Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.008319 | 0.0639 | 0.474634 |
2 | -0.167371 | -1.2856 | 0.898197 |
3 | 0.039763 | 0.3054 | 0.380558 |
4 | 0.02179 | 0.1674 | 0.433826 |
5 | 0.038707 | 0.2973 | 0.383636 |
6 | -0.188079 | -1.4447 | 0.923079 |
7 | 0.075705 | 0.5815 | 0.281558 |
8 | -0.169904 | -1.3051 | 0.90153 |
9 | -0.254732 | -1.9566 | 0.972436 |
10 | 0.19476 | 1.496 | 0.069994 |
11 | 0.184486 | 1.4171 | 0.080862 |
12 | -0.059842 | -0.4597 | 0.676273 |
13 | -0.195805 | -1.504 | 0.931043 |
14 | -0.010174 | -0.0781 | 0.531011 |
15 | 0.131056 | 1.0067 | 0.159104 |
16 | -0.134057 | -1.0297 | 0.846326 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.008319 | 0.0639 | 0.474634 |
1 | -0.167451 | -1.2862 | 0.898304 |
2 | 0.044019 | 0.3381 | 0.368238 |
3 | -0.007581 | -0.0582 | 0.52312 |
4 | 0.054132 | 0.4158 | 0.339534 |
5 | -0.195456 | -1.5013 | 0.930698 |
6 | 0.106761 | 0.82 | 0.207745 |
7 | -0.267605 | -2.0555 | 0.977868 |
8 | -0.204756 | -1.5728 | 0.939439 |
9 | 0.138066 | 1.0605 | 0.146619 |
10 | 0.161157 | 1.2379 | 0.110334 |
11 | -0.060902 | -0.4678 | 0.679174 |
12 | -0.130048 | -0.9989 | 0.839042 |
13 | -0.111557 | -0.8569 | 0.802513 |
14 | 0.015257 | 0.1172 | 0.453553 |
15 | -0.125263 | -0.9622 | 0.830054 |
16 | -0.063399 | -0.487 | 0.68596 |