Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.21002 | 1.6268 | 0.054509 |
2 | 0.238145 | 1.8447 | 0.035012 |
3 | -0.08852 | -0.6857 | 0.752221 |
4 | -0.130523 | -1.011 | 0.841968 |
5 | -0.160995 | -1.2471 | 0.891389 |
6 | 0.000849 | 0.0066 | 0.497387 |
7 | 0.274622 | 2.1272 | 0.018761 |
8 | 0.269815 | 2.09 | 0.020433 |
9 | 0.320806 | 2.485 | 0.007882 |
10 | 0.147527 | 1.1427 | 0.128843 |
11 | 0.063214 | 0.4897 | 0.313082 |
12 | -0.367312 | -2.8452 | 0.996968 |
13 | -0.02902 | -0.2248 | 0.588545 |
14 | -0.098741 | -0.7648 | 0.776319 |
15 | -0.022412 | -0.1736 | 0.568617 |
16 | 0.116818 | 0.9049 | 0.184577 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.21002 | 1.6268 | 0.054509 |
1 | 0.20299 | 1.5724 | 0.060564 |
2 | -0.186595 | -1.4454 | 0.92322 |
3 | -0.145766 | -1.1291 | 0.868324 |
4 | -0.053214 | -0.4122 | 0.659166 |
5 | 0.107994 | 0.8365 | 0.203092 |
6 | 0.33043 | 2.5595 | 0.00651 |
7 | 0.141683 | 1.0975 | 0.13841 |
8 | 0.101747 | 0.7881 | 0.216863 |
9 | 0.022912 | 0.1775 | 0.429866 |
10 | 0.042632 | 0.3302 | 0.371191 |
11 | -0.362676 | -2.8093 | 0.996653 |
12 | 0.163736 | 1.2683 | 0.104796 |
13 | 0.080881 | 0.6265 | 0.26668 |
14 | -0.241693 | -1.8721 | 0.966969 |
15 | -0.036663 | -0.284 | 0.611303 |
16 | 0.042198 | 0.3269 | 0.372453 |