Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.115393 | 0.8938 | 0.187492 |
2 | -0.026373 | -0.2043 | 0.580587 |
3 | 0.391357 | 3.0314 | 0.001795 |
4 | -0.172647 | -1.3373 | 0.906917 |
5 | 0.019051 | 0.1476 | 0.441589 |
6 | 0.455389 | 3.5274 | 0.000406 |
7 | -0.125086 | -0.9689 | 0.831761 |
8 | -0.078518 | -0.6082 | 0.727325 |
9 | 0.294185 | 2.2787 | 0.013128 |
10 | -0.259516 | -2.0102 | 0.975544 |
11 | 0.016404 | 0.1271 | 0.449657 |
12 | 0.521305 | 4.038 | 7.8e-05 |
13 | -0.088349 | -0.6843 | 0.751805 |
14 | 0.015465 | 0.1198 | 0.452523 |
15 | 0.191961 | 1.4869 | 0.071136 |
16 | -0.253064 | -1.9602 | 0.972691 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.115393 | 0.8938 | 0.187492 |
1 | -0.040224 | -0.3116 | 0.621777 |
2 | 0.405207 | 3.1387 | 0.001316 |
3 | -0.33413 | -2.5882 | 0.993957 |
4 | 0.222586 | 1.7241 | 0.044916 |
5 | 0.270688 | 2.0967 | 0.02012 |
6 | -0.139127 | -1.0777 | 0.857254 |
7 | -0.111696 | -0.8652 | 0.804811 |
8 | 0.14775 | 1.1445 | 0.128488 |
9 | -0.18648 | -1.4445 | 0.923095 |
10 | 0.149687 | 1.1595 | 0.125429 |
11 | 0.336654 | 2.6077 | 0.005743 |
12 | -0.03478 | -0.2694 | 0.60573 |
13 | -0.088715 | -0.6872 | 0.752692 |
14 | -0.154591 | -1.1975 | 0.882082 |
15 | 0.10762 | 0.8336 | 0.2039 |
16 | -0.095163 | -0.7371 | 0.768042 |