Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.1652 | 0 |
1 | 0.267459 | 2.4513 | 0.008154 |
2 | -0.159104 | -1.4582 | 0.925744 |
3 | -0.154504 | -1.4161 | 0.919771 |
4 | 0.04751 | 0.4354 | 0.332182 |
5 | -0.015387 | -0.141 | 0.555907 |
6 | -0.190949 | -1.7501 | 0.958122 |
7 | 0.023918 | 0.2192 | 0.413507 |
8 | 0.076797 | 0.7039 | 0.241736 |
9 | 0.074104 | 0.6792 | 0.249448 |
10 | 0.081343 | 0.7455 | 0.22902 |
11 | 0.067743 | 0.6209 | 0.26818 |
12 | -0.060762 | -0.5569 | 0.710461 |
13 | -0.1008 | -0.9238 | 0.820893 |
14 | -0.031642 | -0.29 | 0.613735 |
15 | -0.111041 | -1.0177 | 0.844131 |
16 | -0.13114 | -1.2019 | 0.883613 |
17 | 0.101505 | 0.9303 | 0.177439 |
18 | 0.162456 | 1.4889 | 0.070125 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.267459 | 2.4513 | 0.008154 |
1 | -0.248408 | -2.2767 | 0.987326 |
2 | -0.040108 | -0.3676 | 0.642949 |
3 | 0.081509 | 0.747 | 0.228562 |
4 | -0.111883 | -1.0254 | 0.845947 |
5 | -0.164626 | -1.5088 | 0.932452 |
6 | 0.161568 | 1.4808 | 0.071202 |
7 | -0.069705 | -0.6389 | 0.737674 |
8 | 0.055502 | 0.5087 | 0.306153 |
9 | 0.132188 | 1.2115 | 0.114545 |
10 | -0.002325 | -0.0213 | 0.508474 |
11 | -0.106239 | -0.9737 | 0.833498 |
12 | 0.04174 | 0.3826 | 0.351507 |
13 | -0.039627 | -0.3632 | 0.641311 |
14 | -0.174147 | -1.5961 | 0.942887 |
15 | -0.016999 | -0.1558 | 0.561719 |
16 | 0.171362 | 1.5706 | 0.060023 |
17 | -0.067172 | -0.6156 | 0.730102 |
18 | 0.07177 | 0.6578 | 0.256238 |