Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.228776 | 1.585 | 0.059766 |
2 | 0.372713 | 2.5822 | 0.006461 |
3 | 0.408895 | 2.8329 | 0.003362 |
4 | 0.029443 | 0.204 | 0.419612 |
5 | 0.210924 | 1.4613 | 0.075221 |
6 | 0.153302 | 1.0621 | 0.146751 |
7 | 0.057583 | 0.3989 | 0.345851 |
8 | 0.21992 | 1.5236 | 0.067079 |
9 | -0.005021 | -0.0348 | 0.513803 |
10 | -0.00555 | -0.0384 | 0.515255 |
11 | 7.7e-05 | 5e-04 | 0.499789 |
12 | -0.220849 | -1.5301 | 0.93372 |
13 | -0.063378 | -0.4391 | 0.668719 |
14 | -0.105303 | -0.7296 | 0.765398 |
15 | -0.081063 | -0.5616 | 0.711506 |
16 | -0.010382 | -0.0719 | 0.528521 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.228776 | 1.585 | 0.059766 |
1 | 0.338069 | 2.3422 | 0.011683 |
2 | 0.327765 | 2.2708 | 0.013841 |
3 | -0.226457 | -1.5689 | 0.938384 |
4 | -0.015319 | -0.1061 | 0.542039 |
5 | 0.093575 | 0.6483 | 0.259939 |
6 | 0.063615 | 0.4407 | 0.33069 |
7 | 0.097194 | 0.6734 | 0.251968 |
8 | -0.153089 | -1.0606 | 0.852918 |
9 | -0.143902 | -0.997 | 0.838113 |
10 | -0.064081 | -0.444 | 0.670468 |
11 | -0.134754 | -0.9336 | 0.822409 |
12 | 0.016186 | 0.1121 | 0.45559 |
13 | 0.032645 | 0.2262 | 0.411013 |
14 | 0.10693 | 0.7408 | 0.231202 |
15 | -0.015327 | -0.1062 | 0.542063 |
16 | -0.016854 | -0.1168 | 0.546235 |