Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.465111 | 3.6027 | 0.00032 |
2 | 0.430663 | 3.3359 | 0.000731 |
3 | 0.358433 | 2.7764 | 0.003661 |
4 | 0.220381 | 1.7071 | 0.04649 |
5 | 0.330588 | 2.5607 | 0.00649 |
6 | 0.244521 | 1.8941 | 0.031521 |
7 | 0.197855 | 1.5326 | 0.065318 |
8 | 0.088027 | 0.6819 | 0.248976 |
9 | -0.113331 | -0.8779 | 0.808238 |
10 | -0.156789 | -1.2145 | 0.885339 |
11 | -0.171197 | -1.3261 | 0.905082 |
12 | 0.02883 | 0.2233 | 0.412025 |
13 | -0.194653 | -1.5078 | 0.93157 |
14 | -0.250234 | -1.9383 | 0.971352 |
15 | -0.158406 | -1.227 | 0.887694 |
16 | -0.309211 | -2.3951 | 0.990124 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.465111 | 3.6027 | 0.00032 |
1 | 0.2735 | 2.1185 | 0.01914 |
2 | 0.118203 | 0.9156 | 0.181772 |
3 | -0.062538 | -0.4844 | 0.685074 |
4 | 0.200269 | 1.5513 | 0.063047 |
5 | 0.025838 | 0.2001 | 0.421024 |
6 | -0.030766 | -0.2383 | 0.593775 |
7 | -0.150351 | -1.1646 | 0.875608 |
8 | -0.262968 | -2.0369 | 0.976963 |
9 | -0.170255 | -1.3188 | 0.903875 |
10 | -0.040494 | -0.3137 | 0.62257 |
11 | 0.32448 | 2.5134 | 0.00733 |
12 | -0.239124 | -1.8522 | 0.965544 |
13 | -0.201676 | -1.5622 | 0.938247 |
14 | 0.19489 | 1.5096 | 0.068195 |
15 | 0.018406 | 0.1426 | 0.443553 |
16 | 0.07376 | 0.5713 | 0.284951 |