Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.065942 | -0.4569 | 0.675083 |
2 | 0.058992 | 0.4087 | 0.342286 |
3 | 0.328405 | 2.2753 | 0.013698 |
4 | -0.01706 | -0.1182 | 0.546796 |
5 | -0.020241 | -0.1402 | 0.555468 |
6 | 0.073604 | 0.5099 | 0.306215 |
7 | -0.281202 | -1.9482 | 0.971376 |
8 | 0.017606 | 0.122 | 0.451712 |
9 | -0.050208 | -0.3478 | 0.635263 |
10 | -0.162527 | -1.126 | 0.867122 |
11 | -0.090051 | -0.6239 | 0.732174 |
12 | -0.191055 | -1.3237 | 0.904058 |
13 | -0.070301 | -0.4871 | 0.685783 |
14 | 0.068802 | 0.4767 | 0.31788 |
15 | -0.097321 | -0.6743 | 0.74831 |
16 | -0.161318 | -1.1176 | 0.86536 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.065942 | -0.4569 | 0.675083 |
1 | 0.054882 | 0.3802 | 0.352725 |
2 | 0.338185 | 2.343 | 0.01166 |
3 | 0.031079 | 0.2153 | 0.415215 |
4 | -0.072891 | -0.505 | 0.692068 |
5 | -0.053132 | -0.3681 | 0.642796 |
6 | -0.315427 | -2.1853 | 0.983112 |
7 | -0.012156 | -0.0842 | 0.533385 |
8 | -0.010051 | -0.0696 | 0.527614 |
9 | 0.033481 | 0.232 | 0.408776 |
10 | -0.084959 | -0.5886 | 0.720559 |
11 | -0.246939 | -1.7108 | 0.953217 |
12 | -0.061347 | -0.425 | 0.663641 |
13 | 0.105275 | 0.7294 | 0.234661 |
14 | 0.116391 | 0.8064 | 0.212001 |
15 | -0.192621 | -1.3345 | 0.905835 |
16 | 0.003695 | 0.0256 | 0.489842 |