Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.289068 | 2.2204 | 0.015123 |
2 | -0.153902 | -1.1821 | 0.879054 |
3 | -0.186322 | -1.4312 | 0.921171 |
4 | 0.088895 | 0.6828 | 0.248697 |
5 | 0.038393 | 0.2949 | 0.384553 |
6 | -0.155196 | -1.1921 | 0.880999 |
7 | -0.049524 | -0.3804 | 0.647494 |
8 | 0.074516 | 0.5724 | 0.284624 |
9 | 0.075827 | 0.5824 | 0.281244 |
10 | 0.057577 | 0.4423 | 0.329959 |
11 | 0.022039 | 0.1693 | 0.433075 |
12 | 0.032747 | 0.2515 | 0.401138 |
13 | 0.024999 | 0.192 | 0.424194 |
14 | 0.002729 | 0.021 | 0.491672 |
15 | -0.126244 | -0.9697 | 0.831922 |
16 | -0.171154 | -1.3147 | 0.903144 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.289068 | 2.2204 | 0.015123 |
1 | -0.259114 | -1.9903 | 0.974401 |
2 | -0.064808 | -0.4978 | 0.689762 |
3 | 0.159832 | 1.2277 | 0.112219 |
4 | -0.114489 | -0.8794 | 0.808626 |
5 | -0.138576 | -1.0644 | 0.854263 |
6 | 0.112411 | 0.8634 | 0.195694 |
7 | -0.015175 | -0.1166 | 0.546198 |
8 | -0.005372 | -0.0413 | 0.516388 |
9 | 0.12911 | 0.9917 | 0.162694 |
10 | -0.019234 | -0.1477 | 0.558475 |
11 | 0.011196 | 0.086 | 0.465881 |
12 | 0.065001 | 0.4993 | 0.309718 |
13 | -0.019042 | -0.1463 | 0.557893 |
14 | -0.149641 | -1.1494 | 0.872488 |
15 | -0.061528 | -0.4726 | 0.680881 |
16 | 0.177433 | 1.3629 | 0.089049 |