Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.224949 | 1.7424 | 0.043277 |
2 | -0.003033 | -0.0235 | 0.509332 |
3 | 0.369063 | 2.8587 | 0.00292 |
4 | 0.05152 | 0.3991 | 0.345628 |
5 | 0.178696 | 1.3842 | 0.085716 |
6 | 0.516584 | 4.0014 | 8.8e-05 |
7 | 0.122743 | 0.9508 | 0.17277 |
8 | 0.041713 | 0.3231 | 0.373869 |
9 | 0.228469 | 1.7697 | 0.040928 |
10 | -0.219192 | -1.6979 | 0.952642 |
11 | 0.033555 | 0.2599 | 0.39791 |
12 | 0.568115 | 4.4006 | 2.3e-05 |
13 | -0.019376 | -0.1501 | 0.559398 |
14 | -0.129444 | -1.0027 | 0.839975 |
15 | 0.124018 | 0.9606 | 0.170294 |
16 | -0.1507 | -1.1673 | 0.876149 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.224949 | 1.7424 | 0.043277 |
1 | -0.056494 | -0.4376 | 0.668375 |
2 | 0.404168 | 3.1307 | 0.001347 |
3 | -0.171762 | -1.3305 | 0.905799 |
4 | 0.348336 | 2.6982 | 0.00452 |
5 | 0.290769 | 2.2523 | 0.013988 |
6 | 0.008392 | 0.065 | 0.474192 |
7 | -0.00972 | -0.0753 | 0.529882 |
8 | -0.037139 | -0.2877 | 0.612708 |
9 | -0.444147 | -3.4403 | 0.999468 |
10 | 0.120242 | 0.9314 | 0.177692 |
11 | 0.38554 | 2.9864 | 0.002041 |
12 | -0.171027 | -1.3248 | 0.904864 |
13 | -0.107907 | -0.8358 | 0.796719 |
14 | -0.086541 | -0.6703 | 0.747394 |
15 | 0.107447 | 0.8323 | 0.204275 |
16 | -0.061889 | -0.4794 | 0.683297 |