Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.072109 | 0.4996 | 0.309823 |
2 | -0.03746 | -0.2595 | 0.601831 |
3 | 0.226107 | 1.5665 | 0.061899 |
4 | -0.073074 | -0.5063 | 0.692507 |
5 | 0.040259 | 0.2789 | 0.390751 |
6 | 0.12168 | 0.843 | 0.201698 |
7 | -0.170535 | -1.1815 | 0.878388 |
8 | 0.030259 | 0.2096 | 0.417418 |
9 | 0.207139 | 1.4351 | 0.078872 |
10 | -0.146772 | -1.0169 | 0.842843 |
11 | -0.074782 | -0.5181 | 0.696616 |
12 | -0.136358 | -0.9447 | 0.825232 |
13 | -0.085533 | -0.5926 | 0.72188 |
14 | 0.109544 | 0.7589 | 0.225799 |
15 | -0.122523 | -0.8489 | 0.799915 |
16 | -0.104973 | -0.7273 | 0.764705 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.072109 | 0.4996 | 0.309823 |
1 | -0.042882 | -0.2971 | 0.616163 |
2 | 0.233658 | 1.6188 | 0.056018 |
3 | -0.118727 | -0.8226 | 0.792589 |
4 | 0.088057 | 0.6101 | 0.272345 |
5 | 0.04635 | 0.3211 | 0.374757 |
6 | -0.148851 | -1.0313 | 0.846209 |
7 | 0.04729 | 0.3276 | 0.372306 |
8 | 0.164963 | 1.1429 | 0.129375 |
9 | -0.119717 | -0.8294 | 0.794514 |
10 | -0.086066 | -0.5963 | 0.723106 |
11 | -0.21841 | -1.5132 | 0.931605 |
12 | 0.062837 | 0.4354 | 0.33263 |
13 | 0.079026 | 0.5475 | 0.293283 |
14 | -0.115347 | -0.7991 | 0.785929 |
15 | -0.009448 | -0.0655 | 0.525961 |
16 | 0.127726 | 0.8849 | 0.190308 |