Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.176852 | 1.3584 | 0.08975 |
2 | -0.156777 | -1.2042 | 0.883345 |
3 | -0.081949 | -0.6295 | 0.734262 |
4 | -0.106847 | -0.8207 | 0.792442 |
5 | 0.083429 | 0.6408 | 0.262057 |
6 | -0.058518 | -0.4495 | 0.672635 |
7 | -0.16866 | -1.2955 | 0.899903 |
8 | -0.201122 | -1.5448 | 0.936135 |
9 | -0.132206 | -1.0155 | 0.842991 |
10 | 0.040464 | 0.3108 | 0.37852 |
11 | 0.304832 | 2.3415 | 0.011303 |
12 | 0.079965 | 0.6142 | 0.270716 |
13 | -0.101222 | -0.7775 | 0.780016 |
14 | 0.095146 | 0.7308 | 0.233887 |
15 | -0.029426 | -0.226 | 0.58902 |
16 | 0.069462 | 0.5335 | 0.29783 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.176852 | 1.3584 | 0.08975 |
1 | -0.194125 | -1.4911 | 0.929369 |
2 | -0.015564 | -0.1195 | 0.547376 |
3 | -0.125489 | -0.9639 | 0.830486 |
4 | 0.121778 | 0.9354 | 0.176699 |
5 | -0.157376 | -1.2088 | 0.884224 |
6 | -0.105264 | -0.8085 | 0.788988 |
7 | -0.216715 | -1.6646 | 0.949355 |
8 | -0.100748 | -0.7739 | 0.778949 |
9 | -0.051065 | -0.3922 | 0.651852 |
10 | 0.27259 | 2.0938 | 0.020292 |
11 | -0.086252 | -0.6625 | 0.744889 |
12 | -0.013723 | -0.1054 | 0.541796 |
13 | 0.105612 | 0.8112 | 0.21025 |
14 | -0.110469 | -0.8485 | 0.800214 |
15 | 0.035829 | 0.2752 | 0.392059 |
16 | 0.019608 | 0.1506 | 0.440397 |