Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.126628 | 0.9809 | 0.165301 |
2 | 0.28789 | 2.23 | 0.014751 |
3 | -0.060091 | -0.4655 | 0.678357 |
4 | -0.082331 | -0.6377 | 0.736962 |
5 | -0.154715 | -1.1984 | 0.882267 |
6 | 0.012705 | 0.0984 | 0.460965 |
7 | 0.22588 | 1.7497 | 0.042645 |
8 | 0.19049 | 1.4755 | 0.07265 |
9 | 0.217237 | 1.6827 | 0.048814 |
10 | 0.1009 | 0.7816 | 0.218771 |
11 | 0.101839 | 0.7888 | 0.216655 |
12 | -0.399753 | -3.0965 | 0.998512 |
13 | -0.019745 | -0.1529 | 0.560522 |
14 | -0.136999 | -1.0612 | 0.853572 |
15 | -0.020428 | -0.1582 | 0.5626 |
16 | 0.1359 | 1.0527 | 0.148355 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.126628 | 0.9809 | 0.165301 |
1 | 0.276285 | 2.1401 | 0.018211 |
2 | -0.13364 | -1.0352 | 0.847628 |
3 | -0.157679 | -1.2214 | 0.88664 |
4 | -0.084084 | -0.6513 | 0.741333 |
5 | 0.118383 | 0.917 | 0.181409 |
6 | 0.319751 | 2.4768 | 0.008047 |
7 | 0.10156 | 0.7867 | 0.217284 |
8 | -0.014521 | -0.1125 | 0.544589 |
9 | -0.016784 | -0.13 | 0.551503 |
10 | 0.129115 | 1.0001 | 0.160634 |
11 | -0.416265 | -3.2244 | 0.998978 |
12 | 0.032941 | 0.2552 | 0.399736 |
13 | 0.155262 | 1.2027 | 0.116918 |
14 | -0.125767 | -0.9742 | 0.833063 |
15 | 0.059433 | 0.4604 | 0.323459 |
16 | 0.043679 | 0.3383 | 0.368146 |