Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.362524 | 2.7846 | 0.003596 |
2 | 0.404246 | 3.1051 | 0.001461 |
3 | 0.446263 | 3.4278 | 0.000558 |
4 | 0.289802 | 2.226 | 0.014923 |
5 | 0.332901 | 2.5571 | 0.006574 |
6 | 0.223329 | 1.7154 | 0.045758 |
7 | 0.236582 | 1.8172 | 0.037131 |
8 | 0.19819 | 1.5223 | 0.066634 |
9 | 0.083296 | 0.6398 | 0.262388 |
10 | 0.187992 | 1.444 | 0.077015 |
11 | -0.007714 | -0.0593 | 0.523524 |
12 | 0.027165 | 0.2087 | 0.417717 |
13 | 0.116396 | 0.8941 | 0.187462 |
14 | -0.054821 | -0.4211 | 0.662389 |
15 | 0.04235 | 0.3253 | 0.373054 |
16 | -0.066315 | -0.5094 | 0.693804 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.362524 | 2.7846 | 0.003596 |
1 | 0.314102 | 2.4127 | 0.009481 |
2 | 0.296182 | 2.275 | 0.013277 |
3 | 0.022091 | 0.1697 | 0.43292 |
4 | 0.081827 | 0.6285 | 0.266043 |
5 | -0.060105 | -0.4617 | 0.676994 |
6 | 0.032722 | 0.2513 | 0.401212 |
7 | -0.011212 | -0.0861 | 0.53417 |
8 | -0.103217 | -0.7928 | 0.784472 |
9 | 0.074243 | 0.5703 | 0.285328 |
10 | -0.157584 | -1.2104 | 0.884529 |
11 | -0.02886 | -0.2217 | 0.587336 |
12 | 0.110654 | 0.85 | 0.199394 |
13 | -0.062744 | -0.4819 | 0.684185 |
14 | 0.030879 | 0.2372 | 0.406667 |
15 | -0.1001 | -0.7689 | 0.777484 |
16 | 0.14336 | 1.1012 | 0.137648 |