Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.457558 | 3.5442 | 0.000385 |
2 | 0.208774 | 1.6172 | 0.055546 |
3 | 0.20702 | 1.6036 | 0.05703 |
4 | 0.20254 | 1.5689 | 0.060969 |
5 | 0.177193 | 1.3725 | 0.087503 |
6 | 0.044034 | 0.3411 | 0.367115 |
7 | -0.127976 | -0.9913 | 0.83724 |
8 | -0.109005 | -0.8444 | 0.799087 |
9 | -0.105975 | -0.8209 | 0.792517 |
10 | -0.08336 | -0.6457 | 0.739533 |
11 | -0.185818 | -1.4393 | 0.922375 |
12 | -0.392687 | -3.0417 | 0.998257 |
13 | -0.19789 | -1.5329 | 0.934716 |
14 | -0.00309 | -0.0239 | 0.509507 |
15 | -0.009701 | -0.0751 | 0.529823 |
16 | -0.158713 | -1.2294 | 0.888136 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.457558 | 3.5442 | 0.000385 |
1 | -0.000741 | -0.0057 | 0.502279 |
2 | 0.141356 | 1.0949 | 0.138959 |
3 | 0.073194 | 0.567 | 0.286429 |
4 | 0.055902 | 0.433 | 0.333279 |
5 | -0.103755 | -0.8037 | 0.787623 |
6 | -0.189522 | -1.468 | 0.926341 |
7 | -0.022428 | -0.1737 | 0.568668 |
8 | -0.06774 | -0.5247 | 0.699142 |
9 | 0.029535 | 0.2288 | 0.409909 |
10 | -0.129754 | -1.0051 | 0.840549 |
11 | -0.280057 | -2.1693 | 0.982984 |
12 | 0.143603 | 1.1123 | 0.135213 |
13 | 0.126874 | 0.9828 | 0.164835 |
14 | 0.045702 | 0.354 | 0.362288 |
15 | -0.172239 | -1.3342 | 0.906403 |
16 | 0.279258 | 2.1631 | 0.017263 |