Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.448265 | 3.1057 | 0.001592 |
2 | 0.388684 | 2.6929 | 0.004863 |
3 | 0.169591 | 1.175 | 0.122903 |
4 | 0.187413 | 1.2984 | 0.100171 |
5 | 0.163465 | 1.1325 | 0.131521 |
6 | 0.11892 | 0.8239 | 0.207034 |
7 | 0.003278 | 0.0227 | 0.490986 |
8 | -0.165646 | -1.1476 | 0.871595 |
9 | -0.027916 | -0.1934 | 0.576272 |
10 | -0.19002 | -1.3165 | 0.902871 |
11 | -0.174499 | -1.209 | 0.8837 |
12 | -0.288659 | -1.9999 | 0.974406 |
13 | -0.256638 | -1.778 | 0.959134 |
14 | -0.106972 | -0.7411 | 0.768885 |
15 | -0.104263 | -0.7224 | 0.763209 |
16 | -0.092875 | -0.6435 | 0.738505 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.448265 | 3.1057 | 0.001592 |
1 | 0.234955 | 1.6278 | 0.055055 |
2 | -0.091434 | -0.6335 | 0.735284 |
3 | 0.084266 | 0.5838 | 0.281039 |
4 | 0.083499 | 0.5785 | 0.282816 |
5 | -0.030229 | -0.2094 | 0.582502 |
6 | -0.119648 | -0.8289 | 0.794381 |
7 | -0.215751 | -1.4948 | 0.92924 |
8 | 0.165608 | 1.1474 | 0.128458 |
9 | -0.182101 | -1.2616 | 0.893411 |
10 | -0.144256 | -0.9994 | 0.838702 |
11 | -0.087746 | -0.6079 | 0.726947 |
12 | -0.024901 | -0.1725 | 0.568124 |
13 | 0.196473 | 1.3612 | 0.089903 |
14 | -0.080019 | -0.5544 | 0.709056 |
15 | -0.074188 | -0.514 | 0.695191 |
16 | 0.11947 | 0.8277 | 0.205965 |