Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.034676 | 0.2402 | 0.405584 |
2 | -0.094427 | -0.6542 | 0.741949 |
3 | 0.23655 | 1.6389 | 0.05389 |
4 | 0.117807 | 0.8162 | 0.209212 |
5 | 0.035628 | 0.2468 | 0.403044 |
6 | 0.164169 | 1.1374 | 0.13051 |
7 | 0.009237 | 0.064 | 0.47462 |
8 | 0.037336 | 0.2587 | 0.398498 |
9 | 0.088478 | 0.613 | 0.271388 |
10 | 0.042108 | 0.2917 | 0.385873 |
11 | 0.009621 | 0.0667 | 0.473566 |
12 | -0.238874 | -1.655 | 0.947772 |
13 | -0.061602 | -0.4268 | 0.66428 |
14 | 0.012728 | 0.0882 | 0.465049 |
15 | -0.01531 | -0.1061 | 0.542016 |
16 | -0.052104 | -0.361 | 0.640154 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.034676 | 0.2402 | 0.405584 |
1 | -0.095744 | -0.6633 | 0.744855 |
2 | 0.246006 | 1.7044 | 0.047388 |
3 | 0.0912 | 0.6319 | 0.26524 |
4 | 0.079336 | 0.5497 | 0.292552 |
5 | 0.13473 | 0.9334 | 0.177633 |
6 | -0.041231 | -0.2857 | 0.611815 |
7 | 0.037883 | 0.2625 | 0.397046 |
8 | 0.003937 | 0.0273 | 0.489177 |
9 | 0.021641 | 0.1499 | 0.440724 |
10 | -0.009426 | -0.0653 | 0.525899 |
11 | -0.314049 | -2.1758 | 0.982738 |
12 | -0.085148 | -0.5899 | 0.720995 |
13 | -0.09342 | -0.6472 | 0.739718 |
14 | 0.078435 | 0.5434 | 0.29468 |
15 | 0.035569 | 0.2464 | 0.4032 |
16 | 0.111699 | 0.7739 | 0.221399 |