Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.274333 | 2.4537 | 0.008156 |
2 | -0.053482 | -0.4784 | 0.68315 |
3 | -0.047371 | -0.4237 | 0.663538 |
4 | -0.098739 | -0.8831 | 0.810098 |
5 | 0.033955 | 0.3037 | 0.381072 |
6 | 0.062011 | 0.5546 | 0.290343 |
7 | 0.012483 | 0.1117 | 0.45569 |
8 | -0.115647 | -1.0344 | 0.847961 |
9 | -0.054753 | -0.4897 | 0.687166 |
10 | -0.177282 | -1.5857 | 0.941619 |
11 | 0.148306 | 1.3265 | 0.094226 |
12 | 0.512577 | 4.5846 | 8e-06 |
13 | -0.057995 | -0.5187 | 0.697306 |
14 | -0.210476 | -1.8826 | 0.968302 |
15 | -0.123988 | -1.109 | 0.864619 |
16 | -0.101522 | -0.908 | 0.816708 |
17 | 0.033411 | 0.2988 | 0.38292 |
18 | 0.05606 | 0.5014 | 0.308729 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.274333 | 2.4537 | 0.008156 |
1 | -0.139218 | -1.2452 | 0.891653 |
2 | 0.00831 | 0.0743 | 0.470468 |
3 | -0.103384 | -0.9247 | 0.821046 |
4 | 0.098254 | 0.8788 | 0.191068 |
5 | 0.004122 | 0.0369 | 0.485339 |
6 | 0.001175 | 0.0105 | 0.495822 |
7 | -0.135522 | -1.2121 | 0.885488 |
8 | 0.039793 | 0.3559 | 0.361419 |
9 | -0.219712 | -1.9652 | 0.973567 |
10 | 0.321925 | 2.8794 | 0.002555 |
11 | 0.376338 | 3.3661 | 0.000587 |
12 | -0.410503 | -3.6717 | 0.999783 |
13 | -0.086484 | -0.7735 | 0.779258 |
14 | 0.065436 | 0.5853 | 0.280006 |
15 | -0.037778 | -0.3379 | 0.631838 |
16 | -0.007799 | -0.0698 | 0.527721 |
17 | -0.028265 | -0.2528 | 0.599468 |
18 | 0.041565 | 0.3718 | 0.355525 |