Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.068076 | 0.5229 | 0.301501 |
2 | -0.066275 | -0.5091 | 0.693698 |
3 | -0.057471 | -0.4414 | 0.669748 |
4 | -0.065306 | -0.5016 | 0.6911 |
5 | 0.035526 | 0.2729 | 0.39295 |
6 | 0.037917 | 0.2912 | 0.385943 |
7 | -0.040281 | -0.3094 | 0.620949 |
8 | 0.040099 | 0.308 | 0.37958 |
9 | -0.059763 | -0.459 | 0.676056 |
10 | -0.061184 | -0.47 | 0.679944 |
11 | 0.04346 | 0.3338 | 0.369849 |
12 | 0.0254 | 0.1951 | 0.422991 |
13 | -0.047599 | -0.3656 | 0.642019 |
14 | 0.032782 | 0.2518 | 0.401034 |
15 | -0.06708 | -0.5153 | 0.695848 |
16 | -0.068502 | -0.5262 | 0.699629 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.068076 | 0.5229 | 0.301501 |
1 | -0.071239 | -0.5472 | 0.706848 |
2 | -0.048256 | -0.3707 | 0.643891 |
3 | -0.063274 | -0.486 | 0.685622 |
4 | 0.037728 | 0.2898 | 0.386494 |
5 | 0.021966 | 0.1687 | 0.433295 |
6 | -0.046658 | -0.3584 | 0.639333 |
7 | 0.050391 | 0.3871 | 0.350051 |
8 | -0.065742 | -0.505 | 0.692272 |
9 | -0.049038 | -0.3767 | 0.646115 |
10 | 0.040777 | 0.3132 | 0.377611 |
11 | 0.01426 | 0.1095 | 0.456575 |
12 | -0.060163 | -0.4621 | 0.677154 |
13 | 0.040953 | 0.3146 | 0.377101 |
14 | -0.062511 | -0.4802 | 0.683555 |
15 | -0.06768 | -0.5199 | 0.697446 |
16 | -0.073215 | -0.5624 | 0.712003 |