Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.1652 | 0 |
1 | 0.218316 | 2.0009 | 0.024316 |
2 | 0.271162 | 2.4852 | 0.007465 |
3 | 0.253482 | 2.3232 | 0.011293 |
4 | 0.20813 | 1.9075 | 0.029934 |
5 | 0.15716 | 1.4404 | 0.076737 |
6 | 0.113764 | 1.0427 | 0.150047 |
7 | -0.101923 | -0.9341 | 0.823544 |
8 | -0.041187 | -0.3775 | 0.646617 |
9 | -0.039409 | -0.3612 | 0.640568 |
10 | -0.182959 | -1.6768 | 0.951355 |
11 | -0.058004 | -0.5316 | 0.701803 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.218316 | 2.0009 | 0.024316 |
1 | 0.234686 | 2.1509 | 0.017177 |
2 | 0.1744 | 1.5984 | 0.056854 |
3 | 0.094373 | 0.8649 | 0.194767 |
4 | 0.025994 | 0.2382 | 0.406138 |
5 | -0.013202 | -0.121 | 0.548009 |
6 | -0.236742 | -2.1698 | 0.983576 |
7 | -0.095281 | -0.8733 | 0.807496 |
8 | -0.005524 | -0.0506 | 0.520129 |
9 | -0.130578 | -1.1968 | 0.882617 |
10 | 0.066559 | 0.61 | 0.271747 |
11 | -0.326593 | -2.9933 | 0.998188 |