Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.080936 | 0.6269 | 0.266544 |
2 | -0.255226 | -1.977 | 0.973677 |
3 | -0.095211 | -0.7375 | 0.768154 |
4 | -0.050211 | -0.3889 | 0.650648 |
5 | 0.178525 | 1.3829 | 0.085918 |
6 | 0.240355 | 1.8618 | 0.033767 |
7 | 0.09064 | 0.7021 | 0.242667 |
8 | -0.134468 | -1.0416 | 0.849108 |
9 | -0.164966 | -1.2778 | 0.896883 |
10 | -0.38219 | -2.9604 | 0.997803 |
11 | 0.052795 | 0.4089 | 0.342018 |
12 | 0.550172 | 4.2616 | 3.6e-05 |
13 | -0.149211 | -1.1558 | 0.873825 |
14 | -0.284067 | -2.2004 | 0.984179 |
15 | -0.151829 | -1.1761 | 0.877893 |
16 | -0.131079 | -1.0153 | 0.842988 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.080936 | 0.6269 | 0.266544 |
1 | -0.263503 | -2.0411 | 0.977176 |
2 | -0.051688 | -0.4004 | 0.654849 |
3 | -0.112246 | -0.8695 | 0.805969 |
4 | 0.168909 | 1.3084 | 0.09787 |
5 | 0.184155 | 1.4265 | 0.079459 |
6 | 0.159293 | 1.2339 | 0.11103 |
7 | -0.033856 | -0.2622 | 0.602985 |
8 | -0.068075 | -0.5273 | 0.700037 |
9 | -0.497251 | -3.8517 | 0.999856 |
10 | -0.074173 | -0.5745 | 0.716126 |
11 | 0.381282 | 2.9534 | 0.002241 |
12 | -0.25576 | -1.9811 | 0.973916 |
13 | -0.032965 | -0.2553 | 0.600337 |
14 | 0.011567 | 0.0896 | 0.464452 |
15 | -0.094432 | -0.7315 | 0.766329 |
16 | -0.068026 | -0.5269 | 0.699908 |