 2.0372 | 0.022653 |
14 | -0.022075 | -0.1873 | 0.574029 |
15 | -0.088261 | -0.7489 | 0.771827 |
16 | -0.167465 | -1.421 | 0.920182 |
17 | -0.146717 | -1.2449 | 0.891404 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.474628 | 4.0273 | 6.9e-05 |
1 | -0.269829 | -2.2896 | 0.98751 |
2 | 0.030778 | 0.2612 | 0.397356 |
3 | -0.122067 | -1.0358 | 0.848113 |
4 | -0.036285 | -0.3079 | 0.620471 |
5 | -0.184608 | -1.5664 | 0.939186 |
6 | -0.095242 | -0.8082 | 0.789168 |
7 | -0.149847 | -1.2715 | 0.896177 |
8 | -0.098194 | -0.8332 | 0.796256 |
9 | 0.008244 | 0.0699 | 0.472214 |
10 | 0.307083 | 2.6057 | 0.005567 |
11 | 0.325177 | 2.7592 | 0.003671 |
12 | -0.256467 | -2.1762 | 0.983589 |
13 | 0.034732 | 0.2947 | 0.384532 |
14 | -0.099996 | -0.8485 | 0.800512 |
15 | -0.152291 | -1.2922 | 0.899796 |
16 | 0.001539 | 0.0131 | 0.49481 |
17 | -0.083998 | -0.7127 | 0.760846 |