Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.8882 | 0 |
1 | 0.347163 | 3.0857 | 0.0014 |
2 | -0.075383 | -0.67 | 0.747601 |
3 | -0.171358 | -1.5231 | 0.934132 |
4 | 0.041793 | 0.3715 | 0.355644 |
5 | -0.029578 | -0.2629 | 0.603341 |
6 | -0.148669 | -1.3214 | 0.904909 |
7 | 0.048733 | 0.4332 | 0.333043 |
8 | 0.125225 | 1.113 | 0.134536 |
9 | 0.158237 | 1.4064 | 0.081758 |
10 | 0.154314 | 1.3716 | 0.08704 |
11 | 0.121821 | 1.0828 | 0.141102 |
12 | -0.069356 | -0.6165 | 0.730315 |
13 | -0.144792 | -1.2869 | 0.899063 |
14 | -0.132641 | -1.1789 | 0.87902 |
15 | -0.148212 | -1.3173 | 0.904232 |
16 | -0.132207 | -1.1751 | 0.878254 |
17 | 0.091213 | 0.8107 | 0.209981 |
18 | 0.121936 | 1.0838 | 0.140877 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.347163 | 3.0857 | 0.0014 |
1 | -0.222752 | -1.9799 | 0.974399 |
2 | -0.074209 | -0.6596 | 0.74428 |
3 | 0.148027 | 1.3157 | 0.096041 |
4 | -0.167946 | -1.4927 | 0.930256 |
5 | -0.102234 | -0.9087 | 0.816857 |
6 | 0.224113 | 1.992 | 0.024916 |
7 | -0.055116 | -0.4899 | 0.687212 |
8 | 0.118793 | 1.0559 | 0.147127 |
9 | 0.207198 | 1.8416 | 0.034642 |
10 | -0.032155 | -0.2858 | 0.61211 |
11 | -0.121175 | -1.077 | 0.857627 |
12 | 0.056399 | 0.5013 | 0.308783 |
13 | -0.14662 | -1.3032 | 0.901852 |
14 | -0.177362 | -1.5764 | 0.940538 |
15 | 0.024642 | 0.219 | 0.413599 |
16 | 0.132941 | 1.1816 | 0.120454 |
17 | -0.177858 | -1.5808 | 0.941045 |
18 | 0.086987 | 0.7732 | 0.220869 |