Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.005795 | 0.0402 | 0.48407 |
2 | -0.119795 | -0.83 | 0.794667 |
3 | 0.202047 | 1.3998 | 0.083998 |
4 | 0.106968 | 0.7411 | 0.231123 |
5 | 0.038945 | 0.2698 | 0.394229 |
6 | 0.151448 | 1.0493 | 0.149656 |
7 | -0.029756 | -0.2062 | 0.581229 |
8 | 0.032416 | 0.2246 | 0.411628 |
9 | 0.098071 | 0.6795 | 0.250056 |
10 | 0.022407 | 0.1552 | 0.438641 |
11 | 0.007036 | 0.0487 | 0.480661 |
12 | -0.262112 | -1.816 | 0.962188 |
13 | -0.080472 | -0.5575 | 0.710119 |
14 | 0.016763 | 0.1161 | 0.454014 |
15 | -0.017979 | -0.1246 | 0.549306 |
16 | -0.058715 | -0.4068 | 0.657015 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.005795 | 0.0402 | 0.48407 |
1 | -0.119833 | -0.8302 | 0.79474 |
2 | 0.206491 | 1.4306 | 0.079509 |
3 | 0.090023 | 0.6237 | 0.267888 |
4 | 0.089482 | 0.6199 | 0.269112 |
5 | 0.142171 | 0.985 | 0.164784 |
6 | -0.059864 | -0.4148 | 0.659915 |
7 | 0.037571 | 0.2603 | 0.397873 |
8 | 0.017916 | 0.1241 | 0.450866 |
9 | 0.014446 | 0.1001 | 0.460347 |
10 | 0.002668 | 0.0185 | 0.492664 |
11 | -0.335867 | -2.327 | 0.987883 |
12 | -0.109932 | -0.7616 | 0.774998 |
13 | -0.113381 | -0.7855 | 0.781997 |
14 | 0.052697 | 0.3651 | 0.358323 |
15 | 0.047439 | 0.3287 | 0.371919 |
16 | 0.139346 | 0.9654 | 0.169588 |