Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.144005 | 0.9977 | 0.161714 |
2 | 0.05347 | 0.3705 | 0.356337 |
3 | 0.201314 | 1.3947 | 0.084757 |
4 | 0.009045 | 0.0627 | 0.475147 |
5 | 0.076541 | 0.5303 | 0.299177 |
6 | 0.144096 | 0.9983 | 0.161563 |
7 | -0.163556 | -1.1331 | 0.86861 |
8 | 0.005203 | 0.036 | 0.485696 |
9 | 0.185607 | 1.2859 | 0.10232 |
10 | -0.158944 | -1.1012 | 0.861848 |
11 | -0.115718 | -0.8017 | 0.786666 |
12 | -0.178473 | -1.2365 | 0.888855 |
13 | -0.111832 | -0.7748 | 0.778869 |
14 | 0.096786 | 0.6706 | 0.252859 |
15 | -0.114129 | -0.7907 | 0.783499 |
16 | -0.127459 | -0.8831 | 0.809197 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.144005 | 0.9977 | 0.161714 |
1 | 0.033426 | 0.2316 | 0.408923 |
2 | 0.193277 | 1.3391 | 0.093428 |
3 | -0.0487 | -0.3374 | 0.631359 |
4 | 0.074741 | 0.5178 | 0.303482 |
5 | 0.091326 | 0.6327 | 0.264958 |
6 | -0.204731 | -1.4184 | 0.918736 |
7 | 0.031142 | 0.2158 | 0.415046 |
8 | 0.164037 | 1.1365 | 0.130698 |
9 | -0.170365 | -1.1803 | 0.878157 |
10 | -0.118721 | -0.8225 | 0.792576 |
11 | -0.206857 | -1.4331 | 0.920851 |
12 | 0.061914 | 0.429 | 0.334938 |
13 | 0.12414 | 0.8601 | 0.197014 |
14 | -0.140758 | -0.9752 | 0.832825 |
15 | 0.020772 | 0.1439 | 0.443085 |
16 | 0.128786 | 0.8923 | 0.188354 |