Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6 | 0 |
1 | 0.699097 | 4.1946 | 8.5e-05 |
2 | 0.434846 | 2.6091 | 0.00657 |
3 | 0.431671 | 2.59 | 0.006883 |
4 | 0.386115 | 2.3167 | 0.013162 |
5 | 0.302193 | 1.8132 | 0.039076 |
6 | 0.242375 | 1.4542 | 0.07727 |
7 | 0.170557 | 1.0233 | 0.156488 |
8 | -0.000733 | -0.0044 | 0.501742 |
9 | -0.041143 | -0.2469 | 0.59679 |
10 | 0.080887 | 0.4853 | 0.315195 |
11 | -0.008818 | -0.0529 | 0.520951 |
12 | -0.1908 | -1.1448 | 0.870077 |
13 | -0.20071 | -1.2043 | 0.881826 |
14 | -0.135246 | -0.8115 | 0.788788 |
15 | -0.130645 | -0.7839 | 0.780878 |
16 | -0.14365 | -0.8619 | 0.802776 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.699097 | 4.1946 | 8.5e-05 |
1 | -0.105408 | -0.6324 | 0.734455 |
2 | 0.334896 | 2.0094 | 0.02602 |
3 | -0.085686 | -0.5141 | 0.694843 |
4 | 0.076202 | 0.4572 | 0.325133 |
5 | -0.053379 | -0.3203 | 0.624694 |
6 | -0.048231 | -0.2894 | 0.613026 |
7 | -0.278839 | -1.673 | 0.948505 |
8 | 0.144818 | 0.8689 | 0.195328 |
9 | 0.130207 | 0.7812 | 0.219885 |
10 | -0.233864 | -1.4032 | 0.915436 |
11 | -0.112521 | -0.6751 | 0.748045 |
12 | 0.009187 | 0.0551 | 0.478173 |
13 | 0.074017 | 0.4441 | 0.329815 |
14 | -0.002719 | -0.0163 | 0.506463 |
15 | -0.035686 | -0.2141 | 0.584167 |
16 | -0.098429 | -0.5906 | 0.720753 |