Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.264588 | 2.0495 | 0.022397 |
2 | 0.009326 | 0.0722 | 0.471325 |
3 | 0.332054 | 2.5721 | 0.006301 |
4 | 0.009674 | 0.0749 | 0.470259 |
5 | 0.056446 | 0.4372 | 0.331758 |
6 | 0.375573 | 2.9092 | 0.002538 |
7 | 0.036285 | 0.2811 | 0.389814 |
8 | 0.038224 | 0.2961 | 0.384094 |
9 | 0.238156 | 1.8447 | 0.035006 |
10 | -0.151153 | -1.1708 | 0.876851 |
11 | 0.1122 | 0.8691 | 0.194128 |
12 | 0.579157 | 4.4861 | 1.7e-05 |
13 | 0.069939 | 0.5417 | 0.295001 |
14 | -0.082258 | -0.6372 | 0.73678 |
15 | 0.124345 | 0.9632 | 0.169664 |
16 | -0.147315 | -1.1411 | 0.870818 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.264588 | 2.0495 | 0.022397 |
1 | -0.065249 | -0.5054 | 0.69244 |
2 | 0.374381 | 2.8999 | 0.002604 |
3 | -0.237983 | -1.8434 | 0.964895 |
4 | 0.241786 | 1.8729 | 0.03298 |
5 | 0.179213 | 1.3882 | 0.085107 |
6 | -0.093502 | -0.7243 | 0.764141 |
7 | 0.107276 | 0.831 | 0.204646 |
8 | -0.006247 | -0.0484 | 0.519218 |
9 | -0.207327 | -1.606 | 0.943232 |
10 | 0.330585 | 2.5607 | 0.00649 |
11 | 0.36382 | 2.8181 | 0.003266 |
12 | -0.15624 | -1.2102 | 0.884531 |
13 | -0.211468 | -1.638 | 0.946675 |
14 | -0.133527 | -1.0343 | 0.847426 |
15 | 0.005468 | 0.0424 | 0.483178 |
16 | -0.026806 | -0.2076 | 0.581893 |