Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.001019 | 0.0071 | 0.497199 |
2 | -0.072251 | -0.5006 | 0.69052 |
3 | -0.539298 | -3.7364 | 0.999752 |
4 | -0.061567 | -0.4265 | 0.664191 |
5 | 0.010608 | 0.0735 | 0.470859 |
6 | 0.162859 | 1.1283 | 0.132396 |
7 | -0.027461 | -0.1903 | 0.575044 |
8 | 0.040152 | 0.2782 | 0.391035 |
9 | 0.08366 | 0.5796 | 0.282444 |
10 | 0.045661 | 0.3164 | 0.376554 |
11 | -0.019437 | -0.1347 | 0.553281 |
12 | -0.212822 | -1.4745 | 0.926558 |
13 | -0.022235 | -0.154 | 0.560891 |
14 | 0.018209 | 0.1262 | 0.450068 |
15 | 0.148671 | 1.03 | 0.154082 |
16 | -0.013868 | -0.0961 | 0.538072 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.001019 | 0.0071 | 0.497199 |
1 | -0.072252 | -0.5006 | 0.690523 |
2 | -0.541975 | -3.7549 | 0.999766 |
3 | -0.123434 | -0.8552 | 0.801648 |
4 | -0.113667 | -0.7875 | 0.782572 |
5 | -0.225616 | -1.5631 | 0.937702 |
6 | -0.22261 | -1.5423 | 0.935215 |
7 | -0.095611 | -0.6624 | 0.744563 |
8 | 0.044879 | 0.3109 | 0.378599 |
9 | -0.059024 | -0.4089 | 0.657796 |
10 | 0.00625 | 0.0433 | 0.482822 |
11 | -0.137988 | -0.956 | 0.828071 |
12 | -0.010488 | -0.0727 | 0.528813 |
13 | -0.018535 | -0.1284 | 0.550822 |
14 | -0.061452 | -0.4258 | 0.663904 |
15 | -0.071977 | -0.4987 | 0.689855 |
16 | -0.01713 | -0.1187 | 0.546988 |