Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.227315 | 1.746 | 0.043005 |
2 | -0.193427 | -1.4857 | 0.928664 |
3 | -0.118167 | -0.9077 | 0.816124 |
4 | 0.135253 | 1.0389 | 0.151546 |
5 | 0.070945 | 0.5449 | 0.293924 |
6 | -0.253376 | -1.9462 | 0.971802 |
7 | -0.049308 | -0.3787 | 0.646882 |
8 | 0.029088 | 0.2234 | 0.411987 |
9 | 0.082241 | 0.6317 | 0.26501 |
10 | 0.033195 | 0.255 | 0.399815 |
11 | 0.015498 | 0.119 | 0.452824 |
12 | -0.014481 | -0.1112 | 0.544094 |
13 | 0.01184 | 0.0909 | 0.463923 |
14 | 0.111243 | 0.8545 | 0.198149 |
15 | -0.078359 | -0.6019 | 0.725223 |
16 | -0.143999 | -1.1061 | 0.863409 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.227315 | 1.746 | 0.043005 |
1 | -0.258454 | -1.9852 | 0.974113 |
2 | -0.004615 | -0.0354 | 0.514078 |
3 | 0.135856 | 1.0435 | 0.15048 |
4 | -0.038206 | -0.2935 | 0.614901 |
5 | -0.245308 | -1.8842 | 0.967769 |
6 | 0.143581 | 1.1029 | 0.137282 |
7 | -0.116577 | -0.8954 | 0.812905 |
8 | 0.068037 | 0.5226 | 0.301603 |
9 | 0.071482 | 0.5491 | 0.292517 |
10 | 0.018559 | 0.1426 | 0.443565 |
11 | -0.091108 | -0.6998 | 0.756604 |
12 | 0.106475 | 0.8179 | 0.208366 |
13 | 0.050419 | 0.3873 | 0.349972 |
14 | -0.151657 | -1.1649 | 0.875626 |
15 | -0.01584 | -0.1217 | 0.548213 |
16 | 0.085012 | 0.653 | 0.25815 |